CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
15 May 2026 04:10 PM IST
| CROMPTON 26-May-2026 (10d) 290 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0
Theta: -0.26
Gamma: 0.01673
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 301.95 | 15.05 | 8.05 (115.00%) | 34.53 | 4,639 | -871 | 758 | |||||||||
| 14 May | 288.95 | 7.2 | 0.20000000000000018 (2.86%) | 35.15 | 6,941 | -145 | 1,619 | |||||||||
| 13 May | 284.80 | 7.5 | 0.5 (7.14%) | 45.65 | 3,843 | 13 | 1,764 | |||||||||
| 12 May | 282.05 | 7.4 | -3.5999999999999996 (-32.73%) | 41.13 | 2,059 | 504 | 1,752 | |||||||||
| 11 May | 290.20 | 11.4 | -1.5999999999999996 (-12.31%) | 46.27 | 895 | 92 | 1,247 | |||||||||
| 8 May | 293.30 | 13.05 | 0.75 (6.10%) | 42.12 | 1,625 | -136 | 1,156 | |||||||||
| 7 May | 290.75 | 12.25 | 3.5500000000000007 (40.80%) | 42.46 | 3,486 | -205 | 1,282 | |||||||||
| 6 May | 284.05 | 8.45 | 2.8999999999999995 (52.25%) | 43.4 | 3,703 | -162 | 1,481 | |||||||||
| 5 May | 275.50 | 6.05 | -1.0499999999999998 (-14.79%) | 40.72 | 1,431 | 48 | 1,652 | |||||||||
| 4 May | 277.95 | 7.25 | 0.7000000000000002 (10.69%) | 43.43 | 950 | 103 | 1,605 | |||||||||
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| 30 Apr | 272.36 | 6.42 | -0.9800000000000004 (-13.24%) | 45.33 | 1,235 | 140 | 1,642 | |||||||||
| 29 Apr | 276.01 | 7.4 | 1.9300000000000006 (35.28%) | 42.04 | 4,735 | 1,046 | 1,501 | |||||||||
| 28 Apr | 269.63 | 5.43 | 2.9299999999999997 (117.20%) | 41.93 | 1,269 | 382 | 453 | |||||||||
| 27 Apr | 258.68 | 2.55 | 0.8499999999999999 (50.00%) | 39.93 | 88 | 44 | 70 | |||||||||
| 24 Apr | 250.23 | 1.7 | -1.36 (-44.44%) | 39.04 | 10 | 3 | 23 | |||||||||
| 23 Apr | 253.39 | 3.06 | -1.02 (-25.00%) | 41.53 | 20 | 7 | 20 | |||||||||
| 22 Apr | 261.37 | 4.1 | 0.09999999999999964 (2.50%) | 40.72 | 16 | 12 | 13 | |||||||||
| 21 Apr | 258.65 | 4 | -4.43 (-52.55%) | 42.01 | 1 | 0 | 0 | |||||||||
| 20 Apr | 261.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 261.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 290 expiring on 26MAY2026
Delta for 290 CE is 0.76
Historical price for 290 CE is as follows
On 15 May CROMPTON was trading at 301.95. The strike last trading price was 15.05, which was 8.05 higher than the previous day. The implied volatity was 34.53, the open interest changed by -871 which decreased total open position to 758
On 14 May CROMPTON was trading at 288.95. The strike last trading price was 7.2, which was 0.20000000000000018 higher than the previous day. The implied volatity was 35.15, the open interest changed by -145 which decreased total open position to 1619
On 13 May CROMPTON was trading at 284.80. The strike last trading price was 7.5, which was 0.5 higher than the previous day. The implied volatity was 45.65, the open interest changed by 13 which increased total open position to 1764
On 12 May CROMPTON was trading at 282.05. The strike last trading price was 7.4, which was -3.5999999999999996 lower than the previous day. The implied volatity was 41.13, the open interest changed by 504 which increased total open position to 1752
On 11 May CROMPTON was trading at 290.20. The strike last trading price was 11.4, which was -1.5999999999999996 lower than the previous day. The implied volatity was 46.27, the open interest changed by 92 which increased total open position to 1247
On 8 May CROMPTON was trading at 293.30. The strike last trading price was 13.05, which was 0.75 higher than the previous day. The implied volatity was 42.12, the open interest changed by -136 which decreased total open position to 1156
On 7 May CROMPTON was trading at 290.75. The strike last trading price was 12.25, which was 3.5500000000000007 higher than the previous day. The implied volatity was 42.46, the open interest changed by -205 which decreased total open position to 1282
On 6 May CROMPTON was trading at 284.05. The strike last trading price was 8.45, which was 2.8999999999999995 higher than the previous day. The implied volatity was 43.4, the open interest changed by -162 which decreased total open position to 1481
On 5 May CROMPTON was trading at 275.50. The strike last trading price was 6.05, which was -1.0499999999999998 lower than the previous day. The implied volatity was 40.72, the open interest changed by 48 which increased total open position to 1652
