CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 445 CE | ||||||||||
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Delta: 0.15
Vega: 0.24
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 409.15 | 2.25 | -1.65 | 29.28 | 82 | 22 | 59 | |||
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| 2 Dec | 416.85 | 3.9 | 1.15 | 29.03 | 47 | 16 | 36 | |||
| 29 Nov | 409.70 | 2.75 | -1.35 | 27.30 | 21 | 18 | 19 | |||
| 28 Nov | 406.65 | 4.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 4.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 408.55 | 4.1 | -2.30 | 31.62 | 1 | 0 | 0 | |||
| 25 Nov | 405.45 | 6.4 | 0.00 | 7.94 | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 6.4 | 0.00 | 10.19 | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 6.4 | 0.00 | 13.18 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 6.4 | 0.00 | 10.36 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 6.4 | 0.00 | 10.36 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 6.4 | 0.00 | 11.19 | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 6.4 | 0.00 | 13.87 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 6.4 | 0.00 | 10.33 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 6.4 | 0.00 | 9.81 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 6.4 | 0.00 | 9.44 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 6.4 | 6.40 | 7.70 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 CE is 0.15
Historical price for 445 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 2.25, which was -1.65 lower than the previous day. The implied volatity was 29.28, the open interest changed by 22 which increased total open position to 59
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 3.9, which was 1.15 higher than the previous day. The implied volatity was 29.03, the open interest changed by 16 which increased total open position to 36
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was 27.30, the open interest changed by 18 which increased total open position to 19
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 4.1, 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 4.1, 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 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 4.1, which was -2.30 lower than the previous day. The implied volatity was 31.62, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 7.94, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 10.19, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 13.18, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 10.36, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 10.36, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 11.19, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 13.87, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 10.33, 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 6.4, which was 0.00 lower than the previous day. The implied volatity was 9.81, 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 6.4, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 6.4, which was 6.40 higher than the previous day. The implied volatity was 7.70, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26DEC2024 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 416.85 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 409.70 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 406.65 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 408.95 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 408.55 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 405.45 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 393.05 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 381.95 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 390.70 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 390.70 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 384.25 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 371.05 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 390.40 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 390.55 | 55.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 398.60 | 55.5 | 55.50 | - | 0 | 0 | 0 |
| 6 Nov | 402.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 385.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 384.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 392.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 PE is -
Historical price for 445 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 55.5, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 55.5, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 55.5, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, which was 55.50 higher 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
