CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
12 Dec 2025 04:11 PM IST
| CROMPTON 30-DEC-2025 295 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 254.10 | 0.2 | 0 | 32.68 | 28 | 9 | 200 | |||||||||
| 11 Dec | 251.50 | 0.2 | 0 | 34.31 | 26 | -11 | 206 | |||||||||
| 10 Dec | 249.90 | 0.2 | -0.05 | 34.87 | 5 | 0 | 222 | |||||||||
| 9 Dec | 253.15 | 0.25 | -0.05 | - | 0 | -12 | 0 | |||||||||
| 8 Dec | 252.70 | 0.25 | -0.05 | 32.48 | 29 | -6 | 228 | |||||||||
| 5 Dec | 260.10 | 0.3 | -0.05 | 25.87 | 18 | 13 | 235 | |||||||||
| 4 Dec | 258.90 | 0.35 | 0.05 | 27.43 | 50 | 37 | 221 | |||||||||
| 3 Dec | 255.85 | 0.3 | -0.1 | 26.67 | 45 | -13 | 184 | |||||||||
| 2 Dec | 260.90 | 0.4 | -0.05 | 25.13 | 59 | -6 | 198 | |||||||||
| 1 Dec | 262.45 | 0.45 | -0.15 | 23.99 | 92 | 13 | 205 | |||||||||
| 28 Nov | 265.35 | 0.6 | -0.3 | 22.35 | 60 | 5 | 190 | |||||||||
| 27 Nov | 266.65 | 0.9 | -0.35 | 23.40 | 71 | 35 | 184 | |||||||||
| 26 Nov | 268.35 | 1.2 | 0.2 | 23.50 | 69 | 18 | 148 | |||||||||
| 25 Nov | 265.05 | 1 | -0.35 | 24.55 | 17 | 0 | 132 | |||||||||
| 24 Nov | 265.40 | 1.35 | -0.5 | 26.07 | 43 | 22 | 135 | |||||||||
| 21 Nov | 267.35 | 1.85 | -0.45 | 25.96 | 73 | 14 | 110 | |||||||||
| 20 Nov | 270.00 | 2.2 | -0.9 | 25.41 | 34 | 10 | 96 | |||||||||
| 19 Nov | 274.30 | 3.1 | -0.3 | 24.38 | 85 | 57 | 86 | |||||||||
| 18 Nov | 273.10 | 3.4 | -0.6 | 26.02 | 25 | 14 | 29 | |||||||||
| 17 Nov | 274.35 | 4 | -0.8 | 26.43 | 12 | 4 | 14 | |||||||||
| 14 Nov | 276.15 | 4.8 | -1.85 | 26.33 | 19 | -3 | 10 | |||||||||
| 13 Nov | 278.60 | 6.65 | 0.3 | 29.94 | 1 | 0 | 13 | |||||||||
| 12 Nov | 281.30 | 6.35 | 0.8 | 25.30 | 2 | 0 | 14 | |||||||||
| 11 Nov | 279.10 | 5.55 | -0.6 | 24.48 | 1 | 0 | 13 | |||||||||
| 10 Nov | 280.30 | 6.15 | -0.2 | 25.22 | 3 | 2 | 12 | |||||||||
| 7 Nov | 277.15 | 6.35 | -8.35 | 27.36 | 11 | 10 | 10 | |||||||||
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| 6 Nov | 278.55 | 14.7 | 0 | 3.64 | 0 | 0 | 0 | |||||||||
| 4 Nov | 283.25 | 14.7 | 0 | 2.01 | 0 | 0 | 0 | |||||||||
| 3 Nov | 284.10 | 14.7 | 0 | 1.83 | 0 | 0 | 0 | |||||||||
| 31 Oct | 282.70 | 14.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 286.65 | 14.7 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 29 Oct | 291.05 | 14.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Crompt Grea Con Elec Ltd - strike price 295 expiring on 30DEC2025
Delta for 295 CE is 0.03
Historical price for 295 CE is as follows
On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 32.68, the open interest changed by 9 which increased total open position to 200
On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 34.31, the open interest changed by -11 which decreased total open position to 206
On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 222
On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 0
On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 32.48, the open interest changed by -6 which decreased total open position to 228
On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 25.87, the open interest changed by 13 which increased total open position to 235
On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 27.43, the open interest changed by 37 which increased total open position to 221
On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 26.67, the open interest changed by -13 which decreased total open position to 184
On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 25.13, the open interest changed by -6 which decreased total open position to 198
On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 23.99, the open interest changed by 13 which increased total open position to 205
On 28 Nov CROMPTON was trading at 265.35. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 22.35, the open interest changed by 5 which increased total open position to 190
On 27 Nov CROMPTON was trading at 266.65. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 23.40, the open interest changed by 35 which increased total open position to 184
On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 23.50, the open interest changed by 18 which increased total open position to 148
On 25 Nov CROMPTON was trading at 265.05. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 132
On 24 Nov CROMPTON was trading at 265.40. The strike last trading price was 1.35, which was -0.5 lower than the previous day. The implied volatity was 26.07, the open interest changed by 22 which increased total open position to 135
On 21 Nov CROMPTON was trading at 267.35. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 25.96, the open interest changed by 14 which increased total open position to 110
On 20 Nov CROMPTON was trading at 270.00. The strike last trading price was 2.2, which was -0.9 lower than the previous day. The implied volatity was 25.41, the open interest changed by 10 which increased total open position to 96
