CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
20 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 425 CE | ||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.25 | 0.25 | -0.35 | 37.62 | 23 | -6 | 101 | |||
| 19 Dec | 395.45 | 0.6 | -0.30 | 33.86 | 55 | -13 | 108 | |||
| 18 Dec | 396.20 | 0.9 | -0.10 | 34.77 | 74 | 1 | 121 | |||
| 17 Dec | 397.60 | 1 | -1.45 | 33.10 | 217 | 4 | 121 | |||
| 16 Dec | 406.65 | 2.45 | -1.00 | 31.09 | 189 | 21 | 117 | |||
| 13 Dec | 411.40 | 3.45 | 0.70 | 25.13 | 256 | -5 | 99 | |||
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| 12 Dec | 406.10 | 2.75 | -2.25 | 27.52 | 297 | -7 | 104 | |||
| 11 Dec | 413.60 | 5 | -0.55 | 25.07 | 238 | 2 | 112 | |||
| 10 Dec | 415.70 | 5.55 | -0.75 | 26.63 | 344 | 9 | 110 | |||
| 9 Dec | 414.10 | 6.3 | 2.45 | 27.99 | 423 | 56 | 100 | |||
| 6 Dec | 406.20 | 3.85 | -0.35 | 26.02 | 78 | 3 | 45 | |||
| 5 Dec | 405.20 | 4.2 | -1.25 | 26.23 | 82 | 10 | 39 | |||
| 4 Dec | 408.55 | 5.45 | -0.40 | 28.14 | 33 | -6 | 29 | |||
| 3 Dec | 409.15 | 5.85 | -3.70 | 27.47 | 186 | 9 | 33 | |||
| 2 Dec | 416.85 | 9.55 | 2.45 | 28.12 | 78 | 13 | 25 | |||
| 29 Nov | 409.70 | 7.1 | 0.60 | 26.17 | 27 | 11 | 12 | |||
| 28 Nov | 406.65 | 6.5 | -4.40 | 28.12 | 1 | 0 | 0 | |||
| 27 Nov | 408.95 | 10.9 | 0.00 | 3.79 | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 10.9 | 0.00 | 3.45 | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 10.9 | 0.00 | 3.64 | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 10.9 | 0.00 | 6.57 | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 10.9 | 0.00 | 8.97 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 10.9 | 0.00 | 7.01 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 10.9 | 0.00 | 7.01 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 10.9 | 0.00 | 7.81 | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 10.9 | 0.00 | 10.02 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 10.9 | 0.00 | 7.44 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 10.9 | 0.00 | 6.32 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 10.9 | 0.00 | 6.02 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 10.9 | 0.00 | 4.27 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 10.9 | 0.00 | 3.44 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 10.9 | 10.90 | 6.63 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 0 | 5.09 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 CE is 0.03
Historical price for 425 CE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 37.62, the open interest changed by -6 which decreased total open position to 101
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 33.86, the open interest changed by -13 which decreased total open position to 108
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 34.77, the open interest changed by 1 which increased total open position to 121
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 1, which was -1.45 lower than the previous day. The implied volatity was 33.10, the open interest changed by 4 which increased total open position to 121
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 2.45, which was -1.00 lower than the previous day. The implied volatity was 31.09, the open interest changed by 21 which increased total open position to 117
On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 3.45, which was 0.70 higher than the previous day. The implied volatity was 25.13, the open interest changed by -5 which decreased total open position to 99
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 2.75, which was -2.25 lower than the previous day. The implied volatity was 27.52, the open interest changed by -7 which decreased total open position to 104
On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 112
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 5.55, which was -0.75 lower than the previous day. The implied volatity was 26.63, the open interest changed by 9 which increased total open position to 110
On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 6.3, which was 2.45 higher than the previous day. The implied volatity was 27.99, the open interest changed by 56 which increased total open position to 100
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 26.02, the open interest changed by 3 which increased total open position to 45
On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 4.2, which was -1.25 lower than the previous day. The implied volatity was 26.23, the open interest changed by 10 which increased total open position to 39
On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 5.45, which was -0.40 lower than the previous day. The implied volatity was 28.14, the open interest changed by -6 which decreased total open position to 29
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 5.85, which was -3.70 lower than the previous day. The implied volatity was 27.47, the open interest changed by 9 which increased total open position to 33
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 9.55, which was 2.45 higher than the previous day. The implied volatity was 28.12, the open interest changed by 13 which increased total open position to 25
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 7.1, which was 0.60 higher than the previous day. The implied volatity was 26.17, the open interest changed by 11 which increased total open position to 12
