CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
20 Feb 2026 04:11 PM IST
| CROMPTON 24-FEB-2026 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.02
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 265.43 | 11 | 0.12 | 20.02 | 39 | 0 | 185 | |||||||||
| 19 Feb | 265.90 | 10.86 | -6.66 | 28.82 | 37 | -9 | 185 | |||||||||
| 18 Feb | 272.52 | 17.52 | 1.36 | 38.91 | 17 | 0 | 194 | |||||||||
| 17 Feb | 270.55 | 15.61 | -3.06 | 42.57 | 21 | 0 | 194 | |||||||||
| 16 Feb | 272.66 | 18.73 | 4.04 | 26.97 | 37 | -14 | 195 | |||||||||
| 13 Feb | 267.52 | 14.69 | 2.66 | 36.51 | 136 | -5 | 210 | |||||||||
| 12 Feb | 264.40 | 12.3 | -1.67 | 31.35 | 39 | -22 | 217 | |||||||||
| 11 Feb | 266.04 | 13.79 | 3.07 | 32.7 | 43 | -7 | 239 | |||||||||
| 10 Feb | 261.66 | 10.54 | -2.32 | 29.03 | 67 | 0 | 245 | |||||||||
| 9 Feb | 262.92 | 11.25 | 6.64 | 34.16 | 3,460 | -69 | 246 | |||||||||
| 6 Feb | 245.03 | 4.02 | -1.7 | 36.29 | 503 | 148 | 312 | |||||||||
| 5 Feb | 246.63 | 5.7 | 0.46 | 37.89 | 534 | -54 | 164 | |||||||||
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| 4 Feb | 244.06 | 5.13 | 3.28 | 37.68 | 845 | 62 | 218 | |||||||||
| 3 Feb | 232.69 | 1.83 | 0.7 | 36.67 | 233 | 61 | 156 | |||||||||
| 2 Feb | 225.41 | 1.23 | -0.22 | 37.89 | 133 | 77 | 93 | |||||||||
| 1 Feb | 225.90 | 1.45 | 0.05 | 40.29 | 19 | 4 | 15 | |||||||||
| 30 Jan | 221.45 | 1.4 | 0.15 | - | 0 | 0 | 11 | |||||||||
| 29 Jan | 221.70 | 1.4 | 0.15 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 225.40 | 1.4 | 0.15 | 36.41 | 17 | 5 | 11 | |||||||||
| 27 Jan | 222.15 | 1.25 | -1.5 | 36.43 | 8 | 2 | 6 | |||||||||
| 23 Jan | 225.30 | 2.75 | -0.25 | - | 0 | 0 | 4 | |||||||||
| 22 Jan | 229.65 | 2.75 | -0.25 | 35.92 | 4 | 2 | 3 | |||||||||
| 21 Jan | 232.25 | 3 | -3.5 | - | 0 | 0 | 1 | |||||||||
| 20 Jan | 233.60 | 3 | -3.5 | 31.26 | 1 | 0 | 1 | |||||||||
| 19 Jan | 243.20 | 6.5 | -1.5 | 33.96 | 2 | 1 | 2 | |||||||||
| 16 Jan | 251.20 | 8 | -3.4 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 254.70 | 8 | -3.4 | - | 0 | 0 | 1 | |||||||||
| 13 Jan | 252.80 | 8 | -3.4 | 23.2 | 1 | 0 | 0 | |||||||||
| 12 Jan | 251.15 | 11.4 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
| 9 Jan | 252.35 | 11.4 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
| 8 Jan | 257.65 | 11.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 263.45 | 11.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 259.90 | 11.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 259.75 | 11.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 252.10 | 11.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 249.25 | 11.4 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
| 31 Dec | 252.25 | 11.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 255 expiring on 24FEB2026
Delta for 255 CE is 0.98
Historical price for 255 CE is as follows
On 20 Feb CROMPTON was trading at 265.43. The strike last trading price was 11, which was 0.12 higher than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 185
On 19 Feb CROMPTON was trading at 265.90. The strike last trading price was 10.86, which was -6.66 lower than the previous day. The implied volatity was 28.82, the open interest changed by -9 which decreased total open position to 185
On 18 Feb CROMPTON was trading at 272.52. The strike last trading price was 17.52, which was 1.36 higher than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 194
On 17 Feb CROMPTON was trading at 270.55. The strike last trading price was 15.61, which was -3.06 lower than the previous day. The implied volatity was 42.57, the open interest changed by 0 which decreased total open position to 194
On 16 Feb CROMPTON was trading at 272.66. The strike last trading price was 18.73, which was 4.04 higher than the previous day. The implied volatity was 26.97, the open interest changed by -14 which decreased total open position to 195
On 13 Feb CROMPTON was trading at 267.52. The strike last trading price was 14.69, which was 2.66 higher than the previous day. The implied volatity was 36.51, the open interest changed by -5 which decreased total open position to 210
