CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 11:01 AM IST
| CROMPTON 30JAN2025 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 365.90 | 0.45 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 6 Jan | 370.95 | 0.45 | 0.10 | 34.90 | 14 | 5 | 81 | |||
| 3 Jan | 366.75 | 0.35 | 0.05 | 32.49 | 3 | -1 | 76 | |||
| 2 Jan | 372.05 | 0.3 | -0.20 | 29.34 | 11 | -2 | 77 | |||
| 1 Jan | 375.30 | 0.5 | -0.70 | 29.91 | 74 | 44 | 79 | |||
| 31 Dec | 395.80 | 1.2 | -0.15 | 25.32 | 99 | 4 | 36 | |||
| 30 Dec | 394.50 | 1.35 | 0.00 | 25.33 | 60 | 8 | 30 | |||
| 27 Dec | 396.35 | 1.35 | 0.05 | 23.71 | 117 | 19 | 22 | |||
| 26 Dec | 393.60 | 1.3 | -2.30 | 24.50 | 3 | 1 | 1 | |||
| 24 Dec | 394.85 | 3.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 3.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 3.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 3.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 3.6 | -9.50 | 27.44 | 2 | 1 | 1 | |||
| 16 Dec | 406.65 | 13.1 | 0.00 | 5.68 | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 13.1 | 0.00 | 4.36 | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 13.1 | 0.00 | 3.85 | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 13.1 | 0.00 | 3.57 | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 13.1 | 13.10 | 3.62 | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 0 | 0.00 | 4.51 | 0 | 0 | 0 | |||
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| 27 Nov | 408.95 | 0 | 0.00 | 4.17 | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 0 | 0.00 | 3.98 | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 0 | 0.00 | 4.28 | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 0 | 0.00 | 6.32 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 0 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 0 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 0 | 0.00 | 5.91 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 0 | 0.00 | 6.03 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 0 | 4.57 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 440 expiring on 30JAN2025
Delta for 440 CE is 0.00
Historical price for 440 CE is as follows
On 7 Jan CROMPTON was trading at 365.90. The strike last trading price was 0.45, 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 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 34.90, the open interest changed by 5 which increased total open position to 81
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 32.49, the open interest changed by -1 which decreased total open position to 76
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 29.34, the open interest changed by -2 which decreased total open position to 77
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 29.91, the open interest changed by 44 which increased total open position to 79
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 25.32, the open interest changed by 4 which increased total open position to 36
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 25.33, the open interest changed by 8 which increased total open position to 30
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 23.71, the open interest changed by 19 which increased total open position to 22
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 1.3, which was -2.30 lower than the previous day. The implied volatity was 24.50, the open interest changed by 1 which increased total open position to 1
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 3.6, 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 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 3.6, 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 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 3.6, 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 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 3.6, 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 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 3.6, which was -9.50 lower than the previous day. The implied volatity was 27.44, the open interest changed by 1 which increased total open position to 1
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 13.1, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 13.1, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 13.1, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 13.1, which was 13.10 higher than the previous day. The implied volatity was 3.62, 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 4.51, 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 4.17, 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 3.98, 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 4.28, 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 6.32, 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 6.31, 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 6.31, 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 5.91, 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 6.03, 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 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30JAN2025 440 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 |
| 7 Jan | 365.90 | 66 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 370.95 | 66 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 366.75 | 66 | 5.90 | - | 1 | 0 | 3 |
| 2 Jan | 372.05 | 60.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 1 Jan | 375.30 | 60.1 | 18.00 | - | 2 | 1 | 2 |
| 31 Dec | 395.80 | 42.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 30 Dec | 394.50 | 42.1 | -12.10 | 27.06 | 2 | 1 | 1 |
| 27 Dec | 396.35 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 393.60 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 394.85 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 388.25 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 395.45 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 396.20 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 397.60 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 406.65 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 411.40 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 413.60 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 415.70 | 54.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 414.10 | 54.2 | 54.20 | - | 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 |
| 20 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 390.70 | 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 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 440 expiring on 30JAN2025
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 7 Jan CROMPTON was trading at 365.90. The strike last trading price was 66, 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 66, 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 66, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 60.1, 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 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 60.1, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 42.1, 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 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 42.1, which was -12.10 lower than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 1
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 54.2, 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 Dec CROMPTON was trading at 393.60. The strike last trading price was 54.2, 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 Dec CROMPTON was trading at 394.85. The strike last trading price was 54.2, 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 Dec CROMPTON was trading at 388.25. The strike last trading price was 54.2, 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 54.2, 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 54.2, 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 54.2, 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 54.2, 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 54.2, 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 54.2, 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 54.2, 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 54.2, which was 54.20 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 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
