CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
29 Apr 2026 10:14 AM IST
| CROMPTON 26-May-2026 (27d) 265 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0
Theta: -0.23
Gamma: 0.01103
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 276.50 | 20.12 | 4.510000000000002 | 42.68 | 92 | 1 | 116 | |||||||||
| 28 Apr | 269.63 | 15.7 | 6.3199999999999985 | 41.91 | 709 | 102 | 114 | |||||||||
| 27 Apr | 258.68 | 9.23 | -1.7699999999999996 | 39.36 | 40 | 12 | 13 | |||||||||
| 24 Apr | 250.23 | 11 | 1.9499999999999993 | - | 0 | 0 | 1 | |||||||||
| 23 Apr | 253.39 | 11 | 1.9499999999999993 | - | 0 | 0 | 1 | |||||||||
| 22 Apr | 261.37 | 11 | 1.9499999999999993 | 41.33 | 0 | 0 | 1 | |||||||||
| 21 Apr | 258.65 | 11 | -1.5500000000000007 | 41.33 | 1 | 0 | 0 | |||||||||
| 20 Apr | 261.22 | 12.55 | 12.55 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 261.45 | 12.55 | 12.55 | 38.75 | 0 | 0 | 0 | |||||||||
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| 16 Apr | 260.97 | 12.55 | -5.099999999999998 | 38.75 | 2 | 0 | 0 | |||||||||
| 15 Apr | 247.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 237.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 241.72 | 0 | 0 | 7.59 | 0 | 0 | 0 | |||||||||
| 19 Mar | 242.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 250.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 248.65 | 0 | 0 | 3.22 | 0 | 0 | 0 | |||||||||
| 16 Mar | 247.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 246.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 247.20 | 0 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
| 11 Mar | 247.50 | 0 | 0 | 2.99 | 0 | 0 | 0 | |||||||||
| 10 Mar | 245.25 | 0 | 0 | 3.83 | 0 | 0 | 0 | |||||||||
| 9 Mar | 241.30 | 0 | 0 | 4.77 | 0 | 0 | 0 | |||||||||
| 6 Mar | 248.00 | 0 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 5 Mar | 250.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 245.35 | 0 | 0 | 3.38 | 0 | 0 | 0 | |||||||||
| 2 Mar | 253.45 | 0 | 0 | 1.83 | 0 | 0 | 0 | |||||||||
| 27 Feb | 257.85 | 0 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 265 expiring on 26MAY2026
Delta for 265 CE is 0.68
Historical price for 265 CE is as follows
On 29 Apr CROMPTON was trading at 276.50. The strike last trading price was 20.12, which was 4.510000000000002 higher than the previous day. The implied volatity was 42.68, the open interest changed by 1 which increased total open position to 116
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 15.7, which was 6.3199999999999985 higher than the previous day. The implied volatity was 41.91, the open interest changed by 102 which increased total open position to 114
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 9.23, which was -1.7699999999999996 lower than the previous day. The implied volatity was 39.36, the open interest changed by 12 which increased total open position to 13
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 11, which was 1.9499999999999993 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 11, which was 1.9499999999999993 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 11, which was 1.9499999999999993 higher than the previous day. The implied volatity was 41.33, the open interest changed by 0 which decreased total open position to 1
On 21 Apr CROMPTON was trading at 258.65. The strike last trading price was 11, which was -1.5500000000000007 lower than the previous day. The implied volatity was 41.33, the open interest changed by 0 which decreased total open position to 0
On 20 Apr CROMPTON was trading at 261.22. The strike last trading price was 12.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr CROMPTON was trading at 261.45. The strike last trading price was 12.55, which was 12.55 higher than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 0
On 16 Apr CROMPTON was trading at 260.97. The strike last trading price was 12.55, which was -5.099999999999998 lower than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 0
On 15 Apr CROMPTON was trading at 247.95. 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 13 Apr CROMPTON was trading at 237.67. 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 Apr CROMPTON was trading at 241.72. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 19 Mar CROMPTON was trading at 242.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar CROMPTON was trading at 250.15. 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 17 Mar CROMPTON was trading at 248.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 16 Mar CROMPTON was trading at 247.15. 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 13 Mar CROMPTON was trading at 246.25. 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 12 Mar CROMPTON was trading at 247.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 11 Mar CROMPTON was trading at 247.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 10 Mar CROMPTON was trading at 245.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 9 Mar CROMPTON was trading at 241.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 6 Mar CROMPTON was trading at 248.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 5 Mar CROMPTON was trading at 250.10. 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 4 Mar CROMPTON was trading at 245.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 2 Mar CROMPTON was trading at 253.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 27 Feb CROMPTON was trading at 257.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26-May-2026 (27d) 265 PE | |||||||
