CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 340 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.07
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 313.95 | 0.5 | -0.35 | 29.32 | 205 | 15 | 587 | |||||||||
| 18 Sept | 316.85 | 0.9 | -0.1 | 29.95 | 97 | -13 | 573 | |||||||||
| 14 Sept | 314.45 | 1.15 | -0.2 | 27.58 | 388 | 60 | 665 | |||||||||
| 17 Aug | 319.80 | 5.15 | -0.25 | 23.50 | 28 | -1 | 61 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.07
Historical price for 340 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 29.32, the open interest changed by 15 which increased total open position to 587
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 29.95, the open interest changed by -13 which decreased total open position to 573
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 27.58, the open interest changed by 60 which increased total open position to 665
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 5.15, which was -0.25 lower than the previous day. The implied volatity was 23.50, the open interest changed by -1 which decreased total open position to 61
| CROMPTON 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.13
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 26.35 | 3.45 | 40.32 | 3 | 0 | 88 |
| 18 Sept | 316.85 | 22.9 | -1.8 | 27.65 | 1 | 0 | 88 |
| 14 Sept | 314.45 | 22.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 319.80 | 24.5 | 0 | 0.00 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.85
Historical price for 340 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 26.35, which was 3.45 higher than the previous day. The implied volatity was 40.32, the open interest changed by 0 which decreased total open position to 88
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 22.9, which was -1.8 lower than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 88
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 22.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
