CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 320 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.21
Theta: -0.27
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 313.95 | 3.45 | -1.85 | 25.16 | 1,625 | 192 | 1,538 | |||||||||
| 18 Sept | 316.85 | 5.35 | 0.35 | 28.00 | 1,835 | 1 | 1,350 | |||||||||
| 14 Sept | 314.45 | 5.05 | -0.8 | 24.23 | 1,121 | 232 | 976 | |||||||||
| 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 0.37
Historical price for 320 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 3.45, which was -1.85 lower than the previous day. The implied volatity was 25.16, the open interest changed by 192 which increased total open position to 1538
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 28.00, the open interest changed by 1 which increased total open position to 1350
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 5.05, which was -0.8 lower than the previous day. The implied volatity was 24.23, the open interest changed by 232 which increased total open position to 976
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: -0.62
Vega: 0.21
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 8.5 | 1.7 | 26.43 | 89 | 23 | 633 |
| 18 Sept | 316.85 | 6.7 | -1.65 | 23.81 | 103 | 15 | 613 |
| 14 Sept | 314.45 | 9.3 | 0.35 | 25.78 | 234 | 79 | 505 |
| 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 -0.62
Historical price for 320 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 8.5, which was 1.7 higher than the previous day. The implied volatity was 26.43, the open interest changed by 23 which increased total open position to 633
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 6.7, which was -1.65 lower than the previous day. The implied volatity was 23.81, the open interest changed by 15 which increased total open position to 613
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 9.3, which was 0.35 higher than the previous day. The implied volatity was 25.78, the open interest changed by 79 which increased total open position to 505
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
