CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:31 AM IST
| CROMPTON 30JAN2025 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.04
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.50 | 0.2 | -0.05 | 36.84 | 3 | 0 | 108 | |||
| 6 Jan | 370.95 | 0.25 | 0.00 | 35.29 | 15 | 5 | 108 | |||
| 3 Jan | 366.75 | 0.25 | -0.10 | 34.14 | 17 | -6 | 104 | |||
| 2 Jan | 372.05 | 0.35 | 0.00 | 33.52 | 14 | 3 | 108 | |||
| 1 Jan | 375.30 | 0.35 | -0.40 | 31.49 | 32 | -1 | 106 | |||
| 31 Dec | 395.80 | 0.75 | 0.00 | 26.54 | 60 | 29 | 103 | |||
| 30 Dec | 394.50 | 0.75 | -0.10 | 25.80 | 77 | 37 | 72 | |||
| 27 Dec | 396.35 | 0.85 | -0.15 | 24.87 | 39 | 16 | 35 | |||
| 26 Dec | 393.60 | 1 | -0.25 | 26.69 | 14 | -2 | 19 | |||
| 24 Dec | 394.85 | 1.25 | 0.20 | 26.62 | 7 | 1 | 21 | |||
| 20 Dec | 388.25 | 1.05 | -0.75 | 26.83 | 30 | 6 | 21 | |||
| 19 Dec | 395.45 | 1.8 | -0.30 | 26.79 | 15 | -2 | 14 | |||
| 18 Dec | 396.20 | 2.1 | -0.20 | 27.56 | 4 | 0 | 14 | |||
| 17 Dec | 397.60 | 2.3 | -1.75 | 27.45 | 12 | 0 | 13 | |||
| 16 Dec | 406.65 | 4.05 | -0.25 | 27.85 | 7 | -1 | 12 | |||
| 13 Dec | 411.40 | 4.3 | -2.05 | 24.70 | 18 | 8 | 12 | |||
| 11 Dec | 413.60 | 6.35 | 0.00 | 27.39 | 1 | 0 | 4 | |||
| 10 Dec | 415.70 | 6.35 | 0.05 | 26.93 | 1 | 0 | 3 | |||
| 9 Dec | 414.10 | 6.3 | -4.50 | 26.47 | 3 | 1 | 1 | |||
| 28 Nov | 406.65 | 10.8 | 0.00 | 5.94 | 0 | 0 | 0 | |||
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| 27 Nov | 408.95 | 10.8 | 0.00 | 5.67 | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 10.8 | 0.00 | 5.84 | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 10.8 | 5.51 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 450 expiring on 30JAN2025
Delta for 450 CE is 0.02
Historical price for 450 CE is as follows
On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 36.84, the open interest changed by 0 which decreased total open position to 108
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 35.29, the open interest changed by 5 which increased total open position to 108
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 34.14, the open interest changed by -6 which decreased total open position to 104
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 33.52, the open interest changed by 3 which increased total open position to 108
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 31.49, the open interest changed by -1 which decreased total open position to 106
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 29 which increased total open position to 103
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by 37 which increased total open position to 72
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 24.87, the open interest changed by 16 which increased total open position to 35
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 26.69, the open interest changed by -2 which decreased total open position to 19
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 1.25, which was 0.20 higher than the previous day. The implied volatity was 26.62, the open interest changed by 1 which increased total open position to 21
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 26.83, the open interest changed by 6 which increased total open position to 21
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 26.79, the open interest changed by -2 which decreased total open position to 14
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 14
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 2.3, which was -1.75 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 13
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was 27.85, the open interest changed by -1 which decreased total open position to 12
On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 4.3, which was -2.05 lower than the previous day. The implied volatity was 24.70, the open interest changed by 8 which increased total open position to 12
On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 4
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 6.35, which was 0.05 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 3
On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 6.3, which was -4.50 lower than the previous day. The implied volatity was 26.47, the open interest changed by 1 which increased total open position to 1
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 10.8, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 10.8, which was lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30JAN2025 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 365.50 | 74.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 370.95 | 74.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 366.75 | 74.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Jan | 372.05 | 74.5 | 3.00 | 27.62 | 1 | 0 | 9 |
| 1 Jan | 375.30 | 71.5 | 19.90 | 32.98 | 2 | 0 | 8 |
| 31 Dec | 395.80 | 51.6 | 0.15 | 25.21 | 1 | 0 | 7 |
| 30 Dec | 394.50 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 396.35 | 51.45 | -4.55 | 31.64 | 1 | 0 | 7 |
| 26 Dec | 393.60 | 56 | 3.00 | 38.58 | 2 | 1 | 6 |
| 24 Dec | 394.85 | 53 | 3.05 | 32.16 | 1 | 0 | 4 |
| 20 Dec | 388.25 | 49.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 395.45 | 49.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 49.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 397.60 | 49.95 | 13.95 | 27.45 | 1 | 0 | 3 |
| 16 Dec | 406.65 | 36 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 36 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 36 | 3.80 | 28.40 | 2 | 0 | 1 |
| 10 Dec | 415.70 | 32.2 | -29.50 | 20.92 | 1 | 0 | 0 |
| 9 Dec | 414.10 | 61.7 | 61.70 | - | 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 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 450 expiring on 30JAN2025
Delta for 450 PE is 0.00
Historical price for 450 PE is as follows
On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 74.5, 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 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 74.5, 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 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 74.5, 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 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 74.5, which was 3.00 higher than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 9
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 71.5, which was 19.90 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 8
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 51.6, which was 0.15 higher than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 7
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 51.45, 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 51.45, which was -4.55 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 7
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 56, which was 3.00 higher than the previous day. The implied volatity was 38.58, the open interest changed by 1 which increased total open position to 6
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 53, which was 3.05 higher than the previous day. The implied volatity was 32.16, the open interest changed by 0 which decreased total open position to 4
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 49.95, 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 49.95, 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 49.95, 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 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 49.95, which was 13.95 higher than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 3
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 36, 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 Dec CROMPTON was trading at 411.40. The strike last trading price was 36, 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 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 36, which was 3.80 higher than the previous day. The implied volatity was 28.40, the open interest changed by 0 which decreased total open position to 1
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 32.2, which was -29.50 lower than the previous day. The implied volatity was 20.92, 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 61.7, which was 61.70 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
