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[--[65.84.65.76]--]
GRASIM
Grasim Industries Ltd

2523.95 21.05 (0.84%)

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Historical option data for GRASIM

14 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 2440 CE
Delta: 0.80
Vega: 1.39
Theta: -1.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 118.25 25.45 26.08 11.53 1.572 16.771
13 Nov 2502.90 92.8 -35.70 - 10.482 4.193 15.723
12 Nov 2521.20 128.5 15.55 37.56 6.813 0.524 11.006
11 Nov 2519.50 112.95 -27.00 28.29 9.958 6.289 9.958
8 Nov 2544.85 139.95 -13.05 29.16 1.048 0 3.669
7 Nov 2562.70 153 -170.05 24.98 3.669 3.145 3.145
6 Nov 2645.95 323.05 0.00 - 0 0 0
5 Nov 2650.95 323.05 0.00 - 0 0 0
4 Nov 2590.60 323.05 0.00 - 0 0 0
1 Nov 2698.90 323.05 0.00 - 0 0 0
31 Oct 2695.85 323.05 0.00 - 0 0 0
30 Oct 2672.55 323.05 0.00 - 0 0 0
29 Oct 2686.00 323.05 0.00 - 0 0 0
28 Oct 2646.95 323.05 0.00 - 0 0 0
25 Oct 2615.20 323.05 0.00 - 0 0 0
24 Oct 2666.70 323.05 - 0 0 0


For Grasim Industries Ltd - strike price 2440 expiring on 28NOV2024

Delta for 2440 CE is 0.80

Historical price for 2440 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 118.25, which was 25.45 higher than the previous day. The implied volatity was 26.08, the open interest changed by 3 which increased total open position to 32


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 92.8, which was -35.70 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 30


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 128.5, which was 15.55 higher than the previous day. The implied volatity was 37.56, the open interest changed by 1 which increased total open position to 21


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 112.95, which was -27.00 lower than the previous day. The implied volatity was 28.29, the open interest changed by 12 which increased total open position to 19


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 139.95, which was -13.05 lower than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 7


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 153, which was -170.05 lower than the previous day. The implied volatity was 24.98, the open interest changed by 6 which increased total open position to 6


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 323.05, 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 323.05, 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 323.05, 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 323.05, 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 323.05, 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 323.05, 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 323.05, 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 323.05, 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 323.05, 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 323.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 2440 PE
Delta: -0.21
Vega: 1.45
Theta: -1.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 17.25 -12.25 27.80 378.407 38.784 96.436
13 Nov 2502.90 29.5 4.05 33.99 287.736 1.048 57.652
12 Nov 2521.20 25.45 0.10 28.54 121.593 -8.91 57.128
11 Nov 2519.50 25.35 4.25 27.59 125.262 17.82 64.99
8 Nov 2544.85 21.1 -0.10 26.91 93.816 4.193 47.694
7 Nov 2562.70 21.2 12.15 29.19 76.52 6.289 44.025
6 Nov 2645.95 9.05 -3.65 28.49 29.874 2.621 37.736
5 Nov 2650.95 12.7 -9.10 31.70 51.887 13.103 35.115
4 Nov 2590.60 21.8 10.35 30.80 58.7 8.91 17.82
1 Nov 2698.90 11.45 0.00 0.00 0 8.91 0
31 Oct 2695.85 11.45 -31.50 - 14.675 8.91 8.91
30 Oct 2672.55 42.95 0.00 - 0 0 0
29 Oct 2686.00 42.95 0.00 - 0 0 0
28 Oct 2646.95 42.95 0.00 - 0 0 0
25 Oct 2615.20 42.95 0.00 - 0 0 0
24 Oct 2666.70 42.95 - 0 0 0


For Grasim Industries Ltd - strike price 2440 expiring on 28NOV2024

Delta for 2440 PE is -0.21

Historical price for 2440 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 17.25, which was -12.25 lower than the previous day. The implied volatity was 27.80, the open interest changed by 74 which increased total open position to 184


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 29.5, which was 4.05 higher than the previous day. The implied volatity was 33.99, the open interest changed by 2 which increased total open position to 110


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 25.45, which was 0.10 higher than the previous day. The implied volatity was 28.54, the open interest changed by -17 which decreased total open position to 109


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 25.35, which was 4.25 higher than the previous day. The implied volatity was 27.59, the open interest changed by 34 which increased total open position to 124


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 21.1, which was -0.10 lower than the previous day. The implied volatity was 26.91, the open interest changed by 8 which increased total open position to 91


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 21.2, which was 12.15 higher than the previous day. The implied volatity was 29.19, the open interest changed by 12 which increased total open position to 84


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 9.05, which was -3.65 lower than the previous day. The implied volatity was 28.49, the open interest changed by 5 which increased total open position to 72


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 12.7, which was -9.10 lower than the previous day. The implied volatity was 31.70, the open interest changed by 25 which increased total open position to 67


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 21.8, which was 10.35 higher than the previous day. The implied volatity was 30.80, the open interest changed by 17 which increased total open position to 34


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 11.45, which was -31.50 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 42.95, 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 42.95, 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 42.95, 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 42.95, 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 42.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to