CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
28 Sep 2025 10:07 PM IST
| CROMPTON 28-OCT-2025 305 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.33
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 292.60 | 5.7 | -2.95 | 26.47 | 242 | -6 | 149 | |||||||||
| 21 Sept | 313.95 | 30.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 316.85 | 30.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 314.45 | 30.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 305 expiring on 28OCT2025
Delta for 305 CE is 0.37
Historical price for 305 CE is as follows
On 28 Sept CROMPTON was trading at 292.60. The strike last trading price was 5.7, which was -2.95 lower than the previous day. The implied volatity was 26.47, the open interest changed by -6 which decreased total open position to 149
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 30.7, 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
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 30.7, 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
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 30.7, 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 28OCT2025 305 PE | |||||||
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Delta: -0.60
Vega: 0.34
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 292.60 | 16.2 | 5.5 | 32.65 | 26 | 3 | 68 |
| 21 Sept | 313.95 | 8.55 | 0 | 3.75 | 0 | 0 | 0 |
| 18 Sept | 316.85 | 8.55 | 0 | 4.49 | 0 | 0 | 0 |
| 14 Sept | 314.45 | 8.55 | 0 | 3.74 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 305 expiring on 28OCT2025
Delta for 305 PE is -0.60
Historical price for 305 PE is as follows
On 28 Sept CROMPTON was trading at 292.60. The strike last trading price was 16.2, which was 5.5 higher than the previous day. The implied volatity was 32.65, the open interest changed by 3 which increased total open position to 68
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 3.75, 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 8.55, which was 0 lower than the previous day. The implied volatity was 4.49, 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 8.55, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
