GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 1.26
Theta: -2.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 22.35 | -33.30 | 20.56 | 380 | 104 | 175 | |||
| 19 Dec | 2539.05 | 55.65 | -41.95 | 21.78 | 142 | 38 | 69 | |||
| 18 Dec | 2594.15 | 97.6 | -17.70 | 20.37 | 16 | -2 | 32 | |||
| 17 Dec | 2599.70 | 115.3 | -74.70 | 27.70 | 24 | 0 | 35 | |||
| 16 Dec | 2685.15 | 190 | 18.40 | 28.19 | 1 | 0 | 36 | |||
| 13 Dec | 2692.70 | 171.6 | -3.00 | - | 9 | -1 | 36 | |||
| 12 Dec | 2660.05 | 174.6 | -8.95 | 27.84 | 10 | -6 | 37 | |||
| 11 Dec | 2670.75 | 183.55 | 14.55 | 21.74 | 2 | 1 | 42 | |||
| 10 Dec | 2655.30 | 169 | -21.00 | 21.57 | 3 | -1 | 40 | |||
| 9 Dec | 2681.40 | 190 | -35.00 | - | 1 | 0 | 40 | |||
| 6 Dec | 2701.90 | 225 | 2.75 | 28.74 | 1 | 0 | 41 | |||
| 5 Dec | 2706.80 | 222.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2717.30 | 222.25 | 1.60 | - | 3 | 0 | 41 | |||
| 3 Dec | 2714.00 | 220.65 | 60.65 | - | 3 | -2 | 40 | |||
| 2 Dec | 2693.55 | 160 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 29 Nov | 2606.25 | 160 | 37.50 | 31.17 | 43 | 12 | 42 | |||
| 28 Nov | 2570.45 | 122.5 | -34.25 | 19.51 | 20 | 4 | 31 | |||
| 27 Nov | 2621.90 | 156.75 | -0.25 | 24.29 | 2 | 0 | 28 | |||
| 26 Nov | 2617.20 | 157 | 12.40 | 25.52 | 2 | -1 | 27 | |||
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| 25 Nov | 2629.80 | 144.6 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 22 Nov | 2598.65 | 144.6 | 34.60 | 23.96 | 40 | -4 | 29 | |||
| 21 Nov | 2534.85 | 110 | 25.80 | 25.91 | 34 | 9 | 28 | |||
| 20 Nov | 2508.15 | 84.2 | 0.00 | 22.28 | 23 | 9 | 22 | |||
| 19 Nov | 2508.15 | 84.2 | -14.40 | 22.28 | 23 | 12 | 22 | |||
| 18 Nov | 2517.15 | 98.6 | -9.40 | 24.74 | 23 | 8 | 11 | |||
| 14 Nov | 2523.95 | 108 | -148.65 | 21.37 | 4 | 3 | 3 | |||
| 4 Nov | 2590.60 | 256.65 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2500 expiring on 26DEC2024
Delta for 2500 CE is 0.46
Historical price for 2500 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 22.35, which was -33.30 lower than the previous day. The implied volatity was 20.56, the open interest changed by 104 which increased total open position to 175
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 55.65, which was -41.95 lower than the previous day. The implied volatity was 21.78, the open interest changed by 38 which increased total open position to 69
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 97.6, which was -17.70 lower than the previous day. The implied volatity was 20.37, the open interest changed by -2 which decreased total open position to 32
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 115.3, which was -74.70 lower than the previous day. The implied volatity was 27.70, the open interest changed by 0 which decreased total open position to 35
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 190, which was 18.40 higher than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 36
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 171.6, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 174.6, which was -8.95 lower than the previous day. The implied volatity was 27.84, the open interest changed by -6 which decreased total open position to 37
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 183.55, which was 14.55 higher than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 42
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 169, which was -21.00 lower than the previous day. The implied volatity was 21.57, the open interest changed by -1 which decreased total open position to 40
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 190, which was -35.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 225, which was 2.75 higher than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 41
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 222.25, 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 222.25, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 220.65, which was 60.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 40
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 160, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 160, which was 37.50 higher than the previous day. The implied volatity was 31.17, the open interest changed by 12 which increased total open position to 42
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 122.5, which was -34.25 lower than the previous day. The implied volatity was 19.51, the open interest changed by 4 which increased total open position to 31
