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

365.35 -5.60 (-1.51%)

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Historical option data for CROMPTON

07 Jan 2025 10:51 AM IST
CROMPTON 30JAN2025 435 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.35 0.5 0.00 0.00 0 1 0
6 Jan 370.95 0.5 0.15 33.32 8 1 20
3 Jan 366.75 0.35 -0.10 30.69 10 0 20
2 Jan 372.05 0.45 -0.10 29.59 17 -5 20
1 Jan 375.30 0.55 -1.35 28.58 49 -5 33
31 Dec 395.80 1.9 0.15 26.95 68 8 38
30 Dec 394.50 1.75 0.00 24.91 23 4 30
27 Dec 396.35 1.75 -13.60 23.27 56 20 20
26 Dec 393.60 15.35 0.00 7.85 0 0 0
24 Dec 394.85 15.35 0.00 8.20 0 0 0
20 Dec 388.25 15.35 0.00 8.64 0 0 0
19 Dec 395.45 15.35 0.00 7.06 0 0 0
18 Dec 396.20 15.35 0.00 6.94 0 0 0
17 Dec 397.60 15.35 0.00 6.74 0 0 0
16 Dec 406.65 15.35 0.00 4.73 0 0 0
13 Dec 411.40 15.35 0.00 3.51 0 0 0
11 Dec 413.60 15.35 0.00 2.94 0 0 0
10 Dec 415.70 15.35 0.00 2.67 0 0 0
9 Dec 414.10 15.35 2.73 0 0 0


For Crompt Grea Con Elec Ltd - strike price 435 expiring on 30JAN2025

Delta for 435 CE is 0.00

Historical price for 435 CE is as follows

On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 0.5, 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 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 20


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 20


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 29.59, the open interest changed by -5 which decreased total open position to 20


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 0.55, which was -1.35 lower than the previous day. The implied volatity was 28.58, the open interest changed by -5 which decreased total open position to 33


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 26.95, the open interest changed by 8 which increased total open position to 38


On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 24.91, the open interest changed by 4 which increased total open position to 30


On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 1.75, which was -13.60 lower than the previous day. The implied volatity was 23.27, the open interest changed by 20 which increased total open position to 20


On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was 7.85, 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 15.35, which was 0.00 lower than the previous day. The implied volatity was 8.20, 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 15.35, which was 0.00 lower than the previous day. The implied volatity was 8.64, 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 15.35, which was 0.00 lower than the previous day. The implied volatity was 7.06, 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 15.35, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 15.35, which was 0.00 lower than the previous day. The implied volatity was 6.74, 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 15.35, which was 0.00 lower than the previous day. The implied volatity was 4.73, 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 15.35, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 15.35, 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 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 15.35, which was lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


CROMPTON 30JAN2025 435 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.35 38 0.00 0.00 0 0 0
6 Jan 370.95 38 0.00 0.00 0 0 0
3 Jan 366.75 38 0.00 0.00 0 0 0
2 Jan 372.05 38 0.00 0.00 0 0 0
1 Jan 375.30 38 0.00 0.00 0 0 0
31 Dec 395.80 38 0.00 0.00 0 0 0
30 Dec 394.50 38 0.00 0.00 0 0 0
27 Dec 396.35 38 0.00 0.00 0 0 0
26 Dec 393.60 38 0.00 0.00 0 0 0
24 Dec 394.85 38 0.00 0.00 0 0 0
20 Dec 388.25 38 -0.25 - 2 0 0
19 Dec 395.45 38.25 0.00 - 0 0 0
18 Dec 396.20 38.25 0.00 - 0 0 0
17 Dec 397.60 38.25 0.00 - 0 0 0
16 Dec 406.65 38.25 0.00 - 0 0 0
13 Dec 411.40 38.25 0.00 - 0 0 0
11 Dec 413.60 38.25 0.00 - 0 0 0
10 Dec 415.70 38.25 0.00 - 0 0 0
9 Dec 414.10 38.25 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 435 expiring on 30JAN2025

Delta for 435 PE is 0.00

Historical price for 435 PE is as follows

On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 38, 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 38, 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 38, 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 38, 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 38, 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 38, 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 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 38, 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, 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, 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 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 38, 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 Dec CROMPTON was trading at 388.25. The strike last trading price was 38, which was -0.25 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0