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

388.25 -7.20 (-1.82%)

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Historical option data for CROMPTON

20 Dec 2024 04:11 PM IST
CROMPTON 26DEC2024 430 CE
Delta: 0.03
Vega: 0.04
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.25 0.25 -0.10 41.62 153 -61 249
19 Dec 395.45 0.35 -0.30 34.14 129 -66 310
18 Dec 396.20 0.65 -0.05 36.16 90 -29 378
17 Dec 397.60 0.7 -1.05 34.12 338 -34 398
16 Dec 406.65 1.75 -0.60 31.93 322 31 429
13 Dec 411.40 2.35 0.35 25.42 482 75 399
12 Dec 406.10 2 -1.65 28.23 288 5 326
11 Dec 413.60 3.65 -0.45 25.57 297 1 321
10 Dec 415.70 4.1 -0.65 26.85 492 36 321
9 Dec 414.10 4.75 1.85 28.09 764 32 290
6 Dec 406.20 2.9 -0.30 26.48 197 32 257
5 Dec 405.20 3.2 -1.10 26.66 281 2 228
4 Dec 408.55 4.3 -0.40 28.10 250 -31 224
3 Dec 409.15 4.7 -3.10 28.11 495 109 255
2 Dec 416.85 7.8 1.95 28.50 361 -13 147
29 Nov 409.70 5.85 -0.25 26.92 319 55 161
28 Nov 406.65 6.1 -0.50 30.63 70 15 106
27 Nov 408.95 6.6 -0.50 30.56 64 20 91
26 Nov 408.55 7.1 -0.35 30.41 99 12 70
25 Nov 405.45 7.45 4.10 31.49 102 24 58
22 Nov 393.05 3.35 0.40 28.30 13 4 38
21 Nov 381.95 2.95 -0.65 32.88 24 10 33
20 Nov 390.70 3.6 0.00 29.43 29 7 23
19 Nov 390.70 3.6 0.50 29.43 29 7 23
18 Nov 384.25 3.1 -3.40 30.68 10 8 16
14 Nov 371.05 6.5 0.00 0.00 0 0 0
13 Nov 385.00 6.5 0.00 0.00 0 0 0
12 Nov 390.40 6.5 0.00 0.00 0 0 0
11 Nov 390.55 6.5 0.00 0.00 0 0 0
8 Nov 398.60 6.5 0.00 0.00 0 0 0
6 Nov 402.45 6.5 0.00 0.00 0 0 0
5 Nov 385.50 6.5 0.00 33.80 2 0 8
4 Nov 384.75 6.5 -22.20 33.61 10 9 9
1 Nov 392.15 28.7 28.70 5.80 0 0 0
24 Oct 395.55 0 0.00 - 0 0 0
23 Oct 396.35 0 0.00 - 0 0 0
22 Oct 398.05 0 0.00 - 0 0 0
21 Oct 404.70 0 0.00 - 0 0 0
3 Oct 427.35 0 0.00 - 0 0 0
1 Oct 432.05 0 0.00 - 0 0 0
30 Sept 416.25 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 430 expiring on 26DEC2024

Delta for 430 CE is 0.03

Historical price for 430 CE is as follows

On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 41.62, the open interest changed by -61 which decreased total open position to 249


On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 34.14, the open interest changed by -66 which decreased total open position to 310


On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 36.16, the open interest changed by -29 which decreased total open position to 378


On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 0.7, which was -1.05 lower than the previous day. The implied volatity was 34.12, the open interest changed by -34 which decreased total open position to 398


On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 31.93, the open interest changed by 31 which increased total open position to 429


On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 25.42, the open interest changed by 75 which increased total open position to 399


On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 2, which was -1.65 lower than the previous day. The implied volatity was 28.23, the open interest changed by 5 which increased total open position to 326


On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 3.65, which was -0.45 lower than the previous day. The implied volatity was 25.57, the open interest changed by 1 which increased total open position to 321


On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 4.1, which was -0.65 lower than the previous day. The implied volatity was 26.85, the open interest changed by 36 which increased total open position to 321


