GRANULES
Granules India Limited
Historical option data for GRANULES
03 Feb 2025 03:33 PM IST
| GRANULES 27FEB2025 540 CE | ||||||||||
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Delta: 0.67
Vega: 0.52
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 556.45 | 36.1 | -4.4 | 41.77 | 23 | 2 | 103 | |||
| 1 Feb | 565.10 | 42.25 | 6.6 | 41.78 | 49 | -5 | 106 | |||
| 31 Jan | 556.35 | 36 | -7.4 | 42.18 | 44 | 16 | 111 | |||
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| 30 Jan | 564.45 | 43.5 | 21.3 | 48.98 | 354 | 0 | 98 | |||
| 29 Jan | 534.80 | 22.9 | 5.05 | 37.79 | 283 | 26 | 101 | |||
| 28 Jan | 516.40 | 17.65 | -12.45 | 43.18 | 166 | 88 | 89 | |||
| 27 Jan | 544.60 | 30.1 | -53.05 | 41.73 | 1 | 0 | 0 | |||
| 24 Jan | 582.00 | 83.15 | 0 | - | 0 | 0 | 0 | |||
| 27 Dec | 585.85 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 592.95 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 596.85 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 586.70 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 592.40 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 600.05 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 596.80 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 589.75 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 584.10 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 584.80 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 589.30 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 585.30 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 582.80 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 580.10 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 575.65 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 566.95 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 543.05 | 83.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 534.15 | 83.15 | 83.15 | - | 0 | 0 | 0 | |||
| 2 Dec | 595.05 | 0 | - | 0 | 0 | 0 | ||||
For Granules India Limited - strike price 540 expiring on 27FEB2025
Delta for 540 CE is 0.67
Historical price for 540 CE is as follows
On 3 Feb GRANULES was trading at 556.45. The strike last trading price was 36.1, which was -4.4 lower than the previous day. The implied volatity was 41.77, the open interest changed by 2 which increased total open position to 103
On 1 Feb GRANULES was trading at 565.10. The strike last trading price was 42.25, which was 6.6 higher than the previous day. The implied volatity was 41.78, the open interest changed by -5 which decreased total open position to 106
On 31 Jan GRANULES was trading at 556.35. The strike last trading price was 36, which was -7.4 lower than the previous day. The implied volatity was 42.18, the open interest changed by 16 which increased total open position to 111
On 30 Jan GRANULES was trading at 564.45. The strike last trading price was 43.5, which was 21.3 higher than the previous day. The implied volatity was 48.98, the open interest changed by 0 which decreased total open position to 98
On 29 Jan GRANULES was trading at 534.80. The strike last trading price was 22.9, which was 5.05 higher than the previous day. The implied volatity was 37.79, the open interest changed by 26 which increased total open position to 101
On 28 Jan GRANULES was trading at 516.40. The strike last trading price was 17.65, which was -12.45 lower than the previous day. The implied volatity was 43.18, the open interest changed by 88 which increased total open position to 89
On 27 Jan GRANULES was trading at 544.60. The strike last trading price was 30.1, which was -53.05 lower than the previous day. The implied volatity was 41.73, the open interest changed by 0 which decreased total open position to 0
On 24 Jan GRANULES was trading at 582.00. The strike last trading price was 83.15, 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 27 Dec GRANULES was trading at 585.85. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec GRANULES was trading at 592.95. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec GRANULES was trading at 596.85. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec GRANULES was trading at 586.70. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec GRANULES was trading at 592.40. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec GRANULES was trading at 600.05. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec GRANULES was trading at 596.80. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec GRANULES was trading at 589.75. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec GRANULES was trading at 584.10. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec GRANULES was trading at 584.80. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GRANULES was trading at 589.30. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec GRANULES was trading at 585.30. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec GRANULES was trading at 582.80. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec GRANULES was trading at 580.10. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec GRANULES was trading at 575.65. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec GRANULES was trading at 566.95. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GRANULES was trading at 543.05. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GRANULES was trading at 534.15. The strike last trading price was 83.15, which was 83.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GRANULES was trading at 595.05. The strike last trading price was 0, 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 27FEB2025 540 PE | |||||||
