GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 1.25
Theta: -2.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 33.8 | -33.90 | 21.63 | 65 | 36 | 40 | |||
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| 19 Dec | 2539.05 | 67.7 | -91.25 | 18.73 | 3 | 1 | 3 | |||
| 18 Dec | 2594.15 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2599.70 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2685.15 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2692.70 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2660.05 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2670.75 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2655.30 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2681.40 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2701.90 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2706.80 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2717.30 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2714.00 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2693.55 | 158.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 29 Nov | 2606.25 | 158.95 | -189.50 | 23.80 | 2 | 0 | 0 | |||
| 28 Nov | 2570.45 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2621.90 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2598.65 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2534.85 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2508.15 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 348.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 348.45 | 348.45 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2480 expiring on 26DEC2024
Delta for 2480 CE is 0.57
Historical price for 2480 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 33.8, which was -33.90 lower than the previous day. The implied volatity was 21.63, the open interest changed by 36 which increased total open position to 40
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 67.7, which was -91.25 lower than the previous day. The implied volatity was 18.73, the open interest changed by 1 which increased total open position to 3
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 158.95, 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 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 158.95, which was -189.50 lower than the previous day. The implied volatity was 23.80, 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 348.45, 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 348.45, 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 348.45, 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 348.45, 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 348.45, 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 348.45, 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 348.45, 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 348.45, 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 348.45, which was 348.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct GRASIM was trading at 2672.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 23 Oct GRASIM was trading at 2633.20. The strike last trading price was 0, 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 22 Oct GRASIM was trading at 2655.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 26DEC2024 2480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 1.25
Theta: -1.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 18.8 | 9.15 | 19.12 | 840 | 24 | 154 |
| 19 Dec | 2539.05 | 9.65 | 5.15 | 22.61 | 689 | 44 | 131 |
| 18 Dec | 2594.15 | 4.5 | -1.05 | 24.09 | 591 | -13 | 88 |
| 17 Dec | 2599.70 | 5.55 | 3.55 | 25.79 | 108 | 22 | 101 |
| 16 Dec | 2685.15 | 2 | 0.05 | 27.96 | 1 | 0 | 80 |
| 13 Dec | 2692.70 | 1.95 | -0.50 | 26.06 | 72 | 0 | 81 |
| 12 Dec | 2660.05 | 2.45 | -0.55 | 22.74 | 33 | -14 | 80 |
| 11 Dec | 2670.75 | 3 | -0.95 | 24.24 | 7 | -2 | 96 |
| 10 Dec | 2655.30 | 3.95 | -0.15 | 23.47 | 80 | 7 | 99 |
| 9 Dec | 2681.40 | 4.1 | 0.80 | 25.40 | 54 | -13 | 91 |
| 6 Dec | 2701.90 | 3.3 | -1.00 | 24.20 | 87 | -5 | 103 |
| 5 Dec | 2706.80 | 4.3 | -0.45 | 25.42 | 214 | 10 | 108 |
| 4 Dec | 2717.30 | 4.75 | -0.40 | 25.83 | 67 | 30 | 97 |
| 3 Dec | 2714.00 | 5.15 | -3.30 | 25.51 | 69 | 9 | 69 |
| 2 Dec | 2693.55 | 8.45 | -8.70 | 26.49 | 250 | 40 | 60 |
| 29 Nov | 2606.25 | 17.15 | -20.75 | 23.55 | 80 | 22 | 22 |
| 28 Nov | 2570.45 | 37.9 | 0.00 | 4.62 | 0 | 0 | 0 |
| 27 Nov | 2621.90 | 37.9 | 0.00 | 5.52 | 0 | 0 | 0 |
| 26 Nov | 2617.20 | 37.9 | 0.00 | 5.30 | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 37.9 | 0.00 | 5.93 | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 37.9 | 0.00 | 4.50 | 0 | 0 | 0 |
| 21 Nov | 2534.85 | 37.9 | 0.00 | 2.53 | 0 | 0 | 0 |
| 20 Nov | 2508.15 | 37.9 | 0.00 | 1.66 | 0 | 0 | 0 |
| 19 Nov | 2508.15 | 37.9 | 0.00 | 1.66 | 0 | 0 | 0 |
| 18 Nov | 2517.15 | 37.9 | 0.00 | 1.98 | 0 | 0 | 0 |
| 30 Oct | 2672.55 | 37.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 37.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 37.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 37.9 | 37.90 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2655.35 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2480 expiring on 26DEC2024
Delta for 2480 PE is -0.42
Historical price for 2480 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 18.8, which was 9.15 higher than the previous day. The implied volatity was 19.12, the open interest changed by 24 which increased total open position to 154
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 9.65, which was 5.15 higher than the previous day. The implied volatity was 22.61, the open interest changed by 44 which increased total open position to 131
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 4.5, which was -1.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by -13 which decreased total open position to 88
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 5.55, which was 3.55 higher than the previous day. The implied volatity was 25.79, the open interest changed by 22 which increased total open position to 101
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 80
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 81
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 22.74, the open interest changed by -14 which decreased total open position to 80
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 3, which was -0.95 lower than the previous day. The implied volatity was 24.24, the open interest changed by -2 which decreased total open position to 96
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 3.95, which was -0.15 lower than the previous day. The implied volatity was 23.47, the open interest changed by 7 which increased total open position to 99
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 4.1, which was 0.80 higher than the previous day. The implied volatity was 25.40, the open interest changed by -13 which decreased total open position to 91
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 3.3, which was -1.00 lower than the previous day. The implied volatity was 24.20, the open interest changed by -5 which decreased total open position to 103
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 4.3, which was -0.45 lower than the previous day. The implied volatity was 25.42, the open interest changed by 10 which increased total open position to 108
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 4.75, which was -0.40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 30 which increased total open position to 97
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 5.15, which was -3.30 lower than the previous day. The implied volatity was 25.51, the open interest changed by 9 which increased total open position to 69
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 8.45, which was -8.70 lower than the previous day. The implied volatity was 26.49, the open interest changed by 40 which increased total open position to 60
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 17.15, which was -20.75 lower than the previous day. The implied volatity was 23.55, the open interest changed by 22 which increased total open position to 22
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 37.9, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 5.52, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 5.93, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 2.53, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 37.9, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 30 Oct GRASIM was trading at 2672.55. The strike last trading price was 37.9, 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 37.9, 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 37.9, 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 37.9, which was 37.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct GRASIM was trading at 2633.20. The strike last trading price was 0, 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 22 Oct GRASIM was trading at 2655.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
