GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2500 CE | ||||||||||
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Delta: 0.65
Vega: 1.84
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2523.95 | 73.65 | 12.05 | 24.83 | 1,520.44 | 92.243 | 621.593 | |||
| 13 Nov | 2502.90 | 61.6 | -4.90 | 18.79 | 1,224.319 | 56.604 | 531.447 | |||
| 12 Nov | 2521.20 | 66.5 | -6.70 | 24.83 | 287.212 | 26.205 | 498.428 | |||
| 11 Nov | 2519.50 | 73.2 | -19.60 | 27.37 | 366.352 | 27.254 | 472.746 | |||
| 8 Nov | 2544.85 | 92.8 | -15.40 | 26.14 | 185.535 | 106.394 | 446.017 | |||
| 7 Nov | 2562.70 | 108.2 | -61.65 | 25.09 | 162.474 | 119.497 | 340.147 | |||
| 6 Nov | 2645.95 | 169.85 | -5.90 | 22.34 | 3.145 | -0.524 | 220.65 | |||
| 5 Nov | 2650.95 | 175.75 | 31.00 | 18.89 | 141.509 | 112.683 | 221.174 | |||
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| 4 Nov | 2590.60 | 144.75 | -161.05 | 30.42 | 112.683 | 109.015 | 109.015 | |||
| 1 Nov | 2698.90 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 305.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 305.8 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 CE is 0.65
Historical price for 2500 CE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 73.65, which was 12.05 higher than the previous day. The implied volatity was 24.83, the open interest changed by 176 which increased total open position to 1186
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 61.6, which was -4.90 lower than the previous day. The implied volatity was 18.79, the open interest changed by 108 which increased total open position to 1014
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 66.5, which was -6.70 lower than the previous day. The implied volatity was 24.83, the open interest changed by 50 which increased total open position to 951
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 73.2, which was -19.60 lower than the previous day. The implied volatity was 27.37, the open interest changed by 52 which increased total open position to 902
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 92.8, which was -15.40 lower than the previous day. The implied volatity was 26.14, the open interest changed by 203 which increased total open position to 851
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 108.2, which was -61.65 lower than the previous day. The implied volatity was 25.09, the open interest changed by 228 which increased total open position to 649
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 169.85, which was -5.90 lower than the previous day. The implied volatity was 22.34, the open interest changed by -1 which decreased total open position to 421
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 175.75, which was 31.00 higher than the previous day. The implied volatity was 18.89, the open interest changed by 215 which increased total open position to 422
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 144.75, which was -161.05 lower than the previous day. The implied volatity was 30.42, the open interest changed by 208 which increased total open position to 208
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 305.8, 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 305.8, 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 305.8, 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 305.8, 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 305.8, 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 305.8, 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 305.8, 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 305.8, 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 305.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 1.85
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2523.95 | 32.15 | -16.40 | 26.01 | 2,476.415 | 298.742 | 1,005.765 |
| 13 Nov | 2502.90 | 48.55 | 3.50 | 32.89 | 2,332.285 | 132.6 | 715.933 |
| 12 Nov | 2521.20 | 45.05 | 0.55 | 27.53 | 649.895 | -14.151 | 611.111 |
| 11 Nov | 2519.50 | 44.5 | 8.40 | 26.38 | 984.801 | 42.453 | 625.786 |
| 8 Nov | 2544.85 | 36.1 | 0.60 | 25.41 | 466.981 | 97.484 | 583.333 |
| 7 Nov | 2562.70 | 35.5 | 20.40 | 28.08 | 734.801 | 113.732 | 485.325 |
| 6 Nov | 2645.95 | 15.1 | -4.70 | 26.66 | 144.13 | 28.302 | 372.117 |
| 5 Nov | 2650.95 | 19.8 | -14.00 | 29.92 | 556.604 | 107.442 | 331.237 |
| 4 Nov | 2590.60 | 33.8 | 11.20 | 29.30 | 653.564 | 145.178 | 223.27 |
| 1 Nov | 2698.90 | 22.6 | 3.60 | 33.78 | 29.35 | 7.338 | 77.568 |
| 31 Oct | 2695.85 | 19 | -4.00 | - | 86.478 | 69.182 | 70.231 |
| 30 Oct | 2672.55 | 23 | -1.00 | - | 0.524 | 0 | 0.524 |
| 29 Oct | 2686.00 | 24 | -4.65 | - | 1.048 | 0.524 | 0.524 |
| 28 Oct | 2646.95 | 28.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 28.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 28.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 28.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2655.35 | 28.65 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 PE is -0.36
Historical price for 2500 PE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 32.15, which was -16.40 lower than the previous day. The implied volatity was 26.01, the open interest changed by 570 which increased total open position to 1919
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 48.55, which was 3.50 higher than the previous day. The implied volatity was 32.89, the open interest changed by 253 which increased total open position to 1366
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 45.05, which was 0.55 higher than the previous day. The implied volatity was 27.53, the open interest changed by -27 which decreased total open position to 1166
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 44.5, which was 8.40 higher than the previous day. The implied volatity was 26.38, the open interest changed by 81 which increased total open position to 1194
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 36.1, which was 0.60 higher than the previous day. The implied volatity was 25.41, the open interest changed by 186 which increased total open position to 1113
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 35.5, which was 20.40 higher than the previous day. The implied volatity was 28.08, the open interest changed by 217 which increased total open position to 926
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 15.1, which was -4.70 lower than the previous day. The implied volatity was 26.66, the open interest changed by 54 which increased total open position to 710
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 19.8, which was -14.00 lower than the previous day. The implied volatity was 29.92, the open interest changed by 205 which increased total open position to 632
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 33.8, which was 11.20 higher than the previous day. The implied volatity was 29.30, the open interest changed by 277 which increased total open position to 426
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 22.6, which was 3.60 higher than the previous day. The implied volatity was 33.78, the open interest changed by 14 which increased total open position to 148
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 19, which was -4.00 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 23, which was -1.00 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 24, which was -4.65 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 28.65, 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 28.65, 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 28.65, 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 28.65, 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 28.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