On 4 May CROMPTON was trading at 277.95. The strike last trading price was 7.25, which was 0.7000000000000002 higher than the previous day. The implied volatity was 43.43, the open interest changed by 103 which increased total open position to 1605
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 6.42, which was -0.9800000000000004 lower than the previous day. The implied volatity was 45.33, the open interest changed by 140 which increased total open position to 1642
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 7.4, which was 1.9300000000000006 higher than the previous day. The implied volatity was 42.04, the open interest changed by 1046 which increased total open position to 1501
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 5.43, which was 2.9299999999999997 higher than the previous day. The implied volatity was 41.93, the open interest changed by 382 which increased total open position to 453
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 2.55, which was 0.8499999999999999 higher than the previous day. The implied volatity was 39.93, the open interest changed by 44 which increased total open position to 70
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 1.7, which was -1.36 lower than the previous day. The implied volatity was 39.04, the open interest changed by 3 which increased total open position to 23
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 3.06, which was -1.02 lower than the previous day. The implied volatity was 41.53, the open interest changed by 7 which increased total open position to 20
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 4.1, which was 0.09999999999999964 higher than the previous day. The implied volatity was 40.72, the open interest changed by 12 which increased total open position to 13
On 21 Apr CROMPTON was trading at 258.65. The strike last trading price was 4, which was -4.43 lower than the previous day. The implied volatity was 42.01, 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
| CROMPTON 26-May-2026 (10d) 290 PE | |||||||
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Delta: -0.24
Vega: 0
Theta: -0.23
Gamma: 0.01643
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 301.95 | 2.8 | -4.2 (-60.00%) | 35.71 | 4,346 | 370 | 1,860 |
| 14 May | 288.95 | 6.55 | -4.6499999999999995 (-41.52%) | 29.67 | 1,924 | 226 | 1,789 |
| 13 May | 284.80 | 11.75 | -2.4000000000000004 (-16.96%) | 40.16 | 1,515 | -27 | 1,571 |
| 12 May | 282.05 | 12.85 | 3.6500000000000004 (39.67%) | 46.83 | 869 | 15 | 1,598 |
| 11 May | 290.20 | 9.15 | 0.75 (8.93%) | 0 | 2,136 | 1,111 | 1,583 |
| 8 May | 293.30 | 8.6 | -1.0999999999999996 (-11.34%) | 40.18 | 990 | 103 | 459 |
| 7 May | 290.75 | 9.6 | -3.950000000000001 (-29.15%) | 40.02 | 689 | 60 | 355 |
| 6 May | 284.05 | 13.95 | -4.25 (-23.35%) | 37.53 | 477 | 41 | 292 |
| 5 May | 275.50 | 17.55 | -0.5500000000000007 (-3.04%) | 37.52 | 46 | 2 | 252 |
| 4 May | 277.95 | 17.55 | -5.219999999999999 (-22.92%) | 41.08 | 97 | 63 | 250 |
| 30 Apr | 272.36 | 23.18 | 2.5500000000000007 (12.36%) | 41.28 | 80 | 22 | 209 |
| 29 Apr | 276.01 | 20.3 | -3.41 (-14.38%) | 41.37 | 268 | 60 | 187 |
| 28 Apr | 269.63 | 24.1 | -8.280000000000001 (-25.57%) | 39.14 | 26 | 6 | 127 |
| 27 Apr | 258.68 | 32.35 | -8.049999999999997 (-19.93%) | 34.05 | 85 | 73 | 110 |
| 24 Apr | 250.23 | 40.4 | 4.240000000000002 (11.73%) | 34.41 | 4 | 2 | 35 |
| 23 Apr | 253.39 | 36.16 | 5.809999999999995 (19.14%) | 39.45 | 5 | 4 | 33 |
| 22 Apr | 261.37 | 30.5 | -1 (-3.17%) | 36.69 | 11 | 10 | 28 |
| 21 Apr | 258.65 | 31.5 | 1.1000000000000014 (3.62%) | 34.12 | 4 | 2 | 16 |
| 20 Apr | 261.22 | 30.4 | -0.8200000000000003 (-2.63%) | 30.69 | 14 | 9 | 9 |
| 17 Apr | 261.45 | 0 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 290 expiring on 26MAY2026
Delta for 290 PE is -0.24
Historical price for 290 PE is as follows
On 15 May CROMPTON was trading at 301.95. The strike last trading price was 2.8, which was -4.2 lower than the previous day. The implied volatity was 35.71, the open interest changed by 370 which increased total open position to 1860
