GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2400 CE | ||||||||||
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Delta: 0.95
Vega: 0.36
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 136.55 | -11.55 | 24.15 | 4.717 | -1.048 | 7.862 | |||
| 20 Nov | 2508.15 | 148.1 | 0.00 | 54.92 | 5.241 | -2.621 | 8.386 | |||
| 19 Nov | 2508.15 | 148.1 | 17.80 | 54.92 | 5.241 | -3.145 | 8.386 | |||
| 18 Nov | 2517.15 | 130.3 | -19.70 | 32.56 | 37.212 | -5.241 | 12.055 | |||
| 14 Nov | 2523.95 | 150 | 25.20 | 24.78 | 32.495 | 3.669 | 17.296 | |||
| 13 Nov | 2502.90 | 124.8 | -41.55 | - | 18.344 | 12.055 | 13.103 | |||
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| 12 Nov | 2521.20 | 166.35 | 17.30 | 43.54 | 0.524 | 0 | 1.048 | |||
| 11 Nov | 2519.50 | 149.05 | -204.75 | 32.32 | 1.048 | 0.524 | 0.524 | |||
| 8 Nov | 2544.85 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2562.70 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2698.90 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 353.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 353.8 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2400 expiring on 28NOV2024
Delta for 2400 CE is 0.95
Historical price for 2400 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 136.55, which was -11.55 lower than the previous day. The implied volatity was 24.15, the open interest changed by -2 which decreased total open position to 15
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 148.1, which was 0.00 lower than the previous day. The implied volatity was 54.92, the open interest changed by -5 which decreased total open position to 16
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 148.1, which was 17.80 higher than the previous day. The implied volatity was 54.92, the open interest changed by -6 which decreased total open position to 16
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 130.3, which was -19.70 lower than the previous day. The implied volatity was 32.56, the open interest changed by -10 which decreased total open position to 23
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 150, which was 25.20 higher than the previous day. The implied volatity was 24.78, the open interest changed by 7 which increased total open position to 33
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 124.8, which was -41.55 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 25
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 166.35, which was 17.30 higher than the previous day. The implied volatity was 43.54, the open interest changed by 0 which decreased total open position to 2
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 149.05, which was -204.75 lower than the previous day. The implied volatity was 32.32, the open interest changed by 1 which increased total open position to 1
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 353.8, 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 353.8, 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 353.8, 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 353.8, 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 353.8, 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 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 353.8, 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 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 353.8, 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 30 Oct GRASIM was trading at 2672.55. The strike last trading price was 353.8, 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 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 353.8, 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 353.8, 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 353.8, 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 24 Oct GRASIM was trading at 2666.70. The strike last trading price was 353.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.57
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 4.4 | -4.10 | 29.86 | 489.518 | -7.338 | 379.455 |
| 20 Nov | 2508.15 | 8.5 | 0.00 | 27.36 | 1,553.983 | -473.795 | 399.895 |
| 19 Nov | 2508.15 | 8.5 | -0.55 | 27.36 | 1,553.983 | -460.692 | 399.895 |
| 18 Nov | 2517.15 | 9.05 | -3.25 | 28.06 | 2,653.04 | 167.191 | 862.683 |
| 14 Nov | 2523.95 | 12.3 | -8.35 | 30.03 | 1,092.767 | 127.883 | 691.824 |
| 13 Nov | 2502.90 | 20.65 | 3.75 | 34.82 | 1,180.294 | 363.208 | 551.363 |
| 12 Nov | 2521.20 | 16.9 | -0.15 | 29.37 | 450.21 | 6.289 | 200.21 |
| 11 Nov | 2519.50 | 17.05 | 3.15 | 28.55 | 179.769 | 16.247 | 193.92 |
| 8 Nov | 2544.85 | 13.9 | -0.90 | 27.53 | 207.023 | 11.006 | 179.245 |
| 7 Nov | 2562.70 | 14.8 | 8.00 | 30.03 | 334.382 | 54.507 | 167.191 |
| 6 Nov | 2645.95 | 6.8 | -2.65 | 30.13 | 102.201 | -4.717 | 114.256 |
| 5 Nov | 2650.95 | 9.45 | -6.55 | 32.93 | 205.451 | 4.193 | 118.973 |
| 4 Nov | 2590.60 | 16 | 5.00 | 31.74 | 287.736 | 56.604 | 111.635 |
| 1 Nov | 2698.90 | 11 | 1.50 | 35.55 | 42.453 | 11.006 | 53.983 |
| 31 Oct | 2695.85 | 9.5 | -1.00 | - | 22.537 | 11.53 | 42.977 |
| 30 Oct | 2672.55 | 10.5 | 0.40 | - | 20.44 | 11.53 | 31.447 |
| 29 Oct | 2686.00 | 10.1 | -0.90 | - | 28.302 | 16.771 | 19.916 |
| 28 Oct | 2646.95 | 11 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 11 | 0.00 | - | 0 | 3.145 | 0 |
| 24 Oct | 2666.70 | 11 | - | 3.145 | 0.524 | 0.524 | |
For Grasim Industries Ltd - strike price 2400 expiring on 28NOV2024
Delta for 2400 PE is -0.09
Historical price for 2400 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 4.4, which was -4.10 lower than the previous day. The implied volatity was 29.86, the open interest changed by -14 which decreased total open position to 724
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 27.36, the open interest changed by -904 which decreased total open position to 763
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 8.5, which was -0.55 lower than the previous day. The implied volatity was 27.36, the open interest changed by -879 which decreased total open position to 763
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 9.05, which was -3.25 lower than the previous day. The implied volatity was 28.06, the open interest changed by 319 which increased total open position to 1646
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 12.3, which was -8.35 lower than the previous day. The implied volatity was 30.03, the open interest changed by 244 which increased total open position to 1320
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 20.65, which was 3.75 higher than the previous day. The implied volatity was 34.82, the open interest changed by 693 which increased total open position to 1052
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 16.9, which was -0.15 lower than the previous day. The implied volatity was 29.37, the open interest changed by 12 which increased total open position to 382
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 17.05, which was 3.15 higher than the previous day. The implied volatity was 28.55, the open interest changed by 31 which increased total open position to 370
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 13.9, which was -0.90 lower than the previous day. The implied volatity was 27.53, the open interest changed by 21 which increased total open position to 342
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 14.8, which was 8.00 higher than the previous day. The implied volatity was 30.03, the open interest changed by 104 which increased total open position to 319
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 6.8, which was -2.65 lower than the previous day. The implied volatity was 30.13, the open interest changed by -9 which decreased total open position to 218
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 9.45, which was -6.55 lower than the previous day. The implied volatity was 32.93, the open interest changed by 8 which increased total open position to 227
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 16, which was 5.00 higher than the previous day. The implied volatity was 31.74, the open interest changed by 108 which increased total open position to 213
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 11, which was 1.50 higher than the previous day. The implied volatity was 35.55, the open interest changed by 21 which increased total open position to 103
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 9.5, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GRASIM was trading at 2672.55. The strike last trading price was 10.5, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 10.1, which was -0.90 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, 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 11, 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 24 Oct GRASIM was trading at 2666.70. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