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 6.5, which was -4.40 lower than the previous day. The implied volatity was 28.12, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 3.45, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 3.64, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 7.01, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 7.01, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 7.81, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 10.02, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 7.44, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 6.32, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 10.9, which was 0.00 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 10.9, which was 10.90 higher than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26DEC2024 425 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.25 | 30.3 | 3.80 | - | 1 | 0 | 25 |
| 19 Dec | 395.45 | 26.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 26.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 17 Dec | 397.60 | 26.5 | 12.00 | - | 3 | 0 | 23 |
| 16 Dec | 406.65 | 14.5 | -3.35 | - | 2 | 0 | 24 |
| 13 Dec | 411.40 | 17.85 | 0.30 | 35.55 | 6 | 4 | 24 |
| 12 Dec | 406.10 | 17.55 | 3.45 | - | 3 | 0 | 18 |
| 11 Dec | 413.60 | 14.1 | -7.05 | 27.74 | 3 | 2 | 17 |
| 10 Dec | 415.70 | 21.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 21.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Dec | 406.20 | 21.15 | 0.70 | 28.00 | 1 | 0 | 16 |
| 5 Dec | 405.20 | 20.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 408.55 | 20.45 | 0.00 | 0.00 | 0 | 7 | 0 |
| 3 Dec | 409.15 | 20.45 | 5.35 | 29.80 | 12 | 8 | 17 |
| 2 Dec | 416.85 | 15.1 | -7.35 | 28.44 | 16 | 7 | 10 |
| 29 Nov | 409.70 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 406.65 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 408.95 | 22.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 408.55 | 22.45 | -1.15 | 31.03 | 1 | 0 | 2 |
| 25 Nov | 405.45 | 23.6 | -16.55 | 31.71 | 2 | 1 | 1 |
| 22 Nov | 393.05 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 381.95 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 390.70 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 390.70 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 384.25 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 371.05 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 390.40 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 390.55 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 398.60 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 402.45 | 40.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 385.50 | 40.15 | 40.15 | - | 0 | 0 | 0 |
| 1 Nov | 392.15 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 PE is -
Historical price for 425 PE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 30.3, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 26.5, 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 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 26.5, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 14.5, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 17.85, which was 0.30 higher than the previous day. The implied volatity was 35.55, the open interest changed by 4 which increased total open position to 24
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 17.55, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 14.1, which was -7.05 lower than the previous day. The implied volatity was 27.74, the open interest changed by 2 which increased total open position to 17
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 21.15, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 21.15, which was 0.70 higher than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 16
On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 20.45, 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 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 20.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 20.45, which was 5.35 higher than the previous day. The implied volatity was 29.80, the open interest changed by 8 which increased total open position to 17
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 15.1, which was -7.35 lower than the previous day. The implied volatity was 28.44, the open interest changed by 7 which increased total open position to 10
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 22.45, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 22.45, 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 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 22.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 22.45, which was -1.15 lower than the previous day. The implied volatity was 31.03, the open interest changed by 0 which decreased total open position to 2
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 23.6, which was -16.55 lower than the previous day. The implied volatity was 31.71, the open interest changed by 1 which increased total open position to 1
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 40.15, 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 40.15, 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 40.15, 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 40.15, 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 40.15, 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 40.15, 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 40.15, 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 40.15, 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 40.15, 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 40.15, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 40.15, 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 40.15, which was 40.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov CROMPTON was trading at 392.15. 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
