CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.20
Theta: -0.27
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 8.15 | -3 | 23.86 | 108 | 21 | 210 | |||||||||
| 18 Sept | 316.85 | 11.15 | 1.05 | 29.27 | 128 | -22 | 191 | |||||||||
| 14 Sept | 314.45 | 10.1 | -1.05 | 23.88 | 98 | 6 | 70 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 319.80 | 59.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 310 expiring on 30SEP2025
Delta for 310 CE is 0.66
Historical price for 310 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 8.15, which was -3 lower than the previous day. The implied volatity was 23.86, the open interest changed by 21 which increased total open position to 210
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 11.15, which was 1.05 higher than the previous day. The implied volatity was 29.27, the open interest changed by -22 which decreased total open position to 191
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 10.1, which was -1.05 lower than the previous day. The implied volatity was 23.88, the open interest changed by 6 which increased total open position to 70
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 59.35, 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 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.20
Theta: -0.21
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 3.35 | 0.75 | 25.77 | 281 | 25 | 412 |
| 18 Sept | 316.85 | 2.6 | -0.85 | 24.85 | 315 | -14 | 387 |
| 14 Sept | 314.45 | 4.3 | 0.05 | 25.14 | 155 | 23 | 298 |
| 17 Aug | 319.80 | 6.6 | 0 | 3.95 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 310 expiring on 30SEP2025
Delta for 310 PE is -0.35
Historical price for 310 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was 25.77, the open interest changed by 25 which increased total open position to 412
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 24.85, the open interest changed by -14 which decreased total open position to 387
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 25.14, the open interest changed by 23 which increased total open position to 298
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
