GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.15
Theta: -2.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 69.95 | 18.20 | 26.04 | 253.145 | -6.813 | 118.973 | |||
| 20 Nov | 2508.15 | 51.75 | 0.00 | 23.56 | 113.732 | -5.765 | 125.262 | |||
| 19 Nov | 2508.15 | 51.75 | -12.70 | 23.56 | 113.732 | -6.289 | 125.262 | |||
| 18 Nov | 2517.15 | 64.45 | -14.20 | 26.49 | 335.43 | 14.675 | 131.551 | |||
| 14 Nov | 2523.95 | 78.65 | 6.95 | 19.87 | 220.65 | 6.813 | 116.876 | |||
| 13 Nov | 2502.90 | 71.7 | -5.95 | 16.48 | 399.895 | 98.008 | 110.063 | |||
| 12 Nov | 2521.20 | 77.65 | -10.50 | 24.40 | 16.771 | 3.669 | 11.53 | |||
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| 11 Nov | 2519.50 | 88.15 | -40.95 | 28.97 | 8.386 | 5.765 | 7.338 | |||
| 8 Nov | 2544.85 | 129.1 | 0.00 | 0.00 | 0 | 0.524 | 0 | |||
| 7 Nov | 2562.70 | 129.1 | -36.75 | 28.49 | 0.524 | 0 | 1.048 | |||
| 6 Nov | 2645.95 | 165.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 165.85 | 0.00 | 0.00 | 0 | 1.048 | 0 | |||
| 4 Nov | 2590.60 | 165.85 | -127.95 | 33.67 | 1.048 | 0 | 0 | |||
| 1 Nov | 2698.90 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 293.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 293.8 | 293.80 | - | 0 | 0 | 0 | |||
| 26 Sept | 2745.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 2666.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 2678.25 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2480 expiring on 28NOV2024
Delta for 2480 CE is 0.73
Historical price for 2480 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 69.95, which was 18.20 higher than the previous day. The implied volatity was 26.04, the open interest changed by -13 which decreased total open position to 227
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 51.75, which was 0.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by -11 which decreased total open position to 239
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 51.75, which was -12.70 lower than the previous day. The implied volatity was 23.56, the open interest changed by -12 which decreased total open position to 239
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 64.45, which was -14.20 lower than the previous day. The implied volatity was 26.49, the open interest changed by 28 which increased total open position to 251
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 78.65, which was 6.95 higher than the previous day. The implied volatity was 19.87, the open interest changed by 13 which increased total open position to 223
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 71.7, which was -5.95 lower than the previous day. The implied volatity was 16.48, the open interest changed by 187 which increased total open position to 210
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 77.65, which was -10.50 lower than the previous day. The implied volatity was 24.40, the open interest changed by 7 which increased total open position to 22
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 88.15, which was -40.95 lower than the previous day. The implied volatity was 28.97, the open interest changed by 11 which increased total open position to 14
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 129.1, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 129.1, which was -36.75 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 2
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 165.85, 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 Nov GRASIM was trading at 2650.95. The strike last trading price was 165.85, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 165.85, which was -127.95 lower than the previous day. The implied volatity was 33.67, 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 293.8, 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 293.8, 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 293.8, 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 293.8, 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 293.8, 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 293.8, 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 293.8, 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 293.8, 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 293.8, which was 293.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GRASIM was trading at 2745.85. 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 Sept GRASIM was trading at 2666.90. 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 20 Sept GRASIM was trading at 2678.25. 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 28NOV2024 2480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 1.12
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 12.95 | -12.90 | 24.23 | 1,114.78 | -27.254 | 200.734 |
| 20 Nov | 2508.15 | 25.85 | 0.00 | 24.27 | 480.608 | -2.621 | 229.036 |
| 19 Nov | 2508.15 | 25.85 | 4.15 | 24.27 | 480.608 | -1.572 | 229.036 |
