CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:41 AM IST
| CROMPTON 30JAN2025 425 CE | ||||||||||
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Delta: 0.05
Vega: 0.09
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.40 | 0.55 | -0.30 | 33.09 | 4 | 2 | 41 | |||
| 6 Jan | 370.95 | 0.85 | 0.25 | 32.52 | 56 | 7 | 37 | |||
| 3 Jan | 366.75 | 0.6 | -0.05 | 29.81 | 54 | -21 | 32 | |||
| 2 Jan | 372.05 | 0.65 | -0.35 | 27.72 | 24 | 4 | 52 | |||
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| 1 Jan | 375.30 | 1 | -1.95 | 28.13 | 94 | 18 | 54 | |||
| 31 Dec | 395.80 | 2.95 | -0.10 | 25.69 | 52 | 16 | 36 | |||
| 30 Dec | 394.50 | 3.05 | 0.00 | 24.45 | 65 | 6 | 19 | |||
| 27 Dec | 396.35 | 3.05 | -15.85 | 22.74 | 25 | 12 | 12 | |||
| 26 Dec | 393.60 | 18.9 | 0.00 | 6.36 | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 18.9 | 0.00 | 5.84 | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 18.9 | 0.00 | 6.87 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 18.9 | 0.00 | 5.29 | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 18.9 | 0.00 | 5.07 | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 18.9 | 0.00 | 4.92 | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 18.9 | 0.00 | 2.87 | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 18.9 | 0.00 | 1.53 | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 18.9 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 18.9 | 0.00 | 0.84 | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 18.9 | 0.00 | 0.95 | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 18.9 | 0.00 | 2.32 | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 18.9 | 1.28 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 425 expiring on 30JAN2025
Delta for 425 CE is 0.05
Historical price for 425 CE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 41
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 32.52, the open interest changed by 7 which increased total open position to 37
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 29.81, the open interest changed by -21 which decreased total open position to 32
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 27.72, the open interest changed by 4 which increased total open position to 52
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 1, which was -1.95 lower than the previous day. The implied volatity was 28.13, the open interest changed by 18 which increased total open position to 54
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 2.95, which was -0.10 lower than the previous day. The implied volatity was 25.69, the open interest changed by 16 which increased total open position to 36
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 24.45, the open interest changed by 6 which increased total open position to 19
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 3.05, which was -15.85 lower than the previous day. The implied volatity was 22.74, the open interest changed by 12 which increased total open position to 12
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 18.9, which was lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30JAN2025 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 |
| 7 Jan | 365.40 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 370.95 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 366.75 | 50 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Jan | 372.05 | 50 | 19.00 | 23.25 | 1 | 0 | 2 |
| 1 Jan | 375.30 | 31 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 395.80 | 31 | 0.00 | 0.00 | 0 | 1 | 0 |
| 30 Dec | 394.50 | 31 | 0.00 | 31.39 | 1 | 0 | 1 |
| 27 Dec | 396.35 | 31 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 393.60 | 31 | 0.00 | 0.00 | 0 | 1 | 0 |
| 24 Dec | 394.85 | 31 | -0.95 | 28.85 | 1 | 0 | 0 |
| 20 Dec | 388.25 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 395.45 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 396.20 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 397.60 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 406.65 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 411.40 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 413.60 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 415.70 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 414.10 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 405.20 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 409.70 | 31.95 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 425 expiring on 30JAN2025
Delta for 425 PE is 0.00
Historical price for 425 PE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 50, 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, 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 Jan CROMPTON was trading at 366.75. The strike last trading price was 50, 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 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 50, which was 19.00 higher than the previous day. The implied volatity was 23.25, the open interest changed by 0 which decreased total open position to 2
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 31, 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 Dec CROMPTON was trading at 395.80. The strike last trading price was 31, 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 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 1
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 31, 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 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 31, 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 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 31, which was -0.95 lower than the previous day. The implied volatity was 28.85, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 31.95, 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 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 31.95, 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 Dec CROMPTON was trading at 405.20. The strike last trading price was 31.95, 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 31.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
