CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
29 Apr 2026 11:56 AM IST
| CROMPTON 26-May-2026 (27d) 270 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0
Theta: -0.24
Gamma: 0.0116
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 277.12 | 17.37 | 4.48 | 43.1 | 2,266 | -29 | 436 | |||||||||
| 28 Apr | 269.63 | 12.9 | 5.53 | 42.88 | 2,580 | 211 | 443 | |||||||||
| 27 Apr | 258.68 | 7.44 | 2.3200000000000003 | 41 | 341 | 115 | 227 | |||||||||
| 24 Apr | 250.23 | 5.1 | -1.5 | 39.34 | 91 | 21 | 112 | |||||||||
| 23 Apr | 253.39 | 6.39 | -3.5900000000000007 | 40.16 | 128 | 34 | 92 | |||||||||
| 22 Apr | 261.37 | 9.9 | 0.8000000000000007 | 41.79 | 16 | 3 | 58 | |||||||||
| 21 Apr | 258.65 | 9.36 | -0.6300000000000008 | 42.25 | 30 | 16 | 55 | |||||||||
| 20 Apr | 261.22 | 9.7 | -1.0600000000000005 | 41.37 | 61 | 18 | 38 | |||||||||
| 17 Apr | 261.45 | 10.76 | 0.35999999999999943 | 40.28 | 21 | 17 | 20 | |||||||||
| 16 Apr | 260.97 | 10.9 | -4.48 | 40.07 | 3 | 2 | 2 | |||||||||
| 15 Apr | 247.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 237.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 241.72 | 0 | 0 | 8.91 | 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 | 4.45 | 0 | 0 | 0 | |||||||||
| 16 Mar | 247.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 246.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Mar | 247.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 247.50 | 0 | 0 | 4.18 | 0 | 0 | 0 | |||||||||
| 10 Mar | 245.25 | 0 | 0 | 4.99 | 0 | 0 | 0 | |||||||||
| 9 Mar | 241.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 248.00 | 0 | 0 | 3.93 | 0 | 0 | 0 | |||||||||
| 5 Mar | 250.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 245.35 | 0 | 0 | 4.51 | 0 | 0 | 0 | |||||||||
| 2 Mar | 253.45 | 0 | 0 | 2.99 | 0 | 0 | 0 | |||||||||
| 27 Feb | 257.85 | 0 | 0 | 1.37 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 270 expiring on 26MAY2026
Delta for 270 CE is 0.62
Historical price for 270 CE is as follows
On 29 Apr CROMPTON was trading at 277.12. The strike last trading price was 17.37, which was 4.48 higher than the previous day. The implied volatity was 43.1, the open interest changed by -29 which decreased total open position to 436
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 12.9, which was 5.53 higher than the previous day. The implied volatity was 42.88, the open interest changed by 211 which increased total open position to 443
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 7.44, which was 2.3200000000000003 higher than the previous day. The implied volatity was 41, the open interest changed by 115 which increased total open position to 227
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 5.1, which was -1.5 lower than the previous day. The implied volatity was 39.34, the open interest changed by 21 which increased total open position to 112
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 6.39, which was -3.5900000000000007 lower than the previous day. The implied volatity was 40.16, the open interest changed by 34 which increased total open position to 92
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 9.9, which was 0.8000000000000007 higher than the previous day. The implied volatity was 41.79, the open interest changed by 3 which increased total open position to 58
On 21 Apr CROMPTON was trading at 258.65. The strike last trading price was 9.36, which was -0.6300000000000008 lower than the previous day. The implied volatity was 42.25, the open interest changed by 16 which increased total open position to 55
On 20 Apr CROMPTON was trading at 261.22. The strike last trading price was 9.7, which was -1.0600000000000005 lower than the previous day. The implied volatity was 41.37, the open interest changed by 18 which increased total open position to 38
On 17 Apr CROMPTON was trading at 261.45. The strike last trading price was 10.76, which was 0.35999999999999943 higher than the previous day. The implied volatity was 40.28, the open interest changed by 17 which increased total open position to 20
On 16 Apr CROMPTON was trading at 260.97. The strike last trading price was 10.9, which was -4.48 lower than the previous day. The implied volatity was 40.07, the open interest changed by 2 which increased total open position to 2
