CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 350 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.05
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 0.3 | -0.15 | 34.05 | 283 | 50 | 548 | |||||||||
| 18 Sept | 316.85 | 0.45 | -0.15 | 33.13 | 89 | -4 | 504 | |||||||||
| 14 Sept | 314.45 | 0.65 | -0.05 | 30.46 | 175 | 79 | 478 | |||||||||
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| 17 Aug | 319.80 | 4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.04
Historical price for 350 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 34.05, the open interest changed by 50 which increased total open position to 548
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.13, the open interest changed by -4 which decreased total open position to 504
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 30.46, the open interest changed by 79 which increased total open position to 478
On 17 Aug CROMPTON was trading at 319.80. The strike last trading price was 4, 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
| CROMPTON 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 313.95 | 31.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 316.85 | 31.75 | 0 | 0.00 | 0 | 2 | 0 |
| 14 Sept | 314.45 | 33.65 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 319.80 | 27.5 | -3.4 | 20.41 | 6 | 6 | 5 |
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 PE is 0.00
Historical price for 350 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 31.75, 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 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 31.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 33.65, 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 27.5, which was -3.4 lower than the previous day. The implied volatity was 20.41, the open interest changed by 6 which increased total open position to 5
