CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 370 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 313.95 | 0.1 | -0.05 | 40.82 | 5 | 0 | 114 | |||||||||
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| 18 Sept | 316.85 | 0.15 | -0.05 | 39.39 | 18 | -1 | 119 | |||||||||
| 14 Sept | 314.45 | 0.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.01
Historical price for 370 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 40.82, the open interest changed by 0 which decreased total open position to 114
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.39, the open interest changed by -1 which decreased total open position to 119
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 0.15, 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 370 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 | 53.15 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 316.85 | 53.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 314.45 | 53.15 | 0 | 0.00 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 PE is 0.00
Historical price for 370 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 53.15, 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 53.15, 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 53.15, 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
