GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2320 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 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2508.15 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2523.95 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2521.20 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2519.50 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2544.85 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2562.70 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 2686.00 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 419.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 419.15 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2320 expiring on 28NOV2024
Delta for 2320 CE is -
Historical price for 2320 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 419.15, 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 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 419.15, 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 419.15, 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 419.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.28
Theta: -0.71
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 1.9 | -0.75 | 36.29 | 20.964 | 7.338 | 79.665 |
| 20 Nov | 2508.15 | 2.65 | 0.00 | 30.72 | 89.623 | -17.82 | 73.375 |
| 19 Nov | 2508.15 | 2.65 | -0.50 | 30.72 | 89.623 | -16.771 | 73.375 |
| 18 Nov | 2517.15 | 3.15 | -1.75 | 31.42 | 204.403 | -0.524 | 91.719 |
| 14 Nov | 2523.95 | 4.9 | -5.10 | 32.22 | 97.484 | 26.73 | 96.96 |
| 13 Nov | 2502.90 | 10 | 3.50 | 37.04 | 98.008 | 19.392 | 69.182 |
| 12 Nov | 2521.20 | 6.5 | -0.75 | 30.57 | 18.344 | -2.621 | 55.031 |
| 11 Nov | 2519.50 | 7.25 | 1.90 | 30.48 | 19.916 | 9.958 | 57.128 |
| 8 Nov | 2544.85 | 5.35 | -1.85 | 28.90 | 4.193 | 0 | 46.646 |
| 7 Nov | 2562.70 | 7.2 | -14.00 | 32.09 | 95.912 | 49.79 | 49.79 |
| 6 Nov | 2645.95 | 21.2 | 0.00 | 14.34 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 21.2 | 0.00 | 14.01 | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 21.2 | 0.00 | 11.40 | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 21.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 21.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 21.2 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2320 expiring on 28NOV2024
Delta for 2320 PE is -0.04
Historical price for 2320 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 36.29, the open interest changed by 14 which increased total open position to 152
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 30.72, the open interest changed by -34 which decreased total open position to 140
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was 30.72, the open interest changed by -32 which decreased total open position to 140
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 3.15, which was -1.75 lower than the previous day. The implied volatity was 31.42, the open interest changed by -1 which decreased total open position to 175
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 4.9, which was -5.10 lower than the previous day. The implied volatity was 32.22, the open interest changed by 51 which increased total open position to 185
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 10, which was 3.50 higher than the previous day. The implied volatity was 37.04, the open interest changed by 37 which increased total open position to 132
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 6.5, which was -0.75 lower than the previous day. The implied volatity was 30.57, the open interest changed by -5 which decreased total open position to 105
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 7.25, which was 1.90 higher than the previous day. The implied volatity was 30.48, the open interest changed by 19 which increased total open position to 109
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 5.35, which was -1.85 lower than the previous day. The implied volatity was 28.90, the open interest changed by 0 which decreased total open position to 89
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 7.2, which was -14.00 lower than the previous day. The implied volatity was 32.09, the open interest changed by 95 which increased total open position to 95
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 21.2, which was 0.00 lower than the previous day. The implied volatity was 14.34, 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 21.2, which was 0.00 lower than the previous day. The implied volatity was 14.01, 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 21.2, which was 0.00 lower than the previous day. The implied volatity was 11.40, 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 21.2, 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 21.2, 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 21.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
