GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2523.95 | 524.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 524.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 2521.20 | 524.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2544.85 | 524.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2562.70 | 524.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 524.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 524.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 524.85 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2200 expiring on 28NOV2024
Delta for 2200 CE is -
Historical price for 2200 CE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 524.85, 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 Nov GRASIM was trading at 2502.90. The strike last trading price was 524.85, 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 Nov GRASIM was trading at 2521.20. The strike last trading price was 524.85, 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 GRASIM was trading at 2544.85. The strike last trading price was 524.85, 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 GRASIM was trading at 2562.70. The strike last trading price was 524.85, 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 GRASIM was trading at 2645.95. The strike last trading price was 524.85, 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 GRASIM was trading at 2650.95. The strike last trading price was 524.85, 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 GRASIM was trading at 2590.60. The strike last trading price was 524.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GRASIM 28NOV2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.27
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2523.95 | 1.65 | -2.25 | 37.84 | 449.161 | 60.273 | 270.44 |
| 13 Nov | 2502.90 | 3.9 | 2.10 | 42.31 | 250.524 | 78.616 | 214.885 |
| 12 Nov | 2521.20 | 1.8 | 0.20 | 34.56 | 46.646 | 30.398 | 165.094 |
| 8 Nov | 2544.85 | 1.6 | 0.25 | 32.56 | 3.669 | 0 | 134.696 |
| 7 Nov | 2562.70 | 1.35 | 0.40 | 32.32 | 69.182 | 15.199 | 142.558 |
| 6 Nov | 2645.95 | 0.95 | -0.30 | 34.96 | 4.193 | 0 | 127.358 |
| 5 Nov | 2650.95 | 1.25 | -1.85 | 36.14 | 94.34 | 53.459 | 127.883 |
| 4 Nov | 2590.60 | 3.1 | 36.97 | 85.43 | 74.423 | 74.423 | |
For Grasim Industries Ltd - strike price 2200 expiring on 28NOV2024
Delta for 2200 PE is -0.02
Historical price for 2200 PE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 1.65, which was -2.25 lower than the previous day. The implied volatity was 37.84, the open interest changed by 115 which increased total open position to 516
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 3.9, which was 2.10 higher than the previous day. The implied volatity was 42.31, the open interest changed by 150 which increased total open position to 410
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 34.56, the open interest changed by 58 which increased total open position to 315
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 257
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 32.32, the open interest changed by 29 which increased total open position to 272
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 243
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 1.25, which was -1.85 lower than the previous day. The implied volatity was 36.14, the open interest changed by 102 which increased total open position to 244
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 36.97, the open interest changed by 142 which increased total open position to 142
