GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 1.39
Theta: -1.82
Gamma: 0.00
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| 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 | |||
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| 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
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| 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