On 19 Nov CROMPTON was trading at 274.30. The strike last trading price was 3.1, which was -0.3 lower than the previous day. The implied volatity was 24.38, the open interest changed by 57 which increased total open position to 86
On 18 Nov CROMPTON was trading at 273.10. The strike last trading price was 3.4, which was -0.6 lower than the previous day. The implied volatity was 26.02, the open interest changed by 14 which increased total open position to 29
On 17 Nov CROMPTON was trading at 274.35. The strike last trading price was 4, which was -0.8 lower than the previous day. The implied volatity was 26.43, the open interest changed by 4 which increased total open position to 14
On 14 Nov CROMPTON was trading at 276.15. The strike last trading price was 4.8, which was -1.85 lower than the previous day. The implied volatity was 26.33, the open interest changed by -3 which decreased total open position to 10
On 13 Nov CROMPTON was trading at 278.60. The strike last trading price was 6.65, which was 0.3 higher than the previous day. The implied volatity was 29.94, the open interest changed by 0 which decreased total open position to 13
On 12 Nov CROMPTON was trading at 281.30. The strike last trading price was 6.35, which was 0.8 higher than the previous day. The implied volatity was 25.30, the open interest changed by 0 which decreased total open position to 14
On 11 Nov CROMPTON was trading at 279.10. The strike last trading price was 5.55, which was -0.6 lower than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 13
On 10 Nov CROMPTON was trading at 280.30. The strike last trading price was 6.15, which was -0.2 lower than the previous day. The implied volatity was 25.22, the open interest changed by 2 which increased total open position to 12
On 7 Nov CROMPTON was trading at 277.15. The strike last trading price was 6.35, which was -8.35 lower than the previous day. The implied volatity was 27.36, the open interest changed by 10 which increased total open position to 10
On 6 Nov CROMPTON was trading at 278.55. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CROMPTON was trading at 283.25. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 3 Nov CROMPTON was trading at 284.10. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 31 Oct CROMPTON was trading at 282.70. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct CROMPTON was trading at 286.65. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 29 Oct CROMPTON was trading at 291.05. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30DEC2025 295 PE | |||||||
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Delta: -0.79
Vega: 0.17
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 254.10 | 43.1 | 5.9 | 72.52 | 13 | -6 | 46 |
| 11 Dec | 251.50 | 37.2 | 10.55 | - | 0 | 0 | 52 |
| 10 Dec | 249.90 | 37.2 | 10.55 | - | 0 | 0 | 52 |
| 9 Dec | 253.15 | 37.2 | 10.55 | - | 0 | 0 | 0 |
| 8 Dec | 252.70 | 37.2 | 10.55 | - | 0 | 0 | 52 |
| 5 Dec | 260.10 | 37.2 | 10.55 | - | 0 | 0 | 0 |
| 4 Dec | 258.90 | 37.2 | 10.55 | - | 0 | -1 | 0 |
| 3 Dec | 255.85 | 37.2 | 10.55 | 40.33 | 2 | 0 | 53 |
| 2 Dec | 260.90 | 26.65 | 0.75 | - | 0 | 0 | 0 |
| 1 Dec | 262.45 | 26.65 | 0.75 | - | 0 | 0 | 0 |
| 28 Nov | 265.35 | 26.65 | 0.75 | - | 0 | 3 | 0 |
| 27 Nov | 266.65 | 26.65 | 0.75 | 25.07 | 11 | 3 | 53 |
| 26 Nov | 268.35 | 25.9 | -5 | 29.49 | 3 | 1 | 49 |
| 25 Nov | 265.05 | 30.9 | 2.6 | 38.10 | 4 | 1 | 48 |
| 24 Nov | 265.40 | 28.3 | 3.2 | 27.16 | 1 | 0 | 46 |
| 21 Nov | 267.35 | 25.1 | 0.1 | 18.75 | 3 | 0 | 45 |
| 20 Nov | 270.00 | 25 | 3.15 | 27.90 | 19 | 12 | 39 |
| 19 Nov | 274.30 | 21.85 | -0.15 | 29.86 | 5 | 3 | 25 |
| 18 Nov | 273.10 | 22 | 1.7 | - | 0 | 3 | 0 |
| 17 Nov | 274.35 | 22 | 1.7 | 30.62 | 3 | 2 | 21 |
| 14 Nov | 276.15 | 20.3 | 0.1 | 28.47 | 13 | 8 | 14 |
| 13 Nov | 278.60 | 20.2 | 3.9 | - | 0 | 0 | 0 |
| 12 Nov | 281.30 | 20.2 | 3.9 | - | 0 | 0 | 0 |
| 11 Nov | 279.10 | 20.2 | 3.9 | - | 0 | 0 | 0 |
| 10 Nov | 280.30 | 20.2 | 3.9 | - | 0 | 6 | 0 |
| 7 Nov | 277.15 | 20.2 | 3.9 | 28.98 | 6 | 0 | 0 |
| 6 Nov | 278.55 | 16.3 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 283.25 | 16.3 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 284.10 | 16.3 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 282.70 | 16.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 286.65 | 16.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 291.05 | 16.3 | 0 | 0.23 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 295 expiring on 30DEC2025
Delta for 295 PE is -0.79
Historical price for 295 PE is as follows
On 12 Dec CROMPTON was trading at 254.10. The strike last trading price was 43.1, which was 5.9 higher than the previous day. The implied volatity was 72.52, the open interest changed by -6 which decreased total open position to 46
