[--[65.84.65.76]--]

CROMPTON

Crompt Grea Con Elec Ltd
257.4 -2.30 (-0.89%)
L: 256.75 H: 261

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Historical option data for CROMPTON

24 Dec 2025 04:11 PM IST
CROMPTON 27-JAN-2026 260 CE
Delta: 0.51
Vega: 0.31
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 257.40 6.95 -1.6 22.23 257 132 503
23 Dec 259.70 8.3 0.1 23.46 308 120 369
22 Dec 259.10 7.95 0.75 22.44 231 3 256
19 Dec 255.60 7.3 -0.3 22.88 315 24 253
18 Dec 255.65 7.6 3.5 25.27 578 128 228
17 Dec 249.15 3.9 -2.1 22.01 132 8 88
16 Dec 252.45 6 -0.4 23.33 40 3 71
15 Dec 253.05 6.2 -0.8 22.60 16 11 66
12 Dec 254.10 7.25 1.25 22.20 58 15 56
11 Dec 251.50 6 0.35 22.68 6 4 39
10 Dec 249.90 5.65 -1.35 23.68 19 1 35
9 Dec 253.15 7 0 22.99 22 11 33
8 Dec 252.70 7 -4.3 23.78 7 5 23
5 Dec 260.10 11.3 0.95 23.42 4 2 18
4 Dec 258.90 10.35 0.55 23.52 15 10 16
3 Dec 255.85 9.8 -2.6 23.00 2 1 6
2 Dec 260.90 12.4 -5.3 24.00 1 0 5
1 Dec 262.45 17.7 2.7 - 0 0 0
28 Nov 265.35 17.7 2.7 - 0 0 0
27 Nov 266.65 17.7 2.7 - 0 4 0
26 Nov 268.35 17.7 2.7 23.61 4 3 4
25 Nov 265.05 15 -24.65 22.04 1 0 0
24 Nov 265.40 39.65 0 - 0 0 0
21 Nov 267.35 39.65 0 - 0 0 0
20 Nov 270.00 39.65 0 - 0 0 0
19 Nov 274.30 39.65 0 - 0 0 0
18 Nov 273.10 0 0 - 0 0 0
17 Nov 274.35 0 0 - 0 0 0
14 Nov 276.15 0 0 - 0 0 0
10 Nov 280.30 0 0 - 0 0 0
3 Nov 284.10 0 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 260 expiring on 27JAN2026

Delta for 260 CE is 0.51

Historical price for 260 CE is as follows

On 24 Dec CROMPTON was trading at 257.40. The strike last trading price was 6.95, which was -1.6 lower than the previous day. The implied volatity was 22.23, the open interest changed by 132 which increased total open position to 503


On 23 Dec CROMPTON was trading at 259.70. The strike last trading price was 8.3, which was 0.1 higher than the previous day. The implied volatity was 23.46, the open interest changed by 120 which increased total open position to 369


On 22 Dec CROMPTON was trading at 259.10. The strike last trading price was 7.95, which was 0.75 higher than the previous day. The implied volatity was 22.44, the open interest changed by 3 which increased total open position to 256


On 19 Dec CROMPTON was trading at 255.60. The strike last trading price was 7.3, which was -0.3 lower than the previous day. The implied volatity was 22.88, the open interest changed by 24 which increased total open position to 253


On 18 Dec CROMPTON was trading at 255.65. The strike last trading price was 7.6, which was 3.5 higher than the previous day. The implied volatity was 25.27, the open interest changed by 128 which increased total open position to 228


On 17 Dec CROMPTON was trading at 249.15. The strike last trading price was 3.9, which was -2.1 lower than the previous day. The implied volatity was 22.01, the open interest changed by 8 which increased total open position to 88


On 16 Dec CROMPTON was trading at 252.45. The strike last trading price was 6, which was -0.4 lower than the previous day. The implied volatity was 23.33, the open interest changed by 3 which increased total open position to 71


On 15 Dec CROMPTON was trading at 253.05. The strike last trading price was 6.2, which was -0.8 lower than the previous day. The implied volatity was 22.60, the open interest changed by 11 which increased total open position to 66


On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 7.25, which was 1.25 higher than the previous day. The implied volatity was 22.20, the open interest changed by 15 which increased total open position to 56


On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 6, which was 0.35 higher than the previous day. The implied volatity was 22.68, the open interest changed by 4 which increased total open position to 39


On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 5.65, which was -1.35 lower than the previous day. The implied volatity was 23.68, the open interest changed by 1 which increased total open position to 35


