GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 1.51
Theta: -1.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 2523.95 | 100 | 15.00 | 24.08 | 37.736 | 4.193 | 13.627 | |||
| 13 Nov | 2502.90 | 85 | -11.80 | 14.35 | 71.279 | 6.813 | 8.91 | |||
| 12 Nov | 2521.20 | 96.8 | -29.30 | 27.64 | 1.048 | 0 | 2.096 | |||
| 11 Nov | 2519.50 | 126.1 | 0.00 | 0.00 | 0 | 0.524 | 0 | |||
| 8 Nov | 2544.85 | 126.1 | -11.10 | 29.40 | 0.524 | 0 | 1.572 | |||
| 7 Nov | 2562.70 | 137.2 | -201.20 | 25.01 | 1.572 | 1.048 | 1.048 | |||
| 6 Nov | 2645.95 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2698.90 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 338.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 338.4 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2460 expiring on 28NOV2024
Delta for 2460 CE is 0.77
Historical price for 2460 CE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 100, which was 15.00 higher than the previous day. The implied volatity was 24.08, the open interest changed by 8 which increased total open position to 26
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 85, which was -11.80 lower than the previous day. The implied volatity was 14.35, the open interest changed by 13 which increased total open position to 17
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 96.8, which was -29.30 lower than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 4
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 126.1, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 126.1, which was -11.10 lower than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 3
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 137.2, which was -201.20 lower than the previous day. The implied volatity was 25.01, the open interest changed by 2 which increased total open position to 2
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 338.4, 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 338.4, 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 338.4, 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 338.4, 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 338.4, 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 338.4, 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 338.4, 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 338.4, 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 338.4, 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 338.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 1.60
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2523.95 | 21.55 | -12.15 | 27.33 | 613.208 | 44.025 | 228.512 |
| 13 Nov | 2502.90 | 33.7 | 3.10 | 32.87 | 604.822 | 16.247 | 185.535 |
| 12 Nov | 2521.20 | 30.6 | 0.25 | 27.97 | 176.101 | 2.621 | 169.811 |
| 11 Nov | 2519.50 | 30.35 | 5.85 | 26.95 | 239.518 | 126.31 | 169.811 |
| 8 Nov | 2544.85 | 24.5 | -2.90 | 25.97 | 84.906 | 15.199 | 42.977 |
| 7 Nov | 2562.70 | 27.4 | 16.75 | 29.92 | 78.616 | -0.524 | 27.778 |
| 6 Nov | 2645.95 | 10.65 | -4.25 | 27.81 | 35.115 | 5.765 | 28.302 |
| 5 Nov | 2650.95 | 14.9 | -10.70 | 31.22 | 90.147 | 13.103 | 23.061 |
| 4 Nov | 2590.60 | 25.6 | 12.60 | 30.46 | 71.803 | 6.289 | 10.482 |
| 1 Nov | 2698.90 | 13 | 0.00 | 0.00 | 0 | 4.193 | 0 |
| 31 Oct | 2695.85 | 13 | -8.75 | - | 6.289 | 5.241 | 5.241 |
| 30 Oct | 2672.55 | 21.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 21.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 21.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 21.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 21.75 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2460 expiring on 28NOV2024
Delta for 2460 PE is -0.26
Historical price for 2460 PE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 21.55, which was -12.15 lower than the previous day. The implied volatity was 27.33, the open interest changed by 84 which increased total open position to 436
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 33.7, which was 3.10 higher than the previous day. The implied volatity was 32.87, the open interest changed by 31 which increased total open position to 354
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 30.6, which was 0.25 higher than the previous day. The implied volatity was 27.97, the open interest changed by 5 which increased total open position to 324
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 30.35, which was 5.85 higher than the previous day. The implied volatity was 26.95, the open interest changed by 241 which increased total open position to 324
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 24.5, which was -2.90 lower than the previous day. The implied volatity was 25.97, the open interest changed by 29 which increased total open position to 82
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 27.4, which was 16.75 higher than the previous day. The implied volatity was 29.92, the open interest changed by -1 which decreased total open position to 53
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 10.65, which was -4.25 lower than the previous day. The implied volatity was 27.81, the open interest changed by 11 which increased total open position to 54
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 14.9, which was -10.70 lower than the previous day. The implied volatity was 31.22, the open interest changed by 25 which increased total open position to 44
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 25.6, which was 12.60 higher than the previous day. The implied volatity was 30.46, the open interest changed by 12 which increased total open position to 20
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 13, which was -8.75 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 21.75, 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 21.75, 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 21.75, 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 21.75, 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 21.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
