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[--[65.84.65.76]--]
GRANULES
Granules India Limited

534.15 -60.89 (-10.23%)

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Historical option data for GRANULES

03 Dec 2024 04:13 PM IST
GRANULES 26DEC2024 550 CE
Delta: 0.43
Vega: 0.53
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 534.15 16.15 -34.55 40.41 5,156 1,093 1,121
2 Dec 595.05 50.7 5.30 24.54 50 8 26
29 Nov 584.30 45.4 3.45 36.12 28 5 19
28 Nov 583.65 41.95 -1.55 27.00 12 5 13
27 Nov 582.95 43.5 -11.25 32.69 18 8 8
26 Nov 595.30 54.75 0.00 - 0 0 0
25 Nov 575.05 54.75 0.00 - 0 0 0
22 Nov 559.50 54.75 0.00 - 0 0 0
21 Nov 544.85 54.75 0.00 0.17 0 0 0
20 Nov 552.65 54.75 0.00 - 0 0 0
19 Nov 552.65 54.75 0.00 - 0 0 0
18 Nov 529.10 54.75 0.00 2.69 0 0 0
14 Nov 533.90 54.75 0.00 1.90 0 0 0
13 Nov 532.40 54.75 0.00 1.81 0 0 0
12 Nov 562.15 54.75 0.00 - 0 0 0
11 Nov 572.30 54.75 0.00 - 0 0 0
8 Nov 584.50 54.75 0.00 - 0 0 0
7 Nov 572.10 54.75 0.00 - 0 0 0
6 Nov 576.45 54.75 0.00 - 0 0 0
5 Nov 550.40 54.75 0.00 - 0 0 0
4 Nov 549.95 54.75 0.00 - 0 0 0
1 Nov 570.20 54.75 - 0 0 0


For Granules India Limited - strike price 550 expiring on 26DEC2024

Delta for 550 CE is 0.43

Historical price for 550 CE is as follows

On 3 Dec GRANULES was trading at 534.15. The strike last trading price was 16.15, which was -34.55 lower than the previous day. The implied volatity was 40.41, the open interest changed by 1093 which increased total open position to 1121


On 2 Dec GRANULES was trading at 595.05. The strike last trading price was 50.7, which was 5.30 higher than the previous day. The implied volatity was 24.54, the open interest changed by 8 which increased total open position to 26


On 29 Nov GRANULES was trading at 584.30. The strike last trading price was 45.4, which was 3.45 higher than the previous day. The implied volatity was 36.12, the open interest changed by 5 which increased total open position to 19


On 28 Nov GRANULES was trading at 583.65. The strike last trading price was 41.95, which was -1.55 lower than the previous day. The implied volatity was 27.00, the open interest changed by 5 which increased total open position to 13


On 27 Nov GRANULES was trading at 582.95. The strike last trading price was 43.5, which was -11.25 lower than the previous day. The implied volatity was 32.69, the open interest changed by 8 which increased total open position to 8


On 26 Nov GRANULES was trading at 595.30. The strike last trading price was 54.75, 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 25 Nov GRANULES was trading at 575.05. The strike last trading price was 54.75, 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 22 Nov GRANULES was trading at 559.50. The strike last trading price was 54.75, 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 21 Nov GRANULES was trading at 544.85. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 20 Nov GRANULES was trading at 552.65. The strike last trading price was 54.75, 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 Nov GRANULES was trading at 552.65. The strike last trading price was 54.75, 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 Nov GRANULES was trading at 529.10. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


On 14 Nov GRANULES was trading at 533.90. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0


