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CROMPTON CROMPT GREA CON ELEC LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

CROMPT GREA CON ELEC LTD — on this desk since 1 Oct 2021.

Results meeting today Fri 16 Oct 2026, as the company announced it to NSE

implied move
5.5%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.68%
the future traded 0.68% above the share
option prices
87
dearer than 87 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—25.9508,6001904,75,150−10,7500.32long unwinding
—23.49017,2001931,74,15000.07—
————1953,48,300+40,8500.56long build-up
—18.6702,1501981,07,50000.25—
short covering18.80−8,6002,49,4002007,20,250+83,8500.97short build-up
—14.1101,76,3002032,12,850−6,4501.26long unwinding
long unwinding12.00−8,6002,83,80020510,47,050+1,33,3001.67short build-up
short covering12.19−2,1502,47,2502082,25,750+12,9002.25short build-up
long unwinding10.07−3,37,55010,32,000210wall15,22,200−64,5002.95long unwinding
long unwinding8.55−53,7504,64,4002132,70,900−1,20,4003.69long unwinding
short covering7.14−98,9008,55,700215at the money13,39,450−21,5004.76long unwinding
short build-up5.78+19,3504,68,7002182,08,550+1,13,9505.96short build-up
long unwinding4.68−5,37,50024,81,10022011,18,000−38,7007.33long unwinding
long unwinding3.76−1,52,6502,27,9002234,300+2,1508.75long build-up
long build-up2.95+64,50034,74,40022511,37,350010.62—
—2.33+2,27,9004,60,100228————
—1.84+2,10,70034,85,150wall2307,07,350−6,45014.78short covering
—1.51068,800233————
long unwinding1.14−23,6508,81,5002352,15,000019.34—
short build-up0.73+1,29,0008,55,7002403,44,000−10,75024.13short covering
long unwinding0.47−6,4502,85,95024517,200029.03—

The options were priced for a move of about 5.5% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 119 of 276 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.68% above the share.

Not in the F&O ban this session; open interest stood at 115% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.5% by 27 Oct; over the sessions the desk holds it ranged 1.4–9.2%.

Option prices were dearer than 87 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong build5.5%0.68%
Wed 14 Octlong build5.6%0.43%
Tue 13 Octlong build6.0%0.83%
Mon 12 Octlong unwind5.5%0.22%
Fri 9 Octlong build6.2%0.62%
Thu 8 Octshort build6.4%0.52%
Wed 7 Octshort build6.2%0.61%
Tue 6 Octshort cover5.8%0.35%
Mon 5 Octshort cover6.1%0.08%
Thu 1 Octlong unwind7.3%0.48%
Wed 30 Sepshort build6.2%0.89%
Tue 29 Sepshort build6.5%1.47%
Mon 28 Seplong build6.2%0.50%
Fri 25 Seplong unwind2.0%-0.05%
Thu 24 Sepshort build2.4%0.33%
Wed 23 Seplong build2.3%0.34%
Tue 22 Sepshort build2.9%0.47%
Mon 21 Sepshort build2.9%0.38%
Fri 18 Seplong build3.5%-0.17%
Thu 17 Seplong build3.9%0.69%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 1,800 to 2,150 on 29 Apr 2026; contracts either side are compared in shares, not lots.