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Delta: -0.32
Vega: 0
Theta: -0.18
Gamma: 0.01136
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 276.50 | 6.98 | -2.119999999999999 | 41.45 | 89 | 42 | 73 |
| 28 Apr | 269.63 | 8.79 | -6.210000000000001 | 37.75 | 102 | 23 | 31 |
| 27 Apr | 258.68 | 15 | -5.5 | 39.12 | 2 | 1 | 7 |
| 24 Apr | 250.23 | 20.5 | 5.6 | 37.75 | 2 | 1 | 5 |
| 23 Apr | 253.39 | 14.9 | 14.9 | 42.07 | 0 | 0 | 4 |
| 22 Apr | 261.37 | 14.9 | -0.9599999999999991 | 42.07 | 4 | 1 | 1 |
| 21 Apr | 258.65 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 261.22 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 261.45 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 260.97 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 247.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 237.67 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 241.72 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 242.45 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 250.15 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 248.65 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 247.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 246.25 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 247.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 247.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 245.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 241.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 248.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 250.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 245.35 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 253.45 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 257.85 | 0 | 0 | 1.02 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 265 expiring on 26MAY2026
Delta for 265 PE is -0.32
Historical price for 265 PE is as follows
On 29 Apr CROMPTON was trading at 276.50. The strike last trading price was 6.98, which was -2.119999999999999 lower than the previous day. The implied volatity was 41.45, the open interest changed by 42 which increased total open position to 73
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 8.79, which was -6.210000000000001 lower than the previous day. The implied volatity was 37.75, the open interest changed by 23 which increased total open position to 31
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 15, which was -5.5 lower than the previous day. The implied volatity was 39.12, the open interest changed by 1 which increased total open position to 7
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 20.5, which was 5.6 higher than the previous day. The implied volatity was 37.75, the open interest changed by 1 which increased total open position to 5
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 14.9, which was 14.9 higher than the previous day. The implied volatity was 42.07, the open interest changed by 0 which decreased total open position to 4
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 14.9, which was -0.9599999999999991 lower than the previous day. The implied volatity was 42.07, the open interest changed by 1 which increased total open position to 1
On 21 Apr CROMPTON was trading at 258.65. 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 20 Apr CROMPTON was trading at 261.22. 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 Apr CROMPTON was trading at 261.45. 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 16 Apr CROMPTON was trading at 260.97. 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 15 Apr CROMPTON was trading at 247.95. 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 13 Apr CROMPTON was trading at 237.67. 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 Apr CROMPTON was trading at 241.72. 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 19 Mar CROMPTON was trading at 242.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar CROMPTON was trading at 250.15. 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 17 Mar CROMPTON was trading at 248.65. 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 16 Mar CROMPTON was trading at 247.15. 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 13 Mar CROMPTON was trading at 246.25. 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 12 Mar CROMPTON was trading at 247.20. 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 11 Mar CROMPTON was trading at 247.50. 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 Mar CROMPTON was trading at 245.25. 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 9 Mar CROMPTON was trading at 241.30. 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 6 Mar CROMPTON was trading at 248.00. 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 5 Mar CROMPTON was trading at 250.10. 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 4 Mar CROMPTON was trading at 245.35. 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 2 Mar CROMPTON was trading at 253.45. 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 27 Feb CROMPTON was trading at 257.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
