Historical option data for CROMPTON
22 Jun 2026 02:43 PM IST
| CROMPTON 30-Jun-2026 (8d) 275 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0
Theta: -0.29
Gamma: 0.03172
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 277.95 | 6.6 | 1.6 (32.00%) | 28.59 | 444 | -4 | 419 | |||||||||
| 19 Jun | 275.25 | 5.8 | -1.2 (-17.14%) | 26 | 603 | 2 | 428 | |||||||||
| 18 Jun | 277.10 | 7.1 | 0.1 (1.43%) | 28.48 | 1,011 | -44 | 427 | |||||||||
| 17 Jun | 275.90 | 6.8 | 3.8 (126.67%) | 28.56 | 2,513 | -228 | 471 | |||||||||
| 16 Jun | 264.70 | 2.7 | -1.3 (-32.50%) | 29.89 | 741 | 420 | 700 | |||||||||
| 15 Jun | 266.05 | 3.7 | 1.7 (85.00%) | 32.79 | 688 | -129 | 280 | |||||||||
| 12 Jun | 256.20 | 1.85 | -0.15 (-7.50%) | 31.73 | 302 | 2 | 408 | |||||||||
| 11 Jun | 253.00 | 1.85 | -0.15 (-7.50%) | 33.91 | 416 | 167 | 404 | |||||||||
| 10 Jun | 254.65 | 2.4 | -1.6 (-40.00%) | 35.6 | 137 | 10 | 236 | |||||||||
| 9 Jun | 260.45 | 3.5 | 0.5 (16.67%) | 32.94 | 264 | 31 | 225 | |||||||||
| 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 0.62
Historical price for 275 CE is as follows
On 22 Jun CROMPTON was trading at 277.95. The strike last trading price was 6.6, which was 1.6 higher than the previous day. The implied volatity was 28.59, the open interest changed by -4 which decreased total open position to 419
On 19 Jun CROMPTON was trading at 275.25. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 26, the open interest changed by 2 which increased total open position to 428
On 18 Jun CROMPTON was trading at 277.10. The strike last trading price was 7.1, which was 0.1 higher than the previous day. The implied volatity was 28.48, the open interest changed by -44 which decreased total open position to 427
On 17 Jun CROMPTON was trading at 275.90. The strike last trading price was 6.8, which was 3.8 higher than the previous day. The implied volatity was 28.56, the open interest changed by -228 which decreased total open position to 471
On 16 Jun CROMPTON was trading at 264.70. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 29.89, the open interest changed by 420 which increased total open position to 700
On 15 Jun CROMPTON was trading at 266.05. The strike last trading price was 3.7, which was 1.7 higher than the previous day. The implied volatity was 32.79, the open interest changed by -129 which decreased total open position to 280
On 12 Jun CROMPTON was trading at 256.20. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 31.73, the open interest changed by 2 which increased total open position to 408
On 11 Jun CROMPTON was trading at 253.00. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 33.91, the open interest changed by 167 which increased total open position to 404
On 10 Jun CROMPTON was trading at 254.65. The strike last trading price was 2.4, which was -1.6 lower than the previous day. The implied volatity was 35.6, the open interest changed by 10 which increased total open position to 236
On 9 Jun CROMPTON was trading at 260.45. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 32.94, the open interest changed by 31 which increased total open position to 225
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 (8d) 275 PE | |||||||
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Delta: -0.38
Vega: 0
Theta: -0.25
Gamma: 0.03175
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 277.95 | 3.3 | -1.85 (-35.92%) | 28.57 | 177 | 24 | 313 |
| 19 Jun | 275.25 | 4.4 | -0.15 (-3.30%) | 26.36 | 120 | -32 | 289 |
| 18 Jun | 277.10 | 4.55 | -1.15 (-20.18%) | 28.28 | 263 | -18 | 315 |
| 17 Jun | 275.90 | 5.7 | -6.75 (-54.22%) | 30.72 | 639 | 194 | 332 |
| 16 Jun | 264.70 | 12.3 | 0.7 (6.03%) | 30.13 | 13 | -5 | 139 |
| 15 Jun | 266.05 | 11.6 | -8.1 (-41.12%) | 31.96 | 26 | 3 | 144 |
| 12 Jun | 256.20 | 19.7 | -1.5 (-7.08%) | 26.64 | 15 | 1 | 141 |
| 11 Jun | 253.00 | 20.65 | -0.3 (-1.43%) | 30.51 | 19 | -4 | 143 |
| 10 Jun | 254.65 | 20.95 | 4.9 (30.53%) | 32.73 | 13 | -1 | 144 |
| 9 Jun | 260.45 | 16.05 | -3.25 (-16.84%) | 31 | 6 | -3 | 145 |
| 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 -0.38
Historical price for 275 PE is as follows
On 22 Jun CROMPTON was trading at 277.95. The strike last trading price was 3.3, which was -1.85 lower than the previous day. The implied volatity was 28.57, the open interest changed by 24 which increased total open position to 313
On 19 Jun CROMPTON was trading at 275.25. The strike last trading price was 4.4, which was -0.15 lower than the previous day. The implied volatity was 26.36, the open interest changed by -32 which decreased total open position to 289
On 18 Jun CROMPTON was trading at 277.10. The strike last trading price was 4.55, which was -1.15 lower than the previous day. The implied volatity was 28.28, the open interest changed by -18 which decreased total open position to 315
On 17 Jun CROMPTON was trading at 275.90. The strike last trading price was 5.7, which was -6.75 lower than the previous day. The implied volatity was 30.72, the open interest changed by 194 which increased total open position to 332
On 16 Jun CROMPTON was trading at 264.70. The strike last trading price was 12.3, which was 0.7 higher than the previous day. The implied volatity was 30.13, the open interest changed by -5 which decreased total open position to 139
On 15 Jun CROMPTON was trading at 266.05. The strike last trading price was 11.6, which was -8.1 lower than the previous day. The implied volatity was 31.96, the open interest changed by 3 which increased total open position to 144
On 12 Jun CROMPTON was trading at 256.20. The strike last trading price was 19.7, which was -1.5 lower than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 141
On 11 Jun CROMPTON was trading at 253.00. The strike last trading price was 20.65, which was -0.3 lower than the previous day. The implied volatity was 30.51, the open interest changed by -4 which decreased total open position to 143
On 10 Jun CROMPTON was trading at 254.65. The strike last trading price was 20.95, which was 4.9 higher than the previous day. The implied volatity was 32.73, the open interest changed by -1 which decreased total open position to 144
On 9 Jun CROMPTON was trading at 260.45. The strike last trading price was 16.05, which was -3.25 lower than the previous day. The implied volatity was 31, the open interest changed by -3 which decreased total open position to 145
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
