CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Sep 2025 04:11 PM IST
| CROMPTON 30SEP2025 380 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 | 46.64 | 1 | -1 | 54 | |||||||||
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| 18 Sept | 316.85 | 0.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 314.45 | 0.15 | 0 | 38.00 | 7 | -3 | 54 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.01
Historical price for 380 CE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 46.64, the open interest changed by -1 which decreased total open position to 54
On 18 Sept CROMPTON was trading at 316.85. The strike last trading price was 0.1, 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 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 38.00, the open interest changed by -3 which decreased total open position to 54
| CROMPTON 30SEP2025 380 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 | 62 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 316.85 | 62 | 0 | 58.71 | 4 | 3 | 49 |
| 14 Sept | 314.45 | 62.75 | 0 | 0.00 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is 0.00
Historical price for 380 PE is as follows
On 21 Sept CROMPTON was trading at 313.95. The strike last trading price was 62, 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 62, which was 0 lower than the previous day. The implied volatity was 58.71, the open interest changed by 3 which increased total open position to 49
On 14 Sept CROMPTON was trading at 314.45. The strike last trading price was 62.75, 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
