CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
06 May 2026 09:05 AM IST
| CROMPTON 26-May-2026 (20d) 275 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0
Theta: -0.27
Gamma: 0.01435
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 275.50 | 12.35 | -1.1500000000000004 (-8.52%) | 41.05 | 505 | -35 | 548 | |||||||||
| 5 May | 275.50 | 12.35 | -1.1500000000000004 (-8.52%) | 41.05 | 505 | -35 | 548 | |||||||||
| 4 May | 277.95 | 14 | 2.0700000000000003 (17.35%) | 42.33 | 1,063 | 209 | 582 | |||||||||
| 30 Apr | 272.36 | 11.78 | -1.6500000000000004 (-12.29%) | 44.53 | 952 | 43 | 416 | |||||||||
| 29 Apr | 276.01 | 13.4 | 2.880000000000001 (27.38%) | 41.11 | 2,936 | 163 | 374 | |||||||||
| 28 Apr | 269.63 | 10.35 | 4.75 (84.82%) | 41.82 | 760 | 191 | 209 | |||||||||
| 27 Apr | 258.68 | 5.56 | -7.7700000000000005 (-58.29%) | 39.68 | 27 | 18 | 18 | |||||||||
| 24 Apr | 250.23 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 253.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 261.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
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| 15 Apr | 247.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 237.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 241.72 | 0 | 0 (0.00%) | 10.91 | 0 | 0 | 0 | |||||||||
| 18 Mar | 250.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 248.65 | 0 | 0 (0.00%) | 4.99 | 0 | 0 | 0 | |||||||||
| 13 Mar | 246.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 247.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 241.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 248.00 | 0 | 0 (0.00%) | 4.61 | 0 | 0 | 0 | |||||||||
| 5 Mar | 250.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 245.35 | 0 | 0 (0.00%) | 3.72 | 0 | 0 | 0 | |||||||||
| 2 Mar | 253.45 | 0 | 0 (0.00%) | 4.1 | 0 | 0 | 0 | |||||||||
| 27 Feb | 257.85 | 0 | 0 (0.00%) | 2.38 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 275 expiring on 26MAY2026
Delta for 275 CE is 0.56
Historical price for 275 CE is as follows
On 6 May CROMPTON was trading at 275.50. The strike last trading price was 12.35, which was -1.1500000000000004 lower than the previous day. The implied volatity was 41.05, the open interest changed by -35 which decreased total open position to 548
On 5 May CROMPTON was trading at 275.50. The strike last trading price was 12.35, which was -1.1500000000000004 lower than the previous day. The implied volatity was 41.05, the open interest changed by -35 which decreased total open position to 548
On 4 May CROMPTON was trading at 277.95. The strike last trading price was 14, which was 2.0700000000000003 higher than the previous day. The implied volatity was 42.33, the open interest changed by 209 which increased total open position to 582
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 11.78, which was -1.6500000000000004 lower than the previous day. The implied volatity was 44.53, the open interest changed by 43 which increased total open position to 416
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 13.4, which was 2.880000000000001 higher than the previous day. The implied volatity was 41.11, the open interest changed by 163 which increased total open position to 374
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 10.35, which was 4.75 higher than the previous day. The implied volatity was 41.82, the open interest changed by 191 which increased total open position to 209
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 5.56, which was -7.7700000000000005 lower than the previous day. The implied volatity was 39.68, the open interest changed by 18 which increased total open position to 18
On 24 Apr CROMPTON was trading at 250.23. 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 23 Apr CROMPTON was trading at 253.39. 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 22 Apr CROMPTON was trading at 261.37. 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 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 10.91, 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 -, 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 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 4.99, 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 -, 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 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 9 Mar CROMPTON was trading at 241.30. 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 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 4.61, 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 3.72, 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 4.1, 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 2.38, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26-May-2026 (20d) 275 PE | |||||||
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Delta: -0.44
Vega: 0
Theta: -0.23
Gamma: 0.01448
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 275.50 | 9.5 | -0.4499999999999993 (-4.52%) | 40.71 | 494 | 0 | 291 |
| 5 May | 275.50 | 9.5 | -0.4499999999999993 (-4.52%) | 40.71 | 494 | 0 | 291 |
| 4 May | 277.95 | 9.5 | -3.83 (-28.73%) | 42.8 | 484 | 123 | 282 |
| 30 Apr | 272.36 | 13.45 | 2 (17.47%) | 41.42 | 516 | 56 | 215 |
| 29 Apr | 276.01 | 11.33 | -2.8100000000000005 (-19.87%) | 41.15 | 740 | 106 | 159 |
| 28 Apr | 269.63 | 14.26 | -6.74 (-32.10%) | 39.72 | 146 | 52 | 56 |
| 27 Apr | 258.68 | 21 | -4 (-16.00%) | 37.41 | 3 | 2 | 3 |
| 24 Apr | 250.23 | 25 | 0 (0.00%) | 40.36 | 0 | 0 | 1 |
| 23 Apr | 253.39 | 25 | 3.620000000000001 (16.93%) | 40.36 | 1 | 0 | 0 |
| 22 Apr | 261.37 | 0 | 0 | - | 0 | 0 | 0 |
| 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 (0.00%) | - | 0 | 0 | 0 |
| 18 Mar | 250.15 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 248.65 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 246.25 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 247.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 241.30 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 248.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Mar | 250.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 245.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Mar | 253.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Feb | 257.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 275 expiring on 26MAY2026
Delta for 275 PE is -0.44
Historical price for 275 PE is as follows
On 6 May CROMPTON was trading at 275.50. The strike last trading price was 9.5, which was -0.4499999999999993 lower than the previous day. The implied volatity was 40.71, the open interest changed by 0 which decreased total open position to 291
On 5 May CROMPTON was trading at 275.50. The strike last trading price was 9.5, which was -0.4499999999999993 lower than the previous day. The implied volatity was 40.71, the open interest changed by 0 which decreased total open position to 291
On 4 May CROMPTON was trading at 277.95. The strike last trading price was 9.5, which was -3.83 lower than the previous day. The implied volatity was 42.8, the open interest changed by 123 which increased total open position to 282
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 13.45, which was 2 higher than the previous day. The implied volatity was 41.42, the open interest changed by 56 which increased total open position to 215
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 11.33, which was -2.8100000000000005 lower than the previous day. The implied volatity was 41.15, the open interest changed by 106 which increased total open position to 159
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 14.26, which was -6.74 lower than the previous day. The implied volatity was 39.72, the open interest changed by 52 which increased total open position to 56
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 21, which was -4 lower than the previous day. The implied volatity was 37.41, the open interest changed by 2 which increased total open position to 3
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 40.36, 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 25, which was 3.620000000000001 higher than the previous day. The implied volatity was 40.36, the open interest changed by 0 which decreased total open position to 0
On 22 Apr CROMPTON was trading at 261.37. 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 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 18 Mar CROMPTON was trading at 250.15. 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 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 13 Mar CROMPTON was trading at 246.25. 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 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 9 Mar CROMPTON was trading at 241.30. 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 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
