CROMPTON
Crompt Grea Con Elec Ltd
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































































































































































































































