CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
13 May 2026 04:10 PM IST
| CROMPTON 26-May-2026 (13d) 280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0
Theta: -0.39
Gamma: 0.01538
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 284.80 | 12.45 | 1.4499999999999993 (13.18%) | 46.59 | 1,676 | 38 | 1,012 | |||||||||
| 12 May | 282.05 | 12 | -5 (-29.41%) | 39.42 | 890 | 63 | 970 | |||||||||
| 11 May | 290.20 | 17 | -2 (-10.53%) | 0 | 294 | 19 | 907 | |||||||||
| 8 May | 293.30 | 19.35 | 0.9500000000000028 (5.16%) | 43.08 | 400 | -32 | 888 | |||||||||
| 7 May | 290.75 | 18.3 | 4.65 (34.07%) | 43.71 | 1,064 | -239 | 921 | |||||||||
| 6 May | 284.05 | 13.05 | 3.5500000000000007 (37.37%) | 43.48 | 2,378 | -285 | 1,162 | |||||||||
| 5 May | 275.50 | 9.85 | -1.3000000000000007 (-11.66%) | 40.73 | 1,072 | -61 | 1,418 | |||||||||
| 4 May | 277.95 | 11.5 | 1.83 (18.92%) | 42.46 | 1,434 | 225 | 1,470 | |||||||||
|
|
||||||||||||||||
| 30 Apr | 272.36 | 9.68 | -1.3599999999999994 (-12.32%) | 44.43 | 1,609 | 152 | 1,397 | |||||||||
| 29 Apr | 276.01 | 11.03 | 2.549999999999999 (30.07%) | 41.05 | 5,789 | 213 | 1,246 | |||||||||
| 28 Apr | 269.63 | 8.52 | 4.2299999999999995 (98.60%) | 42.15 | 2,055 | 149 | 1,042 | |||||||||
| 27 Apr | 258.68 | 4.4 | 1.5200000000000005 (52.78%) | 40.04 | 824 | 172 | 893 | |||||||||
| 24 Apr | 250.23 | 2.9 | -1.08 (-27.14%) | 38.7 | 449 | 240 | 721 | |||||||||
| 23 Apr | 253.39 | 3.95 | -2.67 (-40.33%) | 39.86 | 906 | 221 | 479 | |||||||||
| 22 Apr | 261.37 | 6.5 | 0.4800000000000004 (7.97%) | 41.05 | 124 | 24 | 266 | |||||||||
| 21 Apr | 258.65 | 5.99 | -0.9399999999999995 (-13.56%) | 41.17 | 171 | 77 | 242 | |||||||||
| 20 Apr | 261.22 | 6.8 | -0.4800000000000004 (-6.59%) | 41.91 | 95 | 4 | 163 | |||||||||
| 17 Apr | 261.45 | 7.43 | 0.1999999999999993 (2.77%) | 39.94 | 154 | 53 | 159 | |||||||||
| 16 Apr | 260.97 | 7.54 | -3.96 (-34.43%) | 40.3 | 151 | 104 | 104 | |||||||||
| 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%) | 12.1 | 0 | 0 | 0 | |||||||||
| 4 Mar | 245.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 253.45 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 257.85 | 0 | 0 (0.00%) | 3.47 | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 280 expiring on 26MAY2026
Delta for 280 CE is 0.59
Historical price for 280 CE is as follows
On 13 May CROMPTON was trading at 284.80. The strike last trading price was 12.45, which was 1.4499999999999993 higher than the previous day. The implied volatity was 46.59, the open interest changed by 38 which increased total open position to 1012
On 12 May CROMPTON was trading at 282.05. The strike last trading price was 12, which was -5 lower than the previous day. The implied volatity was 39.42, the open interest changed by 63 which increased total open position to 970
On 11 May CROMPTON was trading at 290.20. The strike last trading price was 17, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 907
On 8 May CROMPTON was trading at 293.30. The strike last trading price was 19.35, which was 0.9500000000000028 higher than the previous day. The implied volatity was 43.08, the open interest changed by -32 which decreased total open position to 888
On 7 May CROMPTON was trading at 290.75. The strike last trading price was 18.3, which was 4.65 higher than the previous day. The implied volatity was 43.71, the open interest changed by -239 which decreased total open position to 921
On 6 May CROMPTON was trading at 284.05. The strike last trading price was 13.05, which was 3.5500000000000007 higher than the previous day. The implied volatity was 43.48, the open interest changed by -285 which decreased total open position to 1162
On 5 May CROMPTON was trading at 275.50. The strike last trading price was 9.85, which was -1.3000000000000007 lower than the previous day. The implied volatity was 40.73, the open interest changed by -61 which decreased total open position to 1418
On 4 May CROMPTON was trading at 277.95. The strike last trading price was 11.5, which was 1.83 higher than the previous day. The implied volatity was 42.46, the open interest changed by 225 which increased total open position to 1470
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 9.68, which was -1.3599999999999994 lower than the previous day. The implied volatity was 44.43, the open interest changed by 152 which increased total open position to 1397
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 11.03, which was 2.549999999999999 higher than the previous day. The implied volatity was 41.05, the open interest changed by 213 which increased total open position to 1246
