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Related Pages for GRASIM
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GRASIM
Grasim Industries Ltd
2539.95 31.80 (1.27%)

Option Chain for GRASIM

21 Nov 2024 02:42 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 477
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 524.85 0.00 2200 0.10 0.70 47.81 14.151 -9 397 -0.01
0.00 0 0 0 0.00 0.00 0.00 2220 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 488.75 0.00 2240 0.00 0.40 38.19 0.524 0 63 -0.01
- 0 0 0 - 518.20 0.00 2260 -0.15 1.05 41.78 1.048 1 166 -0.02
- 0 0 0 - 453.45 0.00 2280 -0.40 1.15 40.49 15.723 -1 310 -0.02
- 0 0 0 - 480.55 0.00 2300 -0.20 1.85 40.96 87.526 5 460 -0.03
- 0 0 0 - 419.15 0.00 2320 -0.75 1.90 38.29 20.964 14 152 -0.03
- 0 0 0 - 443.60 0.00 2340 -0.50 3.10 39.01 17.82 -14 88 -0.05
0.00 0 0 0 0.00 166.90 0.00 2360 -1.55 3.20 36.28 87.002 -3 254 -0.06
0.00 0 0 0 0.00 153.85 0.00 2380 -2.25 4.15 35.10 46.646 -3 164 -0.07
- 15 -2 4.717 - 136.55 -11.55 2400 -3.35 5.15 33.72 474.843 -11 727 -0.09
- 4 0 1.048 - 129.45 14.20 2420 -4.40 6.65 32.48 247.904 -36 132 -0.12
- 25 0 0.524 - 103.90 24.00 2440 -5.95 8.25 30.89 220.65 8 333 -0.14
- 22 -1 8.91 - 82.75 17.50 2460 -9.50 10.35 29.35 377.358 6 1,116 -0.18
0.83 233 -7 245.283 22.11 78.50 26.75 2480 -11.45 14.40 29.04 1,054.507 -35 400 -0.23
0.76 1,030 -70 992.138 22.31 64.35 24.85 2500 -16.20 18.30 27.65 1,444.444 246 1,534 -0.29
0.66 601 12 685.01 22.44 49.45 20.05 2520 -20.05 23.45 26.56 886.792 108 586 -0.36
0.57 558 -128 1,580.189 22.37 37.70 16.90 2540 -24.45 30.65 26.07 939.727 122 366 -0.44
0.46 1,723 -52 1,859.015 21.28 26.20 12.35 2560 -28.60 39.40 24.67 611.111 52 551 -0.53
0.36 313 -48 811.845 20.57 17.60 8.40 2580 -30.80 52.50 25.63 105.87 -45 163 -0.62
0.26 1,200 -139 1,347.484 20.74 11.35 5.55 2600 -36.00 65.00 24.91 82.285 -12 406 -0.70
0.18 352 -116 848.008 20.65 7.05 3.30 2620 -35.65 82.35 27.10 9.958 4 97 -0.75
0.12 791 9 594.34 21.04 4.50 2.25 2640 -27.20 98.80 27.69 20.44 2 175 -0.81
0.09 1,000 78 460.692 21.97 3.25 1.60 2660 -10.45 121.00 33.74 4.193 2 113 -0.81
0.07 305 -19 175.052 23.33 2.40 1.00 2680 -16.80 127.05 - 2.621 0 102 -
0.05 1,581 -70 312.893 24.32 1.70 0.60 2700 -45.00 155.00 33.71 9.958 -2 150 -0.88
0.03 255 -12 7.338 24.17 0.95 -0.05 2720 0.00 156.35 0.00 0 0 0 0.00
0.02 266 -2 9.434 25.70 0.75 -0.20 2740 0.00 207.05 0.00 0 0 0 0.00
0.03 134 -9 12.055 30.41 1.30 0.60 2760 0.00 182.60 0.00 0 0 0 0.00
0.00 0 6 0 0.00 0.85 0.00 2780 0.00 212.90 0.00 0 0 0 0.00
0.02 442 -10 22.537 31.52 0.70 0.00 2800 -25.65 254.35 47.04 0.524 0 31 -0.92
0.02 88 0 1.048 33.52 0.70 0.00 2820 0.00 146.95 - 0 0 0 -
0.01 47 -2 2.096 31.75 0.30 -0.70 2840 0.00 243.00 0.00 0 0 0 0.00
0.01 75 0 0.524 32.24 0.20 -0.15 2860 0.00 170.45 - 0 0 0 -
0.01 80 0 1.572 35.88 0.25 -0.10 2880 0.00 240.75 - 0 0 0 -
0.01 392 -14 13.627 38.94 0.45 -0.05 2900 0.00 305.00 0.00 0 0 0 0.00
0.00 0 0 0 24.28 76.85 0.00 2920 0.00 270.00 0.00 0 0 0 0.00
0.01 51 -3 3.145 39.64 0.25 -0.05 2940 0.00 222.90 0.00 0 0 0 0.00
0.00 0 0 0 26.40 66.25 0.00 2960 0.00 296.80 - 0 0 0 -
0.00 0 0 0 0.00 54.75 0.00 2980 0.00 251.55 0.00 0 0 0 0.00
0.01 143 -7 6.289 44.07 0.25 0.10 3000 0.00 522.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 45.55 0.00 3020 0.00 281.90 0.00 0 0 0 0.00
- 157 -1 3.145 - 0.20 0.10 3040 0.00 357.80 - 0 0 0 -
11,883 9,036
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.