CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 325 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.17
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 313.95 | 2.05 | -1.3 | 25.52 | 455 | 22 | 484 | |||||||||
| 18 Sept | 316.85 | 3.35 | 0.05 | 27.36 | 470 | 4 | 460 | |||||||||
| 14 Sept | 314.45 | 3.4 | -0.7 | 24.52 | 399 | 23 | 413 | |||||||||
| 17 Aug | 319.80 | 19.15 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 325 expiring on 30SEP2025
Delta for 325 CE is 0.25
Historical price for 325 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 2.05, which was -1.3 lower than the previous day. The implied volatity was 25.52, the open interest changed by 22 which increased total open position to 484
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 3.35, which was 0.05 higher than the previous day. The implied volatity was 27.36, the open interest changed by 4 which increased total open position to 460
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 3.4, which was -0.7 lower than the previous day. The implied volatity was 24.52, the open interest changed by 23 which increased total open position to 413
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30SEP2025 325 PE | |||||||
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Delta: -0.72
Vega: 0.18
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 12.45 | 2.9 | 29.03 | 9 | -1 | 138 |
| 18 Sept | 316.85 | 9.55 | -2 | 22.03 | 26 | 0 | 139 |
| 14 Sept | 314.45 | 12.8 | 0.8 | 26.91 | 52 | 16 | 147 |
| 17 Aug | 319.80 | 17.85 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 325 expiring on 30SEP2025
Delta for 325 PE is -0.72
Historical price for 325 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 12.45, which was 2.9 higher than the previous day. The implied volatity was 29.03, the open interest changed by -1 which decreased total open position to 138
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 9.55, which was -2 lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 139
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 12.8, which was 0.8 higher than the previous day. The implied volatity was 26.91, the open interest changed by 16 which increased total open position to 147
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 17.85, 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
