GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.90
Theta: -2.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 126.95 | 11.70 | 36.49 | 1.572 | -0.524 | 1.572 | |||
| 20 Nov | 2508.15 | 115.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 115.25 | 0.00 | 0.00 | 0 | -1.572 | 0 | |||
| 18 Nov | 2517.15 | 115.25 | 13.80 | 32.99 | 1.572 | -1.048 | 2.621 | |||
| 14 Nov | 2523.95 | 101.45 | 0.00 | 0.00 | 0 | 1.572 | 0 | |||
| 13 Nov | 2502.90 | 101.45 | -16.80 | - | 1.572 | 1.048 | 3.145 | |||
| 12 Nov | 2521.20 | 118.25 | 0.00 | 0.00 | 0 | 1.048 | 0 | |||
| 11 Nov | 2519.50 | 118.25 | -34.15 | 22.33 | 1.048 | 0 | 1.048 | |||
| 8 Nov | 2544.85 | 152.4 | -6.90 | 27.56 | 1.572 | 0.524 | 1.048 | |||
| 7 Nov | 2562.70 | 159.3 | -213.05 | 13.29 | 0.524 | 0 | 0 | |||
| 6 Nov | 2645.95 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 2590.60 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2698.90 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 372.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 372.35 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2420 expiring on 28NOV2024
Delta for 2420 CE is 0.83
Historical price for 2420 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 126.95, which was 11.70 higher than the previous day. The implied volatity was 36.49, the open interest changed by -1 which decreased total open position to 3
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 115.25, 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 115.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 115.25, which was 13.80 higher than the previous day. The implied volatity was 32.99, the open interest changed by -2 which decreased total open position to 5
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 101.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 101.45, which was -16.80 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 118.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 118.25, which was -34.15 lower than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 2
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 152.4, which was -6.90 lower than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 2
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 159.3, which was -213.05 lower than the previous day. The implied volatity was 13.29, 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 372.35, 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 372.35, 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 372.35, 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 372.35, 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 372.35, 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 372.35, 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 372.35, 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 372.35, 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 372.35, 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 372.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.66
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 5.2 | -5.85 | 27.70 | 261.53 | -20.44 | 67.61 |
| 20 Nov | 2508.15 | 11.05 | 0.00 | 26.30 | 501.048 | -11.53 | 87.526 |
| 19 Nov | 2508.15 | 11.05 | 0.70 | 26.30 | 501.048 | -12.055 | 87.526 |
| 18 Nov | 2517.15 | 10.35 | -4.25 | 25.96 | 391.509 | -25.681 | 99.581 |
| 14 Nov | 2523.95 | 14.6 | -9.60 | 28.96 | 383.124 | 50.314 | 127.358 |
| 13 Nov | 2502.90 | 24.2 | 4.95 | 34.05 | 370.021 | 40.356 | 76.52 |
| 12 Nov | 2521.20 | 19.25 | -1.40 | 27.97 | 121.593 | 1.572 | 36.164 |
| 11 Nov | 2519.50 | 20.65 | 3.80 | 27.95 | 62.369 | 4.193 | 31.971 |
| 8 Nov | 2544.85 | 16.85 | -0.70 | 27.01 | 28.826 | 6.813 | 29.874 |
| 7 Nov | 2562.70 | 17.55 | -2.95 | 29.49 | 35.639 | 20.44 | 20.964 |
| 6 Nov | 2645.95 | 20.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 20.5 | 0.00 | 0.00 | 0 | 0.524 | 0 |
| 4 Nov | 2590.60 | 20.5 | 4.30 | 32.35 | 0.524 | 0 | 0 |
| 1 Nov | 2698.90 | 16.2 | 0.00 | 10.89 | 0 | 0 | 0 |
| 31 Oct | 2695.85 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2672.55 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 16.2 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2420 expiring on 28NOV2024
Delta for 2420 PE is -0.11
Historical price for 2420 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 5.2, which was -5.85 lower than the previous day. The implied volatity was 27.70, the open interest changed by -39 which decreased total open position to 129
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 26.30, the open interest changed by -22 which decreased total open position to 167
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 11.05, which was 0.70 higher than the previous day. The implied volatity was 26.30, the open interest changed by -23 which decreased total open position to 167
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 10.35, which was -4.25 lower than the previous day. The implied volatity was 25.96, the open interest changed by -49 which decreased total open position to 190
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 14.6, which was -9.60 lower than the previous day. The implied volatity was 28.96, the open interest changed by 96 which increased total open position to 243
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 24.2, which was 4.95 higher than the previous day. The implied volatity was 34.05, the open interest changed by 77 which increased total open position to 146
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 19.25, which was -1.40 lower than the previous day. The implied volatity was 27.97, the open interest changed by 3 which increased total open position to 69
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 20.65, which was 3.80 higher than the previous day. The implied volatity was 27.95, the open interest changed by 8 which increased total open position to 61
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 16.85, which was -0.70 lower than the previous day. The implied volatity was 27.01, the open interest changed by 13 which increased total open position to 57
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 17.55, which was -2.95 lower than the previous day. The implied volatity was 29.49, the open interest changed by 39 which increased total open position to 40
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 20.5, 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 Nov GRASIM was trading at 2650.95. The strike last trading price was 20.5, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 20.5, which was 4.30 higher than the previous day. The implied volatity was 32.35, 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 16.2, which was 0.00 lower than the previous day. The implied volatity was 10.89, 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 16.2, 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 30 Oct GRASIM was trading at 2672.55. The strike last trading price was 16.2, 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 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 16.2, 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 16.2, 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 16.2, 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 24 Oct GRASIM was trading at 2666.70. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