On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 22.99, the open interest changed by 11 which increased total open position to 33


On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 7, which was -4.3 lower than the previous day. The implied volatity was 23.78, the open interest changed by 5 which increased total open position to 23


On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 11.3, which was 0.95 higher than the previous day. The implied volatity was 23.42, the open interest changed by 2 which increased total open position to 18


On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 10.35, which was 0.55 higher than the previous day. The implied volatity was 23.52, the open interest changed by 10 which increased total open position to 16


On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 9.8, which was -2.6 lower than the previous day. The implied volatity was 23.00, the open interest changed by 1 which increased total open position to 6


On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 12.4, which was -5.3 lower than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 5


On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 17.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov CROMPTON was trading at 265.35. The strike last trading price was 17.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov CROMPTON was trading at 266.65. The strike last trading price was 17.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 17.7, which was 2.7 higher than the previous day. The implied volatity was 23.61, the open interest changed by 3 which increased total open position to 4


On 25 Nov CROMPTON was trading at 265.05. The strike last trading price was 15, which was -24.65 lower than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 0


On 24 Nov CROMPTON was trading at 265.40. The strike last trading price was 39.65, 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 Nov CROMPTON was trading at 267.35. The strike last trading price was 39.65, 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 Nov CROMPTON was trading at 270.00. The strike last trading price was 39.65, 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 Nov CROMPTON was trading at 274.30. The strike last trading price was 39.65, 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 18 Nov CROMPTON was trading at 273.10. 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 17 Nov CROMPTON was trading at 274.35. 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 14 Nov CROMPTON was trading at 276.15. 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 10 Nov CROMPTON was trading at 280.30. 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 3 Nov CROMPTON was trading at 284.10. 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


CROMPTON 27JAN2026 260 PE
Delta: -0.49
Vega: 0.31
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 257.40 8.05 1.4 25.61 106 67 295
23 Dec 259.70 6.85 -0.4 23.87 64 25 227
22 Dec 259.10 7.45 -1.5 25.08 99 28 201
19 Dec 255.60 8.55 -0.55 24.42 97 27 173
18 Dec 255.65 9.1 -3.55 23.88 178 12 154
17 Dec 249.15 12.65 1.85 22.36 3 0 143
16 Dec 252.45 10.8 0.4 24.29 16 -2 143
15 Dec 253.05 10.4 0.7 24.19 3 0 143
12 Dec 254.10 9.15 -3.95 22.91 10 3 143
11 Dec 251.50 13.1 1.15 28.66 6 0 140
10 Dec 249.90 11.95 1.95 21.93 3 2 141
9 Dec 253.15 10 -1.7 22.90 10 3 139
8 Dec 252.70 11.7 4.6 25.31 46 5 136
5 Dec 260.10 7.1 -0.7 22.77 9 -3 133
4 Dec 258.90 7.8 -1.4 22.29 14 3 135
3 Dec 255.85 9.2 2.75 24.73 26 12 131
2 Dec 260.90 6.45 -0.35 21.61 13 8 121
1 Dec 262.45 6.8 1.25 24.17 30 7 110
28 Nov 265.35 5.5 0 22.77 32 7 103
27 Nov 266.65 5.35 -0.05 23.36 22 -1 96
26 Nov 268.35 5.4 -1.3 24.86 67 40 95
25 Nov 265.05 6.7 0.2 25.03 16 7 51
24 Nov 265.40 6.5 0 24.65 2 0 44
21 Nov 267.35 6.5 0.55 25.87 1 0 43
20 Nov 270.00 5.85 0.95 25.83 8 -3 44
19 Nov 274.30 4.9 -0.25 26.69 3 0 47
18 Nov 273.10 5.15 -0.6 26.49 40 23 47
17 Nov 274.35 5.75 0.7 28.49 1 0 23
14 Nov 276.15 5.05 -2.5 27.66 13 12 23
10 Nov 280.30 7.55 2.15 35.39 1 0 10
3 Nov 284.10 5.4 -0.05 31.42 10 6 6


For Crompt Grea Con Elec Ltd - strike price 260 expiring on 27JAN2026

Delta for 260 PE is -0.49

Historical price for 260 PE is as follows

On 24 Dec CROMPTON was trading at 257.40. The strike last trading price was 8.05, which was 1.4 higher than the previous day. The implied volatity was 25.61, the open interest changed by 67 which increased total open position to 295


On 23 Dec CROMPTON was trading at 259.70. The strike last trading price was 6.85, which was -0.4 lower than the previous day. The implied volatity was 23.87, the open interest changed by 25 which increased total open position to 227


