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Historical option data for CROMPTON

08 Jun 2026 04:10 PM IST
CROMPTON 30-Jun-2026 (21d) 275 CE
Delta: 0.23
Vega: 0
Theta: -0.16
Gamma: 0.01396
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 256.90 2.9 -3.1 (-51.67%) 34.67 131 10 195
5 Jun 266.60 6.15 -1.85 (-23.12%) 33.43 232 -14 185
4 Jun 269.30 8.05 -1.95 (-19.50%) 34.24 398 70 198
3 Jun 272.65 9.55 -0.45 (-4.50%) 32.85 176 24 129
2 Jun 273.45 9.95 -0.05 (-0.50%) 33.76 419 27 107
1 Jun 273.40 9.95 -13.05 (-56.74%) 32.95 215 46 78
29 May 281.15 23.1 0.1 (0.43%) - 11 0 32
27 May 288.25 23.1 0.1 (0.43%) 35.05 11 0 32
26 May 289.05 23.1 -4.9 (-17.50%) 35.05 11 3 32
25 May 293.50 28 0 (0.00%) 33.32 8 0 29
22 May 294.75 28 3.9 (16.18%) 33.32 8 6 29
21 May 291.85 24.1 0.8 (3.43%) 33.86 4 4 23
20 May 290.60 23.3 -3.5 (-13.06%) 35.66 19 19 19
19 May 293.60 0 0 - 0 0 0
18 May 293.30 0 0 (0.00%) - 0 0 0
15 May 301.95 26.8 0.8 (3.08%) 25.09 1 0 1
14 May 288.95 26 0 (0.00%) 0 0 0 1
13 May 284.80 26 0 (0.00%) 0 0 0 1
12 May 282.05 26 23.4 (900.00%) 47.38 1 1 1
11 May 290.20 0 -2.6 (-100.00%) 0 0 0 0
8 May 293.30 0 0 - 0 0 0
7 May 290.75 0 0 - 0 0 0
6 May 284.05 0 0 - 0 0 0
5 May 275.50 0 0 - 0 0 0
4 May 277.95 0 0 - 0 0 0
30 Apr 272.36 0 0 - 0 0 0
29 Apr 276.01 0 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 275 expiring on 30JUN2026

Delta for 275 CE is 0.23

Historical price for 275 CE is as follows

On 8 Jun CROMPTON was trading at 256.90. The strike last trading price was 2.9, which was -3.1 lower than the previous day. The implied volatity was 34.67, the open interest changed by 10 which increased total open position to 195


On 5 Jun CROMPTON was trading at 266.60. The strike last trading price was 6.15, which was -1.85 lower than the previous day. The implied volatity was 33.43, the open interest changed by -14 which decreased total open position to 185


On 4 Jun CROMPTON was trading at 269.30. The strike last trading price was 8.05, which was -1.95 lower than the previous day. The implied volatity was 34.24, the open interest changed by 70 which increased total open position to 198


On 3 Jun CROMPTON was trading at 272.65. The strike last trading price was 9.55, which was -0.45 lower than the previous day. The implied volatity was 32.85, the open interest changed by 24 which increased total open position to 129


On 2 Jun CROMPTON was trading at 273.45. The strike last trading price was 9.95, which was -0.05 lower than the previous day. The implied volatity was 33.76, the open interest changed by 27 which increased total open position to 107


On 1 Jun CROMPTON was trading at 273.40. The strike last trading price was 9.95, which was -13.05 lower than the previous day. The implied volatity was 32.95, the open interest changed by 46 which increased total open position to 78


On 29 May CROMPTON was trading at 281.15. The strike last trading price was 23.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 27 May CROMPTON was trading at 288.25. The strike last trading price was 23.1, which was 0.1 higher than the previous day. The implied volatity was 35.05, the open interest changed by 0 which decreased total open position to 32


On 26 May CROMPTON was trading at 289.05. The strike last trading price was 23.1, which was -4.9 lower than the previous day. The implied volatity was 35.05, the open interest changed by 3 which increased total open position to 32


On 25 May CROMPTON was trading at 293.50. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 29


On 22 May CROMPTON was trading at 294.75. The strike last trading price was 28, which was 3.9 higher than the previous day. The implied volatity was 33.32, the open interest changed by 6 which increased total open position to 29


On 21 May CROMPTON was trading at 291.85. The strike last trading price was 24.1, which was 0.8 higher than the previous day. The implied volatity was 33.86, the open interest changed by 4 which increased total open position to 23


On 20 May CROMPTON was trading at 290.60. The strike last trading price was 23.3, which was -3.5 lower than the previous day. The implied volatity was 35.66, the open interest changed by 19 which increased total open position to 19


On 19 May CROMPTON was trading at 293.60. 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 18 May CROMPTON was trading at 293.30. 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 15 May CROMPTON was trading at 301.95. The strike last trading price was 26.8, which was 0.8 higher than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 1


On 14 May CROMPTON was trading at 288.95. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May CROMPTON was trading at 284.80. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May CROMPTON was trading at 282.05. The strike last trading price was 26, which was 23.4 higher than the previous day. The implied volatity was 47.38, the open interest changed by 1 which increased total open position to 1


On 11 May CROMPTON was trading at 290.20. The strike last trading price was 0, which was -2.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May CROMPTON was trading at 293.30. 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 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


