CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 290 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.03
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 25.3 | -1.75 | 24.73 | 2 | 2 | 12 | |||||||||
| 18 Sept | 316.85 | 27.05 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
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| 14 Sept | 314.45 | 27.15 | -1.1 | 31.68 | 8 | 2 | 7 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 290 expiring on 30SEP2025
Delta for 290 CE is 0.98
Historical price for 290 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 25.3, which was -1.75 lower than the previous day. The implied volatity was 24.73, the open interest changed by 2 which increased total open position to 12
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 27.05, which was 0 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 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 27.15, which was -1.1 lower than the previous day. The implied volatity was 31.68, the open interest changed by 2 which increased total open position to 7
| CROMPTON 30SEP2025 290 PE | |||||||
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Delta: -0.06
Vega: 0.06
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 0.4 | -0.05 | 30.61 | 16 | 2 | 161 |
| 18 Sept | 316.85 | 0.45 | -0.05 | 32.53 | 75 | -19 | 160 |
| 14 Sept | 314.45 | 0.8 | -0.1 | 28.92 | 50 | 24 | 143 |
For Crompt Grea Con Elec Ltd - strike price 290 expiring on 30SEP2025
Delta for 290 PE is -0.06
Historical price for 290 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.61, the open interest changed by 2 which increased total open position to 161
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.53, the open interest changed by -19 which decreased total open position to 160
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 28.92, the open interest changed by 24 which increased total open position to 143
