CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
20 Feb 2026 04:11 PM IST
| CROMPTON 24-FEB-2026 265 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.11
Theta: -0.39
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 20 Feb | 265.43 | 3.55 | 0.36 | 25.81 | 92 | -9 | 160 | |||||||||
| 19 Feb | 265.90 | 2.96 | -5.31 | 22.44 | 196 | 1 | 167 | |||||||||
| 18 Feb | 272.52 | 7.61 | 0.33 | 21.42 | 170 | -83 | 165 | |||||||||
| 17 Feb | 270.55 | 7.08 | -2.74 | 17.88 | 128 | -26 | 249 | |||||||||
| 16 Feb | 272.66 | 10.19 | 2.76 | 19.19 | 675 | -79 | 287 | |||||||||
| 13 Feb | 267.52 | 7.11 | 1.44 | 31.1 | 3,121 | 51 | 366 | |||||||||
| 12 Feb | 264.40 | 5.74 | -1.38 | 29.54 | 472 | 12 | 316 | |||||||||
| 11 Feb | 266.04 | 6.81 | 1.6 | 29.91 | 1,212 | -12 | 305 | |||||||||
| 10 Feb | 261.66 | 5.14 | -1.82 | 30.05 | 1,364 | -48 | 317 | |||||||||
| 9 Feb | 262.92 | 5.7 | 3.36 | 33.06 | 3,726 | -79 | 360 | |||||||||
| 6 Feb | 245.03 | 1.98 | -1.14 | 37.5 | 402 | 24 | 439 | |||||||||
| 5 Feb | 246.63 | 3.08 | 0.39 | 39.06 | 490 | 150 | 415 | |||||||||
| 4 Feb | 244.06 | 2.65 | 1.63 | 38.19 | 909 | 131 | 254 | |||||||||
| 3 Feb | 232.69 | 1.01 | 0.26 | 39.38 | 199 | 14 | 120 | |||||||||
| 2 Feb | 225.41 | 0.75 | 0.05 | 41.35 | 1 | 0 | 105 | |||||||||
| 1 Feb | 225.90 | 0.7 | 0.05 | 40.99 | 28 | 2 | 105 | |||||||||
| 30 Jan | 221.45 | 0.65 | 0.05 | 41.61 | 10 | 0 | 103 | |||||||||
| 29 Jan | 221.70 | 0.6 | -0.2 | 40.36 | 65 | 48 | 103 | |||||||||
| 28 Jan | 225.40 | 0.75 | -0.15 | 38.09 | 45 | 27 | 55 | |||||||||
| 27 Jan | 222.15 | 0.9 | -0.15 | 40.68 | 16 | -7 | 26 | |||||||||
| 23 Jan | 225.30 | 1.05 | -0.25 | 37.7 | 20 | -2 | 33 | |||||||||
| 22 Jan | 229.65 | 1.25 | -0.35 | 34.77 | 99 | 24 | 33 | |||||||||
| 21 Jan | 232.25 | 1.6 | 0 | 34.1 | 1 | 0 | 8 | |||||||||
| 20 Jan | 233.60 | 1.6 | -1.3 | 31.78 | 9 | 2 | 7 | |||||||||
| 19 Jan | 243.20 | 2.9 | -3.1 | 30.42 | 3 | 2 | 4 | |||||||||
| 16 Jan | 251.20 | 6 | -5 | 31.45 | 1 | 0 | 1 | |||||||||
| 14 Jan | 254.70 | 11 | 3.55 | - | 0 | 0 | 1 | |||||||||
| 13 Jan | 252.80 | 11 | 3.55 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 251.15 | 11 | 3.55 | - | 0 | 0 | 1 | |||||||||
| 9 Jan | 252.35 | 11 | 3.55 | - | 0 | 0 | 1 | |||||||||
| 8 Jan | 257.65 | 11 | 3.55 | - | 0 | 0 | 1 | |||||||||
| 7 Jan | 263.45 | 11 | 3.55 | 25.95 | 1 | 0 | 0 | |||||||||
| 6 Jan | 259.90 | 7.45 | 0 | 0.59 | 0 | 0 | 0 | |||||||||
| 5 Jan | 259.75 | 7.45 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
| 2 Jan | 252.10 | 7.45 | 0 | 2.73 | 0 | 0 | 0 | |||||||||
| 1 Jan | 249.25 | 7.45 | 0 | 3.75 | 0 | 0 | 0 | |||||||||
| 31 Dec | 252.25 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 265 expiring on 24FEB2026
Delta for 265 CE is 0.58
Historical price for 265 CE is as follows
On 20 Feb CROMPTON was trading at 265.43. The strike last trading price was 3.55, which was 0.36 higher than the previous day. The implied volatity was 25.81, the open interest changed by -9 which decreased total open position to 160
On 19 Feb CROMPTON was trading at 265.90. The strike last trading price was 2.96, which was -5.31 lower than the previous day. The implied volatity was 22.44, the open interest changed by 1 which increased total open position to 167
On 18 Feb CROMPTON was trading at 272.52. The strike last trading price was 7.61, which was 0.33 higher than the previous day. The implied volatity was 21.42, the open interest changed by -83 which decreased total open position to 165
On 17 Feb CROMPTON was trading at 270.55. The strike last trading price was 7.08, which was -2.74 lower than the previous day. The implied volatity was 17.88, the open interest changed by -26 which decreased total open position to 249
On 16 Feb CROMPTON was trading at 272.66. The strike last trading price was 10.19, which was 2.76 higher than the previous day. The implied volatity was 19.19, the open interest changed by -79 which decreased total open position to 287
On 13 Feb CROMPTON was trading at 267.52. The strike last trading price was 7.11, which was 1.44 higher than the previous day. The implied volatity was 31.1, the open interest changed by 51 which increased total open position to 366
On 12 Feb CROMPTON was trading at 264.40. The strike last trading price was 5.74, which was -1.38 lower than the previous day. The implied volatity was 29.54, the open interest changed by 12 which increased total open position to 316
