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[--[65.84.65.76]--]
GRASIM
Grasim Industries Ltd

2523.95 21.05 (0.84%)

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Historical option data for GRASIM

14 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 2480 CE
Delta: 0.75
Vega: 1.58
Theta: -1.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.75

Historical price for 2480 CE is as follows

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
Delta: -0.30
Vega: 1.73
Theta: -1.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.30

Historical price for 2480 PE is as follows

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