GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2260 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 | 518.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 2508.15 | 518.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 518.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 518.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2523.95 | 518.2 | 518.20 | - | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2521.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 2544.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 2562.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2260 expiring on 28NOV2024
Delta for 2260 CE is -
Historical price for 2260 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 518.2, 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 518.2, 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 518.2, 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 518.2, 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 518.2, which was 518.20 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GRASIM 28NOV2024 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.17
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 1.05 | -0.15 | 40.81 | 1.048 | 0.524 | 87.002 |
| 20 Nov | 2508.15 | 1.2 | 0.00 | 33.77 | 44.025 | -2.621 | 86.478 |
| 19 Nov | 2508.15 | 1.2 | -0.50 | 33.77 | 44.025 | -2.621 | 86.478 |
| 18 Nov | 2517.15 | 1.7 | -1.20 | 35.02 | 107.442 | -9.434 | 89.099 |
| 14 Nov | 2523.95 | 2.9 | 2.90 | 35.22 | 200.734 | 103.774 | 103.774 |
| 13 Nov | 2502.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2521.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2544.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 2562.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 2645.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2260 expiring on 28NOV2024
Delta for 2260 PE is -0.02
Historical price for 2260 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 40.81, the open interest changed by 1 which increased total open position to 166
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 33.77, the open interest changed by -5 which decreased total open position to 165
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 33.77, the open interest changed by -5 which decreased total open position to 165
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 1.7, which was -1.20 lower than the previous day. The implied volatity was 35.02, the open interest changed by -18 which decreased total open position to 170
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 2.9, which was 2.90 higher than the previous day. The implied volatity was 35.22, the open interest changed by 198 which increased total open position to 198
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
