GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 1.14
Theta: -7.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 140.15 | -3.00 | 69.42 | 3 | 0 | 170 | |||
| 19 Dec | 2539.05 | 143.15 | -150.65 | 24.48 | 261 | 169 | 170 | |||
| 18 Dec | 2594.15 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2599.70 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2685.15 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2692.70 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2660.05 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2670.75 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2655.30 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2681.40 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2701.90 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2706.80 | 293.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2717.30 | 293.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 2714.00 | 293.8 | -119.10 | - | 2 | 1 | 1 | |||
| 2 Dec | 2693.55 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 2606.25 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 2570.45 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Nov | 2621.90 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2598.65 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2534.85 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2508.15 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 412.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 412.9 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2400 expiring on 26DEC2024
Delta for 2400 CE is 0.68
Historical price for 2400 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 140.15, which was -3.00 lower than the previous day. The implied volatity was 69.42, the open interest changed by 0 which decreased total open position to 170
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 143.15, which was -150.65 lower than the previous day. The implied volatity was 24.48, the open interest changed by 169 which increased total open position to 170
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 293.8, 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 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 293.8, 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 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 293.8, 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 Dec GRASIM was trading at 2692.70. The strike last trading price was 293.8, 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 Dec GRASIM was trading at 2660.05. The strike last trading price was 293.8, 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 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 293.8, 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 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 293.8, 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 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 293.8, 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 Dec GRASIM was trading at 2701.90. The strike last trading price was 293.8, 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 Dec GRASIM was trading at 2706.80. The strike last trading price was 293.8, 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 Dec GRASIM was trading at 2717.30. The strike last trading price was 293.8, 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 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 293.8, which was -119.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 412.9, 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 Nov GRASIM was trading at 2606.25. The strike last trading price was 412.9, 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 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 412.9, 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 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 412.9, 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 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 412.9, 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 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 412.9, 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 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 412.9, 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 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 412.9, 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 412.9, 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 412.9, 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 412.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GRASIM 26DEC2024 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.52
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 3 | 0.25 | 22.14 | 849 | -48 | 459 |
| 19 Dec | 2539.05 | 2.75 | 1.00 | 27.61 | 574 | 47 | 507 |
| 18 Dec | 2594.15 | 1.75 | 0.20 | 29.84 | 313 | 33 | 459 |
| 17 Dec | 2599.70 | 1.55 | 0.65 | 28.81 | 69 | -8 | 426 |
| 16 Dec | 2685.15 | 0.9 | 0.15 | 32.63 | 45 | -15 | 433 |
| 13 Dec | 2692.70 | 0.75 | -0.25 | 29.29 | 55 | -3 | 451 |
| 12 Dec | 2660.05 | 1 | -0.10 | 26.44 | 21 | 4 | 455 |
| 11 Dec | 2670.75 | 1.1 | -0.15 | 27.03 | 40 | -2 | 451 |
| 10 Dec | 2655.30 | 1.25 | -0.30 | 25.51 | 50 | 17 | 455 |
| 9 Dec | 2681.40 | 1.55 | 0.30 | 27.68 | 35 | -13 | 438 |
| 6 Dec | 2701.90 | 1.25 | -0.40 | 26.23 | 44 | 3 | 451 |
| 5 Dec | 2706.80 | 1.65 | -0.30 | 27.12 | 257 | 72 | 449 |
| 4 Dec | 2717.30 | 1.95 | -0.50 | 27.62 | 71 | 9 | 375 |
| 3 Dec | 2714.00 | 2.45 | -1.50 | 27.92 | 419 | 15 | 369 |
| 2 Dec | 2693.55 | 3.95 | -3.90 | 28.43 | 1,147 | -78 | 354 |
| 29 Nov | 2606.25 | 7.85 | -1.65 | 25.17 | 704 | 53 | 433 |
| 28 Nov | 2570.45 | 9.5 | 3.10 | 24.73 | 482 | 247 | 360 |
| 27 Nov | 2621.90 | 6.4 | -2.10 | 24.01 | 27 | 8 | 113 |
| 26 Nov | 2617.20 | 8.5 | 2.30 | 25.09 | 11 | 5 | 105 |
| 25 Nov | 2629.80 | 6.2 | -17.45 | 24.32 | 44 | 43 | 100 |
| 22 Nov | 2598.65 | 23.65 | 0.60 | 31.21 | 73 | 15 | 72 |
| 21 Nov | 2534.85 | 23.05 | -9.95 | 25.22 | 29 | 8 | 57 |
| 20 Nov | 2508.15 | 33 | 0.00 | 26.02 | 24 | 18 | 49 |
| 19 Nov | 2508.15 | 33 | 4.00 | 26.02 | 24 | 18 | 49 |
| 18 Nov | 2517.15 | 29 | 25.06 | 22 | 21 | 30 | |
For Grasim Industries Ltd - strike price 2400 expiring on 26DEC2024
Delta for 2400 PE is -0.09
Historical price for 2400 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 22.14, the open interest changed by -48 which decreased total open position to 459
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 2.75, which was 1.00 higher than the previous day. The implied volatity was 27.61, the open interest changed by 47 which increased total open position to 507
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 29.84, the open interest changed by 33 which increased total open position to 459
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 1.55, which was 0.65 higher than the previous day. The implied volatity was 28.81, the open interest changed by -8 which decreased total open position to 426
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 32.63, the open interest changed by -15 which decreased total open position to 433
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 29.29, the open interest changed by -3 which decreased total open position to 451
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 26.44, the open interest changed by 4 which increased total open position to 455
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 27.03, the open interest changed by -2 which decreased total open position to 451
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 25.51, the open interest changed by 17 which increased total open position to 455
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was 27.68, the open interest changed by -13 which decreased total open position to 438
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 26.23, the open interest changed by 3 which increased total open position to 451
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 27.12, the open interest changed by 72 which increased total open position to 449
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 27.62, the open interest changed by 9 which increased total open position to 375
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 2.45, which was -1.50 lower than the previous day. The implied volatity was 27.92, the open interest changed by 15 which increased total open position to 369
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 3.95, which was -3.90 lower than the previous day. The implied volatity was 28.43, the open interest changed by -78 which decreased total open position to 354
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 7.85, which was -1.65 lower than the previous day. The implied volatity was 25.17, the open interest changed by 53 which increased total open position to 433
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 9.5, which was 3.10 higher than the previous day. The implied volatity was 24.73, the open interest changed by 247 which increased total open position to 360
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 6.4, which was -2.10 lower than the previous day. The implied volatity was 24.01, the open interest changed by 8 which increased total open position to 113
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 8.5, which was 2.30 higher than the previous day. The implied volatity was 25.09, the open interest changed by 5 which increased total open position to 105
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 6.2, which was -17.45 lower than the previous day. The implied volatity was 24.32, the open interest changed by 43 which increased total open position to 100
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 23.65, which was 0.60 higher than the previous day. The implied volatity was 31.21, the open interest changed by 15 which increased total open position to 72
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 23.05, which was -9.95 lower than the previous day. The implied volatity was 25.22, the open interest changed by 8 which increased total open position to 57
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 26.02, the open interest changed by 18 which increased total open position to 49
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 33, which was 4.00 higher than the previous day. The implied volatity was 26.02, the open interest changed by 18 which increased total open position to 49
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 29, which was lower than the previous day. The implied volatity was 25.06, the open interest changed by 21 which increased total open position to 30
