CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.27
Theta: -0.19
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 409.15 | 2.85 | -2.15 | 28.74 | 292 | 60 | 142 | |||
| 2 Dec | 416.85 | 5 | 1.55 | 28.97 | 183 | 51 | 82 | |||
| 29 Nov | 409.70 | 3.45 | -0.65 | 26.79 | 39 | 19 | 31 | |||
| 28 Nov | 406.65 | 4.1 | 0.35 | 31.30 | 8 | 7 | 12 | |||
| 27 Nov | 408.95 | 3.75 | -1.15 | 28.90 | 11 | 5 | 6 | |||
| 26 Nov | 408.55 | 4.9 | -19.60 | 31.12 | 1 | 0 | 0 | |||
| 25 Nov | 405.45 | 24.5 | 0.00 | 6.94 | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 24.5 | 0.00 | 9.44 | 0 | 0 | 0 | |||
|
|
||||||||||
| 21 Nov | 381.95 | 24.5 | 0.00 | 12.30 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 24.5 | 0.00 | 9.63 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 24.5 | 0.00 | 9.63 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 24.5 | 0.00 | 10.62 | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 24.5 | 0.00 | 13.20 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 24.5 | 0.00 | 9.94 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 24.5 | 0.00 | 9.12 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 24.5 | 0.00 | 8.66 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 24.5 | 0.00 | 6.90 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 24.5 | 0.00 | 6.08 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 24.5 | 0.00 | 8.89 | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 24.5 | 0.00 | 8.96 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 24.5 | 24.50 | 7.46 | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 427.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 432.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 416.25 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 CE is 0.18
Historical price for 440 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 28.74, the open interest changed by 60 which increased total open position to 142
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 5, which was 1.55 higher than the previous day. The implied volatity was 28.97, the open interest changed by 51 which increased total open position to 82
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 26.79, the open interest changed by 19 which increased total open position to 31
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 4.1, which was 0.35 higher than the previous day. The implied volatity was 31.30, the open interest changed by 7 which increased total open position to 12
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 3.75, which was -1.15 lower than the previous day. The implied volatity was 28.90, the open interest changed by 5 which increased total open position to 6
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 4.9, which was -19.60 lower than the previous day. The implied volatity was 31.12, 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 24.5, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 24.5, which was 0.00 lower than the previous day. The implied volatity was 9.44, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 12.30, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 9.63, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 9.63, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 10.62, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 13.20, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 9.94, 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 24.5, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 24.5, which was 0.00 lower than the previous day. The implied volatity was 8.66, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 8.89, 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 24.5, which was 0.00 lower than the previous day. The implied volatity was 8.96, 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 24.5, which was 24.50 higher than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0
On 24 Oct CROMPTON was trading at 395.55. 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 which decreased total open position to
On 23 Oct CROMPTON was trading at 396.35. 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 which decreased total open position to
On 22 Oct CROMPTON was trading at 398.05. 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 which decreased total open position to
On 21 Oct CROMPTON was trading at 404.70. 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 which decreased total open position to
On 3 Oct CROMPTON was trading at 427.35. 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 which decreased total open position to
On 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to
On 30 Sept CROMPTON was trading at 416.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 26DEC2024 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 33.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 416.85 | 33.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 409.70 | 33.6 | -3.75 | 38.46 | 1 | 0 | 0 |
| 28 Nov | 406.65 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 408.95 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 408.55 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 405.45 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 393.05 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 381.95 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 390.70 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 390.70 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 384.25 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 371.05 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 390.40 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 390.55 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 398.60 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 402.45 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 385.50 | 37.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 384.75 | 37.35 | 37.35 | - | 0 | 0 | 0 |
| 1 Nov | 392.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 395.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 396.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 398.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 404.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 427.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 432.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 416.25 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 33.6, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 33.6, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 33.6, which was -3.75 lower than the previous day. The implied volatity was 38.46, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, which was 37.35 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 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 Oct CROMPTON was trading at 395.55. 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 which decreased total open position to
On 23 Oct CROMPTON was trading at 396.35. 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 which decreased total open position to
On 22 Oct CROMPTON was trading at 398.05. 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 which decreased total open position to
On 21 Oct CROMPTON was trading at 404.70. 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 which decreased total open position to
On 3 Oct CROMPTON was trading at 427.35. 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 which decreased total open position to
On 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to
On 30 Sept CROMPTON was trading at 416.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