On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 4.75, which was 1.85 higher than the previous day. The implied volatity was 28.09, the open interest changed by 32 which increased total open position to 290


On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 2.9, which was -0.30 lower than the previous day. The implied volatity was 26.48, the open interest changed by 32 which increased total open position to 257


On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 3.2, which was -1.10 lower than the previous day. The implied volatity was 26.66, the open interest changed by 2 which increased total open position to 228


On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 4.3, which was -0.40 lower than the previous day. The implied volatity was 28.10, the open interest changed by -31 which decreased total open position to 224


On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 4.7, which was -3.10 lower than the previous day. The implied volatity was 28.11, the open interest changed by 109 which increased total open position to 255


On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 7.8, which was 1.95 higher than the previous day. The implied volatity was 28.50, the open interest changed by -13 which decreased total open position to 147


On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 5.85, which was -0.25 lower than the previous day. The implied volatity was 26.92, the open interest changed by 55 which increased total open position to 161


On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 6.1, which was -0.50 lower than the previous day. The implied volatity was 30.63, the open interest changed by 15 which increased total open position to 106


On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 6.6, which was -0.50 lower than the previous day. The implied volatity was 30.56, the open interest changed by 20 which increased total open position to 91


On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 7.1, which was -0.35 lower than the previous day. The implied volatity was 30.41, the open interest changed by 12 which increased total open position to 70


On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 7.45, which was 4.10 higher than the previous day. The implied volatity was 31.49, the open interest changed by 24 which increased total open position to 58


On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 3.35, which was 0.40 higher than the previous day. The implied volatity was 28.30, the open interest changed by 4 which increased total open position to 38


On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 32.88, the open interest changed by 10 which increased total open position to 33


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 29.43, the open interest changed by 7 which increased total open position to 23


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 3.6, which was 0.50 higher than the previous day. The implied volatity was 29.43, the open interest changed by 7 which increased total open position to 23


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 3.1, which was -3.40 lower than the previous day. The implied volatity was 30.68, the open interest changed by 8 which increased total open position to 16


On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 6.5, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 6.5, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 6.5, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 6.5, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 6.5, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 6.5, 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 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 33.80, the open interest changed by 0 which decreased total open position to 8


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 6.5, which was -22.20 lower than the previous day. The implied volatity was 33.61, the open interest changed by 9 which increased total open position to 9


On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 28.7, which was 28.70 higher than the previous day. The implied volatity was 5.80, the open interest changed by 0 which decreased total open position to 0


On 24 Oct CROMPTON was trading at 395.55. 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 which decreased total open position to


On 23 Oct CROMPTON was trading at 396.35. 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 which decreased total open position to


On 22 Oct CROMPTON was trading at 398.05. 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 which decreased total open position to


On 21 Oct CROMPTON was trading at 404.70. 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 which decreased total open position to


On 3 Oct CROMPTON was trading at 427.35. 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 which decreased total open position to


