Historical option data for CROMPTON
27 May 2026 11:50 PM IST
| CROMPTON 30-Jun-2026 (33d) 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0
Theta: -0.18
Gamma: 0.01401
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 288.25 | 11.2 | -0.8 (-6.67%) | 32.19 | 341 | 53 | 175 | |||||||||
| 26 May | 289.05 | 11.55 | -3.45 (-23.00%) | 30.74 | 216 | 50 | 121 | |||||||||
| 25 May | 293.50 | 15 | -1 (-6.25%) | 32.93 | 47 | 7 | 71 | |||||||||
| 22 May | 294.75 | 16.5 | 2.65 (19.13%) | 34.18 | 83 | 10 | 64 | |||||||||
| 21 May | 291.85 | 13.85 | 0.1 (0.73%) | 31.02 | 26 | 10 | 52 | |||||||||
| 20 May | 290.60 | 13.95 | -4.75 (-25.40%) | 33.45 | 62 | 29 | 41 | |||||||||
| 19 May | 293.60 | 18.7 | 2.7 (16.87%) | 35.39 | 4 | 2 | 12 | |||||||||
| 18 May | 293.30 | 16.5 | -5.5 (-25.00%) | 35.86 | 4 | 1 | 9 | |||||||||
| 15 May | 301.95 | 21.75 | 6.75 (45.00%) | 32.83 | 10 | 5 | 7 | |||||||||
| 14 May | 288.95 | 15 | -0.8 (-5.06%) | 33.51 | 2 | 0 | 2 | |||||||||
| 13 May | 284.80 | 15.8 | 14.45 (1070.37%) | 42.63 | 2 | 2 | 2 | |||||||||
| 12 May | 282.05 | 0 | -1.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 290.20 | 0 | -1.35 (-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 | |||||||||
| 28 Apr | 269.63 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 290 expiring on 30JUN2026
Delta for 290 CE is 0.52
Historical price for 290 CE is as follows
On 27 May CROMPTON was trading at 288.25. The strike last trading price was 11.2, which was -0.8 lower than the previous day. The implied volatity was 32.19, the open interest changed by 53 which increased total open position to 175
On 26 May CROMPTON was trading at 289.05. The strike last trading price was 11.55, which was -3.45 lower than the previous day. The implied volatity was 30.74, the open interest changed by 50 which increased total open position to 121
On 25 May CROMPTON was trading at 293.50. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 32.93, the open interest changed by 7 which increased total open position to 71
On 22 May CROMPTON was trading at 294.75. The strike last trading price was 16.5, which was 2.65 higher than the previous day. The implied volatity was 34.18, the open interest changed by 10 which increased total open position to 64
On 21 May CROMPTON was trading at 291.85. The strike last trading price was 13.85, which was 0.1 higher than the previous day. The implied volatity was 31.02, the open interest changed by 10 which increased total open position to 52
On 20 May CROMPTON was trading at 290.60. The strike last trading price was 13.95, which was -4.75 lower than the previous day. The implied volatity was 33.45, the open interest changed by 29 which increased total open position to 41
On 19 May CROMPTON was trading at 293.60. The strike last trading price was 18.7, which was 2.7 higher than the previous day. The implied volatity was 35.39, the open interest changed by 2 which increased total open position to 12
On 18 May CROMPTON was trading at 293.30. The strike last trading price was 16.5, which was -5.5 lower than the previous day. The implied volatity was 35.86, the open interest changed by 1 which increased total open position to 9
On 15 May CROMPTON was trading at 301.95. The strike last trading price was 21.75, which was 6.75 higher than the previous day. The implied volatity was 32.83, the open interest changed by 5 which increased total open position to 7
On 14 May CROMPTON was trading at 288.95. The strike last trading price was 15, which was -0.8 lower than the previous day. The implied volatity was 33.51, the open interest changed by 0 which decreased total open position to 2
On 13 May CROMPTON was trading at 284.80. The strike last trading price was 15.8, which was 14.45 higher than the previous day. The implied volatity was 42.63, the open interest changed by 2 which increased total open position to 2
On 12 May CROMPTON was trading at 282.05. The strike last trading price was 0, which was -1.35 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 -1.35 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
On 28 Apr CROMPTON was trading at 269.63. 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 (33d) 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0
Theta: -0.12
Gamma: 0.01584
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 288.25 | 10.2 | -0.25 (-2.39%) | 28.48 | 270 | 86 | 207 |