On 22 Dec CROMPTON was trading at 259.10. The strike last trading price was 7.45, which was -1.5 lower than the previous day. The implied volatity was 25.08, the open interest changed by 28 which increased total open position to 201


On 19 Dec CROMPTON was trading at 255.60. The strike last trading price was 8.55, which was -0.55 lower than the previous day. The implied volatity was 24.42, the open interest changed by 27 which increased total open position to 173


On 18 Dec CROMPTON was trading at 255.65. The strike last trading price was 9.1, which was -3.55 lower than the previous day. The implied volatity was 23.88, the open interest changed by 12 which increased total open position to 154


On 17 Dec CROMPTON was trading at 249.15. The strike last trading price was 12.65, which was 1.85 higher than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 143


On 16 Dec CROMPTON was trading at 252.45. The strike last trading price was 10.8, which was 0.4 higher than the previous day. The implied volatity was 24.29, the open interest changed by -2 which decreased total open position to 143


On 15 Dec CROMPTON was trading at 253.05. The strike last trading price was 10.4, which was 0.7 higher than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 143


On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 9.15, which was -3.95 lower than the previous day. The implied volatity was 22.91, the open interest changed by 3 which increased total open position to 143


On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 13.1, which was 1.15 higher than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 140


On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 11.95, which was 1.95 higher than the previous day. The implied volatity was 21.93, the open interest changed by 2 which increased total open position to 141


On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 10, which was -1.7 lower than the previous day. The implied volatity was 22.90, the open interest changed by 3 which increased total open position to 139


On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 11.7, which was 4.6 higher than the previous day. The implied volatity was 25.31, the open interest changed by 5 which increased total open position to 136


On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 7.1, which was -0.7 lower than the previous day. The implied volatity was 22.77, the open interest changed by -3 which decreased total open position to 133


On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 7.8, which was -1.4 lower than the previous day. The implied volatity was 22.29, the open interest changed by 3 which increased total open position to 135


On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 9.2, which was 2.75 higher than the previous day. The implied volatity was 24.73, the open interest changed by 12 which increased total open position to 131


On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 6.45, which was -0.35 lower than the previous day. The implied volatity was 21.61, the open interest changed by 8 which increased total open position to 121


On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 6.8, which was 1.25 higher than the previous day. The implied volatity was 24.17, the open interest changed by 7 which increased total open position to 110


On 28 Nov CROMPTON was trading at 265.35. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 22.77, the open interest changed by 7 which increased total open position to 103


On 27 Nov CROMPTON was trading at 266.65. The strike last trading price was 5.35, which was -0.05 lower than the previous day. The implied volatity was 23.36, the open interest changed by -1 which decreased total open position to 96


On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 5.4, which was -1.3 lower than the previous day. The implied volatity was 24.86, the open interest changed by 40 which increased total open position to 95


On 25 Nov CROMPTON was trading at 265.05. The strike last trading price was 6.7, which was 0.2 higher than the previous day. The implied volatity was 25.03, the open interest changed by 7 which increased total open position to 51


On 24 Nov CROMPTON was trading at 265.40. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 44


On 21 Nov CROMPTON was trading at 267.35. The strike last trading price was 6.5, which was 0.55 higher than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 43


On 20 Nov CROMPTON was trading at 270.00. The strike last trading price was 5.85, which was 0.95 higher than the previous day. The implied volatity was 25.83, the open interest changed by -3 which decreased total open position to 44


On 19 Nov CROMPTON was trading at 274.30. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 47


On 18 Nov CROMPTON was trading at 273.10. The strike last trading price was 5.15, which was -0.6 lower than the previous day. The implied volatity was 26.49, the open interest changed by 23 which increased total open position to 47


On 17 Nov CROMPTON was trading at 274.35. The strike last trading price was 5.75, which was 0.7 higher than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 23


On 14 Nov CROMPTON was trading at 276.15. The strike last trading price was 5.05, which was -2.5 lower than the previous day. The implied volatity was 27.66, the open interest changed by 12 which increased total open position to 23


On 10 Nov CROMPTON was trading at 280.30. The strike last trading price was 7.55, which was 2.15 higher than the previous day. The implied volatity was 35.39, the open interest changed by 0 which decreased total open position to 10


On 3 Nov CROMPTON was trading at 284.10. The strike last trading price was 5.4, which was -0.05 lower than the previous day. The implied volatity was 31.42, the open interest changed by 6 which increased total open position to 6