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Delta: -0.33
Vega: 0.52
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Feb | 556.45 | 13.65 | 0.3 | 41.17 | 60 | 13 | 73 |
| 1 Feb | 565.10 | 11.9 | -4.5 | 40.79 | 181 | -7 | 60 |
| 31 Jan | 556.35 | 16.4 | 1.05 | 42.24 | 236 | 19 | 66 |
| 30 Jan | 564.45 | 15.8 | -8.55 | 43.39 | 149 | 29 | 49 |
| 29 Jan | 534.80 | 25 | -11.1 | 41.74 | 16 | 0 | 21 |
| 28 Jan | 516.40 | 36.1 | 12.6 | 42.61 | 46 | 1 | 21 |
| 27 Jan | 544.60 | 23.85 | -5.9 | 43.84 | 74 | 17 | 17 |
| 24 Jan | 582.00 | 29.75 | 0 | 7.60 | 0 | 0 | 0 |
| 27 Dec | 585.85 | 29.75 | 0.00 | 6.49 | 0 | 0 | 0 |
| 26 Dec | 592.95 | 29.75 | 0.00 | 6.84 | 0 | 0 | 0 |
| 24 Dec | 596.85 | 29.75 | 0.00 | 7.38 | 0 | 0 | 0 |
| 23 Dec | 586.70 | 29.75 | 0.00 | 6.40 | 0 | 0 | 0 |
| 20 Dec | 592.40 | 29.75 | 0.00 | 6.78 | 0 | 0 | 0 |
| 19 Dec | 600.05 | 29.75 | 0.00 | 7.58 | 0 | 0 | 0 |
| 18 Dec | 596.80 | 29.75 | 0.00 | 7.17 | 0 | 0 | 0 |
| 17 Dec | 589.75 | 29.75 | 0.00 | 6.59 | 0 | 0 | 0 |
| 16 Dec | 584.10 | 29.75 | 0.00 | 6.05 | 0 | 0 | 0 |
| 13 Dec | 584.80 | 29.75 | 0.00 | 5.96 | 0 | 0 | 0 |
| 12 Dec | 589.30 | 29.75 | 0.00 | 6.30 | 0 | 0 | 0 |
| 11 Dec | 585.30 | 29.75 | 0.00 | 5.97 | 0 | 0 | 0 |
| 10 Dec | 582.80 | 29.75 | 0.00 | 5.73 | 0 | 0 | 0 |
| 9 Dec | 580.10 | 29.75 | 0.00 | 5.36 | 0 | 0 | 0 |
| 6 Dec | 575.65 | 29.75 | 0.00 | 4.55 | 0 | 0 | 0 |
| 5 Dec | 566.95 | 29.75 | 0.00 | 4.49 | 0 | 0 | 0 |
| 4 Dec | 543.05 | 29.75 | 0.00 | 2.00 | 0 | 0 | 0 |
| 3 Dec | 534.15 | 29.75 | 29.75 | 0.68 | 0 | 0 | 0 |
| 2 Dec | 595.05 | 0 | 6.68 | 0 | 0 | 0 | |
For Granules India Limited - strike price 540 expiring on 27FEB2025
Delta for 540 PE is -0.33
Historical price for 540 PE is as follows
On 3 Feb GRANULES was trading at 556.45. The strike last trading price was 13.65, which was 0.3 higher than the previous day. The implied volatity was 41.17, the open interest changed by 13 which increased total open position to 73
On 1 Feb GRANULES was trading at 565.10. The strike last trading price was 11.9, which was -4.5 lower than the previous day. The implied volatity was 40.79, the open interest changed by -7 which decreased total open position to 60
On 31 Jan GRANULES was trading at 556.35. The strike last trading price was 16.4, which was 1.05 higher than the previous day. The implied volatity was 42.24, the open interest changed by 19 which increased total open position to 66
On 30 Jan GRANULES was trading at 564.45. The strike last trading price was 15.8, which was -8.55 lower than the previous day. The implied volatity was 43.39, the open interest changed by 29 which increased total open position to 49
On 29 Jan GRANULES was trading at 534.80. The strike last trading price was 25, which was -11.1 lower than the previous day. The implied volatity was 41.74, the open interest changed by 0 which decreased total open position to 21
On 28 Jan GRANULES was trading at 516.40. The strike last trading price was 36.1, which was 12.6 higher than the previous day. The implied volatity was 42.61, the open interest changed by 1 which increased total open position to 21
On 27 Jan GRANULES was trading at 544.60. The strike last trading price was 23.85, which was -5.9 lower than the previous day. The implied volatity was 43.84, the open interest changed by 17 which increased total open position to 17
On 24 Jan GRANULES was trading at 582.00. The strike last trading price was 29.75, which was 0 lower than the previous day. The implied volatity was 7.60, the open interest changed by 0 which decreased total open position to 0
On 27 Dec GRANULES was trading at 585.85. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
On 26 Dec GRANULES was trading at 592.95. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 6.84, the open interest changed by 0 which decreased total open position to 0
On 24 Dec GRANULES was trading at 596.85. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 7.38, the open interest changed by 0 which decreased total open position to 0
On 23 Dec GRANULES was trading at 586.70. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0
On 20 Dec GRANULES was trading at 592.40. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
On 19 Dec GRANULES was trading at 600.05. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 7.58, the open interest changed by 0 which decreased total open position to 0
On 18 Dec GRANULES was trading at 596.80. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
On 17 Dec GRANULES was trading at 589.75. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 16 Dec GRANULES was trading at 584.10. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
On 13 Dec GRANULES was trading at 584.80. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GRANULES was trading at 589.30. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
On 11 Dec GRANULES was trading at 585.30. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 10 Dec GRANULES was trading at 582.80. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 9 Dec GRANULES was trading at 580.10. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 6 Dec GRANULES was trading at 575.65. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 5 Dec GRANULES was trading at 566.95. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GRANULES was trading at 543.05. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GRANULES was trading at 534.15. The strike last trading price was 29.75, which was 29.75 higher than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GRANULES was trading at 595.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