On 11 Feb CROMPTON was trading at 266.04. The strike last trading price was 6.81, which was 1.6 higher than the previous day. The implied volatity was 29.91, the open interest changed by -12 which decreased total open position to 305
On 10 Feb CROMPTON was trading at 261.66. The strike last trading price was 5.14, which was -1.82 lower than the previous day. The implied volatity was 30.05, the open interest changed by -48 which decreased total open position to 317
On 9 Feb CROMPTON was trading at 262.92. The strike last trading price was 5.7, which was 3.36 higher than the previous day. The implied volatity was 33.06, the open interest changed by -79 which decreased total open position to 360
On 6 Feb CROMPTON was trading at 245.03. The strike last trading price was 1.98, which was -1.14 lower than the previous day. The implied volatity was 37.5, the open interest changed by 24 which increased total open position to 439
On 5 Feb CROMPTON was trading at 246.63. The strike last trading price was 3.08, which was 0.39 higher than the previous day. The implied volatity was 39.06, the open interest changed by 150 which increased total open position to 415
On 4 Feb CROMPTON was trading at 244.06. The strike last trading price was 2.65, which was 1.63 higher than the previous day. The implied volatity was 38.19, the open interest changed by 131 which increased total open position to 254
On 3 Feb CROMPTON was trading at 232.69. The strike last trading price was 1.01, which was 0.26 higher than the previous day. The implied volatity was 39.38, the open interest changed by 14 which increased total open position to 120
On 2 Feb CROMPTON was trading at 225.41. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 41.35, the open interest changed by 0 which decreased total open position to 105
On 1 Feb CROMPTON was trading at 225.90. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 40.99, the open interest changed by 2 which increased total open position to 105
On 30 Jan CROMPTON was trading at 221.45. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 41.61, the open interest changed by 0 which decreased total open position to 103
On 29 Jan CROMPTON was trading at 221.70. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 40.36, the open interest changed by 48 which increased total open position to 103
On 28 Jan CROMPTON was trading at 225.40. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 38.09, the open interest changed by 27 which increased total open position to 55
On 27 Jan CROMPTON was trading at 222.15. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 40.68, the open interest changed by -7 which decreased total open position to 26
On 23 Jan CROMPTON was trading at 225.30. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 37.7, the open interest changed by -2 which decreased total open position to 33
On 22 Jan CROMPTON was trading at 229.65. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 34.77, the open interest changed by 24 which increased total open position to 33
On 21 Jan CROMPTON was trading at 232.25. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 8
On 20 Jan CROMPTON was trading at 233.60. The strike last trading price was 1.6, which was -1.3 lower than the previous day. The implied volatity was 31.78, the open interest changed by 2 which increased total open position to 7
On 19 Jan CROMPTON was trading at 243.20. The strike last trading price was 2.9, which was -3.1 lower than the previous day. The implied volatity was 30.42, the open interest changed by 2 which increased total open position to 4
On 16 Jan CROMPTON was trading at 251.20. The strike last trading price was 6, which was -5 lower than the previous day. The implied volatity was 31.45, the open interest changed by 0 which decreased total open position to 1
On 14 Jan CROMPTON was trading at 254.70. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan CROMPTON was trading at 252.80. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan CROMPTON was trading at 251.15. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan CROMPTON was trading at 252.35. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan CROMPTON was trading at 257.65. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan CROMPTON was trading at 263.45. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 0
