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[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd

365.4 -5.55 (-1.50%)

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Historical option data for CROMPTON

07 Jan 2025 10:41 AM IST
CROMPTON 30JAN2025 420 CE
Delta: 0.05
Vega: 0.10
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.40 0.65 -0.35 31.96 75 -17 172
6 Jan 370.95 1 0.30 31.63 537 55 190
3 Jan 366.75 0.7 -0.20 28.64 101 -2 137
2 Jan 372.05 0.9 -0.45 27.55 164 16 143
1 Jan 375.30 1.35 -2.45 27.97 459 31 126
31 Dec 395.80 3.8 -0.25 24.60 319 -30 95
30 Dec 394.50 4.05 0.15 24.42 495 -11 124
27 Dec 396.35 3.9 -0.35 22.27 256 60 133
26 Dec 393.60 4.25 -0.10 24.74 120 46 73
24 Dec 394.85 4.35 -0.15 23.27 27 18 28
23 Dec 390.55 4.5 -0.60 26.37 5 3 10
20 Dec 388.25 5.1 -1.40 27.74 10 0 7
19 Dec 395.45 6.5 -1.95 26.06 6 1 6
18 Dec 396.20 8.45 -0.45 29.16 2 1 5
17 Dec 397.60 8.9 -2.70 29.38 4 0 3
16 Dec 406.65 11.6 0.60 27.04 1 0 3
13 Dec 411.40 11 -1.20 20.44 3 1 3
12 Dec 406.10 12.2 -3.10 26.93 4 0 2
11 Dec 413.60 15.3 0.00 0.00 0 0 0
10 Dec 415.70 15.3 0.00 0.00 0 0 0
9 Dec 414.10 15.3 0.00 0.00 0 0 0
5 Dec 405.20 15.3 0.00 0.00 0 0 0
3 Dec 409.15 15.3 -3.75 26.92 2 0 1
29 Nov 409.70 19.05 0.00 0.48 0 0 0
28 Nov 406.65 19.05 0.00 1.24 0 0 0
27 Nov 408.95 19.05 0.00 1.14 0 0 0
26 Nov 408.55 19.05 0.00 0.91 0 0 0
25 Nov 405.45 19.05 19.05 1.21 0 0 0
22 Nov 393.05 0 0.00 3.32 0 0 0
21 Nov 381.95 0 0.00 5.18 0 0 0
20 Nov 390.70 0 0.00 3.37 0 0 0
19 Nov 390.70 0 0.00 3.37 0 0 0
18 Nov 384.25 0 0.00 4.60 0 0 0
14 Nov 371.05 0 0.00 6.58 0 0 0
13 Nov 385.00 0 0.00 4.26 0 0 0
12 Nov 390.40 0 0.00 3.08 0 0 0
11 Nov 390.55 0 0.00 3.23 0 0 0
8 Nov 398.60 0 0.00 1.70 0 0 0
7 Nov 389.95 0 0.00 3.31 0 0 0
5 Nov 385.50 0 0.00 3.84 0 0 0
4 Nov 384.75 0 3.98 0 0 0


For Crompt Grea Con Elec Ltd - strike price 420 expiring on 30JAN2025

Delta for 420 CE is 0.05

Historical price for 420 CE is as follows

On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 31.96, the open interest changed by -17 which decreased total open position to 172


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 31.63, the open interest changed by 55 which increased total open position to 190


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 28.64, the open interest changed by -2 which decreased total open position to 137


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 27.55, the open interest changed by 16 which increased total open position to 143


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 1.35, which was -2.45 lower than the previous day. The implied volatity was 27.97, the open interest changed by 31 which increased total open position to 126


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 3.8, which was -0.25 lower than the previous day. The implied volatity was 24.60, the open interest changed by -30 which decreased total open position to 95


On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 4.05, which was 0.15 higher than the previous day. The implied volatity was 24.42, the open interest changed by -11 which decreased total open position to 124


On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 22.27, the open interest changed by 60 which increased total open position to 133


On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 4.25, which was -0.10 lower than the previous day. The implied volatity was 24.74, the open interest changed by 46 which increased total open position to 73


On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was 23.27, the open interest changed by 18 which increased total open position to 28


On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 4.5, which was -0.60 lower than the previous day. The implied volatity was 26.37, the open interest changed by 3 which increased total open position to 10


On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 5.1, which was -1.40 lower than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 7


On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 6.5, which was -1.95 lower than the previous day. The implied volatity was 26.06, the open interest changed by 1 which increased total open position to 6


