CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 305 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.15
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 313.95 | 11.55 | -3.6 | 22.74 | 16 | 1 | 27 | |||||||||
| 18 Sept | 316.85 | 15.3 | 1.6 | 32.51 | 7 | 1 | 25 | |||||||||
| 14 Sept | 314.45 | 13.4 | -1.15 | 23.27 | 18 | 3 | 20 | |||||||||
| 17 Aug | 319.80 | 30.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 305 expiring on 30SEP2025
Delta for 305 CE is 0.80
Historical price for 305 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 11.55, which was -3.6 lower than the previous day. The implied volatity was 22.74, the open interest changed by 1 which increased total open position to 27
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 15.3, which was 1.6 higher than the previous day. The implied volatity was 32.51, the open interest changed by 1 which increased total open position to 25
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 13.4, which was -1.15 lower than the previous day. The implied volatity was 23.27, the open interest changed by 3 which increased total open position to 20
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30SEP2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.16
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 1.9 | 0.35 | 26.01 | 78 | -4 | 185 |
| 18 Sept | 316.85 | 1.5 | -0.45 | 25.57 | 38 | -7 | 186 |
| 14 Sept | 314.45 | 2.85 | 0.05 | 25.77 | 79 | 32 | 189 |
| 17 Aug | 319.80 | 5.1 | 0 | 0.00 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 305 expiring on 30SEP2025
Delta for 305 PE is -0.23
Historical price for 305 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 1.9, which was 0.35 higher than the previous day. The implied volatity was 26.01, the open interest changed by -4 which decreased total open position to 185
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 25.57, the open interest changed by -7 which decreased total open position to 186
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 25.77, the open interest changed by 32 which increased total open position to 189
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
