Historical option data for CROMPTON
22 Jun 2026 01:16 PM IST
| CROMPTON 28-Jul-2026 (36d) 270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0
Theta: -0.15
Gamma: 0.01381
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 277.45 | 15.8 | 0.5 (3.27%) | 30.24 | 32 | 19 | 49 | |||||||||
| 19 Jun | 275.25 | 15.3 | 0 (0.00%) | 27.66 | 2 | 0 | 30 | |||||||||
| 18 Jun | 277.10 | 15.3 | 1.8 (13.33%) | 27.66 | 2 | 0 | 30 | |||||||||
| 17 Jun | 275.90 | 13.5 | 4.7 (53.41%) | 28.01 | 42 | 6 | 32 | |||||||||
| 16 Jun | 264.70 | 8.7 | -1.7 (-16.35%) | 28.78 | 17 | 4 | 28 | |||||||||
| 15 Jun | 266.05 | 10.4 | 3.75 (56.39%) | 29.37 | 27 | 2 | 24 | |||||||||
| 12 Jun | 256.20 | 6.6 | 0.6 (10.00%) | 31.31 | 20 | 17 | 21 | |||||||||
| 11 Jun | 253.00 | 6.2 | -14.8 (-70.48%) | 30.85 | 4 | 3 | 3 | |||||||||
| 10 Jun | 254.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 260.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 256.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 266.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 269.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 272.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 273.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 273.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 281.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 290.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 290.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 270 expiring on 28JUL2026
Delta for 270 CE is 0.66
Historical price for 270 CE is as follows
On 22 Jun CROMPTON was trading at 277.45. The strike last trading price was 15.8, which was 0.5 higher than the previous day. The implied volatity was 30.24, the open interest changed by 19 which increased total open position to 49
On 19 Jun CROMPTON was trading at 275.25. The strike last trading price was 15.3, which was 0 lower than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 30
On 18 Jun CROMPTON was trading at 277.10. The strike last trading price was 15.3, which was 1.8 higher than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 30
On 17 Jun CROMPTON was trading at 275.90. The strike last trading price was 13.5, which was 4.7 higher than the previous day. The implied volatity was 28.01, the open interest changed by 6 which increased total open position to 32
On 16 Jun CROMPTON was trading at 264.70. The strike last trading price was 8.7, which was -1.7 lower than the previous day. The implied volatity was 28.78, the open interest changed by 4 which increased total open position to 28
On 15 Jun CROMPTON was trading at 266.05. The strike last trading price was 10.4, which was 3.75 higher than the previous day. The implied volatity was 29.37, the open interest changed by 2 which increased total open position to 24
On 12 Jun CROMPTON was trading at 256.20. The strike last trading price was 6.6, which was 0.6 higher than the previous day. The implied volatity was 31.31, the open interest changed by 17 which increased total open position to 21
On 11 Jun CROMPTON was trading at 253.00. The strike last trading price was 6.2, which was -14.8 lower than the previous day. The implied volatity was 30.85, the open interest changed by 3 which increased total open position to 3
On 10 Jun CROMPTON was trading at 254.65. 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 9 Jun CROMPTON was trading at 260.45. 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 8 Jun CROMPTON was trading at 256.90. 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 Jun CROMPTON was trading at 266.60. 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 Jun CROMPTON was trading at 269.30. 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 3 Jun CROMPTON was trading at 272.65. 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 2 Jun CROMPTON was trading at 273.45. 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 1 Jun CROMPTON was trading at 273.40. 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 29 May CROMPTON was trading at 281.15. 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 8 May CROMPTON was trading at 290.90. 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 7 May CROMPTON was trading at 290.75. 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
| CROMPTON 28-Jul-2026 (36d) 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0
