GRANULES
Granules India Limited
Historical option data for GRANULES
03 Dec 2024 04:13 PM IST
| GRANULES 26DEC2024 490 CE | ||||||||||
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Delta: 0.79
Vega: 0.39
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 534.15 | 55.75 | -39.25 | 50.18 | 22 | 8 | 8 | |||
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| 27 Nov | 582.95 | 95 | - | 0 | 0 | 0 | ||||
For Granules India Limited - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.79
Historical price for 490 CE is as follows
On 3 Dec GRANULES was trading at 534.15. The strike last trading price was 55.75, which was -39.25 lower than the previous day. The implied volatity was 50.18, the open interest changed by 8 which increased total open position to 8
On 27 Nov GRANULES was trading at 582.95. The strike last trading price was 95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GRANULES 26DEC2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.40
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 534.15 | 9.65 | -0.30 | 52.66 | 617 | 195 | 195 |
| 27 Nov | 582.95 | 9.95 | 17.70 | 0 | 0 | 0 | |
For Granules India Limited - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.22
Historical price for 490 PE is as follows
On 3 Dec GRANULES was trading at 534.15. The strike last trading price was 9.65, which was -0.30 lower than the previous day. The implied volatity was 52.66, the open interest changed by 195 which increased total open position to 195
On 27 Nov GRANULES was trading at 582.95. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was 17.70, the open interest changed by 0 which decreased total open position to 0
