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[--[65.84.65.76]--]
GRASIM
Grasim Industries Ltd

2523.95 21.05 (0.84%)

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Historical option data for GRASIM

14 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 2240 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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 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
Delta: -0.03
Vega: 0.37
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.03

Historical price for 2240 PE is as follows

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