[--[65.84.65.76]--]

CROMPTON

Crompt Grea Con Elec Ltd
255.65 +6.50 (2.61%)
L: 250 H: 264.3

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Historical option data for CROMPTON

18 Dec 2025 04:11 PM IST
CROMPTON 30-DEC-2025 260 CE
Delta: 0.38
Vega: 0.18
Theta: -0.22
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 255.65 3.2 2.2 26.47 13,410 212 1,318
17 Dec 249.15 0.9 -0.9 22.32 1,415 187 1,084
16 Dec 252.45 1.65 -0.4 20.49 473 -10 894
15 Dec 253.05 2 -0.7 20.44 597 130 914
12 Dec 254.10 2.95 0.8 21.66 808 1 776
11 Dec 251.50 2.1 -0.05 20.65 577 23 776
10 Dec 249.90 2.1 -1.05 22.85 763 71 758
9 Dec 253.15 3.15 0.1 22.03 664 18 697
8 Dec 252.70 2.95 -3.3 21.92 1,019 254 677
5 Dec 260.10 6.2 -0.1 19.04 1,309 -18 424
4 Dec 258.90 6.15 1.1 22.20 1,540 -163 441
3 Dec 255.85 5.5 -2.2 20.87 1,322 415 617
2 Dec 260.90 7.7 -1.15 21.14 256 43 203
1 Dec 262.45 9 -1.8 21.21 181 37 159
28 Nov 265.35 10.7 -1.55 19.54 30 2 121
27 Nov 266.65 12.25 -1.25 21.08 29 3 119
26 Nov 268.35 13.5 2.4 20.10 103 18 118
25 Nov 265.05 11 -0.9 20.32 148 66 100
24 Nov 265.40 11.7 -2.4 21.55 27 13 33
21 Nov 267.35 14.25 -1.7 24.05 9 7 19
20 Nov 270.00 16 -3.9 24.02 7 6 12
19 Nov 274.30 20 -0.75 24.05 2 0 5
18 Nov 273.10 20.75 -2.25 - 0 2 0
17 Nov 274.35 20.75 -2.25 25.00 2 1 4
14 Nov 276.15 23 -4.9 27.11 1 0 3
13 Nov 278.60 27.9 5.65 - 0 0 0
12 Nov 281.30 27.9 5.65 29.40 2 0 3
11 Nov 279.10 22.25 -18.55 - 4 3 3
10 Nov 280.30 40.8 0 - 0 0 0
7 Nov 277.15 40.8 0 - 0 0 0
6 Nov 278.55 40.8 0 - 0 0 0
4 Nov 283.25 40.8 0 - 0 0 0
3 Nov 284.10 40.8 0 - 0 0 0
31 Oct 282.70 40.8 0 - 0 0 0
30 Oct 286.65 40.8 0 - 0 0 0
8 Oct 285.95 0 0 - 0 0 0
6 Oct 289.05 0 0 - 0 0 0
3 Oct 295.20 0 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 260 expiring on 30DEC2025

Delta for 260 CE is 0.38

Historical price for 260 CE is as follows

On 18 Dec CROMPTON was trading at 255.65. The strike last trading price was 3.2, which was 2.2 higher than the previous day. The implied volatity was 26.47, the open interest changed by 212 which increased total open position to 1318


On 17 Dec CROMPTON was trading at 249.15. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 22.32, the open interest changed by 187 which increased total open position to 1084


On 16 Dec CROMPTON was trading at 252.45. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 20.49, the open interest changed by -10 which decreased total open position to 894


On 15 Dec CROMPTON was trading at 253.05. The strike last trading price was 2, which was -0.7 lower than the previous day. The implied volatity was 20.44, the open interest changed by 130 which increased total open position to 914


On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 2.95, which was 0.8 higher than the previous day. The implied volatity was 21.66, the open interest changed by 1 which increased total open position to 776


On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 20.65, the open interest changed by 23 which increased total open position to 776


On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 2.1, which was -1.05 lower than the previous day. The implied volatity was 22.85, the open interest changed by 71 which increased total open position to 758


On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 3.15, which was 0.1 higher than the previous day. The implied volatity was 22.03, the open interest changed by 18 which increased total open position to 697