On 12 Feb CROMPTON was trading at 264.40. The strike last trading price was 12.3, which was -1.67 lower than the previous day. The implied volatity was 31.35, the open interest changed by -22 which decreased total open position to 217
On 11 Feb CROMPTON was trading at 266.04. The strike last trading price was 13.79, which was 3.07 higher than the previous day. The implied volatity was 32.7, the open interest changed by -7 which decreased total open position to 239
On 10 Feb CROMPTON was trading at 261.66. The strike last trading price was 10.54, which was -2.32 lower than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 245
On 9 Feb CROMPTON was trading at 262.92. The strike last trading price was 11.25, which was 6.64 higher than the previous day. The implied volatity was 34.16, the open interest changed by -69 which decreased total open position to 246
On 6 Feb CROMPTON was trading at 245.03. The strike last trading price was 4.02, which was -1.7 lower than the previous day. The implied volatity was 36.29, the open interest changed by 148 which increased total open position to 312
On 5 Feb CROMPTON was trading at 246.63. The strike last trading price was 5.7, which was 0.46 higher than the previous day. The implied volatity was 37.89, the open interest changed by -54 which decreased total open position to 164
On 4 Feb CROMPTON was trading at 244.06. The strike last trading price was 5.13, which was 3.28 higher than the previous day. The implied volatity was 37.68, the open interest changed by 62 which increased total open position to 218
On 3 Feb CROMPTON was trading at 232.69. The strike last trading price was 1.83, which was 0.7 higher than the previous day. The implied volatity was 36.67, the open interest changed by 61 which increased total open position to 156
On 2 Feb CROMPTON was trading at 225.41. The strike last trading price was 1.23, which was -0.22 lower than the previous day. The implied volatity was 37.89, the open interest changed by 77 which increased total open position to 93
On 1 Feb CROMPTON was trading at 225.90. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 40.29, the open interest changed by 4 which increased total open position to 15
On 30 Jan CROMPTON was trading at 221.45. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 29 Jan CROMPTON was trading at 221.70. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CROMPTON was trading at 225.40. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 36.41, the open interest changed by 5 which increased total open position to 11
On 27 Jan CROMPTON was trading at 222.15. The strike last trading price was 1.25, which was -1.5 lower than the previous day. The implied volatity was 36.43, the open interest changed by 2 which increased total open position to 6
On 23 Jan CROMPTON was trading at 225.30. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Jan CROMPTON was trading at 229.65. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 35.92, the open interest changed by 2 which increased total open position to 3
On 21 Jan CROMPTON was trading at 232.25. The strike last trading price was 3, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jan CROMPTON was trading at 233.60. The strike last trading price was 3, which was -3.5 lower than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 1
On 19 Jan CROMPTON was trading at 243.20. The strike last trading price was 6.5, which was -1.5 lower than the previous day. The implied volatity was 33.96, the open interest changed by 1 which increased total open position to 2
On 16 Jan CROMPTON was trading at 251.20. The strike last trading price was 8, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan CROMPTON was trading at 254.70. The strike last trading price was 8, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan CROMPTON was trading at 252.80. The strike last trading price was 8, which was -3.4 lower than the previous day. The implied volatity was 23.2, the open interest changed by 0 which decreased total open position to 0
