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

388.25 -7.20 (-1.82%)

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Historical option data for CROMPTON

20 Dec 2024 04:11 PM IST
CROMPTON 26DEC2024 450 CE
Delta: 0.01
Vega: 0.01
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.25 0.05 -0.15 45.76 35 0 303
19 Dec 395.45 0.2 0.00 44.70 25 -12 304
18 Dec 396.20 0.2 -0.10 41.67 27 -11 317
17 Dec 397.60 0.3 -0.25 41.46 83 -31 330
16 Dec 406.65 0.55 -0.10 36.59 132 6 362
13 Dec 411.40 0.65 0.00 29.32 254 63 347
12 Dec 406.10 0.65 -0.40 32.13 196 -38 281
11 Dec 413.60 1.05 -0.20 28.41 110 33 318
10 Dec 415.70 1.25 -0.25 29.20 227 2 282
9 Dec 414.10 1.5 0.40 29.76 356 54 280
6 Dec 406.20 1.1 -0.05 29.81 207 -16 225
5 Dec 405.20 1.15 -0.35 29.24 208 7 240
4 Dec 408.55 1.5 -0.30 29.49 117 -5 236
3 Dec 409.15 1.8 -1.30 29.94 418 42 242
2 Dec 416.85 3.1 0.70 29.42 396 17 201
29 Nov 409.70 2.4 -0.15 28.63 333 65 176
28 Nov 406.65 2.55 -0.40 31.31 64 8 110
27 Nov 408.95 2.95 -0.10 31.65 63 6 101
26 Nov 408.55 3.05 -0.40 30.84 63 8 96
25 Nov 405.45 3.45 1.75 32.23 189 66 89
22 Nov 393.05 1.7 0.20 31.05 24 3 26
21 Nov 381.95 1.5 -0.25 34.83 15 5 24
20 Nov 390.70 1.75 0.00 31.27 12 4 17
19 Nov 390.70 1.75 0.20 31.27 12 2 17
18 Nov 384.25 1.55 -2.95 32.54 41 12 15
14 Nov 371.05 4.5 0.00 0.00 0 0 0
13 Nov 385.00 4.5 0.00 0.00 0 -2 0
12 Nov 390.40 4.5 0.10 37.95 2 0 5
11 Nov 390.55 4.4 -16.45 36.50 6 5 5
8 Nov 398.60 20.85 0.00 8.48 0 0 0
6 Nov 402.45 20.85 0.00 7.67 0 0 0
5 Nov 385.50 20.85 0.00 10.37 0 0 0
4 Nov 384.75 20.85 0.00 10.37 0 0 0
1 Nov 392.15 20.85 0.00 8.91 0 0 0
24 Oct 395.55 20.85 0.00 - 0 0 0
23 Oct 396.35 20.85 0.00 - 0 0 0
22 Oct 398.05 20.85 0.00 - 0 0 0
21 Oct 404.70 20.85 20.85 - 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 450 expiring on 26DEC2024

Delta for 450 CE is 0.01

Historical price for 450 CE is as follows

On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 45.76, the open interest changed by 0 which decreased total open position to 303


On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 44.70, the open interest changed by -12 which decreased total open position to 304


On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 41.67, the open interest changed by -11 which decreased total open position to 317


On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 41.46, the open interest changed by -31 which decreased total open position to 330


On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 36.59, the open interest changed by 6 which increased total open position to 362


On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 29.32, the open interest changed by 63 which increased total open position to 347


On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 32.13, the open interest changed by -38 which decreased total open position to 281


On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 28.41, the open interest changed by 33 which increased total open position to 318


On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 29.20, the open interest changed by 2 which increased total open position to 282


On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 1.5, which was 0.40 higher than the previous day. The implied volatity was 29.76, the open interest changed by 54 which increased total open position to 280


On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 29.81, the open interest changed by -16 which decreased total open position to 225


On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 29.24, the open interest changed by 7 which increased total open position to 240


On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 29.49, the open interest changed by -5 which decreased total open position to 236


On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 1.8, which was -1.30 lower than the previous day. The implied volatity was 29.94, the open interest changed by 42 which increased total open position to 242


On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 3.1, which was 0.70 higher than the previous day. The implied volatity was 29.42, the open interest changed by 17 which increased total open position to 201


On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 28.63, the open interest changed by 65 which increased total open position to 176


On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was 31.31, the open interest changed by 8 which increased total open position to 110


On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 2.95, which was -0.10 lower than the previous day. The implied volatity was 31.65, the open interest changed by 6 which increased total open position to 101


On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 30.84, the open interest changed by 8 which increased total open position to 96


On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 3.45, which was 1.75 higher than the previous day. The implied volatity was 32.23, the open interest changed by 66 which increased total open position to 89


On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 31.05, the open interest changed by 3 which increased total open position to 26


On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 34.83, the open interest changed by 5 which increased total open position to 24


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by 4 which increased total open position to 17


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 31.27, the open interest changed by 2 which increased total open position to 17


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 1.55, which was -2.95 lower than the previous day. The implied volatity was 32.54, the open interest changed by 12 which increased total open position to 15


On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 4.5, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 4.5, which was 0.10 higher than the previous day. The implied volatity was 37.95, the open interest changed by 0 which decreased total open position to 5