On 6 May CROMPTON was trading at 284.05. 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 May CROMPTON was trading at 275.50. 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 4 May CROMPTON was trading at 277.95. 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 30 Apr CROMPTON was trading at 272.36. 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 Apr CROMPTON was trading at 276.01. 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 30-Jun-2026 (21d) 275 PE
Delta: -0.77
Vega: 0
Theta: -0.11
Gamma: 0.01466
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 256.90 19.3 6.6 (51.97%) 32.74 15 -3 149
5 Jun 266.60 12.7 1.7 (15.45%) 29.41 16 3 152
4 Jun 269.30 10.95 1.7 (18.38%) 30.02 115 10 148
3 Jun 272.65 9.45 0.95 (11.18%) 29.77 77 -3 137
2 Jun 273.45 8.5 -0.3 (-3.41%) 27 138 1 141
1 Jun 273.40 8.75 2.85 (48.31%) 28.36 393 72 152
29 May 281.15 5.75 1.25 (27.78%) 28.19 76 16 81
27 May 288.25 4.5 -0.2 (-4.26%) 29.8 15 11 65
26 May 289.05 4.7 0.45 (10.59%) 30.02 95 11 54
25 May 293.50 4.25 -0.55 (-11.46%) 32.53 62 27 43
22 May 294.75 5 0 (0.00%) 33.91 10 5 15
21 May 291.85 5.2 -1.8 (-25.71%) 32.38 5 0 10
20 May 290.60 7 0 (0.00%) - 0 0 10
19 May 293.60 7 0 (0.00%) 39 0 0 10
18 May 293.30 7 -42.1 (-85.74%) 39 10 3 3
15 May 301.95 0 -49.1 (-100.00%) - 0 0 0
14 May 288.95 0 -49.1 (-100.00%) 0 0 0 0
13 May 284.80 0 -49.1 (-100.00%) 0 0 0 0
12 May 282.05 0 -49.1 (-100.00%) 0 0 0 0
11 May 290.20 0 -49.1 (-100.00%) 0 0 0 0
8 May 293.30 0 0 - 0 0 0
7 May 290.75 0 0 - 0 0 0
6 May 284.05 0 0 - 0 0 0
5 May 275.50 0 0 - 0 0 0
4 May 277.95 0 0 - 0 0 0
30 Apr 272.36 0 0 - 0 0 0
29 Apr 276.01 0 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 275 expiring on 30JUN2026

Delta for 275 PE is -0.77

Historical price for 275 PE is as follows

On 8 Jun CROMPTON was trading at 256.90. The strike last trading price was 19.3, which was 6.6 higher than the previous day. The implied volatity was 32.74, the open interest changed by -3 which decreased total open position to 149


On 5 Jun CROMPTON was trading at 266.60. The strike last trading price was 12.7, which was 1.7 higher than the previous day. The implied volatity was 29.41, the open interest changed by 3 which increased total open position to 152


On 4 Jun CROMPTON was trading at 269.30. The strike last trading price was 10.95, which was 1.7 higher than the previous day. The implied volatity was 30.02, the open interest changed by 10 which increased total open position to 148


On 3 Jun CROMPTON was trading at 272.65. The strike last trading price was 9.45, which was 0.95 higher than the previous day. The implied volatity was 29.77, the open interest changed by -3 which decreased total open position to 137


On 2 Jun CROMPTON was trading at 273.45. The strike last trading price was 8.5, which was -0.3 lower than the previous day. The implied volatity was 27, the open interest changed by 1 which increased total open position to 141


On 1 Jun CROMPTON was trading at 273.40. The strike last trading price was 8.75, which was 2.85 higher than the previous day. The implied volatity was 28.36, the open interest changed by 72 which increased total open position to 152


On 29 May CROMPTON was trading at 281.15. The strike last trading price was 5.75, which was 1.25 higher than the previous day. The implied volatity was 28.19, the open interest changed by 16 which increased total open position to 81


On 27 May CROMPTON was trading at 288.25. The strike last trading price was 4.5, which was -0.2 lower than the previous day. The implied volatity was 29.8, the open interest changed by 11 which increased total open position to 65


On 26 May CROMPTON was trading at 289.05. The strike last trading price was 4.7, which was 0.45 higher than the previous day. The implied volatity was 30.02, the open interest changed by 11 which increased total open position to 54


On 25 May CROMPTON was trading at 293.50. The strike last trading price was 4.25, which was -0.55 lower than the previous day. The implied volatity was 32.53, the open interest changed by 27 which increased total open position to 43


On 22 May CROMPTON was trading at 294.75. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 33.91, the open interest changed by 5 which increased total open position to 15


On 21 May CROMPTON was trading at 291.85. The strike last trading price was 5.2, which was -1.8 lower than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 10


On 20 May CROMPTON was trading at 290.60. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 19 May CROMPTON was trading at 293.60. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 39, the open interest changed by 0 which decreased total open position to 10


On 18 May CROMPTON was trading at 293.30. The strike last trading price was 7, which was -42.1 lower than the previous day. The implied volatity was 39, the open interest changed by 3 which increased total open position to 3


On 15 May CROMPTON was trading at 301.95. The strike last trading price was 0, which was -49.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May CROMPTON was trading at 288.95. The strike last trading price was 0, which was -49.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May CROMPTON was trading at 284.80. The strike last trading price was 0, which was -49.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May CROMPTON was trading at 282.05. The strike last trading price was 0, which was -49.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May CROMPTON was trading at 290.20. The strike last trading price was 0, which was -49.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May CROMPTON was trading at 293.30. 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 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


On 6 May CROMPTON was trading at 284.05. 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 May CROMPTON was trading at 275.50. 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 4 May CROMPTON was trading at 277.95. 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 30 Apr CROMPTON was trading at 272.36. 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 Apr CROMPTON was trading at 276.01. 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