On 11 Dec CROMPTON was trading at 251.50. The strike last trading price was 37.2, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 10 Dec CROMPTON was trading at 249.90. The strike last trading price was 37.2, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 9 Dec CROMPTON was trading at 253.15. The strike last trading price was 37.2, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec CROMPTON was trading at 252.70. The strike last trading price was 37.2, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 5 Dec CROMPTON was trading at 260.10. The strike last trading price was 37.2, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec CROMPTON was trading at 258.90. The strike last trading price was 37.2, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Dec CROMPTON was trading at 255.85. The strike last trading price was 37.2, which was 10.55 higher than the previous day. The implied volatity was 40.33, the open interest changed by 0 which decreased total open position to 53
On 2 Dec CROMPTON was trading at 260.90. The strike last trading price was 26.65, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec CROMPTON was trading at 262.45. The strike last trading price was 26.65, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CROMPTON was trading at 265.35. The strike last trading price was 26.65, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov CROMPTON was trading at 266.65. The strike last trading price was 26.65, which was 0.75 higher than the previous day. The implied volatity was 25.07, the open interest changed by 3 which increased total open position to 53
On 26 Nov CROMPTON was trading at 268.35. The strike last trading price was 25.9, which was -5 lower than the previous day. The implied volatity was 29.49, the open interest changed by 1 which increased total open position to 49
On 25 Nov CROMPTON was trading at 265.05. The strike last trading price was 30.9, which was 2.6 higher than the previous day. The implied volatity was 38.10, the open interest changed by 1 which increased total open position to 48
On 24 Nov CROMPTON was trading at 265.40. The strike last trading price was 28.3, which was 3.2 higher than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 46
On 21 Nov CROMPTON was trading at 267.35. The strike last trading price was 25.1, which was 0.1 higher than the previous day. The implied volatity was 18.75, the open interest changed by 0 which decreased total open position to 45
On 20 Nov CROMPTON was trading at 270.00. The strike last trading price was 25, which was 3.15 higher than the previous day. The implied volatity was 27.90, the open interest changed by 12 which increased total open position to 39
On 19 Nov CROMPTON was trading at 274.30. The strike last trading price was 21.85, which was -0.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by 3 which increased total open position to 25
On 18 Nov CROMPTON was trading at 273.10. The strike last trading price was 22, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 17 Nov CROMPTON was trading at 274.35. The strike last trading price was 22, which was 1.7 higher than the previous day. The implied volatity was 30.62, the open interest changed by 2 which increased total open position to 21
On 14 Nov CROMPTON was trading at 276.15. The strike last trading price was 20.3, which was 0.1 higher than the previous day. The implied volatity was 28.47, the open interest changed by 8 which increased total open position to 14
On 13 Nov CROMPTON was trading at 278.60. The strike last trading price was 20.2, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov CROMPTON was trading at 281.30. The strike last trading price was 20.2, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov CROMPTON was trading at 279.10. The strike last trading price was 20.2, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov CROMPTON was trading at 280.30. The strike last trading price was 20.2, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 7 Nov CROMPTON was trading at 277.15. The strike last trading price was 20.2, which was 3.9 higher than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 0
On 6 Nov CROMPTON was trading at 278.55. The strike last trading price was 16.3, 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 Nov CROMPTON was trading at 283.25. The strike last trading price was 16.3, 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 3 Nov CROMPTON was trading at 284.10. The strike last trading price was 16.3, 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 31 Oct CROMPTON was trading at 282.70. The strike last trading price was 16.3, 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 Oct CROMPTON was trading at 286.65. The strike last trading price was 16.3, 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 Oct CROMPTON was trading at 291.05. The strike last trading price was 16.3, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0































































































































































































































