GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 1.15
Theta: -2.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 47.55 | -38.20 | 22.84 | 30 | 9 | 12 | |||
| 19 Dec | 2539.05 | 85.75 | -66.45 | 20.02 | 4 | 0 | 1 | |||
| 18 Dec | 2594.15 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2599.70 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2685.15 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2692.70 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2660.05 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2670.75 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2655.30 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2681.40 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2701.90 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2706.80 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2717.30 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2714.00 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2693.55 | 152.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 29 Nov | 2606.25 | 152.2 | -135.90 | - | 1 | 0 | 0 | |||
| 28 Nov | 2570.45 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2621.90 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2598.65 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2534.85 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2508.15 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 288.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 2517.15 | 288.1 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2460 expiring on 26DEC2024
Delta for 2460 CE is 0.68
Historical price for 2460 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 47.55, which was -38.20 lower than the previous day. The implied volatity was 22.84, the open interest changed by 9 which increased total open position to 12
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 85.75, which was -66.45 lower than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 1
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 152.2, 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 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 152.2, 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 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 152.2, which was -135.90 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 288.1, 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 288.1, 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 288.1, 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 288.1, 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 288.1, 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 288.1, 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 288.1, 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 288.1, 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 288.1, 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 2460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 1.09
Theta: -1.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 11.05 | 3.70 | 18.70 | 734 | -54 | 160 |
| 19 Dec | 2539.05 | 7.35 | 4.10 | 24.28 | 639 | 107 | 211 |
| 18 Dec | 2594.15 | 3.25 | -0.65 | 25.09 | 421 | -30 | 105 |
| 17 Dec | 2599.70 | 3.9 | 2.35 | 26.29 | 295 | -2 | 138 |
| 16 Dec | 2685.15 | 1.55 | 0.10 | 28.90 | 18 | -2 | 138 |
| 13 Dec | 2692.70 | 1.45 | -0.55 | 26.63 | 46 | -7 | 139 |
| 12 Dec | 2660.05 | 2 | -0.15 | 23.81 | 27 | 1 | 147 |
| 11 Dec | 2670.75 | 2.15 | -0.70 | 24.56 | 54 | -9 | 145 |
| 10 Dec | 2655.30 | 2.85 | -0.25 | 23.76 | 334 | -37 | 148 |
| 9 Dec | 2681.40 | 3.1 | 0.60 | 25.77 | 97 | 49 | 185 |
| 6 Dec | 2701.90 | 2.5 | -0.90 | 24.95 | 60 | -14 | 135 |
| 5 Dec | 2706.80 | 3.4 | -0.45 | 25.84 | 320 | -33 | 151 |
| 4 Dec | 2717.30 | 3.85 | -0.80 | 26.33 | 162 | 34 | 188 |
| 3 Dec | 2714.00 | 4.65 | -2.40 | 26.60 | 325 | 65 | 152 |
| 2 Dec | 2693.55 | 7.05 | -7.40 | 27.02 | 251 | 15 | 84 |
| 29 Nov | 2606.25 | 14.45 | -5.10 | 24.11 | 158 | 29 | 68 |
| 28 Nov | 2570.45 | 19.55 | -20.45 | 24.90 | 42 | 35 | 39 |
| 27 Nov | 2621.90 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 2617.20 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 2534.85 | 40 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Nov | 2508.15 | 40 | 0.00 | 21.64 | 4 | 4 | 2 |
| 19 Nov | 2508.15 | 40 | 15.05 | 21.64 | 4 | 2 | 2 |
| 18 Nov | 2517.15 | 24.95 | 2.50 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2460 expiring on 26DEC2024
Delta for 2460 PE is -0.29
Historical price for 2460 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 11.05, which was 3.70 higher than the previous day. The implied volatity was 18.70, the open interest changed by -54 which decreased total open position to 160
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 7.35, which was 4.10 higher than the previous day. The implied volatity was 24.28, the open interest changed by 107 which increased total open position to 211
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 3.25, which was -0.65 lower than the previous day. The implied volatity was 25.09, the open interest changed by -30 which decreased total open position to 105
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 3.9, which was 2.35 higher than the previous day. The implied volatity was 26.29, the open interest changed by -2 which decreased total open position to 138
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 28.90, the open interest changed by -2 which decreased total open position to 138
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 26.63, the open interest changed by -7 which decreased total open position to 139
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 23.81, the open interest changed by 1 which increased total open position to 147
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 2.15, which was -0.70 lower than the previous day. The implied volatity was 24.56, the open interest changed by -9 which decreased total open position to 145
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 23.76, the open interest changed by -37 which decreased total open position to 148
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 3.1, which was 0.60 higher than the previous day. The implied volatity was 25.77, the open interest changed by 49 which increased total open position to 185
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 24.95, the open interest changed by -14 which decreased total open position to 135
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 3.4, which was -0.45 lower than the previous day. The implied volatity was 25.84, the open interest changed by -33 which decreased total open position to 151
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 26.33, the open interest changed by 34 which increased total open position to 188
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 4.65, which was -2.40 lower than the previous day. The implied volatity was 26.60, the open interest changed by 65 which increased total open position to 152
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 7.05, which was -7.40 lower than the previous day. The implied volatity was 27.02, the open interest changed by 15 which increased total open position to 84
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 14.45, which was -5.10 lower than the previous day. The implied volatity was 24.11, the open interest changed by 29 which increased total open position to 68
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 19.55, which was -20.45 lower than the previous day. The implied volatity was 24.90, the open interest changed by 35 which increased total open position to 39
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 40, 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 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 40, 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 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 40, 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 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 40, 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 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 21.64, the open interest changed by 4 which increased total open position to 2
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 40, which was 15.05 higher than the previous day. The implied volatity was 21.64, the open interest changed by 2 which increased total open position to 2
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