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 8.91, 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 4.45, 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 4.18, 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 4.99, 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 3.93, 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 4.51, 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 2.99, 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 1.37, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26-May-2026 (27d) 270 PE | |||||||
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Delta: -0.37
Vega: 0
Theta: -0.19
Gamma: 0.01237
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 277.12 | 8.3 | -3.1099999999999994 | 40.15 | 655 | 67 | 192 |
| 28 Apr | 269.63 | 11.23 | -6.02 | 37.87 | 310 | 78 | 128 |
| 27 Apr | 258.68 | 17.46 | -5.34 | 37.36 | 22 | 8 | 46 |
| 24 Apr | 250.23 | 22.8 | 1.9000000000000021 | 35.54 | 1 | 0 | 37 |
| 23 Apr | 253.39 | 20.9 | 3.8999999999999986 | 38.75 | 32 | -2 | 37 |
| 22 Apr | 261.37 | 17 | -1.5 | 39.29 | 1 | 0 | 38 |
| 21 Apr | 258.65 | 18.5 | 1.6000000000000014 | 39.23 | 13 | 12 | 37 |
| 20 Apr | 261.22 | 16.9 | 0.0799999999999983 | 39.31 | 8 | 5 | 25 |
| 17 Apr | 261.45 | 16.45 | -1.5399999999999991 | 36.46 | 21 | 13 | 20 |
| 16 Apr | 260.97 | 17.98 | -5.169999999999998 | 38.48 | 14 | 6 | 7 |
| 15 Apr | 247.95 | 23.15 | 4.639999999999997 | 25.23 | 1 | 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 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 270 expiring on 26MAY2026
Delta for 270 PE is -0.37
Historical price for 270 PE is as follows
On 29 Apr CROMPTON was trading at 277.12. The strike last trading price was 8.3, which was -3.1099999999999994 lower than the previous day. The implied volatity was 40.15, the open interest changed by 67 which increased total open position to 192
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 11.23, which was -6.02 lower than the previous day. The implied volatity was 37.87, the open interest changed by 78 which increased total open position to 128
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 17.46, which was -5.34 lower than the previous day. The implied volatity was 37.36, the open interest changed by 8 which increased total open position to 46
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 22.8, which was 1.9000000000000021 higher than the previous day. The implied volatity was 35.54, the open interest changed by 0 which decreased total open position to 37
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 20.9, which was 3.8999999999999986 higher than the previous day. The implied volatity was 38.75, the open interest changed by -2 which decreased total open position to 37
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 17, which was -1.5 lower than the previous day. The implied volatity was 39.29, the open interest changed by 0 which decreased total open position to 38
On 21 Apr CROMPTON was trading at 258.65. The strike last trading price was 18.5, which was 1.6000000000000014 higher than the previous day. The implied volatity was 39.23, the open interest changed by 12 which increased total open position to 37
On 20 Apr CROMPTON was trading at 261.22. The strike last trading price was 16.9, which was 0.0799999999999983 higher than the previous day. The implied volatity was 39.31, the open interest changed by 5 which increased total open position to 25
On 17 Apr CROMPTON was trading at 261.45. The strike last trading price was 16.45, which was -1.5399999999999991 lower than the previous day. The implied volatity was 36.46, the open interest changed by 13 which increased total open position to 20
On 16 Apr CROMPTON was trading at 260.97. The strike last trading price was 17.98, which was -5.169999999999998 lower than the previous day. The implied volatity was 38.48, the open interest changed by 6 which increased total open position to 7
On 15 Apr CROMPTON was trading at 247.95. The strike last trading price was 23.15, which was 4.639999999999997 higher than the previous day. The implied volatity was 25.23, 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 -, the open interest changed by 0 which decreased total open position to 0