Theta: -0.14
Gamma: 0.01199
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 277.45 | 8.15 | -1.85 (-18.50%) | 35.55 | 78 | 50 | 72 |
| 19 Jun | 275.25 | 9.2 | 0.2 (2.22%) | 34.91 | 15 | -4 | 21 |
| 18 Jun | 277.10 | 8.55 | -1.45 (-14.50%) | 34.87 | 17 | 6 | 19 |
| 17 Jun | 275.90 | 9.8 | -4.65 (-32.18%) | 35.85 | 12 | 4 | 13 |
| 16 Jun | 264.70 | 14.45 | 14.45 (13.46%) | 37.06 | 5 | 0 | 9 |
| 15 Jun | 266.05 | 14.75 | 1.75 (13.46%) | 37.06 | 5 | 3 | 8 |
| 12 Jun | 256.20 | 13 | 13 (0.00%) | - | 1 | 0 | 5 |
| 11 Jun | 253.00 | 13 | 0 (0.00%) | - | 1 | 0 | 5 |
| 10 Jun | 254.65 | 13 | 0 (0.00%) | - | 1 | 0 | 5 |
| 9 Jun | 260.45 | 13 | 0 (0.00%) | - | 1 | 0 | 5 |
| 8 Jun | 256.90 | 13 | 0 (0.00%) | - | 1 | 0 | 5 |
| 5 Jun | 266.60 | 13 | 0 (0.00%) | 35.08 | 1 | 0 | 5 |
| 4 Jun | 269.30 | 13 | 2 (18.18%) | 35.08 | 1 | 1 | 5 |
| 3 Jun | 272.65 | 11 | 0 (0.00%) | - | 2 | 0 | 4 |
| 2 Jun | 273.45 | 11 | 0 (0.00%) | 34.5 | 2 | 0 | 4 |
| 1 Jun | 273.40 | 11 | 3 (37.50%) | 34.5 | 2 | 2 | 4 |
| 29 May | 281.15 | 8 | -9.21 (-53.52%) | 30.47 | 2 | 2 | 2 |
| 8 May | 290.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 290.75 | 0 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 270 expiring on 28JUL2026
Delta for 270 PE is -0.36
Historical price for 270 PE is as follows
On 22 Jun CROMPTON was trading at 277.45. The strike last trading price was 8.15, which was -1.85 lower than the previous day. The implied volatity was 35.55, the open interest changed by 50 which increased total open position to 72
On 19 Jun CROMPTON was trading at 275.25. The strike last trading price was 9.2, which was 0.2 higher than the previous day. The implied volatity was 34.91, the open interest changed by -4 which decreased total open position to 21
On 18 Jun CROMPTON was trading at 277.10. The strike last trading price was 8.55, which was -1.45 lower than the previous day. The implied volatity was 34.87, the open interest changed by 6 which increased total open position to 19
On 17 Jun CROMPTON was trading at 275.90. The strike last trading price was 9.8, which was -4.65 lower than the previous day. The implied volatity was 35.85, the open interest changed by 4 which increased total open position to 13
On 16 Jun CROMPTON was trading at 264.70. The strike last trading price was 14.45, which was 14.45 higher than the previous day. The implied volatity was 37.06, the open interest changed by 0 which decreased total open position to 9
On 15 Jun CROMPTON was trading at 266.05. The strike last trading price was 14.75, which was 1.75 higher than the previous day. The implied volatity was 37.06, the open interest changed by 3 which increased total open position to 8
On 12 Jun CROMPTON was trading at 256.20. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Jun CROMPTON was trading at 253.00. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Jun CROMPTON was trading at 254.65. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Jun CROMPTON was trading at 260.45. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 8 Jun CROMPTON was trading at 256.90. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Jun CROMPTON was trading at 266.60. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 35.08, the open interest changed by 0 which decreased total open position to 5
On 4 Jun CROMPTON was trading at 269.30. The strike last trading price was 13, which was 2 higher than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 5
On 3 Jun CROMPTON was trading at 272.65. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Jun CROMPTON was trading at 273.45. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 34.5, the open interest changed by 0 which decreased total open position to 4
On 1 Jun CROMPTON was trading at 273.40. The strike last trading price was 11, which was 3 higher than the previous day. The implied volatity was 34.5, the open interest changed by 2 which increased total open position to 4
On 29 May CROMPTON was trading at 281.15. The strike last trading price was 8, which was -9.21 lower than the previous day. The implied volatity was 30.47, the open interest changed by 2 which increased total open position to 2
On 8 May CROMPTON was trading at 290.90. 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 7 May CROMPTON was trading at 290.75. 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