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 156.75, which was -0.25 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 28
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 157, which was 12.40 higher than the previous day. The implied volatity was 25.52, the open interest changed by -1 which decreased total open position to 27
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 144.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 144.6, which was 34.60 higher than the previous day. The implied volatity was 23.96, the open interest changed by -4 which decreased total open position to 29
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 110, which was 25.80 higher than the previous day. The implied volatity was 25.91, the open interest changed by 9 which increased total open position to 28
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 84.2, which was 0.00 lower than the previous day. The implied volatity was 22.28, the open interest changed by 9 which increased total open position to 22
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 84.2, which was -14.40 lower than the previous day. The implied volatity was 22.28, the open interest changed by 12 which increased total open position to 22
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 98.6, which was -9.40 lower than the previous day. The implied volatity was 24.74, the open interest changed by 8 which increased total open position to 11
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 108, which was -148.65 lower than the previous day. The implied volatity was 21.37, the open interest changed by 3 which increased total open position to 3
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 256.65, 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 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 1.26
Theta: -1.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 27.15 | 11.90 | 17.95 | 1,552 | -80 | 308 |
| 19 Dec | 2539.05 | 15.25 | 9.00 | 22.94 | 3,370 | -70 | 398 |
| 18 Dec | 2594.15 | 6.25 | -1.40 | 23.09 | 869 | 3 | 468 |
| 17 Dec | 2599.70 | 7.65 | 4.95 | 25.13 | 1,063 | -54 | 474 |
| 16 Dec | 2685.15 | 2.7 | 0.40 | 27.26 | 165 | -6 | 529 |
| 13 Dec | 2692.70 | 2.3 | -1.00 | 24.85 | 1,047 | 106 | 541 |
| 12 Dec | 2660.05 | 3.3 | -0.40 | 22.11 | 349 | 22 | 436 |
| 11 Dec | 2670.75 | 3.7 | -1.45 | 23.31 | 401 | 11 | 416 |
| 10 Dec | 2655.30 | 5.15 | -0.10 | 22.88 | 781 | 26 | 404 |
| 9 Dec | 2681.40 | 5.25 | 1.25 | 24.88 | 371 | -16 | 372 |
| 6 Dec | 2701.90 | 4 | -1.50 | 23.44 | 618 | 7 | 389 |
| 5 Dec | 2706.80 | 5.5 | -0.20 | 25.08 | 1,027 | -73 | 380 |
| 4 Dec | 2717.30 | 5.7 | -1.05 | 25.18 | 345 | 1 | 454 |
| 3 Dec | 2714.00 | 6.75 | -3.10 | 25.45 | 563 | -127 | 460 |
| 2 Dec | 2693.55 | 9.85 | -9.95 | 25.76 | 1,805 | 137 | 589 |
| 29 Nov | 2606.25 | 19.8 | -6.10 | 22.73 | 934 | 163 | 451 |
| 28 Nov | 2570.45 | 25.9 | 8.65 | 23.39 | 597 | 122 | 288 |
| 27 Nov | 2621.90 | 17.25 | -4.50 | 22.00 | 118 | 18 | 168 |
| 26 Nov | 2617.20 | 21.75 | 2.20 | 23.36 | 94 | 36 | 150 |
| 25 Nov | 2629.80 | 19.55 | -13.45 | 24.08 | 132 | 16 | 128 |
| 22 Nov | 2598.65 | 33 | -20.40 | 24.97 | 277 | 13 | 125 |
| 21 Nov | 2534.85 | 53.4 | -13.10 | 25.05 | 66 | -3 | 110 |
| 20 Nov | 2508.15 | 66.5 | 0.00 | 24.96 | 121 | 53 | 114 |
| 19 Nov | 2508.15 | 66.5 | 9.60 | 24.96 | 121 | 54 | 114 |
| 18 Nov | 2517.15 | 56.9 | -3.05 | 22.91 | 111 | 33 | 60 |
| 14 Nov | 2523.95 | 59.95 | 26.95 | 25.92 | 23 | 20 | 26 |
| 4 Nov | 2590.60 | 33 | 3.49 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2500 expiring on 26DEC2024
Delta for 2500 PE is -0.55
Historical price for 2500 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 27.15, which was 11.90 higher than the previous day. The implied volatity was 17.95, the open interest changed by -80 which decreased total open position to 308
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 15.25, which was 9.00 higher than the previous day. The implied volatity was 22.94, the open interest changed by -70 which decreased total open position to 398
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 6.25, which was -1.40 lower than the previous day. The implied volatity was 23.09, the open interest changed by 3 which increased total open position to 468
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 7.65, which was 4.95 higher than the previous day. The implied volatity was 25.13, the open interest changed by -54 which decreased total open position to 474
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 2.7, which was 0.40 higher than the previous day. The implied volatity was 27.26, the open interest changed by -6 which decreased total open position to 529
