GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.81
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 167.15 | 13.30 | 44.97 | 1.572 | 0 | 3.145 | |||
| 20 Nov | 2508.15 | 153.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 153.85 | 0.00 | 0.00 | 0 | 2.096 | 0 | |||
| 18 Nov | 2517.15 | 153.85 | 18.45 | 39.43 | 4.193 | 2.096 | 3.145 | |||
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| 14 Nov | 2523.95 | 135.4 | 0.00 | 0.00 | 0 | 0.524 | 0 | |||
| 13 Nov | 2502.90 | 135.4 | -25.10 | - | 0.524 | 0 | 0.524 | |||
| 12 Nov | 2521.20 | 160.5 | 0.00 | 0.00 | 0 | 0.524 | 0 | |||
| 11 Nov | 2519.50 | 160.5 | -247.00 | 29.46 | 0.524 | 0 | 0 | |||
| 8 Nov | 2544.85 | 407.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2562.70 | 407.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 407.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 407.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 407.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 407.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 407.5 | 407.50 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2380 expiring on 28NOV2024
Delta for 2380 CE is 0.85
Historical price for 2380 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 167.15, which was 13.30 higher than the previous day. The implied volatity was 44.97, the open interest changed by 0 which decreased total open position to 6
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 153.85, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 153.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 153.85, which was 18.45 higher than the previous day. The implied volatity was 39.43, the open interest changed by 4 which increased total open position to 6
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 135.4, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 135.4, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 160.5, 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 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 160.5, which was -247.00 lower than the previous day. The implied volatity was 29.46, 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 407.5, 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 407.5, 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 407.5, 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 407.5, 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 407.5, 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 407.5, 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 407.5, which was 407.50 higher 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 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.47
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 3.5 | -2.90 | 31.43 | 50.314 | -4.717 | 82.809 |
| 20 Nov | 2508.15 | 6.4 | 0.00 | 28.23 | 142.558 | -24.109 | 87.526 |
| 19 Nov | 2508.15 | 6.4 | -0.70 | 28.23 | 142.558 | -24.109 | 87.526 |
| 18 Nov | 2517.15 | 7.1 | -2.90 | 29.06 | 267.82 | -16.771 | 111.635 |
| 14 Nov | 2523.95 | 10 | -6.40 | 30.73 | 414.046 | 79.14 | 132.6 |
| 13 Nov | 2502.90 | 16.4 | 2.65 | 34.66 | 117.925 | 27.778 | 53.983 |
| 12 Nov | 2521.20 | 13.75 | 2.75 | 29.88 | 31.971 | 9.434 | 26.205 |
| 11 Nov | 2519.50 | 11 | -0.30 | 26.79 | 1.048 | 0 | 17.82 |
| 8 Nov | 2544.85 | 11.3 | 5.95 | 27.95 | 15.723 | 5.765 | 21.488 |
| 7 Nov | 2562.70 | 5.35 | 0.00 | 0.00 | 0 | -0.524 | 0 |
| 6 Nov | 2645.95 | 5.35 | -2.55 | 30.25 | 1.048 | 0 | 16.247 |
| 5 Nov | 2650.95 | 7.9 | -5.25 | 33.29 | 33.019 | 4.717 | 16.247 |
| 4 Nov | 2590.60 | 13.15 | 1.30 | 31.83 | 20.964 | 13.103 | 13.103 |
| 29 Oct | 2686.00 | 11.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 11.85 | 11.85 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2380 expiring on 28NOV2024
Delta for 2380 PE is -0.07
Historical price for 2380 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 3.5, which was -2.90 lower than the previous day. The implied volatity was 31.43, the open interest changed by -9 which decreased total open position to 158
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 28.23, the open interest changed by -46 which decreased total open position to 167
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 6.4, which was -0.70 lower than the previous day. The implied volatity was 28.23, the open interest changed by -46 which decreased total open position to 167
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 7.1, which was -2.90 lower than the previous day. The implied volatity was 29.06, the open interest changed by -32 which decreased total open position to 213
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 10, which was -6.40 lower than the previous day. The implied volatity was 30.73, the open interest changed by 151 which increased total open position to 253
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 16.4, which was 2.65 higher than the previous day. The implied volatity was 34.66, the open interest changed by 53 which increased total open position to 103
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 13.75, which was 2.75 higher than the previous day. The implied volatity was 29.88, the open interest changed by 18 which increased total open position to 50
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 11, which was -0.30 lower than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 34
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 11.3, which was 5.95 higher than the previous day. The implied volatity was 27.95, the open interest changed by 11 which increased total open position to 41
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 5.35, which was -2.55 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 31
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 7.9, which was -5.25 lower than the previous day. The implied volatity was 33.29, the open interest changed by 9 which increased total open position to 31
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 13.15, which was 1.30 higher than the previous day. The implied volatity was 31.83, the open interest changed by 25 which increased total open position to 25
On 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 11.85, 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 11.85, which was 11.85 higher 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
