CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 360 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 0.15 | -0.1 | 36.93 | 31 | -25 | 161 | |||||||||
| 18 Sept | 316.85 | 0.25 | -0.05 | 36.43 | 22 | -1 | 184 | |||||||||
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| 14 Sept | 314.45 | 0.4 | -0.05 | 33.38 | 7 | 1 | 134 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.02
Historical price for 360 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 36.93, the open interest changed by -25 which decreased total open position to 161
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.43, the open interest changed by -1 which decreased total open position to 184
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.38, the open interest changed by 1 which increased total open position to 134
| CROMPTON 30SEP2025 360 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 | 43.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 316.85 | 43.6 | 0 | 0.00 | 0 | -2 | 0 |
| 14 Sept | 314.45 | 43.75 | 2.75 | 27.44 | 3 | 1 | 31 |
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 PE is 0.00
Historical price for 360 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 43.6, 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 43.6, 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 43.75, which was 2.75 higher than the previous day. The implied volatity was 27.44, the open interest changed by 1 which increased total open position to 31
