CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 28OCT2025 320 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.41
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 9 | -1.7 | 24.64 | 75 | 44 | 147 | |||||||||
| 18 Sept | 316.85 | 10.7 | 0.65 | 25.43 | 56 | -6 | 106 | |||||||||
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| 14 Sept | 314.45 | 10 | -0.8 | 23.93 | 18 | 14 | 17 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 320 expiring on 28OCT2025
Delta for 320 CE is 0.48
Historical price for 320 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 9, which was -1.7 lower than the previous day. The implied volatity was 24.64, the open interest changed by 44 which increased total open position to 147
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 10.7, which was 0.65 higher than the previous day. The implied volatity was 25.43, the open interest changed by -6 which decreased total open position to 106
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 10, which was -0.8 lower than the previous day. The implied volatity was 23.93, the open interest changed by 14 which increased total open position to 17
| CROMPTON 28OCT2025 320 PE | |||||||
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Delta: -0.51
Vega: 0.41
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 12.6 | 2.1 | 27.69 | 38 | 26 | 101 |
| 18 Sept | 316.85 | 10.5 | -1.2 | 25.28 | 22 | 0 | 75 |
| 14 Sept | 314.45 | 12.4 | 0.5 | 26.19 | 12 | 4 | 44 |
For Crompt Grea Con Elec Ltd - strike price 320 expiring on 28OCT2025
Delta for 320 PE is -0.51
Historical price for 320 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 12.6, which was 2.1 higher than the previous day. The implied volatity was 27.69, the open interest changed by 26 which increased total open position to 101
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 10.5, which was -1.2 lower than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 75
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 12.4, which was 0.5 higher than the previous day. The implied volatity was 26.19, the open interest changed by 4 which increased total open position to 44