| 18 Nov | 2517.15 | 21.7 | -3.75 | 22.65 | 1,434.486 | 67.61 | 232.704 |
| 14 Nov | 2523.95 | 25.45 | -15.55 | 26.13 | 526.73 | 74.423 | 162.474 |
| 13 Nov | 2502.90 | 41 | 3.00 | 33.06 | 629.979 | 18.344 | 90.147 |
| 12 Nov | 2521.20 | 38 | 1.85 | 28.09 | 125.786 | -1.048 | 72.327 |
| 11 Nov | 2519.50 | 36.15 | 6.80 | 26.29 | 110.063 | 8.91 | 72.327 |
| 8 Nov | 2544.85 | 29.35 | -0.15 | 25.44 | 104.822 | -3.669 | 66.038 |
| 7 Nov | 2562.70 | 29.5 | 16.60 | 28.18 | 146.751 | 5.241 | 70.231 |
| 6 Nov | 2645.95 | 12.9 | -4.15 | 27.38 | 53.459 | 6.813 | 64.465 |
| 5 Nov | 2650.95 | 17.05 | -12.25 | 30.49 | 194.969 | 26.73 | 58.7 |
| 4 Nov | 2590.60 | 29.3 | 13.95 | 29.81 | 80.713 | -2.621 | 28.826 |
| 1 Nov | 2698.90 | 15.35 | 0.00 | 0.00 | 0 | 2.621 | 0 |
| 31 Oct | 2695.85 | 15.35 | -7.65 | - | 18.344 | 3.669 | 32.495 |
| 30 Oct | 2672.55 | 23 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 23 | 0.00 | - | 0 | 8.91 | 0 |
| 28 Oct | 2646.95 | 23 | -8.80 | - | 16.771 | 9.434 | 29.35 |
| 25 Oct | 2615.20 | 31.8 | 11.80 | - | 18.344 | 15.199 | 19.916 |
| 24 Oct | 2666.70 | 20 | -2.50 | - | 0.524 | 0 | 4.193 |
| 23 Oct | 2633.20 | 22.5 | 0.90 | - | 3.669 | 0 | 4.193 |
| 22 Oct | 2655.35 | 21.6 | 1.60 | - | 3.669 | 2.621 | 3.669 |
| 26 Sept | 2745.85 | 20 | 20.00 | - | 1.048 | 0.524 | 0.524 |
| 23 Sept | 2666.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 2678.25 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2480 expiring on 28NOV2024
Delta for 2480 PE is -0.25
Historical price for 2480 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 12.95, which was -12.90 lower than the previous day. The implied volatity was 24.23, the open interest changed by -52 which decreased total open position to 383
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by -5 which decreased total open position to 437
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 25.85, which was 4.15 higher than the previous day. The implied volatity was 24.27, the open interest changed by -3 which decreased total open position to 437
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 21.7, which was -3.75 lower than the previous day. The implied volatity was 22.65, the open interest changed by 129 which increased total open position to 444
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 25.45, which was -15.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by 142 which increased total open position to 310
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 41, which was 3.00 higher than the previous day. The implied volatity was 33.06, the open interest changed by 35 which increased total open position to 172
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 38, which was 1.85 higher than the previous day. The implied volatity was 28.09, the open interest changed by -2 which decreased total open position to 138
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 36.15, which was 6.80 higher than the previous day. The implied volatity was 26.29, the open interest changed by 17 which increased total open position to 138
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 29.35, which was -0.15 lower than the previous day. The implied volatity was 25.44, the open interest changed by -7 which decreased total open position to 126
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 29.5, which was 16.60 higher than the previous day. The implied volatity was 28.18, the open interest changed by 10 which increased total open position to 134
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 12.9, which was -4.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by 13 which increased total open position to 123
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 17.05, which was -12.25 lower than the previous day. The implied volatity was 30.49, the open interest changed by 51 which increased total open position to 112
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 29.3, which was 13.95 higher than the previous day. The implied volatity was 29.81, the open interest changed by -5 which decreased total open position to 55
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 15.35, which was -7.65 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 23, 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 23, 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 23, which was -8.80 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 31.8, which was 11.80 higher 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 20, which was -2.50 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 22.5, which was 0.90 higher 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 21.6, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 20, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept GRASIM was trading at 2666.90. 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 20 Sept GRASIM was trading at 2678.25. 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
