[--[65.84.65.76]--]

CROMPTON

Crompt Grea Con Elec Ltd
252.35 -5.30 (-2.06%)
L: 250 H: 259.05

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Historical option data for CROMPTON

09 Jan 2026 04:11 PM IST
CROMPTON 27-JAN-2026 265 CE
Delta: 0.23
Vega: 0.17
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 252.35 1.9 -1.85 26.73 1,465 249 1,033
8 Jan 257.65 3.65 -2.75 26.40 1,352 57 784
7 Jan 263.45 6.65 1.35 26.19 2,796 64 730
6 Jan 259.90 5.25 0.05 27.35 2,090 221 714
5 Jan 259.75 5.15 2.5 26.98 1,298 76 498
2 Jan 252.10 2.6 0.65 25.20 438 -66 422
1 Jan 249.25 1.9 -0.85 24.32 141 44 490
31 Dec 252.25 2.6 -0.15 24.09 491 160 447
30 Dec 251.60 2.75 -1.35 24.05 324 38 286
29 Dec 255.40 3.9 -1 24.11 145 26 248
26 Dec 256.85 4.8 -0.3 23.16 134 8 215
24 Dec 257.40 5 -1.15 23.22 102 28 199
23 Dec 259.70 5.85 -0.05 23.02 77 33 171
22 Dec 259.10 5.7 0.45 22.55 115 33 139
19 Dec 255.60 5.25 -0.4 22.96 168 7 107
18 Dec 255.65 5.6 2.75 25.24 161 34 107
17 Dec 249.15 2.8 -1.45 22.80 29 9 68
16 Dec 252.45 4.1 -2.15 22.80 9 5 60
15 Dec 253.05 6.25 0.95 28.32 4 0 51
12 Dec 254.10 5.5 1.05 23.03 10 3 50
11 Dec 251.50 4.45 0.1 23.35 19 3 47
10 Dec 249.90 4.35 -0.95 24.53 10 4 38
9 Dec 253.15 5.3 0.2 23.36 12 9 33
8 Dec 252.70 5.1 -1.9 23.53 13 12 24
5 Dec 260.10 7 -4 - 0 0 0
4 Dec 258.90 7 -4 - 0 9 0
3 Dec 255.85 7 -4 21.90 9 7 10
2 Dec 260.90 11 -4 27.01 2 0 1
1 Dec 262.45 15 -0.05 - 0 0 0
28 Nov 265.35 15 -0.05 - 0 0 0
27 Nov 266.65 15 -0.05 - 0 1 0
26 Nov 268.35 15 -0.05 23.87 1 0 0


For Crompt Grea Con Elec Ltd - strike price 265 expiring on 27JAN2026

Delta for 265 CE is 0.23

Historical price for 265 CE is as follows

On 9 Jan CROMPTON was trading at 252.35. The strike last trading price was 1.9, which was -1.85 lower than the previous day. The implied volatity was 26.73, the open interest changed by 249 which increased total open position to 1033


On 8 Jan CROMPTON was trading at 257.65. The strike last trading price was 3.65, which was -2.75 lower than the previous day. The implied volatity was 26.40, the open interest changed by 57 which increased total open position to 784


On 7 Jan CROMPTON was trading at 263.45. The strike last trading price was 6.65, which was 1.35 higher than the previous day. The implied volatity was 26.19, the open interest changed by 64 which increased total open position to 730


On 6 Jan CROMPTON was trading at 259.90. The strike last trading price was 5.25, which was 0.05 higher than the previous day. The implied volatity was 27.35, the open interest changed by 221 which increased total open position to 714


On 5 Jan CROMPTON was trading at 259.75. The strike last trading price was 5.15, which was 2.5 higher than the previous day. The implied volatity was 26.98, the open interest changed by 76 which increased total open position to 498


On 2 Jan CROMPTON was trading at 252.10. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 25.20, the open interest changed by -66 which decreased total open position to 422


On 1 Jan CROMPTON was trading at 249.25. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 24.32, the open interest changed by 44 which increased total open position to 490


On 31 Dec CROMPTON was trading at 252.25. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 24.09, the open interest changed by 160 which increased total open position to 447


On 30 Dec CROMPTON was trading at 251.60. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was 24.05, the open interest changed by 38 which increased total open position to 286


On 29 Dec CROMPTON was trading at 255.40. The strike last trading price was 3.9, which was -1 lower than the previous day. The implied volatity was 24.11, the open interest changed by 26 which increased total open position to 248