On 12 Jan CROMPTON was trading at 251.15. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 9 Jan CROMPTON was trading at 252.35. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 8 Jan CROMPTON was trading at 257.65. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan CROMPTON was trading at 263.45. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan CROMPTON was trading at 259.90. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan CROMPTON was trading at 259.75. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan CROMPTON was trading at 252.10. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan CROMPTON was trading at 249.25. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 31 Dec CROMPTON was trading at 252.25. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 24FEB2026 255 PE | |||||||
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Delta: -0.1
Vega: 0.05
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 265.43 | 0.41 | -0.04 | 32.16 | 747 | -35 | 1,166 |
| 19 Feb | 265.90 | 0.57 | 0.16 | 29.78 | 1,200 | 618 | 1,201 |
| 18 Feb | 272.52 | 0.44 | -0.45 | 35.77 | 525 | -5 | 583 |
| 17 Feb | 270.55 | 0.92 | -0.06 | 39.81 | 720 | -10 | 590 |
| 16 Feb | 272.66 | 0.9 | -1.07 | 41.86 | 609 | 190 | 599 |
| 13 Feb | 267.52 | 1.95 | -0.47 | 35.22 | 1,056 | 63 | 409 |
| 12 Feb | 264.40 | 2.4 | 0.04 | 33.07 | 237 | -8 | 353 |
| 11 Feb | 266.04 | 2.36 | -1.46 | 33.73 | 390 | -36 | 360 |
| 10 Feb | 261.66 | 3.75 | -0.27 | 34.54 | 618 | 6 | 394 |
| 9 Feb | 262.92 | 4.31 | -9.67 | 35.23 | 1,604 | 371 | 389 |
| 6 Feb | 245.03 | 14.59 | 1.74 | 39.96 | 16 | 9 | 19 |
| 5 Feb | 246.63 | 12.83 | -21.37 | 39.98 | 9 | 1 | 8 |
| 4 Feb | 244.06 | 34.2 | 5.5 | - | 0 | 0 | 7 |
| 3 Feb | 232.69 | 34.2 | 5.5 | - | 0 | 0 | 7 |
| 2 Feb | 225.41 | 34.2 | 5.5 | - | 0 | 0 | 7 |
| 1 Feb | 225.90 | 34.2 | 5.5 | - | 0 | 0 | 7 |
| 30 Jan | 221.45 | 34.2 | 5.5 | - | 0 | 0 | 7 |
| 29 Jan | 221.70 | 34.2 | 5.5 | - | 0 | 0 | 0 |
| 28 Jan | 225.40 | 34.2 | 5.5 | - | 0 | 0 | 7 |
| 27 Jan | 222.15 | 34.2 | 5.5 | 56.79 | 3 | 1 | 5 |
| 23 Jan | 225.30 | 28.7 | 16.25 | 36.52 | 4 | 3 | 3 |
| 22 Jan | 229.65 | 12.45 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 232.25 | 12.45 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 233.60 | 12.45 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 243.20 | 12.45 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 251.20 | 12.45 | 0 | 0.09 | 0 | 0 | 0 |
| 14 Jan | 254.70 | 12.45 | 0 | 0.87 | 0 | 0 | 0 |
| 13 Jan | 252.80 | 12.45 | 0 | 0.07 | 0 | 0 | 0 |
| 12 Jan | 251.15 | 12.45 | 0 | 0.03 | 0 | 0 | 0 |
| 9 Jan | 252.35 | 12.45 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 257.65 | 12.45 | 0 | 2.12 | 0 | 0 | 0 |
| 7 Jan | 263.45 | 12.45 | 0 | 3.91 | 0 | 0 | 0 |
| 6 Jan | 259.90 | 12.45 | 0 | 2.81 | 0 | 0 | 0 |
| 5 Jan | 259.75 | 12.45 | 0 | 2.65 | 0 | 0 | 0 |
| 2 Jan | 252.10 | 12.45 | 0 | 0.45 | 0 | 0 | 0 |
| 1 Jan | 249.25 | 12.45 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 252.25 | 12.45 | 0 | 0.32 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 255 expiring on 24FEB2026
Delta for 255 PE is -0.1
Historical price for 255 PE is as follows
On 20 Feb CROMPTON was trading at 265.43. The strike last trading price was 0.41, which was -0.04 lower than the previous day. The implied volatity was 32.16, the open interest changed by -35 which decreased total open position to 1166
On 19 Feb CROMPTON was trading at 265.90. The strike last trading price was 0.57, which was 0.16 higher than the previous day. The implied volatity was 29.78, the open interest changed by 618 which increased total open position to 1201
On 18 Feb CROMPTON was trading at 272.52. The strike last trading price was 0.44, which was -0.45 lower than the previous day. The implied volatity was 35.77, the open interest changed by -5 which decreased total open position to 583
On 17 Feb CROMPTON was trading at 270.55. The strike last trading price was 0.92, which was -0.06 lower than the previous day. The implied volatity was 39.81, the open interest changed by -10 which decreased total open position to 590
On 16 Feb CROMPTON was trading at 272.66. The strike last trading price was 0.9, which was -1.07 lower than the previous day. The implied volatity was 41.86, the open interest changed by 190 which increased total open position to 599
