GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2523.95 | 166.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 166.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2521.20 | 166.9 | 0.00 | 0.00 | 0 | 0.524 | 0 | |||
| 11 Nov | 2519.50 | 166.9 | -71.60 | 16.56 | 0.524 | 0 | 0.524 | |||
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| 8 Nov | 2544.85 | 238.5 | 0.00 | 0.00 | 0 | 0.524 | 0 | |||
| 7 Nov | 2562.70 | 238.5 | -147.35 | 40.02 | 0.524 | 0 | 0 | |||
| 6 Nov | 2645.95 | 385.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 385.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 385.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 385.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 385.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 385.85 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2360 expiring on 28NOV2024
Delta for 2360 CE is 0.00
Historical price for 2360 CE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 166.9, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 166.9, 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 166.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 166.9, which was -71.60 lower than the previous day. The implied volatity was 16.56, the open interest changed by 0 which decreased total open position to 1
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 238.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 238.5, which was -147.35 lower than the previous day. The implied volatity was 40.02, 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 385.85, 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 385.85, 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 385.85, 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 385.85, 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 385.85, 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 385.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.89
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2523.95 | 7.8 | -6.50 | 31.09 | 414.57 | -17.296 | 145.178 |
| 13 Nov | 2502.90 | 14.3 | 4.00 | 35.78 | 212.788 | 16.771 | 162.998 |
| 12 Nov | 2521.20 | 10.3 | -1.00 | 29.64 | 46.122 | 24.633 | 147.275 |
| 11 Nov | 2519.50 | 11.3 | 2.10 | 29.58 | 47.694 | 22.537 | 122.642 |
| 8 Nov | 2544.85 | 9.2 | -1.75 | 28.43 | 67.086 | 24.633 | 99.057 |
| 7 Nov | 2562.70 | 10.95 | 6.70 | 31.55 | 84.906 | 18.868 | 74.423 |
| 6 Nov | 2645.95 | 4.25 | -2.35 | 30.50 | 64.99 | -3.669 | 54.507 |
| 5 Nov | 2650.95 | 6.6 | -5.65 | 33.67 | 122.117 | 19.392 | 58.176 |
| 4 Nov | 2590.60 | 12.25 | -14.95 | 33.18 | 76.52 | 33.019 | 33.019 |
| 29 Oct | 2686.00 | 27.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 27.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 27.2 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2360 expiring on 28NOV2024
Delta for 2360 PE is -0.10
Historical price for 2360 PE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 7.8, which was -6.50 lower than the previous day. The implied volatity was 31.09, the open interest changed by -33 which decreased total open position to 277
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 14.3, which was 4.00 higher than the previous day. The implied volatity was 35.78, the open interest changed by 32 which increased total open position to 311
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 10.3, which was -1.00 lower than the previous day. The implied volatity was 29.64, the open interest changed by 47 which increased total open position to 281
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 11.3, which was 2.10 higher than the previous day. The implied volatity was 29.58, the open interest changed by 43 which increased total open position to 234
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 9.2, which was -1.75 lower than the previous day. The implied volatity was 28.43, the open interest changed by 47 which increased total open position to 189
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 10.95, which was 6.70 higher than the previous day. The implied volatity was 31.55, the open interest changed by 36 which increased total open position to 142
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 4.25, which was -2.35 lower than the previous day. The implied volatity was 30.50, the open interest changed by -7 which decreased total open position to 104
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 6.6, which was -5.65 lower than the previous day. The implied volatity was 33.67, the open interest changed by 37 which increased total open position to 111
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 12.25, which was -14.95 lower than the previous day. The implied volatity was 33.18, the open interest changed by 63 which increased total open position to 63
On 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 27.2, 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 27.2, 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 27.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