On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 2.95, which was -3.3 lower than the previous day. The implied volatity was 21.92, the open interest changed by 254 which increased total open position to 677


On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 6.2, which was -0.1 lower than the previous day. The implied volatity was 19.04, the open interest changed by -18 which decreased total open position to 424


On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 6.15, which was 1.1 higher than the previous day. The implied volatity was 22.20, the open interest changed by -163 which decreased total open position to 441


On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 5.5, which was -2.2 lower than the previous day. The implied volatity was 20.87, the open interest changed by 415 which increased total open position to 617


On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 7.7, which was -1.15 lower than the previous day. The implied volatity was 21.14, the open interest changed by 43 which increased total open position to 203


On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 9, which was -1.8 lower than the previous day. The implied volatity was 21.21, the open interest changed by 37 which increased total open position to 159


On 28 Nov CROMPTON was trading at 265.35. The strike last trading price was 10.7, which was -1.55 lower than the previous day. The implied volatity was 19.54, the open interest changed by 2 which increased total open position to 121


On 27 Nov CROMPTON was trading at 266.65. The strike last trading price was 12.25, which was -1.25 lower than the previous day. The implied volatity was 21.08, the open interest changed by 3 which increased total open position to 119


On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 13.5, which was 2.4 higher than the previous day. The implied volatity was 20.10, the open interest changed by 18 which increased total open position to 118


On 25 Nov CROMPTON was trading at 265.05. The strike last trading price was 11, which was -0.9 lower than the previous day. The implied volatity was 20.32, the open interest changed by 66 which increased total open position to 100


On 24 Nov CROMPTON was trading at 265.40. The strike last trading price was 11.7, which was -2.4 lower than the previous day. The implied volatity was 21.55, the open interest changed by 13 which increased total open position to 33


On 21 Nov CROMPTON was trading at 267.35. The strike last trading price was 14.25, which was -1.7 lower than the previous day. The implied volatity was 24.05, the open interest changed by 7 which increased total open position to 19


On 20 Nov CROMPTON was trading at 270.00. The strike last trading price was 16, which was -3.9 lower than the previous day. The implied volatity was 24.02, the open interest changed by 6 which increased total open position to 12


On 19 Nov CROMPTON was trading at 274.30. The strike last trading price was 20, which was -0.75 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 5


On 18 Nov CROMPTON was trading at 273.10. The strike last trading price was 20.75, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 17 Nov CROMPTON was trading at 274.35. The strike last trading price was 20.75, which was -2.25 lower than the previous day. The implied volatity was 25.00, the open interest changed by 1 which increased total open position to 4


On 14 Nov CROMPTON was trading at 276.15. The strike last trading price was 23, which was -4.9 lower than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 3


On 13 Nov CROMPTON was trading at 278.60. The strike last trading price was 27.9, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov CROMPTON was trading at 281.30. The strike last trading price was 27.9, which was 5.65 higher than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 3


On 11 Nov CROMPTON was trading at 279.10. The strike last trading price was 22.25, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 10 Nov CROMPTON was trading at 280.30. The strike last trading price was 40.8, 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 Nov CROMPTON was trading at 277.15. The strike last trading price was 40.8, 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 Nov CROMPTON was trading at 278.55. The strike last trading price was 40.8, 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 Nov CROMPTON was trading at 283.25. The strike last trading price was 40.8, 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 3 Nov CROMPTON was trading at 284.10. The strike last trading price was 40.8, 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 Oct CROMPTON was trading at 282.70. The strike last trading price was 40.8, 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 30 Oct CROMPTON was trading at 286.65. The strike last trading price was 40.8, 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 Oct CROMPTON was trading at 285.95. 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 6 Oct CROMPTON was trading at 289.05. 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 3 Oct CROMPTON was trading at 295.20. 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