| 26 May | 289.05 | 10.55 | 1.3 (14.05%) | 30.26 | 338 | 19 | 122 |
| 25 May | 293.50 | 9.3 | -0.05 (-0.53%) | 32.32 | 106 | 31 | 103 |
| 22 May | 294.75 | 9 | -1 (-10.00%) | 31.52 | 46 | 17 | 72 |
| 21 May | 291.85 | 10.1 | -1.35 (-11.79%) | 30.34 | 26 | 17 | 56 |
| 20 May | 290.60 | 11.45 | 0.8 (7.51%) | 32.89 | 8 | -2 | 39 |
| 19 May | 293.60 | 10.8 | -0.85 (-7.30%) | 33.89 | 19 | 10 | 42 |
| 18 May | 293.30 | 11.65 | 4.45 (61.81%) | 35.07 | 40 | -1 | 32 |
| 15 May | 301.95 | 7.75 | -5.95 (-43.43%) | 32.35 | 49 | 32 | 35 |
| 14 May | 288.95 | 13.7 | -2.3 (-14.38%) | 0 | 2 | 0 | 3 |
| 13 May | 284.80 | 16 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 12 May | 282.05 | 16 | 1 (6.67%) | 0 | 5 | 1 | 3 |
| 11 May | 290.20 | 15 | -0.4 (-2.60%) | 0 | 1 | 0 | 1 |
| 8 May | 293.30 | 15.4 | 0 (0.00%) | 38.37 | 0 | 0 | 1 |
| 7 May | 290.75 | 15.4 | -47.2 (-75.40%) | 38.37 | 3 | 2 | 2 |
| 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 |
| 28 Apr | 269.63 | 0 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 290 expiring on 30JUN2026
Delta for 290 PE is -0.49
Historical price for 290 PE is as follows
On 27 May CROMPTON was trading at 288.25. The strike last trading price was 10.2, which was -0.25 lower than the previous day. The implied volatity was 28.48, the open interest changed by 86 which increased total open position to 207
On 26 May CROMPTON was trading at 289.05. The strike last trading price was 10.55, which was 1.3 higher than the previous day. The implied volatity was 30.26, the open interest changed by 19 which increased total open position to 122
On 25 May CROMPTON was trading at 293.50. The strike last trading price was 9.3, which was -0.05 lower than the previous day. The implied volatity was 32.32, the open interest changed by 31 which increased total open position to 103
On 22 May CROMPTON was trading at 294.75. The strike last trading price was 9, which was -1 lower than the previous day. The implied volatity was 31.52, the open interest changed by 17 which increased total open position to 72
On 21 May CROMPTON was trading at 291.85. The strike last trading price was 10.1, which was -1.35 lower than the previous day. The implied volatity was 30.34, the open interest changed by 17 which increased total open position to 56
On 20 May CROMPTON was trading at 290.60. The strike last trading price was 11.45, which was 0.8 higher than the previous day. The implied volatity was 32.89, the open interest changed by -2 which decreased total open position to 39
On 19 May CROMPTON was trading at 293.60. The strike last trading price was 10.8, which was -0.85 lower than the previous day. The implied volatity was 33.89, the open interest changed by 10 which increased total open position to 42
On 18 May CROMPTON was trading at 293.30. The strike last trading price was 11.65, which was 4.45 higher than the previous day. The implied volatity was 35.07, the open interest changed by -1 which decreased total open position to 32
On 15 May CROMPTON was trading at 301.95. The strike last trading price was 7.75, which was -5.95 lower than the previous day. The implied volatity was 32.35, the open interest changed by 32 which increased total open position to 35
On 14 May CROMPTON was trading at 288.95. The strike last trading price was 13.7, which was -2.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May CROMPTON was trading at 284.80. The strike last trading price was 16, 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 3
On 12 May CROMPTON was trading at 282.05. The strike last trading price was 16, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 11 May CROMPTON was trading at 290.20. The strike last trading price was 15, which was -0.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May CROMPTON was trading at 293.30. The strike last trading price was 15.4, which was 0 lower than the previous day. The implied volatity was 38.37, the open interest changed by 0 which decreased total open position to 1
On 7 May CROMPTON was trading at 290.75. The strike last trading price was 15.4, which was -47.2 lower than the previous day. The implied volatity was 38.37, the open interest changed by 2 which increased total open position to 2
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
On 28 Apr CROMPTON was trading at 269.63. 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
