CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 355 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 0.25 | -0.1 | 36.78 | 9 | 0 | 60 | |||||||||
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| 18 Sept | 316.85 | 0.35 | -0.1 | 34.83 | 19 | -10 | 59 | |||||||||
| 14 Sept | 314.45 | 0.45 | -0.05 | 31.18 | 3 | 0 | 71 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.03
Historical price for 355 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 36.78, the open interest changed by 0 which decreased total open position to 60
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 34.83, the open interest changed by -10 which decreased total open position to 59
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 71
| CROMPTON 30SEP2025 355 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 | 29.65 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 316.85 | 29.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 314.45 | 29.65 | 0 | 0.00 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 PE is 0.00
Historical price for 355 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 29.65, 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 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 29.65, 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 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 29.65, 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
