CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 435 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 0.45 | -1.80 | 43.08 | 52 | -8 | 41 | |||
| 13 Nov | 385.00 | 2.25 | 0.00 | 49.04 | 36 | 1 | 49 | |||
| 12 Nov | 390.40 | 2.25 | -0.35 | 43.79 | 27 | 8 | 49 | |||
| 11 Nov | 390.55 | 2.6 | -17.90 | 43.48 | 78 | 25 | 25 | |||
| 8 Nov | 398.60 | 20.5 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 20.5 | 0.00 | 12.13 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 20.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 20.5 | 0.00 | 12.90 | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 20.5 | 0.00 | 12.90 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 20.5 | 0.00 | 9.46 | 0 | 0 | 0 | |||
| 31 Oct | 391.00 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 393.50 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 389.35 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 414.50 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 422.60 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 430.05 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 429.65 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 430.85 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 440.90 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 436.55 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 430.20 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 425.30 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 422.05 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 427.35 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 432.05 | 20.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 422.80 | 20.5 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 435 expiring on 28NOV2024
Delta for 435 CE is 0.04
Historical price for 435 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 0.45, which was -1.80 lower than the previous day. The implied volatity was 43.08, the open interest changed by -8 which decreased total open position to 41
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 49.04, the open interest changed by 1 which increased total open position to 49
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 43.79, the open interest changed by 8 which increased total open position to 49
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 2.6, which was -17.90 lower than the previous day. The implied volatity was 43.48, the open interest changed by 25 which increased total open position to 25
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 20.5, which was 0.00 lower than the previous day. The implied volatity was 12.13, 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 20.5, 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 20.5, which was 0.00 lower than the previous day. The implied volatity was 12.90, 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 20.5, which was 0.00 lower than the previous day. The implied volatity was 12.90, 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 20.5, which was 0.00 lower than the previous day. The implied volatity was 9.46, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 20.5, 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 27 Sept CROMPTON was trading at 422.80. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 435 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 | 46.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 385.00 | 46.55 | 3.70 | - | 2 | 0 | 3 |
| 12 Nov | 390.40 | 42.85 | 5.60 | - | 2 | 0 | 3 |
| 11 Nov | 390.55 | 37.25 | -1.10 | - | 1 | 0 | 3 |
| 8 Nov | 398.60 | 38.35 | -3.65 | 40.31 | 2 | 0 | 3 |
| 7 Nov | 389.95 | 42 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 402.45 | 42 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 385.50 | 42 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 384.75 | 42 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 392.15 | 42 | 0.00 | 0.00 | 0 | -1 | 0 |
| 31 Oct | 391.00 | 42 | -1.50 | - | 3 | -2 | 2 |
| 30 Oct | 393.50 | 43.5 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 391.55 | 43.5 | -2.05 | - | 10 | 0 | 2 |
| 28 Oct | 389.35 | 45.55 | 0.00 | - | 0 | 2 | 0 |
| 25 Oct | 391.95 | 45.55 | 9.55 | - | 8 | 2 | 2 |
| 24 Oct | 395.55 | 36 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 396.35 | 36 | 5.20 | - | 12 | 6 | 6 |
| 22 Oct | 398.05 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 404.70 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 409.05 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 414.50 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 422.60 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 430.05 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 429.65 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 430.85 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 440.90 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 436.55 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 430.20 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 425.30 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 422.05 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 427.35 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 432.05 | 30.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 422.80 | 30.8 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 435 expiring on 28NOV2024
Delta for 435 PE is 0.00
Historical price for 435 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 46.55, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 46.55, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 42.85, which was 5.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 37.25, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 38.35, which was -3.65 lower than the previous day. The implied volatity was 40.31, the open interest changed by 0 which decreased total open position to 3
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 42, 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 42, 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 42, 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 42, 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 42, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 42, 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 30 Oct CROMPTON was trading at 393.50. The strike last trading price was 43.5, 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 43.5, which was -2.05 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 45.55, 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 45.55, which was 9.55 higher 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 36, 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 36, which was 5.20 higher 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 30.8, 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 27 Sept CROMPTON was trading at 422.80. The strike last trading price was 30.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