On 13 Nov GRANULES was trading at 532.40. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GRANULES was trading at 562.15. The strike last trading price was 54.75, 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 Nov GRANULES was trading at 572.30. The strike last trading price was 54.75, 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 8 Nov GRANULES was trading at 584.50. The strike last trading price was 54.75, 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 7 Nov GRANULES was trading at 572.10. The strike last trading price was 54.75, 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 Nov GRANULES was trading at 576.45. The strike last trading price was 54.75, 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 Nov GRANULES was trading at 550.40. The strike last trading price was 54.75, 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 Nov GRANULES was trading at 549.95. The strike last trading price was 54.75, 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 1 Nov GRANULES was trading at 570.20. The strike last trading price was 54.75, 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 550 PE
Delta: -0.56
Vega: 0.53
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 534.15 31.35 26.80 45.44 10,107 648 785
2 Dec 595.05 4.55 -1.25 34.93 205 -7 137
29 Nov 584.30 5.8 -1.70 30.71 327 -15 144
28 Nov 583.65 7.5 0.40 34.04 300 92 157
27 Nov 582.95 7.1 -5.50 31.89 205 60 66
26 Nov 595.30 12.6 0.00 0.00 0 0 0
25 Nov 575.05 12.6 0.00 0.00 0 0 0
22 Nov 559.50 12.6 0.00 0.00 0 0 6
21 Nov 544.85 12.6 0.00 0.00 0 0 6
20 Nov 552.65 12.6 0.00 0.00 0 0 0
19 Nov 552.65 12.6 0.00 0.00 0 0 0
18 Nov 529.10 12.6 0.00 0.00 0 0 6
14 Nov 533.90 12.6 0.00 0.00 0 0 0
13 Nov 532.40 12.6 0.00 0.00 0 0 0
12 Nov 562.15 12.6 0.00 0.00 0 0 0
11 Nov 572.30 12.6 0.00 0.00 0 0 0
8 Nov 584.50 12.6 0.00 0.00 0 0 0
7 Nov 572.10 12.6 -2.05 29.30 9 1 7
6 Nov 576.45 14.65 -14.40 35.75 6 4 4
5 Nov 550.40 29.05 0.00 0.91 0 0 0
4 Nov 549.95 29.05 0.00 1.10 0 0 0
1 Nov 570.20 29.05 3.66 0 0 0


For Granules India Limited - strike price 550 expiring on 26DEC2024

Delta for 550 PE is -0.56

Historical price for 550 PE is as follows

On 3 Dec GRANULES was trading at 534.15. The strike last trading price was 31.35, which was 26.80 higher than the previous day. The implied volatity was 45.44, the open interest changed by 648 which increased total open position to 785


On 2 Dec GRANULES was trading at 595.05. The strike last trading price was 4.55, which was -1.25 lower than the previous day. The implied volatity was 34.93, the open interest changed by -7 which decreased total open position to 137


On 29 Nov GRANULES was trading at 584.30. The strike last trading price was 5.8, which was -1.70 lower than the previous day. The implied volatity was 30.71, the open interest changed by -15 which decreased total open position to 144


On 28 Nov GRANULES was trading at 583.65. The strike last trading price was 7.5, which was 0.40 higher than the previous day. The implied volatity was 34.04, the open interest changed by 92 which increased total open position to 157


On 27 Nov GRANULES was trading at 582.95. The strike last trading price was 7.1, which was -5.50 lower than the previous day. The implied volatity was 31.89, the open interest changed by 60 which increased total open position to 66


On 26 Nov GRANULES was trading at 595.30. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Nov GRANULES was trading at 575.05. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 22 Nov GRANULES was trading at 559.50. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6


On 21 Nov GRANULES was trading at 544.85. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6


On 20 Nov GRANULES was trading at 552.65. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov GRANULES was trading at 552.65. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov GRANULES was trading at 529.10. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6


On 14 Nov GRANULES was trading at 533.90. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov GRANULES was trading at 532.40. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GRANULES was trading at 562.15. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GRANULES was trading at 572.30. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov GRANULES was trading at 584.50. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GRANULES was trading at 572.10. The strike last trading price was 12.6, which was -2.05 lower than the previous day. The implied volatity was 29.30, the open interest changed by 1 which increased total open position to 7


On 6 Nov GRANULES was trading at 576.45. The strike last trading price was 14.65, which was -14.40 lower than the previous day. The implied volatity was 35.75, the open interest changed by 4 which increased total open position to 4


On 5 Nov GRANULES was trading at 550.40. The strike last trading price was 29.05, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 4 Nov GRANULES was trading at 549.95. The strike last trading price was 29.05, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0


On 1 Nov GRANULES was trading at 570.20. The strike last trading price was 29.05, which was lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0