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 2.3, which was -1.00 lower than the previous day. The implied volatity was 24.85, the open interest changed by 106 which increased total open position to 541
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 3.3, which was -0.40 lower than the previous day. The implied volatity was 22.11, the open interest changed by 22 which increased total open position to 436
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 3.7, which was -1.45 lower than the previous day. The implied volatity was 23.31, the open interest changed by 11 which increased total open position to 416
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 5.15, which was -0.10 lower than the previous day. The implied volatity was 22.88, the open interest changed by 26 which increased total open position to 404
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 24.88, the open interest changed by -16 which decreased total open position to 372
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 4, which was -1.50 lower than the previous day. The implied volatity was 23.44, the open interest changed by 7 which increased total open position to 389
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 5.5, which was -0.20 lower than the previous day. The implied volatity was 25.08, the open interest changed by -73 which decreased total open position to 380
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 5.7, which was -1.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by 1 which increased total open position to 454
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 6.75, which was -3.10 lower than the previous day. The implied volatity was 25.45, the open interest changed by -127 which decreased total open position to 460
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 9.85, which was -9.95 lower than the previous day. The implied volatity was 25.76, the open interest changed by 137 which increased total open position to 589
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 19.8, which was -6.10 lower than the previous day. The implied volatity was 22.73, the open interest changed by 163 which increased total open position to 451
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 25.9, which was 8.65 higher than the previous day. The implied volatity was 23.39, the open interest changed by 122 which increased total open position to 288
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 17.25, which was -4.50 lower than the previous day. The implied volatity was 22.00, the open interest changed by 18 which increased total open position to 168
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 21.75, which was 2.20 higher than the previous day. The implied volatity was 23.36, the open interest changed by 36 which increased total open position to 150
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 19.55, which was -13.45 lower than the previous day. The implied volatity was 24.08, the open interest changed by 16 which increased total open position to 128
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 33, which was -20.40 lower than the previous day. The implied volatity was 24.97, the open interest changed by 13 which increased total open position to 125
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 53.4, which was -13.10 lower than the previous day. The implied volatity was 25.05, the open interest changed by -3 which decreased total open position to 110
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 66.5, which was 0.00 lower than the previous day. The implied volatity was 24.96, the open interest changed by 53 which increased total open position to 114
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 66.5, which was 9.60 higher than the previous day. The implied volatity was 24.96, the open interest changed by 54 which increased total open position to 114
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 56.9, which was -3.05 lower than the previous day. The implied volatity was 22.91, the open interest changed by 33 which increased total open position to 60
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 59.95, which was 26.95 higher than the previous day. The implied volatity was 25.92, the open interest changed by 20 which increased total open position to 26
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 33, which was lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
