CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 330 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.13
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 1.2 | -1 | 26.22 | 659 | 162 | 936 | |||||||||
| 18 Sept | 316.85 | 2.05 | -0.15 | 27.41 | 560 | 28 | 768 | |||||||||
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| 14 Sept | 314.45 | 2.35 | -0.4 | 25.46 | 603 | 64 | 689 | |||||||||
| 17 Aug | 319.80 | 8.5 | 0.15 | 23.41 | 10 | 6 | 27 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.16
Historical price for 330 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 1.2, which was -1 lower than the previous day. The implied volatity was 26.22, the open interest changed by 162 which increased total open position to 936
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 27.41, the open interest changed by 28 which increased total open position to 768
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 2.35, which was -0.4 lower than the previous day. The implied volatity was 25.46, the open interest changed by 64 which increased total open position to 689
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 8.5, which was 0.15 higher than the previous day. The implied volatity was 23.41, the open interest changed by 6 which increased total open position to 27
| CROMPTON 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.13
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 15.8 | 2.05 | 25.02 | 2 | -1 | 244 |
| 18 Sept | 316.85 | 13.75 | -1.75 | 24.02 | 8 | 1 | 245 |
| 14 Sept | 314.45 | 16.75 | 1.35 | 28.30 | 32 | -6 | 239 |
| 17 Aug | 319.80 | 12.05 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.85
Historical price for 330 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 15.8, which was 2.05 higher than the previous day. The implied volatity was 25.02, the open interest changed by -1 which decreased total open position to 244
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 13.75, which was -1.75 lower than the previous day. The implied volatity was 24.02, the open interest changed by 1 which increased total open position to 245
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 16.75, which was 1.35 higher than the previous day. The implied volatity was 28.30, the open interest changed by -6 which decreased total open position to 239
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 12.05, 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
