CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
17 Aug 2025 12:55 AM IST
| CROMPTON 30SEP2025 320 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.45
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 319.80 | 13.15 | 0.4 | 23.16 | 16 | 1 | 24 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.59
Historical price for 320 CE is as follows
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 13.15, which was 0.4 higher than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 24
| CROMPTON 30SEP2025 320 PE | |||||||
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Delta: -0.42
Vega: 0.45
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 319.80 | 10.25 | -2.05 | 27.49 | 7 | 3 | 5 |
For Crompt Grea Con Elec Ltd - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -0.42
Historical price for 320 PE is as follows
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 10.25, which was -2.05 lower than the previous day. The implied volatity was 27.49, the open interest changed by 3 which increased total open position to 5