CROMPTON 30DEC2025 260 PE
Delta: -0.64
Vega: 0.17
Theta: -0.12
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 255.65 6.45 -5.2 22.49 4,076 287 846
17 Dec 249.15 12.15 3.9 27.22 98 -36 560
16 Dec 252.45 8.4 0.35 22.26 52 -7 595
15 Dec 253.05 8.15 0.65 23.27 62 -7 601
12 Dec 254.10 6.75 -2.75 20.74 55 -14 609
11 Dec 251.50 9.5 -1.45 22.90 51 -11 624
10 Dec 249.90 11.25 2.9 24.25 104 -7 633
9 Dec 253.15 8.3 -0.85 21.33 129 -16 641
8 Dec 252.70 9.5 4.55 23.73 253 -11 657
5 Dec 260.10 4.9 -0.65 21.56 325 -2 668
4 Dec 258.90 5.75 -1.8 21.09 492 19 670
3 Dec 255.85 6.9 2 23.43 438 79 653
2 Dec 260.90 4.9 0.35 21.98 352 84 573
1 Dec 262.45 4.35 0.95 22.31 295 56 489
28 Nov 265.35 3.6 0.2 21.98 129 22 431
27 Nov 266.65 3.35 0.15 22.33 127 22 409
26 Nov 268.35 3.15 -1.35 23.21 599 -153 387
25 Nov 265.05 4.5 -0.4 23.82 437 142 467
24 Nov 265.40 5 0.6 25.55 166 81 328
21 Nov 267.35 4.45 0.6 25.08 98 25 246
20 Nov 270.00 3.8 0.65 24.82 101 36 219
19 Nov 274.30 3.15 -0.45 26.54 90 43 185
18 Nov 273.10 3.6 -0.2 27.01 86 42 141
17 Nov 274.35 3.85 0.15 28.76 86 37 99
14 Nov 276.15 3.7 0.5 28.75 30 5 61
13 Nov 278.60 3.25 0.85 27.87 12 6 55
12 Nov 281.30 2.4 -1.1 26.51 24 9 49
11 Nov 279.10 3.5 0.85 29.58 10 1 39
10 Nov 280.30 2.65 -1.1 26.69 41 23 38
7 Nov 277.15 3.75 -0.8 28.00 32 4 15
6 Nov 278.55 4.8 -0.8 31.13 15 10 10
4 Nov 283.25 5.6 0 7.47 0 0 0
3 Nov 284.10 5.6 0 7.62 0 0 0
31 Oct 282.70 5.6 0 - 0 0 0
30 Oct 286.65 5.6 0 7.88 0 0 0
8 Oct 285.95 5.6 0 - 0 0 0
6 Oct 289.05 5.6 0 - 0 0 0
3 Oct 295.20 0 0 8.74 0 0 0


For Crompt Grea Con Elec Ltd - strike price 260 expiring on 30DEC2025

Delta for 260 PE is -0.64

Historical price for 260 PE is as follows

On 18 Dec CROMPTON was trading at 255.65. The strike last trading price was 6.45, which was -5.2 lower than the previous day. The implied volatity was 22.49, the open interest changed by 287 which increased total open position to 846


On 17 Dec CROMPTON was trading at 249.15. The strike last trading price was 12.15, which was 3.9 higher than the previous day. The implied volatity was 27.22, the open interest changed by -36 which decreased total open position to 560


On 16 Dec CROMPTON was trading at 252.45. The strike last trading price was 8.4, which was 0.35 higher than the previous day. The implied volatity was 22.26, the open interest changed by -7 which decreased total open position to 595


On 15 Dec CROMPTON was trading at 253.05. The strike last trading price was 8.15, which was 0.65 higher than the previous day. The implied volatity was 23.27, the open interest changed by -7 which decreased total open position to 601


On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 6.75, which was -2.75 lower than the previous day. The implied volatity was 20.74, the open interest changed by -14 which decreased total open position to 609


On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 9.5, which was -1.45 lower than the previous day. The implied volatity was 22.90, the open interest changed by -11 which decreased total open position to 624


On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 11.25, which was 2.9 higher than the previous day. The implied volatity was 24.25, the open interest changed by -7 which decreased total open position to 633


On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 8.3, which was -0.85 lower than the previous day. The implied volatity was 21.33, the open interest changed by -16 which decreased total open position to 641


On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 9.5, which was 4.55 higher than the previous day. The implied volatity was 23.73, the open interest changed by -11 which decreased total open position to 657


On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 4.9, which was -0.65 lower than the previous day. The implied volatity was 21.56, the open interest changed by -2 which decreased total open position to 668