On 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to


On 30 Sept CROMPTON was trading at 416.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CROMPTON 26DEC2024 430 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.25 34.55 0.00 0.00 0 0 0
19 Dec 395.45 34.55 0.00 0.00 0 1 0
18 Dec 396.20 34.55 3.60 44.68 1 0 12
17 Dec 397.60 30.95 8.85 - 3 0 11
16 Dec 406.65 22.1 0.00 0.00 0 0 0
13 Dec 411.40 22.1 -2.15 38.34 3 0 11
12 Dec 406.10 24.25 6.60 26.68 9 2 12
11 Dec 413.60 17.65 -0.70 28.21 4 -1 10
10 Dec 415.70 18.35 -6.55 28.29 4 1 10
9 Dec 414.10 24.9 0.00 0.00 0 -1 0
6 Dec 406.20 24.9 -2.85 27.74 4 0 10
5 Dec 405.20 27.75 3.35 36.83 1 0 9
4 Dec 408.55 24.4 0.00 0.00 0 1 0
3 Dec 409.15 24.4 -1.00 30.98 7 0 8
2 Dec 416.85 25.4 0.00 0.00 0 0 0
29 Nov 409.70 25.4 0.00 0.00 0 1 0
28 Nov 406.65 25.4 -2.10 27.03 1 0 7
27 Nov 408.95 27.5 -0.35 34.07 3 2 6
26 Nov 408.55 27.85 -0.05 35.73 3 1 2
25 Nov 405.45 27.9 -3.75 33.79 1 0 0
22 Nov 393.05 31.65 0.00 - 0 0 0
21 Nov 381.95 31.65 0.00 - 0 0 0
20 Nov 390.70 31.65 0.00 - 0 0 0
19 Nov 390.70 31.65 0.00 - 0 0 0
18 Nov 384.25 31.65 0.00 - 0 0 0
14 Nov 371.05 31.65 0.00 - 0 0 0
13 Nov 385.00 31.65 0.00 - 0 0 0
12 Nov 390.40 31.65 0.00 - 0 0 0
11 Nov 390.55 31.65 0.00 - 0 0 0
8 Nov 398.60 31.65 0.00 - 0 0 0
6 Nov 402.45 31.65 0.00 - 0 0 0
5 Nov 385.50 31.65 0.00 - 0 0 0
4 Nov 384.75 31.65 31.65 - 0 0 0
1 Nov 392.15 0 0.00 - 0 0 0
24 Oct 395.55 0 0.00 - 0 0 0
23 Oct 396.35 0 0.00 - 0 0 0
22 Oct 398.05 0 0.00 - 0 0 0
21 Oct 404.70 0 0.00 - 0 0 0
3 Oct 427.35 0 0.00 - 0 0 0
1 Oct 432.05 0 0.00 - 0 0 0
30 Sept 416.25 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 430 expiring on 26DEC2024

Delta for 430 PE is 0.00

Historical price for 430 PE is as follows

On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 34.55, 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 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 34.55, 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 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 34.55, which was 3.60 higher than the previous day. The implied volatity was 44.68, the open interest changed by 0 which decreased total open position to 12


On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 30.95, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 22.1, 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 Dec CROMPTON was trading at 411.40. The strike last trading price was 22.1, which was -2.15 lower than the previous day. The implied volatity was 38.34, the open interest changed by 0 which decreased total open position to 11


On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 24.25, which was 6.60 higher than the previous day. The implied volatity was 26.68, the open interest changed by 2 which increased total open position to 12


On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 17.65, which was -0.70 lower than the previous day. The implied volatity was 28.21, the open interest changed by -1 which decreased total open position to 10


On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 18.35, which was -6.55 lower than the previous day. The implied volatity was 28.29, the open interest changed by 1 which increased total open position to 10


On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 24.9, 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 24.9, which was -2.85 lower than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 10


On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 27.75, which was 3.35 higher than the previous day. The implied volatity was 36.83, the open interest changed by 0 which decreased total open position to 9


On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 24.4, 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 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 24.4, which was -1.00 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 8


On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 25.4, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 25.4, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 25.4, which was -2.10 lower than the previous day. The implied volatity was 27.03, the open interest changed by 0 which decreased total open position to 7


On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 27.5, which was -0.35 lower than the previous day. The implied volatity was 34.07, the open interest changed by 2 which increased total open position to 6


On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 27.85, which was -0.05 lower than the previous day. The implied volatity was 35.73, the open interest changed by 1 which increased total open position to 2


On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 27.9, which was -3.75 lower than the previous day. The implied volatity was 33.79, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, which was 31.65 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 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 24 Oct CROMPTON was trading at 395.55. 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 which decreased total open position to


On 23 Oct CROMPTON was trading at 396.35. 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 which decreased total open position to


On 22 Oct CROMPTON was trading at 398.05. 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 which decreased total open position to


On 21 Oct CROMPTON was trading at 404.70. 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 which decreased total open position to


On 3 Oct CROMPTON was trading at 427.35. 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 which decreased total open position to


On 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to


On 30 Sept CROMPTON was trading at 416.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to