CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 295 CE | ||||||||||||||||
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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 | |||||||||
| 21 Sept | 313.95 | 19.3 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 316.85 | 19.3 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 314.45 | 21.8 | -1.1 | 24.09 | 12 | 8 | 11 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 295 expiring on 30SEP2025
Delta for 295 CE is 0.00
Historical price for 295 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 19.3, which was -0.05 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 Sept CROMPTON was trading at 316.85. The strike last trading price was 19.3, which was -0.05 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 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 21.8, which was -1.1 lower than the previous day. The implied volatity was 24.09, the open interest changed by 8 which increased total open position to 11
| CROMPTON 30SEP2025 295 PE | |||||||
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Delta: -0.08
Vega: 0.08
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 0.6 | 0 | 28.14 | 27 | -3 | 113 |
| 18 Sept | 316.85 | 0.6 | -0.15 | 29.29 | 78 | 25 | 112 |
| 14 Sept | 314.45 | 1.15 | -0.05 | 27.22 | 20 | 16 | 53 |
For Crompt Grea Con Elec Ltd - strike price 295 expiring on 30SEP2025
Delta for 295 PE is -0.08
Historical price for 295 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 28.14, the open interest changed by -3 which decreased total open position to 113
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 29.29, the open interest changed by 25 which increased total open position to 112
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 27.22, the open interest changed by 16 which increased total open position to 53