On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 8.45, which was -0.45 lower than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 5


On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 8.9, which was -2.70 lower than the previous day. The implied volatity was 29.38, the open interest changed by 0 which decreased total open position to 3


On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 11.6, which was 0.60 higher than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 3


On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 11, which was -1.20 lower than the previous day. The implied volatity was 20.44, the open interest changed by 1 which increased total open position to 3


On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 12.2, which was -3.10 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 2


On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 15.3, which was -3.75 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 1


On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0


On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 19.05, which was 19.05 higher than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0


On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0


On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0


On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0


On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0


CROMPTON 30JAN2025 420 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.40 50.75 0.00 0.00 0 0 0
6 Jan 370.95 50.75 0.00 0.00 0 -2 0
3 Jan 366.75 50.75 3.00 35.54 2 -1 12
2 Jan 372.05 47.75 4.15 38.02 3 0 14
1 Jan 375.30 43.6 17.50 32.60 18 5 14
31 Dec 395.80 26.1 3.75 27.47 1 0 8
30 Dec 394.50 22.35 -2.15 17.68 8 1 7
27 Dec 396.35 24.5 -3.50 25.03 2 1 5
26 Dec 393.60 28 2.00 28.04 1 0 3
24 Dec 394.85 26 -14.50 25.41 3 2 2
23 Dec 390.55 40.5 0.00 - 0 0 0
20 Dec 388.25 40.5 0.00 - 0 0 0
19 Dec 395.45 40.5 0.00 - 0 0 0
18 Dec 396.20 40.5 0.00 - 0 0 0
17 Dec 397.60 40.5 0.00 - 0 0 0
16 Dec 406.65 40.5 0.00 - 0 0 0
13 Dec 411.40 40.5 0.00 - 0 0 0
12 Dec 406.10 40.5 0.00 - 0 0 0
11 Dec 413.60 40.5 0.00 0.15 0 0 0
10 Dec 415.70 40.5 0.00 0.04 0 0 0
9 Dec 414.10 40.5 0.00 0.15 0 0 0
5 Dec 405.20 40.5 0.00 - 0 0 0
3 Dec 409.15 40.5 0.00 - 0 0 0
29 Nov 409.70 40.5 40.50 - 0 0 0
28 Nov 406.65 0 0.00 - 0 0 0
27 Nov 408.95 0 0.00 - 0 0 0
26 Nov 408.55 0 0.00 - 0 0 0
25 Nov 405.45 0 0.00 - 0 0 0
22 Nov 393.05 0 0.00 - 0 0 0
21 Nov 381.95 0 0.00 - 0 0 0
20 Nov 390.70 0 0.00 - 0 0 0
19 Nov 390.70 0 0.00 - 0 0 0
18 Nov 384.25 0 0.00 - 0 0 0
14 Nov 371.05 0 0.00 - 0 0 0
13 Nov 385.00 0 0.00 - 0 0 0
12 Nov 390.40 0 0.00 - 0 0 0
11 Nov 390.55 0 0.00 - 0 0 0
8 Nov 398.60 0 0.00 - 0 0 0
7 Nov 389.95 0 0.00 - 0 0 0
5 Nov 385.50 0 0.00 - 0 0 0
4 Nov 384.75 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 420 expiring on 30JAN2025

Delta for 420 PE is 0.00

Historical price for 420 PE is as follows

On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 50.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 50.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 50.75, which was 3.00 higher than the previous day. The implied volatity was 35.54, the open interest changed by -1 which decreased total open position to 12


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 47.75, which was 4.15 higher than the previous day. The implied volatity was 38.02, the open interest changed by 0 which decreased total open position to 14


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 43.6, which was 17.50 higher than the previous day. The implied volatity was 32.60, the open interest changed by 5 which increased total open position to 14


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 26.1, which was 3.75 higher than the previous day. The implied volatity was 27.47, the open interest changed by 0 which decreased total open position to 8


On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 22.35, which was -2.15 lower than the previous day. The implied volatity was 17.68, the open interest changed by 1 which increased total open position to 7


On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 24.5, which was -3.50 lower than the previous day. The implied volatity was 25.03, the open interest changed by 1 which increased total open position to 5


On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 28, which was 2.00 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 3


On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 26, which was -14.50 lower than the previous day. The implied volatity was 25.41, the open interest changed by 2 which increased total open position to 2


On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 40.5, which was 40.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0