On 13 Feb CROMPTON was trading at 267.52. The strike last trading price was 1.95, which was -0.47 lower than the previous day. The implied volatity was 35.22, the open interest changed by 63 which increased total open position to 409
On 12 Feb CROMPTON was trading at 264.40. The strike last trading price was 2.4, which was 0.04 higher than the previous day. The implied volatity was 33.07, the open interest changed by -8 which decreased total open position to 353
On 11 Feb CROMPTON was trading at 266.04. The strike last trading price was 2.36, which was -1.46 lower than the previous day. The implied volatity was 33.73, the open interest changed by -36 which decreased total open position to 360
On 10 Feb CROMPTON was trading at 261.66. The strike last trading price was 3.75, which was -0.27 lower than the previous day. The implied volatity was 34.54, the open interest changed by 6 which increased total open position to 394
On 9 Feb CROMPTON was trading at 262.92. The strike last trading price was 4.31, which was -9.67 lower than the previous day. The implied volatity was 35.23, the open interest changed by 371 which increased total open position to 389
On 6 Feb CROMPTON was trading at 245.03. The strike last trading price was 14.59, which was 1.74 higher than the previous day. The implied volatity was 39.96, the open interest changed by 9 which increased total open position to 19
On 5 Feb CROMPTON was trading at 246.63. The strike last trading price was 12.83, which was -21.37 lower than the previous day. The implied volatity was 39.98, the open interest changed by 1 which increased total open position to 8
On 4 Feb CROMPTON was trading at 244.06. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 3 Feb CROMPTON was trading at 232.69. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Feb CROMPTON was trading at 225.41. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Feb CROMPTON was trading at 225.90. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Jan CROMPTON was trading at 221.45. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 29 Jan CROMPTON was trading at 221.70. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CROMPTON was trading at 225.40. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Jan CROMPTON was trading at 222.15. The strike last trading price was 34.2, which was 5.5 higher than the previous day. The implied volatity was 56.79, the open interest changed by 1 which increased total open position to 5
On 23 Jan CROMPTON was trading at 225.30. The strike last trading price was 28.7, which was 16.25 higher than the previous day. The implied volatity was 36.52, the open interest changed by 3 which increased total open position to 3
On 22 Jan CROMPTON was trading at 229.65. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan CROMPTON was trading at 232.25. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan CROMPTON was trading at 233.60. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan CROMPTON was trading at 243.20. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan CROMPTON was trading at 251.20. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 14 Jan CROMPTON was trading at 254.70. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 13 Jan CROMPTON was trading at 252.80. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 12 Jan CROMPTON was trading at 251.15. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 9 Jan CROMPTON was trading at 252.35. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan CROMPTON was trading at 257.65. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 7 Jan CROMPTON was trading at 263.45. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 6 Jan CROMPTON was trading at 259.90. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 5 Jan CROMPTON was trading at 259.75. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 2 Jan CROMPTON was trading at 252.10. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 1 Jan CROMPTON was trading at 249.25. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec CROMPTON was trading at 252.25. The strike last trading price was 12.45, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