On 14 May CROMPTON was trading at 288.95. The strike last trading price was 6.55, which was -4.6499999999999995 lower than the previous day. The implied volatity was 29.67, the open interest changed by 226 which increased total open position to 1789
On 13 May CROMPTON was trading at 284.80. The strike last trading price was 11.75, which was -2.4000000000000004 lower than the previous day. The implied volatity was 40.16, the open interest changed by -27 which decreased total open position to 1571
On 12 May CROMPTON was trading at 282.05. The strike last trading price was 12.85, which was 3.6500000000000004 higher than the previous day. The implied volatity was 46.83, the open interest changed by 15 which increased total open position to 1598
On 11 May CROMPTON was trading at 290.20. The strike last trading price was 9.15, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by 1111 which increased total open position to 1583
On 8 May CROMPTON was trading at 293.30. The strike last trading price was 8.6, which was -1.0999999999999996 lower than the previous day. The implied volatity was 40.18, the open interest changed by 103 which increased total open position to 459
On 7 May CROMPTON was trading at 290.75. The strike last trading price was 9.6, which was -3.950000000000001 lower than the previous day. The implied volatity was 40.02, the open interest changed by 60 which increased total open position to 355
On 6 May CROMPTON was trading at 284.05. The strike last trading price was 13.95, which was -4.25 lower than the previous day. The implied volatity was 37.53, the open interest changed by 41 which increased total open position to 292
On 5 May CROMPTON was trading at 275.50. The strike last trading price was 17.55, which was -0.5500000000000007 lower than the previous day. The implied volatity was 37.52, the open interest changed by 2 which increased total open position to 252
On 4 May CROMPTON was trading at 277.95. The strike last trading price was 17.55, which was -5.219999999999999 lower than the previous day. The implied volatity was 41.08, the open interest changed by 63 which increased total open position to 250
On 30 Apr CROMPTON was trading at 272.36. The strike last trading price was 23.18, which was 2.5500000000000007 higher than the previous day. The implied volatity was 41.28, the open interest changed by 22 which increased total open position to 209
On 29 Apr CROMPTON was trading at 276.01. The strike last trading price was 20.3, which was -3.41 lower than the previous day. The implied volatity was 41.37, the open interest changed by 60 which increased total open position to 187
On 28 Apr CROMPTON was trading at 269.63. The strike last trading price was 24.1, which was -8.280000000000001 lower than the previous day. The implied volatity was 39.14, the open interest changed by 6 which increased total open position to 127
On 27 Apr CROMPTON was trading at 258.68. The strike last trading price was 32.35, which was -8.049999999999997 lower than the previous day. The implied volatity was 34.05, the open interest changed by 73 which increased total open position to 110
On 24 Apr CROMPTON was trading at 250.23. The strike last trading price was 40.4, which was 4.240000000000002 higher than the previous day. The implied volatity was 34.41, the open interest changed by 2 which increased total open position to 35
On 23 Apr CROMPTON was trading at 253.39. The strike last trading price was 36.16, which was 5.809999999999995 higher than the previous day. The implied volatity was 39.45, the open interest changed by 4 which increased total open position to 33
On 22 Apr CROMPTON was trading at 261.37. The strike last trading price was 30.5, which was -1 lower than the previous day. The implied volatity was 36.69, the open interest changed by 10 which increased total open position to 28
On 21 Apr CROMPTON was trading at 258.65. The strike last trading price was 31.5, which was 1.1000000000000014 higher than the previous day. The implied volatity was 34.12, the open interest changed by 2 which increased total open position to 16
On 20 Apr CROMPTON was trading at 261.22. The strike last trading price was 30.4, which was -0.8200000000000003 lower than the previous day. The implied volatity was 30.69, the open interest changed by 9 which increased total open position to 9
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
