GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 480.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2508.15 | 480.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 480.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 480.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2523.95 | 480.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 480.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2521.20 | 480.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2519.50 | 480.55 | 480.55 | - | 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 | 0.00 | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2300 expiring on 28NOV2024
Delta for 2300 CE is -
Historical price for 2300 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 480.55, 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 480.55, 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 480.55, 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 480.55, 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 480.55, 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 480.55, 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 480.55, 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 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 480.55, which was 480.55 higher 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 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 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 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GRASIM was trading at 2646.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GRASIM was trading at 2615.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.21
Theta: -0.52
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 1.25 | -0.80 | 36.45 | 101.677 | -5.241 | 233.229 |
| 20 Nov | 2508.15 | 2.05 | 0.00 | 31.80 | 170.335 | -13.103 | 237.945 |
| 19 Nov | 2508.15 | 2.05 | -0.45 | 31.80 | 170.335 | -13.627 | 237.945 |
| 18 Nov | 2517.15 | 2.5 | -1.60 | 32.49 | 519.392 | 18.344 | 251.048 |
| 14 Nov | 2523.95 | 4.1 | -4.00 | 33.21 | 804.507 | 124.738 | 233.229 |
| 13 Nov | 2502.90 | 8.1 | 2.25 | 37.39 | 505.765 | 61.845 | 110.587 |
| 12 Nov | 2521.20 | 5.85 | -0.35 | 32.04 | 123.69 | 16.771 | 48.218 |
| 11 Nov | 2519.50 | 6.2 | 6.20 | 31.49 | 65.514 | 26.205 | 26.205 |
| 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 | 0.00 | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2300 expiring on 28NOV2024
Delta for 2300 PE is -0.03
Historical price for 2300 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 1.25, which was -0.80 lower than the previous day. The implied volatity was 36.45, the open interest changed by -10 which decreased total open position to 445
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 31.80, the open interest changed by -25 which decreased total open position to 454
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 31.80, the open interest changed by -26 which decreased total open position to 454
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 2.5, which was -1.60 lower than the previous day. The implied volatity was 32.49, the open interest changed by 35 which increased total open position to 479
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 4.1, which was -4.00 lower than the previous day. The implied volatity was 33.21, the open interest changed by 238 which increased total open position to 445
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 8.1, which was 2.25 higher than the previous day. The implied volatity was 37.39, the open interest changed by 118 which increased total open position to 211
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 5.85, which was -0.35 lower than the previous day. The implied volatity was 32.04, the open interest changed by 32 which increased total open position to 92
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 6.2, which was 6.20 higher than the previous day. The implied volatity was 31.49, the open interest changed by 50 which increased total open position to 50
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 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 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GRASIM was trading at 2646.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GRASIM was trading at 2615.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
