CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
24 Dec 2025 04:11 PM IST
| CROMPTON 27-JAN-2026 260 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.31
Theta: -0.14
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.49
Vega: 0.31
Theta: -0.08
Gamma: 0.02
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| 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































































































































































































































