CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
18 Dec 2025 04:11 PM IST
| CROMPTON 30-DEC-2025 260 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.18
Theta: -0.22
Gamma: 0.03
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.64
Vega: 0.17
Theta: -0.12
Gamma: 0.04
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| 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































































































































































































































