CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
20 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 435 CE | ||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.25 | 0.3 | 0.00 | 46.95 | 52 | -6 | 88 | |||
| 19 Dec | 395.45 | 0.3 | -0.15 | 36.96 | 9 | -7 | 94 | |||
| 18 Dec | 396.20 | 0.45 | -0.10 | 37.15 | 77 | -5 | 101 | |||
| 17 Dec | 397.60 | 0.55 | -0.75 | 35.96 | 55 | 3 | 105 | |||
| 16 Dec | 406.65 | 1.3 | -0.45 | 33.18 | 47 | -4 | 104 | |||
| 13 Dec | 411.40 | 1.75 | 0.30 | 26.71 | 127 | 4 | 108 | |||
| 12 Dec | 406.10 | 1.45 | -1.25 | 28.93 | 81 | -3 | 103 | |||
| 11 Dec | 413.60 | 2.7 | -0.50 | 26.34 | 73 | 19 | 116 | |||
| 10 Dec | 415.70 | 3.2 | -0.40 | 27.93 | 77 | -2 | 99 | |||
| 9 Dec | 414.10 | 3.6 | 1.35 | 28.49 | 247 | 29 | 101 | |||
| 6 Dec | 406.20 | 2.25 | -0.30 | 27.27 | 125 | 16 | 72 | |||
| 5 Dec | 405.20 | 2.55 | -0.70 | 27.60 | 73 | 4 | 57 | |||
| 4 Dec | 408.55 | 3.25 | -0.45 | 28.15 | 107 | 7 | 53 | |||
| 3 Dec | 409.15 | 3.7 | -2.55 | 28.51 | 53 | 32 | 45 | |||
| 2 Dec | 416.85 | 6.25 | 1.75 | 28.68 | 18 | 10 | 13 | |||
| 29 Nov | 409.70 | 4.5 | -3.95 | 26.78 | 3 | 1 | 1 | |||
| 28 Nov | 406.65 | 8.45 | 0.00 | 6.45 | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 8.45 | 0.00 | 6.10 | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 8.45 | 0.00 | 5.75 | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 8.45 | 0.00 | 5.89 | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 8.45 | 0.00 | 8.52 | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 8.45 | 0.00 | 10.65 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 8.45 | 0.00 | 8.78 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 8.45 | 0.00 | 8.78 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 8.45 | 0.00 | 9.64 | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 8.45 | 0.00 | 11.60 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 8.45 | 0.00 | 9.12 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 8.45 | 0.00 | 8.22 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 8.45 | 0.00 | 7.77 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 8.45 | 0.00 | 6.05 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 8.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 8.45 | 0.00 | 8.21 | 0 | 0 | 0 | |||
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| 4 Nov | 384.75 | 8.45 | 8.45 | 8.21 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 0 | 6.72 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 CE is 0.03
Historical price for 435 CE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 46.95, the open interest changed by -6 which decreased total open position to 88
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 36.96, the open interest changed by -7 which decreased total open position to 94
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 37.15, the open interest changed by -5 which decreased total open position to 101
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 35.96, the open interest changed by 3 which increased total open position to 105
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 33.18, the open interest changed by -4 which decreased total open position to 104
On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 1.75, which was 0.30 higher than the previous day. The implied volatity was 26.71, the open interest changed by 4 which increased total open position to 108
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 1.45, which was -1.25 lower than the previous day. The implied volatity was 28.93, the open interest changed by -3 which decreased total open position to 103
On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 26.34, the open interest changed by 19 which increased total open position to 116
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 3.2, which was -0.40 lower than the previous day. The implied volatity was 27.93, the open interest changed by -2 which decreased total open position to 99
On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 3.6, which was 1.35 higher than the previous day. The implied volatity was 28.49, the open interest changed by 29 which increased total open position to 101
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 27.27, the open interest changed by 16 which increased total open position to 72
On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 2.55, which was -0.70 lower than the previous day. The implied volatity was 27.60, the open interest changed by 4 which increased total open position to 57
On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 28.15, the open interest changed by 7 which increased total open position to 53
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 3.7, which was -2.55 lower than the previous day. The implied volatity was 28.51, the open interest changed by 32 which increased total open position to 45
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 6.25, which was 1.75 higher than the previous day. The implied volatity was 28.68, the open interest changed by 10 which increased total open position to 13
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 4.5, which was -3.95 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 1
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 5.89, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 8.52, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 10.65, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 8.78, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 8.78, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 9.64, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 11.60, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 9.12, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 8.22, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 7.77, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 8.45, 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 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 8.21, 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 8.45, which was 8.45 higher than the previous day. The implied volatity was 8.21, 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 6.72, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26DEC2024 435 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 | 39 | -1.25 | - | 2 | 0 | 2 |
| 19 Dec | 395.45 | 40.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 40.25 | -8.00 | 55.05 | 4 | 0 | 2 |
| 17 Dec | 397.60 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 406.65 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 406.10 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 415.70 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 406.20 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 405.20 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 408.55 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 409.15 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 416.85 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 409.70 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 406.65 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 408.95 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 408.55 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 405.45 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 393.05 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 381.95 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 390.70 | 48.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 390.70 | 48.25 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Nov | 384.25 | 48.25 | 0.65 | 30.73 | 2 | 0 | 0 |
| 14 Nov | 371.05 | 47.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 47.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 390.40 | 47.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 390.55 | 47.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 398.60 | 47.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 402.45 | 47.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 385.50 | 47.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 384.75 | 47.6 | 47.60 | - | 0 | 0 | 0 |
| 1 Nov | 392.15 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 PE is -
Historical price for 435 PE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 39, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 40.25, 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 40.25, which was -8.00 lower than the previous day. The implied volatity was 55.05, the open interest changed by 0 which decreased total open position to 2
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 48.25, 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 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 48.25, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 48.25, 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 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 48.25, 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 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 48.25, 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 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 48.25, 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 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 48.25, 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 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 48.25, 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 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 48.25, 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 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 48.25, 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 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 48.25, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 48.25, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 48.25, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 48.25, 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 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 48.25, 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 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 48.25, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 48.25, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 48.25, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 48.25, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 48.25, 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 Nov CROMPTON was trading at 390.70. The strike last trading price was 48.25, 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 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 48.25, which was 0.65 higher than the previous day. The implied volatity was 30.73, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, 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 47.6, which was 47.60 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