On 26 Dec CROMPTON was trading at 256.85. The strike last trading price was 4.8, which was -0.3 lower than the previous day. The implied volatity was 23.16, the open interest changed by 8 which increased total open position to 215


On 24 Dec CROMPTON was trading at 257.40. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was 23.22, the open interest changed by 28 which increased total open position to 199


On 23 Dec CROMPTON was trading at 259.70. The strike last trading price was 5.85, which was -0.05 lower than the previous day. The implied volatity was 23.02, the open interest changed by 33 which increased total open position to 171


On 22 Dec CROMPTON was trading at 259.10. The strike last trading price was 5.7, which was 0.45 higher than the previous day. The implied volatity was 22.55, the open interest changed by 33 which increased total open position to 139


On 19 Dec CROMPTON was trading at 255.60. The strike last trading price was 5.25, which was -0.4 lower than the previous day. The implied volatity was 22.96, the open interest changed by 7 which increased total open position to 107


On 18 Dec CROMPTON was trading at 255.65. The strike last trading price was 5.6, which was 2.75 higher than the previous day. The implied volatity was 25.24, the open interest changed by 34 which increased total open position to 107


On 17 Dec CROMPTON was trading at 249.15. The strike last trading price was 2.8, which was -1.45 lower than the previous day. The implied volatity was 22.80, the open interest changed by 9 which increased total open position to 68


On 16 Dec CROMPTON was trading at 252.45. The strike last trading price was 4.1, which was -2.15 lower than the previous day. The implied volatity was 22.80, the open interest changed by 5 which increased total open position to 60


On 15 Dec CROMPTON was trading at 253.05. The strike last trading price was 6.25, which was 0.95 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 51


On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 5.5, which was 1.05 higher than the previous day. The implied volatity was 23.03, the open interest changed by 3 which increased total open position to 50


On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 4.45, which was 0.1 higher than the previous day. The implied volatity was 23.35, the open interest changed by 3 which increased total open position to 47


On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 4.35, which was -0.95 lower than the previous day. The implied volatity was 24.53, the open interest changed by 4 which increased total open position to 38


On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 5.3, which was 0.2 higher than the previous day. The implied volatity was 23.36, the open interest changed by 9 which increased total open position to 33


On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 5.1, which was -1.9 lower than the previous day. The implied volatity was 23.53, the open interest changed by 12 which increased total open position to 24


On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 7, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 7, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 7, which was -4 lower than the previous day. The implied volatity was 21.90, the open interest changed by 7 which increased total open position to 10


On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 1


On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 15, which was -0.05 lower 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 15, which was -0.05 lower 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 15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 15, which was -0.05 lower than the previous day. The implied volatity was 23.87, the open interest changed by 0 which decreased total open position to 0


CROMPTON 27JAN2026 265 PE
Delta: -0.77
Vega: 0.17
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 252.35 13.9 3.35 27.05 38 -12 191
8 Jan 257.65 10.85 3.85 31.02 120 -15 205
7 Jan 263.45 6.75 -2.4 28.21 245 46 221
6 Jan 259.90 9.1 0 28.86 131 37 172
5 Jan 259.75 9.05 -4.65 27.15 159 61 131
2 Jan 252.10 13.7 -2.25 24.78 17 1 69
1 Jan 249.25 15.95 1.75 25.74 4 0 69
31 Dec 252.25 14.2 0.05 26.50 7 -4 69
30 Dec 251.60 14.35 2.2 27.30 39 31 73
29 Dec 255.40 12.15 1.1 26.89 28 17 42
26 Dec 256.85 11 1.45 26.42 8 3 24
24 Dec 257.40 9.55 -0.35 - 0 0 21
23 Dec 259.70 9.55 -0.35 24.06 17 6 22
22 Dec 259.10 9.9 0 24.42 7 6 15
19 Dec 255.60 9.9 -8.25 - 0 0 9
18 Dec 255.65 9.9 -8.25 18.56 6 3 8
17 Dec 249.15 18.15 10.35 - 0 0 5
16 Dec 252.45 18.15 10.35 - 0 0 5
15 Dec 253.05 18.15 10.35 - 0 0 0
12 Dec 254.10 18.15 10.35 - 0 0 5
11 Dec 251.50 18.15 10.35 33.30 1 0 5
10 Dec 249.90 7.8 0.5 - 0 0 5
9 Dec 253.15 7.8 0.5 - 0 0 0
8 Dec 252.70 7.8 0.5 - 0 0 5
5 Dec 260.10 7.8 0.5 - 0 0 0
4 Dec 258.90 7.8 0.5 - 0 0 0
3 Dec 255.85 7.8 0.5 - 0 0 0
2 Dec 260.90 7.8 0.5 - 0 1 0
1 Dec 262.45 7.8 0.5 21.08 1 0 4
28 Nov 265.35 7.3 -0.1 22.18 2 1 3
27 Nov 266.65 7.4 0.4 23.82 1 0 1
26 Nov 268.35 7 -5.25 23.90 1 0 0


