CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 425 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.09
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 0.75 | -1.95 | 41.75 | 187 | 35 | 119 | |||
| 13 Nov | 385.00 | 2.7 | -0.65 | 44.80 | 99 | -7 | 83 | |||
| 12 Nov | 390.40 | 3.35 | -0.95 | 42.50 | 157 | 17 | 91 | |||
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| 11 Nov | 390.55 | 4.3 | -0.25 | 44.27 | 92 | 33 | 73 | |||
| 8 Nov | 398.60 | 4.55 | 1.15 | 34.75 | 52 | 9 | 38 | |||
| 7 Nov | 389.95 | 3.4 | -1.65 | 35.50 | 70 | -23 | 28 | |||
| 6 Nov | 402.45 | 5.05 | 2.05 | 31.59 | 59 | 16 | 49 | |||
| 5 Nov | 385.50 | 3 | -0.75 | 36.50 | 105 | 26 | 33 | |||
| 4 Nov | 384.75 | 3.75 | -2.95 | 38.83 | 3 | 2 | 7 | |||
| 1 Nov | 392.15 | 6.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 391.00 | 6.7 | -9.55 | - | 4 | 0 | 4 | |||
| 30 Oct | 393.50 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 389.35 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 16.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 414.50 | 16.25 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Oct | 422.60 | 16.25 | -7.05 | - | 5 | 1 | 4 | |||
| 15 Oct | 430.05 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 429.65 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 430.85 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 440.90 | 23.3 | 0.00 | - | 0 | 0 | 3 | |||
| 9 Oct | 436.55 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 430.20 | 23.3 | 0.00 | - | 0 | 0 | 3 | |||
| 7 Oct | 425.30 | 23.3 | 0.00 | - | 0 | 0 | 3 | |||
| 4 Oct | 422.05 | 23.3 | 0.00 | - | 0 | 3 | 0 | |||
| 3 Oct | 427.35 | 23.3 | -1.50 | - | 3 | 2 | 2 | |||
| 1 Oct | 432.05 | 24.8 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 425 expiring on 28NOV2024
Delta for 425 CE is 0.06
Historical price for 425 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 0.75, which was -1.95 lower than the previous day. The implied volatity was 41.75, the open interest changed by 35 which increased total open position to 119
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 44.80, the open interest changed by -7 which decreased total open position to 83
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 3.35, which was -0.95 lower than the previous day. The implied volatity was 42.50, the open interest changed by 17 which increased total open position to 91
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 4.3, which was -0.25 lower than the previous day. The implied volatity was 44.27, the open interest changed by 33 which increased total open position to 73
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 4.55, which was 1.15 higher than the previous day. The implied volatity was 34.75, the open interest changed by 9 which increased total open position to 38
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 3.4, which was -1.65 lower than the previous day. The implied volatity was 35.50, the open interest changed by -23 which decreased total open position to 28
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 5.05, which was 2.05 higher than the previous day. The implied volatity was 31.59, the open interest changed by 16 which increased total open position to 49
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 3, which was -0.75 lower than the previous day. The implied volatity was 36.50, the open interest changed by 26 which increased total open position to 33
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 3.75, which was -2.95 lower than the previous day. The implied volatity was 38.83, the open interest changed by 2 which increased total open position to 7
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 6.7, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 6.7, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CROMPTON was trading at 393.50. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CROMPTON was trading at 391.55. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CROMPTON was trading at 391.95. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CROMPTON was trading at 395.55. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CROMPTON was trading at 396.35. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CROMPTON was trading at 398.05. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CROMPTON was trading at 404.70. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CROMPTON was trading at 409.05. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CROMPTON was trading at 414.50. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CROMPTON was trading at 422.60. The strike last trading price was 16.25, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CROMPTON was trading at 430.05. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CROMPTON was trading at 429.65. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct CROMPTON was trading at 430.85. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct CROMPTON was trading at 440.90. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CROMPTON was trading at 436.55. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CROMPTON was trading at 430.20. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CROMPTON was trading at 425.30. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CROMPTON was trading at 422.05. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CROMPTON was trading at 427.35. The strike last trading price was 23.3, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CROMPTON was trading at 432.05. The strike last trading price was 24.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 34.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 385.00 | 34.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 390.40 | 34.3 | -2.70 | 22.09 | 1 | 0 | 9 |
| 11 Nov | 390.55 | 37 | 8.10 | 43.75 | 5 | 0 | 9 |
| 8 Nov | 398.60 | 28.9 | 2.00 | 34.99 | 3 | 2 | 8 |
| 7 Nov | 389.95 | 26.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 402.45 | 26.9 | 0.25 | 35.76 | 2 | 1 | 6 |
| 5 Nov | 385.50 | 26.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 384.75 | 26.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 392.15 | 26.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 391.00 | 26.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 393.50 | 26.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 391.55 | 26.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 389.35 | 26.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 391.95 | 26.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 395.55 | 26.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 396.35 | 26.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 398.05 | 26.65 | 2.55 | - | 1 | 0 | 5 |
| 21 Oct | 404.70 | 24.1 | 11.85 | - | 1 | 0 | 5 |
| 18 Oct | 409.05 | 12.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 414.50 | 12.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 422.60 | 12.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 430.05 | 12.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 429.65 | 12.25 | 0.00 | - | 0 | 4 | 0 |
| 11 Oct | 430.85 | 12.25 | -0.05 | - | 8 | 4 | 5 |
| 10 Oct | 440.90 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 436.55 | 12.3 | -1.90 | - | 2 | 1 | 2 |
| 8 Oct | 430.20 | 14.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 425.30 | 14.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 422.05 | 14.2 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 427.35 | 14.2 | -11.05 | - | 1 | 0 | 0 |
| 1 Oct | 432.05 | 25.25 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 425 expiring on 28NOV2024
Delta for 425 PE is 0.00
Historical price for 425 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 34.3, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 34.3, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 34.3, which was -2.70 lower than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 9
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 37, which was 8.10 higher than the previous day. The implied volatity was 43.75, the open interest changed by 0 which decreased total open position to 9
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 28.9, which was 2.00 higher than the previous day. The implied volatity was 34.99, the open interest changed by 2 which increased total open position to 8
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 26.9, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 26.9, which was 0.25 higher than the previous day. The implied volatity was 35.76, the open interest changed by 1 which increased total open position to 6
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 26.65, 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 Nov CROMPTON was trading at 384.75. The strike last trading price was 26.65, 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 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 26.65, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CROMPTON was trading at 393.50. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CROMPTON was trading at 391.55. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CROMPTON was trading at 391.95. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CROMPTON was trading at 395.55. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CROMPTON was trading at 396.35. The strike last trading price was 26.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CROMPTON was trading at 398.05. The strike last trading price was 26.65, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CROMPTON was trading at 404.70. The strike last trading price was 24.1, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CROMPTON was trading at 409.05. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CROMPTON was trading at 414.50. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CROMPTON was trading at 422.60. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CROMPTON was trading at 430.05. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CROMPTON was trading at 429.65. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct CROMPTON was trading at 430.85. The strike last trading price was 12.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct CROMPTON was trading at 440.90. The strike last trading price was 12.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CROMPTON was trading at 436.55. The strike last trading price was 12.3, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CROMPTON was trading at 430.20. The strike last trading price was 14.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CROMPTON was trading at 425.30. The strike last trading price was 14.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CROMPTON was trading at 422.05. The strike last trading price was 14.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CROMPTON was trading at 427.35. The strike last trading price was 14.2, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CROMPTON was trading at 432.05. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
