GRANULES
Granules India Limited
Historical option data for GRANULES
27 Dec 2024 04:13 PM IST
| GRANULES 30JAN2025 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.39
Theta: -0.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 585.85 | 3.25 | -0.75 | 27.12 | 375 | -36 | 81 | |||
| 26 Dec | 592.95 | 4 | -10.00 | 27.12 | 326 | 114 | 117 | |||
| 24 Dec | 596.85 | 14 | -2.00 | 40.10 | 1 | 0 | 4 | |||
| 23 Dec | 586.70 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 600.05 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 596.80 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 589.75 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 584.10 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 584.80 | 16 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 11 Dec | 585.30 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 582.80 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 566.95 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 543.05 | 16 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 3 Dec | 534.15 | 16 | 56.91 | 4 | 3 | 3 | ||||
For Granules India Limited - strike price 650 expiring on 30JAN2025
Delta for 650 CE is 0.14
Historical price for 650 CE is as follows
On 27 Dec GRANULES was trading at 585.85. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 27.12, the open interest changed by -36 which decreased total open position to 81
On 26 Dec GRANULES was trading at 592.95. The strike last trading price was 4, which was -10.00 lower than the previous day. The implied volatity was 27.12, the open interest changed by 114 which increased total open position to 117
On 24 Dec GRANULES was trading at 596.85. The strike last trading price was 14, which was -2.00 lower than the previous day. The implied volatity was 40.10, the open interest changed by 0 which decreased total open position to 4
On 23 Dec GRANULES was trading at 586.70. The strike last trading price was 16, 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 Dec GRANULES was trading at 600.05. The strike last trading price was 16, 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 Dec GRANULES was trading at 596.80. The strike last trading price was 16, 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 17 Dec GRANULES was trading at 589.75. The strike last trading price was 16, 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 16 Dec GRANULES was trading at 584.10. The strike last trading price was 16, 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 Dec GRANULES was trading at 584.80. The strike last trading price was 16, 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 4
On 11 Dec GRANULES was trading at 585.30. The strike last trading price was 16, 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 10 Dec GRANULES was trading at 582.80. The strike last trading price was 16, 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 5 Dec GRANULES was trading at 566.95. The strike last trading price was 16, 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 4 Dec GRANULES was trading at 543.05. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Dec GRANULES was trading at 534.15. The strike last trading price was 16, which was lower than the previous day. The implied volatity was 56.91, the open interest changed by 3 which increased total open position to 3
| GRANULES 30JAN2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.42
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 585.85 | 61.6 | 5.60 | 28.55 | 15 | 5 | 12 |
| 26 Dec | 592.95 | 56 | -26.45 | 22.62 | 7 | 6 | 6 |
| 24 Dec | 596.85 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 586.70 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 600.05 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 596.80 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 589.75 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 584.10 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 584.80 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 585.30 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 582.80 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 566.95 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 543.05 | 82.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 534.15 | 82.45 | - | 0 | 0 | 0 | |
For Granules India Limited - strike price 650 expiring on 30JAN2025
Delta for 650 PE is -0.85
Historical price for 650 PE is as follows
On 27 Dec GRANULES was trading at 585.85. The strike last trading price was 61.6, which was 5.60 higher than the previous day. The implied volatity was 28.55, the open interest changed by 5 which increased total open position to 12
On 26 Dec GRANULES was trading at 592.95. The strike last trading price was 56, which was -26.45 lower than the previous day. The implied volatity was 22.62, the open interest changed by 6 which increased total open position to 6
On 24 Dec GRANULES was trading at 596.85. The strike last trading price was 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, 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 82.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