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 4.4, which was -16.45 lower than the previous day. The implied volatity was 36.50, the open interest changed by 5 which increased total open position to 5


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 20.85, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 20.85, which was 0.00 lower than the previous day. The implied volatity was 7.67, 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 20.85, which was 0.00 lower than the previous day. The implied volatity was 10.37, 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 20.85, which was 0.00 lower than the previous day. The implied volatity was 10.37, 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 20.85, which was 0.00 lower than the previous day. The implied volatity was 8.91, 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 20.85, 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 20.85, 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 20.85, 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 20.85, which was 20.85 higher 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 450 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.25 60.8 23.30 - 40 3 13
19 Dec 395.45 37.5 0.00 0.00 0 0 0
18 Dec 396.20 37.5 0.00 0.00 0 0 0
17 Dec 397.60 37.5 0.00 0.00 0 0 0
16 Dec 406.65 37.5 0.00 0.00 0 -1 0
13 Dec 411.40 37.5 -2.35 33.22 3 -1 10
12 Dec 406.10 39.85 4.85 - 2 1 11
11 Dec 413.60 35 0.50 33.28 2 0 10
10 Dec 415.70 34.5 1.45 25.83 1 0 11
9 Dec 414.10 33.05 -8.05 - 1 0 10
6 Dec 406.20 41.1 0.00 0.00 0 0 0
5 Dec 405.20 41.1 0.00 0.00 0 0 0
4 Dec 408.55 41.1 0.00 0.00 0 1 0
3 Dec 409.15 41.1 7.35 33.19 7 0 9
2 Dec 416.85 33.75 -10.45 30.79 2 -1 10
29 Nov 409.70 44.2 1.20 46.71 1 0 10
28 Nov 406.65 43 2.00 31.07 3 2 9
27 Nov 408.95 41 -1.85 26.10 2 0 6
26 Nov 408.55 42.85 -0.15 35.59 1 0 5
25 Nov 405.45 43 -0.50 33.05 5 3 3
22 Nov 393.05 43.5 0.00 - 0 0 0
21 Nov 381.95 43.5 0.00 - 0 0 0
20 Nov 390.70 43.5 0.00 - 0 0 0
19 Nov 390.70 43.5 0.00 - 0 0 0
18 Nov 384.25 43.5 0.00 - 0 0 0
14 Nov 371.05 43.5 0.00 - 0 0 0
13 Nov 385.00 43.5 0.00 - 0 0 0
12 Nov 390.40 43.5 0.00 - 0 0 0
11 Nov 390.55 43.5 0.00 - 0 0 0
8 Nov 398.60 43.5 0.00 - 0 0 0
6 Nov 402.45 43.5 0.00 - 0 0 0
5 Nov 385.50 43.5 0.00 - 0 0 0
4 Nov 384.75 43.5 43.50 - 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 450 expiring on 26DEC2024

Delta for 450 PE is -

Historical price for 450 PE is as follows

On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 60.8, which was 23.30 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 13


On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 37.5, 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 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 37.5, 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 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 37.5, 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 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 37.5, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 37.5, which was -2.35 lower than the previous day. The implied volatity was 33.22, the open interest changed by -1 which decreased total open position to 10


On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 39.85, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 35, which was 0.50 higher than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 10


On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 34.5, which was 1.45 higher than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 11


On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 33.05, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 41.1, 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 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 41.1, 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 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 41.1, 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 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 41.1, which was 7.35 higher than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 9


On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 33.75, which was -10.45 lower than the previous day. The implied volatity was 30.79, the open interest changed by -1 which decreased total open position to 10


On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 44.2, which was 1.20 higher than the previous day. The implied volatity was 46.71, the open interest changed by 0 which decreased total open position to 10


On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 43, which was 2.00 higher than the previous day. The implied volatity was 31.07, the open interest changed by 2 which increased total open position to 9


On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 41, which was -1.85 lower than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 6


On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 42.85, which was -0.15 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 5


On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 43, which was -0.50 lower than the previous day. The implied volatity was 33.05, the open interest changed by 3 which increased total open position to 3


On 22 Nov CROMPTON was trading at 393.05. 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 0 which decreased total open position to 0


On 21 Nov CROMPTON was trading at 381.95. 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 0 which decreased total open position to 0


On 20 Nov CROMPTON was trading at 390.70. 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 0 which decreased total open position to 0


On 19 Nov CROMPTON was trading at 390.70. 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 0 which decreased total open position to 0


On 18 Nov CROMPTON was trading at 384.25. 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 0 which decreased total open position to 0


On 14 Nov CROMPTON was trading at 371.05. 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 0 which decreased total open position to 0


On 13 Nov CROMPTON was trading at 385.00. 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 0 which decreased total open position to 0


On 12 Nov CROMPTON was trading at 390.40. 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 0 which decreased total open position to 0


On 11 Nov CROMPTON was trading at 390.55. 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 0 which decreased total open position to 0


On 8 Nov CROMPTON was trading at 398.60. 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 0 which decreased total open position to 0


On 6 Nov CROMPTON was trading at 402.45. 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 0 which decreased total open position to 0


On 5 Nov CROMPTON was trading at 385.50. 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 0 which decreased total open position to 0


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 43.5, which was 43.50 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