For Crompt Grea Con Elec Ltd - strike price 265 expiring on 27JAN2026

Delta for 265 PE is -0.77

Historical price for 265 PE is as follows

On 9 Jan CROMPTON was trading at 252.35. The strike last trading price was 13.9, which was 3.35 higher than the previous day. The implied volatity was 27.05, the open interest changed by -12 which decreased total open position to 191


On 8 Jan CROMPTON was trading at 257.65. The strike last trading price was 10.85, which was 3.85 higher than the previous day. The implied volatity was 31.02, the open interest changed by -15 which decreased total open position to 205


On 7 Jan CROMPTON was trading at 263.45. The strike last trading price was 6.75, which was -2.4 lower than the previous day. The implied volatity was 28.21, the open interest changed by 46 which increased total open position to 221


On 6 Jan CROMPTON was trading at 259.90. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 28.86, the open interest changed by 37 which increased total open position to 172


On 5 Jan CROMPTON was trading at 259.75. The strike last trading price was 9.05, which was -4.65 lower than the previous day. The implied volatity was 27.15, the open interest changed by 61 which increased total open position to 131


On 2 Jan CROMPTON was trading at 252.10. The strike last trading price was 13.7, which was -2.25 lower than the previous day. The implied volatity was 24.78, the open interest changed by 1 which increased total open position to 69


On 1 Jan CROMPTON was trading at 249.25. The strike last trading price was 15.95, which was 1.75 higher than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 69


On 31 Dec CROMPTON was trading at 252.25. The strike last trading price was 14.2, which was 0.05 higher than the previous day. The implied volatity was 26.50, the open interest changed by -4 which decreased total open position to 69


On 30 Dec CROMPTON was trading at 251.60. The strike last trading price was 14.35, which was 2.2 higher than the previous day. The implied volatity was 27.30, the open interest changed by 31 which increased total open position to 73


On 29 Dec CROMPTON was trading at 255.40. The strike last trading price was 12.15, which was 1.1 higher than the previous day. The implied volatity was 26.89, the open interest changed by 17 which increased total open position to 42


On 26 Dec CROMPTON was trading at 256.85. The strike last trading price was 11, which was 1.45 higher than the previous day. The implied volatity was 26.42, the open interest changed by 3 which increased total open position to 24


On 24 Dec CROMPTON was trading at 257.40. The strike last trading price was 9.55, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 23 Dec CROMPTON was trading at 259.70. The strike last trading price was 9.55, which was -0.35 lower than the previous day. The implied volatity was 24.06, the open interest changed by 6 which increased total open position to 22


On 22 Dec CROMPTON was trading at 259.10. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 24.42, the open interest changed by 6 which increased total open position to 15


On 19 Dec CROMPTON was trading at 255.60. The strike last trading price was 9.9, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 18 Dec CROMPTON was trading at 255.65. The strike last trading price was 9.9, which was -8.25 lower than the previous day. The implied volatity was 18.56, the open interest changed by 3 which increased total open position to 8


On 17 Dec CROMPTON was trading at 249.15. The strike last trading price was 18.15, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 16 Dec CROMPTON was trading at 252.45. The strike last trading price was 18.15, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 15 Dec CROMPTON was trading at 253.05. The strike last trading price was 18.15, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 18.15, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 18.15, which was 10.35 higher than the previous day. The implied volatity was 33.30, the open interest changed by 0 which decreased total open position to 5


On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 4


On 28 Nov CROMPTON was trading at 265.35. The strike last trading price was 7.3, which was -0.1 lower than the previous day. The implied volatity was 22.18, the open interest changed by 1 which increased total open position to 3


On 27 Nov CROMPTON was trading at 266.65. The strike last trading price was 7.4, which was 0.4 higher than the previous day. The implied volatity was 23.82, the open interest changed by 0 which decreased total open position to 1


On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was 23.90, the open interest changed by 0 which decreased total open position to 0