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 8.52, which was 4.2299999999999995 higher than the previous day. The implied volatity was 42.15, the open interest changed by 149 which increased total open position to 1042
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 4.4, which was 1.5200000000000005 higher than the previous day. The implied volatity was 40.04, the open interest changed by 172 which increased total open position to 893
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 2.9, which was -1.08 lower than the previous day. The implied volatity was 38.7, the open interest changed by 240 which increased total open position to 721
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 3.95, which was -2.67 lower than the previous day. The implied volatity was 39.86, the open interest changed by 221 which increased total open position to 479
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 6.5, which was 0.4800000000000004 higher than the previous day. The implied volatity was 41.05, the open interest changed by 24 which increased total open position to 266
On 21 Apr CROMPTON was trading at 258.65. The strike last trading price was 5.99, which was -0.9399999999999995 lower than the previous day. The implied volatity was 41.17, the open interest changed by 77 which increased total open position to 242
On 20 Apr CROMPTON was trading at 261.22. The strike last trading price was 6.8, which was -0.4800000000000004 lower than the previous day. The implied volatity was 41.91, the open interest changed by 4 which increased total open position to 163
On 17 Apr CROMPTON was trading at 261.45. The strike last trading price was 7.43, which was 0.1999999999999993 higher than the previous day. The implied volatity was 39.94, the open interest changed by 53 which increased total open position to 159
On 16 Apr CROMPTON was trading at 260.97. The strike last trading price was 7.54, which was -3.96 lower than the previous day. The implied volatity was 40.3, the open interest changed by 104 which increased total open position to 104
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 12.1, 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 -, 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 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 3.47, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26-May-2026 (13d) 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0
Theta: -0.28
Gamma: 0.01823
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 284.80 | 6.3 | -2.3 (-26.74%) | 39.04 | 2,408 | 609 | 1,188 |
| 12 May | 282.05 | 7.65 | 2.1500000000000004 (39.09%) | 46.14 | 1,004 | 101 | 578 |
| 11 May | 290.20 | 5.2 | 0.25 (5.05%) | 0 | 611 | -247 | 477 |
| 8 May | 293.30 | 4.95 | -0.8999999999999995 (-15.38%) | 40.95 | 704 | 135 | 725 |
| 7 May | 290.75 | 5.85 | -2.6500000000000004 (-31.18%) | 41.11 | 707 | 161 | 589 |
| 6 May | 284.05 | 8.75 | -3.5999999999999996 (-29.15%) | 38.55 | 872 | 112 | 429 |
| 5 May | 275.50 | 11.9 | -0.25 (-2.06%) | 40.07 | 256 | 24 | 321 |
| 4 May | 277.95 | 11.8 | -4.300000000000001 (-26.71%) | 42.24 | 333 | 25 | 293 |
| 30 Apr | 272.36 | 16.37 | 2.2500000000000018 (15.93%) | 40.49 | 236 | -9 | 259 |
| 29 Apr | 276.01 | 14.5 | -2.4499999999999993 (-14.45%) | 41.53 | 903 | 182 | 271 |
| 28 Apr | 269.63 | 16.58 | -7.920000000000002 (-32.33%) | 38.12 | 95 | 17 | 92 |
| 27 Apr | 258.68 | 24.5 | -5.789999999999999 (-19.12%) | 35.87 | 17 | 7 | 76 |
| 24 Apr | 250.23 | 30.6 | 1.5500000000000007 (5.34%) | 35.96 | 9 | 0 | 69 |
| 23 Apr | 253.39 | 29.05 | 3.8000000000000007 (15.05%) | 41.22 | 9 | 1 | 69 |
| 22 Apr | 261.37 | 25.25 | 0.0799999999999983 (0.32%) | 39.45 | 2 | 0 | 66 |
| 21 Apr | 258.65 | 25.3 | 2.3000000000000007 (10.00%) | 38.98 | 23 | 14 | 64 |
| 20 Apr | 261.22 | 23 | -0.25 (-1.08%) | 40.62 | 7 | 4 | 50 |
| 17 Apr | 261.45 | 23.25 | -0.05000000000000071 (-0.21%) | 37.22 | 13 | 12 | 45 |
| 16 Apr | 260.97 | 23.3 | -9.7 (-29.39%) | 37.06 | 39 | 24 | 33 |
| 15 Apr | 247.95 | 33 | -7 (-17.50%) | 33.6 | 4 | 3 | 8 |
| 13 Apr | 237.67 | 40 | -2 (-4.76%) | 1.18 | 4 | 1 | 2 |
| 10 Apr | 241.72 | 42 | 0.6000000000000014 (1.45%) | - | 0 | 0 | 1 |
| 4 Mar | 245.35 | - | - | - | 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 280 expiring on 26MAY2026
Delta for 280 PE is -0.4
Historical price for 280 PE is as follows
On 13 May CROMPTON was trading at 284.80. The strike last trading price was 6.3, which was -2.3 lower than the previous day. The implied volatity was 39.04, the open interest changed by 609 which increased total open position to 1188
On 12 May CROMPTON was trading at 282.05. The strike last trading price was 7.65, which was 2.1500000000000004 higher than the previous day. The implied volatity was 46.14, the open interest changed by 101 which increased total open position to 578