On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 5.75, which was -1.8 lower than the previous day. The implied volatity was 21.09, the open interest changed by 19 which increased total open position to 670


On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 6.9, which was 2 higher than the previous day. The implied volatity was 23.43, the open interest changed by 79 which increased total open position to 653


On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 4.9, which was 0.35 higher than the previous day. The implied volatity was 21.98, the open interest changed by 84 which increased total open position to 573


On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 4.35, which was 0.95 higher than the previous day. The implied volatity was 22.31, the open interest changed by 56 which increased total open position to 489


On 28 Nov CROMPTON was trading at 265.35. The strike last trading price was 3.6, which was 0.2 higher than the previous day. The implied volatity was 21.98, the open interest changed by 22 which increased total open position to 431


On 27 Nov CROMPTON was trading at 266.65. The strike last trading price was 3.35, which was 0.15 higher than the previous day. The implied volatity was 22.33, the open interest changed by 22 which increased total open position to 409


On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 23.21, the open interest changed by -153 which decreased total open position to 387


On 25 Nov CROMPTON was trading at 265.05. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 23.82, the open interest changed by 142 which increased total open position to 467


On 24 Nov CROMPTON was trading at 265.40. The strike last trading price was 5, which was 0.6 higher than the previous day. The implied volatity was 25.55, the open interest changed by 81 which increased total open position to 328


On 21 Nov CROMPTON was trading at 267.35. The strike last trading price was 4.45, which was 0.6 higher than the previous day. The implied volatity was 25.08, the open interest changed by 25 which increased total open position to 246


On 20 Nov CROMPTON was trading at 270.00. The strike last trading price was 3.8, which was 0.65 higher than the previous day. The implied volatity was 24.82, the open interest changed by 36 which increased total open position to 219


On 19 Nov CROMPTON was trading at 274.30. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by 43 which increased total open position to 185


On 18 Nov CROMPTON was trading at 273.10. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was 27.01, the open interest changed by 42 which increased total open position to 141


On 17 Nov CROMPTON was trading at 274.35. The strike last trading price was 3.85, which was 0.15 higher than the previous day. The implied volatity was 28.76, the open interest changed by 37 which increased total open position to 99


On 14 Nov CROMPTON was trading at 276.15. The strike last trading price was 3.7, which was 0.5 higher than the previous day. The implied volatity was 28.75, the open interest changed by 5 which increased total open position to 61


On 13 Nov CROMPTON was trading at 278.60. The strike last trading price was 3.25, which was 0.85 higher than the previous day. The implied volatity was 27.87, the open interest changed by 6 which increased total open position to 55


On 12 Nov CROMPTON was trading at 281.30. The strike last trading price was 2.4, which was -1.1 lower than the previous day. The implied volatity was 26.51, the open interest changed by 9 which increased total open position to 49


On 11 Nov CROMPTON was trading at 279.10. The strike last trading price was 3.5, which was 0.85 higher than the previous day. The implied volatity was 29.58, the open interest changed by 1 which increased total open position to 39


On 10 Nov CROMPTON was trading at 280.30. The strike last trading price was 2.65, which was -1.1 lower than the previous day. The implied volatity was 26.69, the open interest changed by 23 which increased total open position to 38


On 7 Nov CROMPTON was trading at 277.15. The strike last trading price was 3.75, which was -0.8 lower than the previous day. The implied volatity was 28.00, the open interest changed by 4 which increased total open position to 15


On 6 Nov CROMPTON was trading at 278.55. The strike last trading price was 4.8, which was -0.8 lower than the previous day. The implied volatity was 31.13, the open interest changed by 10 which increased total open position to 10


On 4 Nov CROMPTON was trading at 283.25. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0


On 3 Nov CROMPTON was trading at 284.10. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0


On 31 Oct CROMPTON was trading at 282.70. The strike last trading price was 5.6, 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 30 Oct CROMPTON was trading at 286.65. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0


On 8 Oct CROMPTON was trading at 285.95. The strike last trading price was 5.6, 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 Oct CROMPTON was trading at 289.05. The strike last trading price was 5.6, 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 3 Oct CROMPTON was trading at 295.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.74, the open interest changed by 0 which decreased total open position to 0