CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
30 Apr 2026 04:10 PM IST
| CROMPTON 26-May-2026 (26d) 255 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0
Theta: -0.21
Gamma: 0.01008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 272.36 | 23.69 | -2.59 | 43.34 | 26 | 8 | 65 | |||||||||
| 29 Apr | 276.01 | 26.28 | 4.220000000000002 | 42.22 | 42 | 3 | 57 | |||||||||
| 28 Apr | 269.63 | 21.68 | 7.58 | 42.42 | 171 | -31 | 55 | |||||||||
| 27 Apr | 258.68 | 14.14 | 3.380000000000001 | 41.96 | 147 | 17 | 87 | |||||||||
| 24 Apr | 250.23 | 10.45 | -1.9400000000000013 | 40.96 | 19 | 6 | 71 | |||||||||
| 23 Apr | 253.39 | 12.35 | -10.540000000000001 | 40.04 | 85 | 65 | 65 | |||||||||
| 22 Apr | 261.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 258.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 261.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 261.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 260.97 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 15 Apr | 247.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 237.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 241.72 | 0 | 0 | 4.67 | 0 | 0 | 0 | |||||||||
| 9 Apr | 237.90 | 22.89 | 0 | 4.68 | 0 | 0 | 0 | |||||||||
| 8 Apr | 246.05 | 22.89 | 0 | 2.31 | 0 | 0 | 0 | |||||||||
| 1 Apr | 232.59 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 223.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 242.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 250.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 248.65 | 0 | 0 | 0.62 | 0 | 0 | 0 | |||||||||
| 16 Mar | 247.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 246.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 247.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 247.50 | 0 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
| 10 Mar | 245.25 | 0 | 0 | 1.46 | 0 | 0 | 0 | |||||||||
| 9 Mar | 241.30 | 0 | 0 | 2.35 | 0 | 0 | 0 | |||||||||
| 6 Mar | 248.00 | 0 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
| 5 Mar | 250.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 245.35 | 0 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
| 2 Mar | 253.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 257.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 255 expiring on 26MAY2026
Delta for 255 CE is 0.75
Historical price for 255 CE is as follows
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 23.69, which was -2.59 lower than the previous day. The implied volatity was 43.34, the open interest changed by 8 which increased total open position to 65
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 26.28, which was 4.220000000000002 higher than the previous day. The implied volatity was 42.22, the open interest changed by 3 which increased total open position to 57
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 21.68, which was 7.58 higher than the previous day. The implied volatity was 42.42, the open interest changed by -31 which decreased total open position to 55
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 14.14, which was 3.380000000000001 higher than the previous day. The implied volatity was 41.96, the open interest changed by 17 which increased total open position to 87
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 10.45, which was -1.9400000000000013 lower than the previous day. The implied volatity was 40.96, the open interest changed by 6 which increased total open position to 71
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 12.35, which was -10.540000000000001 lower than the previous day. The implied volatity was 40.04, the open interest changed by 65 which increased total open position to 65
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 0, 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 Apr CROMPTON was trading at 258.65. The strike last trading price was 0, 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 Apr CROMPTON was trading at 261.22. The strike last trading price was 0, 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 17 Apr CROMPTON was trading at 261.45. The strike last trading price was 0, 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 Apr CROMPTON was trading at 260.97. The strike last trading price was 0, 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 15 Apr CROMPTON was trading at 247.95. The strike last trading price was 0, 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 13 Apr CROMPTON was trading at 237.67. The strike last trading price was 0, 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 10 Apr CROMPTON was trading at 241.72. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 9 Apr CROMPTON was trading at 237.90. The strike last trading price was 22.89, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 8 Apr CROMPTON was trading at 246.05. The strike last trading price was 22.89, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 1 Apr CROMPTON was trading at 232.59. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar CROMPTON was trading at 223.60. The strike last trading price was 0, 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 Mar CROMPTON was trading at 242.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar CROMPTON was trading at 250.15. The strike last trading price was 0, 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 17 Mar CROMPTON was trading at 248.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 16 Mar CROMPTON was trading at 247.15. The strike last trading price was 0, 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 13 Mar CROMPTON was trading at 246.25. The strike last trading price was 0, 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 12 Mar CROMPTON was trading at 247.20. The strike last trading price was 0, 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 11 Mar CROMPTON was trading at 247.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 10 Mar CROMPTON was trading at 245.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 9 Mar CROMPTON was trading at 241.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 6 Mar CROMPTON was trading at 248.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 5 Mar CROMPTON was trading at 250.10. The strike last trading price was 0, 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 4 Mar CROMPTON was trading at 245.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 2 Mar CROMPTON was trading at 253.45. The strike last trading price was 0, 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 27 Feb CROMPTON was trading at 257.85. The strike last trading price was 0, 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 26-May-2026 (26d) 255 PE | |||||||