On 6 Jan CROMPTON was trading at 259.90. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 5 Jan CROMPTON was trading at 259.75. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 2 Jan CROMPTON was trading at 252.10. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 1 Jan CROMPTON was trading at 249.25. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
On 31 Dec CROMPTON was trading at 252.25. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 24FEB2026 265 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.11
Theta: -0.36
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 265.43 | 2.54 | -0.3 | 28.36 | 413 | 0 | 180 |
| 19 Feb | 265.90 | 3.2 | 1.91 | 27.32 | 531 | -47 | 181 |
| 18 Feb | 272.52 | 1.27 | -1.27 | 27.44 | 268 | 16 | 228 |
| 17 Feb | 270.55 | 2.4 | -0.18 | 33.76 | 393 | 31 | 214 |
| 16 Feb | 272.66 | 2.45 | -2.28 | 38.72 | 652 | -6 | 183 |
| 13 Feb | 267.52 | 4.82 | -1.26 | 32.8 | 802 | -49 | 189 |
| 12 Feb | 264.40 | 5.7 | 0.16 | 30.32 | 320 | 30 | 236 |
| 11 Feb | 266.04 | 5.69 | -2.47 | 32.44 | 579 | 58 | 207 |
| 10 Feb | 261.66 | 8.09 | -0.04 | 33.81 | 769 | 39 | 148 |
| 9 Feb | 262.92 | 8.54 | -14.04 | 33.19 | 432 | 97 | 112 |
| 6 Feb | 245.03 | 22.58 | -16.82 | 42.76 | 1 | 0 | 14 |
| 5 Feb | 246.63 | 39.4 | 0.9 | - | 0 | 0 | 14 |
| 4 Feb | 244.06 | 39.4 | 0.9 | - | 0 | 0 | 14 |
| 3 Feb | 232.69 | 39.4 | 0.9 | - | 0 | 0 | 14 |
| 2 Feb | 225.41 | 39.4 | 0.9 | - | 0 | 0 | 14 |
| 1 Feb | 225.90 | 39.4 | 0.9 | - | 0 | 0 | 14 |
| 30 Jan | 221.45 | 39.4 | 0.9 | - | 0 | 0 | 14 |
| 29 Jan | 221.70 | 39.4 | 0.9 | - | 0 | 0 | 0 |
| 28 Jan | 225.40 | 39.4 | 0.9 | - | 0 | 0 | 14 |
| 27 Jan | 222.15 | 39.4 | 0.9 | 24 | 2 | 0 | 12 |
| 23 Jan | 225.30 | 38.5 | 6 | 43.65 | 11 | 8 | 14 |
| 22 Jan | 229.65 | 32.5 | 5.05 | - | 0 | 0 | 6 |
| 21 Jan | 232.25 | 32.5 | 5.05 | 41.77 | 2 | 0 | 4 |
| 20 Jan | 233.60 | 27.45 | 7.95 | 19.06 | 5 | 2 | 5 |
| 19 Jan | 243.20 | 19.5 | 2.6 | 11.41 | 3 | 1 | 1 |
| 16 Jan | 251.20 | 16.9 | -1.5 | 31.83 | 4 | 0 | 0 |
| 14 Jan | 254.70 | 18.4 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 252.80 | 18.4 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 251.15 | 18.4 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 252.35 | 18.4 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 257.65 | 18.4 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 263.45 | 18.4 | 0 | 0.8 | 0 | 0 | 0 |
| 6 Jan | 259.90 | 18.4 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 259.75 | 18.4 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 252.10 | 18.4 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 249.25 | 18.4 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 252.25 | 0 | - | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 265 expiring on 24FEB2026
Delta for 265 PE is -0.43
Historical price for 265 PE is as follows
On 20 Feb CROMPTON was trading at 265.43. The strike last trading price was 2.54, which was -0.3 lower than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 180
On 19 Feb CROMPTON was trading at 265.90. The strike last trading price was 3.2, which was 1.91 higher than the previous day. The implied volatity was 27.32, the open interest changed by -47 which decreased total open position to 181
On 18 Feb CROMPTON was trading at 272.52. The strike last trading price was 1.27, which was -1.27 lower than the previous day. The implied volatity was 27.44, the open interest changed by 16 which increased total open position to 228
On 17 Feb CROMPTON was trading at 270.55. The strike last trading price was 2.4, which was -0.18 lower than the previous day. The implied volatity was 33.76, the open interest changed by 31 which increased total open position to 214
On 16 Feb CROMPTON was trading at 272.66. The strike last trading price was 2.45, which was -2.28 lower than the previous day. The implied volatity was 38.72, the open interest changed by -6 which decreased total open position to 183
On 13 Feb CROMPTON was trading at 267.52. The strike last trading price was 4.82, which was -1.26 lower than the previous day. The implied volatity was 32.8, the open interest changed by -49 which decreased total open position to 189
On 12 Feb CROMPTON was trading at 264.40. The strike last trading price was 5.7, which was 0.16 higher than the previous day. The implied volatity was 30.32, the open interest changed by 30 which increased total open position to 236
