GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2240 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 2508.15 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2523.95 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2521.20 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2544.85 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2562.70 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 488.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 488.75 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2240 expiring on 28NOV2024
Delta for 2240 CE is -
Historical price for 2240 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 488.75, 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 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 488.75, 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 GRASIM was trading at 2508.15. The strike last trading price was 488.75, 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 GRASIM was trading at 2517.15. The strike last trading price was 488.75, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 488.75, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 488.75, 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 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 488.75, 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 GRASIM was trading at 2544.85. The strike last trading price was 488.75, 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 GRASIM was trading at 2562.70. The strike last trading price was 488.75, 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 GRASIM was trading at 2645.95. The strike last trading price was 488.75, 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 GRASIM was trading at 2650.95. The strike last trading price was 488.75, 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 GRASIM was trading at 2590.60. The strike last trading price was 488.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GRASIM 28NOV2024 2240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.08
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 0.4 | 0.00 | 38.08 | 0.524 | 0 | 33.019 |
| 20 Nov | 2508.15 | 0.4 | 0.00 | 30.95 | 31.971 | -5.765 | 39.308 |
| 19 Nov | 2508.15 | 0.4 | -1.20 | 30.95 | 31.971 | 0.524 | 39.308 |
| 18 Nov | 2517.15 | 1.6 | -0.85 | 37.22 | 33.019 | -7.862 | 38.26 |
| 14 Nov | 2523.95 | 2.45 | -2.10 | 36.22 | 37.736 | -2.621 | 45.073 |
| 13 Nov | 2502.90 | 4.55 | 1.75 | 39.19 | 42.453 | 17.296 | 47.694 |
| 12 Nov | 2521.20 | 2.8 | -1.50 | 33.19 | 9.958 | 1.572 | 34.591 |
| 8 Nov | 2544.85 | 4.3 | 0.00 | 0.00 | 0 | 33.019 | 0 |
| 7 Nov | 2562.70 | 4.3 | -7.95 | 35.80 | 50.839 | 28.826 | 28.826 |
| 6 Nov | 2645.95 | 12.25 | 0.00 | 17.56 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 12.25 | 0.00 | 17.38 | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 12.25 | 14.76 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2240 expiring on 28NOV2024
Delta for 2240 PE is -0.01
Historical price for 2240 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 38.08, the open interest changed by 0 which decreased total open position to 63
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 30.95, the open interest changed by -11 which decreased total open position to 75
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.4, which was -1.20 lower than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 75
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 37.22, the open interest changed by -15 which decreased total open position to 73
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 2.45, which was -2.10 lower than the previous day. The implied volatity was 36.22, the open interest changed by -5 which decreased total open position to 86
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 4.55, which was 1.75 higher than the previous day. The implied volatity was 39.19, the open interest changed by 33 which increased total open position to 91
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 2.8, which was -1.50 lower than the previous day. The implied volatity was 33.19, the open interest changed by 3 which increased total open position to 66
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 63 which increased total open position to 0
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 4.3, which was -7.95 lower than the previous day. The implied volatity was 35.80, the open interest changed by 55 which increased total open position to 55
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was 17.56, 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 12.25, which was 0.00 lower than the previous day. The implied volatity was 17.38, 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 12.25, which was lower than the previous day. The implied volatity was 14.76, the open interest changed by 0 which decreased total open position to 0