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Delta: -0.27
Vega: 0
Theta: -0.17
Gamma: 0.0108
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 272.36 | 5.25 | 0.8099999999999996 | 41.87 | 73 | -17 | 65 |
| 29 Apr | 276.01 | 4.35 | -1.17 | 42.65 | 133 | 5 | 81 |
| 28 Apr | 269.63 | 5.45 | -4.069999999999999 | 40.58 | 81 | 35 | 76 |
| 27 Apr | 258.68 | 9.52 | -3.49 | 40.74 | 29 | 15 | 41 |
| 24 Apr | 250.23 | 13.01 | 0.7899999999999991 | 35.7 | 1 | 0 | 26 |
| 23 Apr | 253.39 | 12.22 | 0.9600000000000009 | 40.29 | 29 | 27 | 27 |
| 22 Apr | 261.37 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 258.65 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 261.22 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 261.45 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 260.97 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 247.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 237.67 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 241.72 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 237.90 | 11.26 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 246.05 | 11.26 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 232.59 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 223.60 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 242.45 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 250.15 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 248.65 | 0 | 0 | 0.2 | 0 | 0 | 0 |
| 16 Mar | 247.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 246.25 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 247.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 247.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 245.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 241.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 248.00 | 0 | 0 | 0.24 | 0 | 0 | 0 |
| 5 Mar | 250.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 245.35 | 0 | 0 | 1.2 | 0 | 0 | 0 |
| 2 Mar | 253.45 | 0 | 0 | 0.7 | 0 | 0 | 0 |
| 27 Feb | 257.85 | 0 | 0 | 2.34 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 255 expiring on 26MAY2026
Delta for 255 PE is -0.27
Historical price for 255 PE is as follows
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 5.25, which was 0.8099999999999996 higher than the previous day. The implied volatity was 41.87, the open interest changed by -17 which decreased total open position to 65
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 4.35, which was -1.17 lower than the previous day. The implied volatity was 42.65, the open interest changed by 5 which increased total open position to 81
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 5.45, which was -4.069999999999999 lower than the previous day. The implied volatity was 40.58, the open interest changed by 35 which increased total open position to 76
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 9.52, which was -3.49 lower than the previous day. The implied volatity was 40.74, the open interest changed by 15 which increased total open position to 41
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 13.01, which was 0.7899999999999991 higher than the previous day. The implied volatity was 35.7, the open interest changed by 0 which decreased total open position to 26
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 12.22, which was 0.9600000000000009 higher than the previous day. The implied volatity was 40.29, the open interest changed by 27 which increased total open position to 27
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 0, 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 Apr CROMPTON was trading at 258.65. The strike last trading price was 0, 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 Apr CROMPTON was trading at 261.22. The strike last trading price was 0, 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 17 Apr CROMPTON was trading at 261.45. The strike last trading price was 0, 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 Apr CROMPTON was trading at 260.97. The strike last trading price was 0, 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 15 Apr CROMPTON was trading at 247.95. The strike last trading price was 0, 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 13 Apr CROMPTON was trading at 237.67. The strike last trading price was 0, 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 10 Apr CROMPTON was trading at 241.72. The strike last trading price was 0, 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 9 Apr CROMPTON was trading at 237.90. The strike last trading price was 11.26, 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 Apr CROMPTON was trading at 246.05. The strike last trading price was 11.26, 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 Apr CROMPTON was trading at 232.59. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar CROMPTON was trading at 223.60. The strike last trading price was 0, 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 Mar CROMPTON was trading at 242.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar CROMPTON was trading at 250.15. The strike last trading price was 0, 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 17 Mar CROMPTON was trading at 248.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 16 Mar CROMPTON was trading at 247.15. The strike last trading price was 0, 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 13 Mar CROMPTON was trading at 246.25. The strike last trading price was 0, 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 12 Mar CROMPTON was trading at 247.20. The strike last trading price was 0, 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 11 Mar CROMPTON was trading at 247.50. The strike last trading price was 0, 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 10 Mar CROMPTON was trading at 245.25. The strike last trading price was 0, 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 9 Mar CROMPTON was trading at 241.30. The strike last trading price was 0, 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 Mar CROMPTON was trading at 248.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 5 Mar CROMPTON was trading at 250.10. The strike last trading price was 0, 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 4 Mar CROMPTON was trading at 245.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
On 2 Mar CROMPTON was trading at 253.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
On 27 Feb CROMPTON was trading at 257.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