On 11 Feb CROMPTON was trading at 266.04. The strike last trading price was 5.69, which was -2.47 lower than the previous day. The implied volatity was 32.44, the open interest changed by 58 which increased total open position to 207
On 10 Feb CROMPTON was trading at 261.66. The strike last trading price was 8.09, which was -0.04 lower than the previous day. The implied volatity was 33.81, the open interest changed by 39 which increased total open position to 148
On 9 Feb CROMPTON was trading at 262.92. The strike last trading price was 8.54, which was -14.04 lower than the previous day. The implied volatity was 33.19, the open interest changed by 97 which increased total open position to 112
On 6 Feb CROMPTON was trading at 245.03. The strike last trading price was 22.58, which was -16.82 lower than the previous day. The implied volatity was 42.76, the open interest changed by 0 which decreased total open position to 14
On 5 Feb CROMPTON was trading at 246.63. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Feb CROMPTON was trading at 244.06. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Feb CROMPTON was trading at 232.69. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Feb CROMPTON was trading at 225.41. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 1 Feb CROMPTON was trading at 225.90. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Jan CROMPTON was trading at 221.45. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 29 Jan CROMPTON was trading at 221.70. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CROMPTON was trading at 225.40. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Jan CROMPTON was trading at 222.15. The strike last trading price was 39.4, which was 0.9 higher than the previous day. The implied volatity was 24, the open interest changed by 0 which decreased total open position to 12
On 23 Jan CROMPTON was trading at 225.30. The strike last trading price was 38.5, which was 6 higher than the previous day. The implied volatity was 43.65, the open interest changed by 8 which increased total open position to 14
On 22 Jan CROMPTON was trading at 229.65. The strike last trading price was 32.5, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 21 Jan CROMPTON was trading at 232.25. The strike last trading price was 32.5, which was 5.05 higher than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 4
On 20 Jan CROMPTON was trading at 233.60. The strike last trading price was 27.45, which was 7.95 higher than the previous day. The implied volatity was 19.06, the open interest changed by 2 which increased total open position to 5
On 19 Jan CROMPTON was trading at 243.20. The strike last trading price was 19.5, which was 2.6 higher than the previous day. The implied volatity was 11.41, the open interest changed by 1 which increased total open position to 1
On 16 Jan CROMPTON was trading at 251.20. The strike last trading price was 16.9, which was -1.5 lower than the previous day. The implied volatity was 31.83, the open interest changed by 0 which decreased total open position to 0
On 14 Jan CROMPTON was trading at 254.70. The strike last trading price was 18.4, 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 Jan CROMPTON was trading at 252.80. The strike last trading price was 18.4, 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 Jan CROMPTON was trading at 251.15. The strike last trading price was 18.4, 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 Jan CROMPTON was trading at 252.35. The strike last trading price was 18.4, 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 Jan CROMPTON was trading at 257.65. The strike last trading price was 18.4, 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 Jan CROMPTON was trading at 263.45. The strike last trading price was 18.4, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 6 Jan CROMPTON was trading at 259.90. The strike last trading price was 18.4, 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 5 Jan CROMPTON was trading at 259.75. The strike last trading price was 18.4, 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 2 Jan CROMPTON was trading at 252.10. The strike last trading price was 18.4, 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 Jan CROMPTON was trading at 249.25. The strike last trading price was 18.4, 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 Dec CROMPTON was trading at 252.25. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
