CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:51 AM IST
| CROMPTON 30JAN2025 430 CE | ||||||||||
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Delta: 0.03
Vega: 0.07
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.35 | 0.4 | -0.25 | 33.34 | 13 | -2 | 187 | |||
| 6 Jan | 370.95 | 0.65 | 0.25 | 33.15 | 95 | -2 | 189 | |||
| 3 Jan | 366.75 | 0.4 | -0.15 | 29.54 | 21 | 0 | 191 | |||
| 2 Jan | 372.05 | 0.55 | -0.20 | 28.77 | 70 | -18 | 191 | |||
| 1 Jan | 375.30 | 0.75 | -1.40 | 28.41 | 168 | 19 | 207 | |||
| 31 Dec | 395.80 | 2.15 | -0.20 | 24.87 | 202 | 22 | 188 | |||
| 30 Dec | 394.50 | 2.35 | 0.00 | 24.79 | 601 | 47 | 162 | |||
| 27 Dec | 396.35 | 2.35 | -0.10 | 23.11 | 203 | 106 | 113 | |||
| 26 Dec | 393.60 | 2.45 | -0.55 | 24.71 | 11 | 1 | 7 | |||
| 24 Dec | 394.85 | 3 | -2.25 | 24.86 | 1 | 0 | 5 | |||
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| 20 Dec | 388.25 | 5.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 5.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 5.25 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 17 Dec | 397.60 | 5.25 | -10.60 | 27.18 | 6 | 4 | 4 | |||
| 16 Dec | 406.65 | 15.85 | 0.00 | 3.84 | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 15.85 | 0.00 | 2.52 | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 15.85 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 15.85 | 0.00 | 1.79 | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 15.85 | 0.00 | 1.89 | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 15.85 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 15.85 | 0.00 | 2.14 | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 15.85 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 15.85 | 15.85 | 2.53 | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 0 | 0.00 | 2.38 | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 0 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 0 | 0.00 | 4.87 | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 0 | 0.00 | 6.64 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 0 | 0.00 | 4.89 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 0 | 0.00 | 4.89 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 0 | 0.00 | 6.06 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 0 | 0.00 | 5.69 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 0 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 0 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 0 | 0.00 | 3.17 | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 0 | 0.00 | 4.72 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 0 | 0.00 | 4.84 | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 0 | 4.96 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 430 expiring on 30JAN2025
Delta for 430 CE is 0.03
Historical price for 430 CE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 33.34, the open interest changed by -2 which decreased total open position to 187
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 33.15, the open interest changed by -2 which decreased total open position to 189
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 191
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 28.77, the open interest changed by -18 which decreased total open position to 191
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 0.75, which was -1.40 lower than the previous day. The implied volatity was 28.41, the open interest changed by 19 which increased total open position to 207
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 24.87, the open interest changed by 22 which increased total open position to 188
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 24.79, the open interest changed by 47 which increased total open position to 162
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 23.11, the open interest changed by 106 which increased total open position to 113
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 24.71, the open interest changed by 1 which increased total open position to 7
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 3, which was -2.25 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 5
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 5.25, 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 5.25, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 5.25, which was -10.60 lower than the previous day. The implied volatity was 27.18, the open interest changed by 4 which increased total open position to 4
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 15.85, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 15.85, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 15.85, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 15.85, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 15.85, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 15.85, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 15.85, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 15.85, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 15.85, which was 15.85 higher than the previous day. The implied volatity was 2.53, 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 2.38, 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 2.70, 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 4.87, 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 6.64, 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 4.89, 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 4.89, 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 6.06, 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 5.69, 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 4.54, 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 4.67, 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 3.17, 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 4.72, 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 4.84, 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 4.96, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30JAN2025 430 PE | |||||||
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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 | 365.35 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 370.95 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 366.75 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 372.05 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 375.30 | 34 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Dec | 395.80 | 34 | -4.80 | 27.26 | 1 | 0 | 2 |
| 30 Dec | 394.50 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 396.35 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 393.60 | 38.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 24 Dec | 394.85 | 38.8 | -8.30 | 38.04 | 2 | 1 | 1 |
| 20 Dec | 388.25 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 395.45 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 396.20 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 397.60 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 406.65 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 411.40 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 413.60 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 415.70 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 414.10 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 405.20 | 47.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 409.70 | 47.1 | 47.10 | - | 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 |
| 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 430 expiring on 30JAN2025
Delta for 430 PE is 0.00
Historical price for 430 PE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 34, 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 34, 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 34, 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 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 34, 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 Jan CROMPTON was trading at 375.30. The strike last trading price was 34, 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 Dec CROMPTON was trading at 395.80. The strike last trading price was 34, which was -4.80 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 2
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 38.8, 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 Dec CROMPTON was trading at 396.35. The strike last trading price was 38.8, 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 38.8, 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 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 38.8, which was -8.30 lower than the previous day. The implied volatity was 38.04, the open interest changed by 1 which increased total open position to 1
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, which was 47.10 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 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