On 11 May CROMPTON was trading at 290.20. The strike last trading price was 5.2, which was 0.25 higher than the previous day. The implied volatity was 0, the open interest changed by -247 which decreased total open position to 477
On 8 May CROMPTON was trading at 293.30. The strike last trading price was 4.95, which was -0.8999999999999995 lower than the previous day. The implied volatity was 40.95, the open interest changed by 135 which increased total open position to 725
On 7 May CROMPTON was trading at 290.75. The strike last trading price was 5.85, which was -2.6500000000000004 lower than the previous day. The implied volatity was 41.11, the open interest changed by 161 which increased total open position to 589
On 6 May CROMPTON was trading at 284.05. The strike last trading price was 8.75, which was -3.5999999999999996 lower than the previous day. The implied volatity was 38.55, the open interest changed by 112 which increased total open position to 429
On 5 May CROMPTON was trading at 275.50. The strike last trading price was 11.9, which was -0.25 lower than the previous day. The implied volatity was 40.07, the open interest changed by 24 which increased total open position to 321
On 4 May CROMPTON was trading at 277.95. The strike last trading price was 11.8, which was -4.300000000000001 lower than the previous day. The implied volatity was 42.24, the open interest changed by 25 which increased total open position to 293
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 16.37, which was 2.2500000000000018 higher than the previous day. The implied volatity was 40.49, the open interest changed by -9 which decreased total open position to 259
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 14.5, which was -2.4499999999999993 lower than the previous day. The implied volatity was 41.53, the open interest changed by 182 which increased total open position to 271
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 16.58, which was -7.920000000000002 lower than the previous day. The implied volatity was 38.12, the open interest changed by 17 which increased total open position to 92
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 24.5, which was -5.789999999999999 lower than the previous day. The implied volatity was 35.87, the open interest changed by 7 which increased total open position to 76
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 30.6, which was 1.5500000000000007 higher than the previous day. The implied volatity was 35.96, the open interest changed by 0 which decreased total open position to 69
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 29.05, which was 3.8000000000000007 higher than the previous day. The implied volatity was 41.22, the open interest changed by 1 which increased total open position to 69
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 25.25, which was 0.0799999999999983 higher than the previous day. The implied volatity was 39.45, the open interest changed by 0 which decreased total open position to 66
On 21 Apr CROMPTON was trading at 258.65. The strike last trading price was 25.3, which was 2.3000000000000007 higher than the previous day. The implied volatity was 38.98, the open interest changed by 14 which increased total open position to 64
On 20 Apr CROMPTON was trading at 261.22. The strike last trading price was 23, which was -0.25 lower than the previous day. The implied volatity was 40.62, the open interest changed by 4 which increased total open position to 50
On 17 Apr CROMPTON was trading at 261.45. The strike last trading price was 23.25, which was -0.05000000000000071 lower than the previous day. The implied volatity was 37.22, the open interest changed by 12 which increased total open position to 45
On 16 Apr CROMPTON was trading at 260.97. The strike last trading price was 23.3, which was -9.7 lower than the previous day. The implied volatity was 37.06, the open interest changed by 24 which increased total open position to 33
On 15 Apr CROMPTON was trading at 247.95. The strike last trading price was 33, which was -7 lower than the previous day. The implied volatity was 33.6, the open interest changed by 3 which increased total open position to 8
On 13 Apr CROMPTON was trading at 237.67. The strike last trading price was 40, which was -2 lower than the previous day. The implied volatity was 1.18, the open interest changed by 1 which increased total open position to 2
On 10 Apr CROMPTON was trading at 241.72. The strike last trading price was 42, which was 0.6000000000000014 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Mar CROMPTON was trading at 245.35. 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 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
