CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 315 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.22
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 5.4 | -2.35 | 24.36 | 385 | 139 | 512 | |||||||||
| 18 Sept | 316.85 | 7.9 | 0.7 | 28.37 | 271 | -18 | 369 | |||||||||
| 14 Sept | 314.45 | 7.3 | -0.95 | 24.12 | 449 | 157 | 288 | |||||||||
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| 17 Aug | 319.80 | 24.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 315 expiring on 30SEP2025
Delta for 315 CE is 0.51
Historical price for 315 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 5.4, which was -2.35 lower than the previous day. The implied volatity was 24.36, the open interest changed by 139 which increased total open position to 512
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 7.9, which was 0.7 higher than the previous day. The implied volatity was 28.37, the open interest changed by -18 which decreased total open position to 369
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 7.3, which was -0.95 lower than the previous day. The implied volatity was 24.12, the open interest changed by 157 which increased total open position to 288
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 24.35, 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 315 PE | |||||||
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Delta: -0.49
Vega: 0.22
Theta: -0.22
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 5.7 | 1.25 | 26.65 | 158 | -2 | 319 |
| 18 Sept | 316.85 | 4.3 | -1.25 | 24.29 | 177 | -8 | 323 |
| 14 Sept | 314.45 | 6.5 | 0.25 | 25.38 | 331 | 71 | 245 |
| 17 Aug | 319.80 | 13.15 | 0 | 2.64 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 315 expiring on 30SEP2025
Delta for 315 PE is -0.49
Historical price for 315 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 5.7, which was 1.25 higher than the previous day. The implied volatity was 26.65, the open interest changed by -2 which decreased total open position to 319
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 4.3, which was -1.25 lower than the previous day. The implied volatity was 24.29, the open interest changed by -8 which decreased total open position to 323
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 6.5, which was 0.25 higher than the previous day. The implied volatity was 25.38, the open interest changed by 71 which increased total open position to 245
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
