GRANULES
Granules India Limited
Historical option data for GRANULES
27 Dec 2024 04:13 PM IST
GRANULES 30JAN2025 710 CE | ||||||||||
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Delta: 0.04
Vega: 0.15
Theta: -0.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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27 Dec | 585.85 | 0.85 | -0.20 | 32.60 | 241 | -27 | 98 | |||
26 Dec | 592.95 | 1.05 | 32.44 | 253 | 126 | 126 |
For Granules India Limited - strike price 710 expiring on 30JAN2025
Delta for 710 CE is 0.04
Historical price for 710 CE is as follows
On 27 Dec GRANULES was trading at 585.85. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 32.60, the open interest changed by -27 which decreased total open position to 98
On 26 Dec GRANULES was trading at 592.95. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was 32.44, the open interest changed by 126 which increased total open position to 126
GRANULES 30JAN2025 710 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
27 Dec | 585.85 | 115 | -14.25 | - | 1 | 0 | 0 |
26 Dec | 592.95 | 129.25 | - | 0 | 0 | 0 |
For Granules India Limited - strike price 710 expiring on 30JAN2025
Delta for 710 PE is -
Historical price for 710 PE is as follows
On 27 Dec GRANULES was trading at 585.85. The strike last trading price was 115, which was -14.25 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 129.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0