CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 335 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.10
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 0.8 | -0.55 | 28.09 | 98 | 31 | 294 | |||||||||
| 18 Sept | 316.85 | 1.35 | -0.1 | 28.64 | 226 | -57 | 264 | |||||||||
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| 14 Sept | 314.45 | 1.7 | -0.2 | 26.86 | 128 | 5 | 330 | |||||||||
| 17 Aug | 319.80 | 7.3 | -0.15 | 24.90 | 2 | 2 | 9 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 335 expiring on 30SEP2025
Delta for 335 CE is 0.11
Historical price for 335 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 28.09, the open interest changed by 31 which increased total open position to 294
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 28.64, the open interest changed by -57 which decreased total open position to 264
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 26.86, the open interest changed by 5 which increased total open position to 330
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 7.3, which was -0.15 lower than the previous day. The implied volatity was 24.90, the open interest changed by 2 which increased total open position to 9
| CROMPTON 30SEP2025 335 PE | |||||||
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Delta: -0.85
Vega: 0.13
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 21.15 | 2.5 | 33.32 | 3 | -2 | 92 |
| 18 Sept | 316.85 | 18.65 | 0 | 0.00 | 0 | -2 | 0 |
| 14 Sept | 314.45 | 21.1 | 1.2 | 30.29 | 14 | -3 | 96 |
| 17 Aug | 319.80 | 23.35 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 335 expiring on 30SEP2025
Delta for 335 PE is -0.85
Historical price for 335 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 21.15, which was 2.5 higher than the previous day. The implied volatity was 33.32, the open interest changed by -2 which decreased total open position to 92
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 18.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 21.1, which was 1.2 higher than the previous day. The implied volatity was 30.29, the open interest changed by -3 which decreased total open position to 96
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 23.35, 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
