GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 1.17
Theta: -2.25
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 20 Dec | 2488.70 | 14.85 | -27.25 | 20.75 | 580 | 55 | 153 | |||
| 19 Dec | 2539.05 | 42.1 | -43.20 | 21.45 | 116 | 45 | 101 | |||
| 18 Dec | 2594.15 | 85.3 | -11.85 | 25.00 | 57 | -20 | 57 | |||
| 17 Dec | 2599.70 | 97.15 | -60.25 | 25.79 | 30 | 0 | 60 | |||
| 16 Dec | 2685.15 | 157.4 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Dec | 2692.70 | 157.4 | 15.00 | - | 4 | 0 | 62 | |||
| 12 Dec | 2660.05 | 142.4 | -8.75 | - | 2 | 0 | 64 | |||
| 11 Dec | 2670.75 | 151.15 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 10 Dec | 2655.30 | 151.15 | -60.85 | 21.73 | 12 | 4 | 62 | |||
| 9 Dec | 2681.40 | 212 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2701.90 | 212 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2706.80 | 212 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2717.30 | 212 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2714.00 | 212 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 2693.55 | 212 | 68.55 | 35.37 | 1 | 0 | 59 | |||
| 29 Nov | 2606.25 | 143.45 | 36.10 | 29.96 | 20 | 8 | 61 | |||
| 28 Nov | 2570.45 | 107.35 | -14.80 | 19.37 | 68 | 54 | 57 | |||
| 27 Nov | 2621.90 | 122.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 122.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 122.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 22 Nov | 2598.65 | 122.15 | 30.15 | 19.26 | 4 | -1 | 3 | |||
| 21 Nov | 2534.85 | 92 | 16.90 | 23.72 | 1 | 0 | 5 | |||
| 20 Nov | 2508.15 | 75.1 | 0.00 | 22.68 | 12 | 4 | 4 | |||
| 19 Nov | 2508.15 | 75.1 | -13.80 | 22.68 | 12 | 3 | 4 | |||
| 18 Nov | 2517.15 | 88.9 | -229.25 | 24.73 | 1 | 0 | 0 | |||
| 14 Nov | 2523.95 | 318.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 318.15 | 318.15 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2718.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2705.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2715.75 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2520 expiring on 26DEC2024
Delta for 2520 CE is 0.34
Historical price for 2520 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 14.85, which was -27.25 lower than the previous day. The implied volatity was 20.75, the open interest changed by 55 which increased total open position to 153
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 42.1, which was -43.20 lower than the previous day. The implied volatity was 21.45, the open interest changed by 45 which increased total open position to 101
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 85.3, which was -11.85 lower than the previous day. The implied volatity was 25.00, the open interest changed by -20 which decreased total open position to 57
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 97.15, which was -60.25 lower than the previous day. The implied volatity was 25.79, the open interest changed by 0 which decreased total open position to 60
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 157.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 157.4, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 142.4, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 151.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 151.15, which was -60.85 lower than the previous day. The implied volatity was 21.73, the open interest changed by 4 which increased total open position to 62
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 212, 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 212, 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 212, 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 212, 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 212, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 212, which was 68.55 higher than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 59
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 143.45, which was 36.10 higher than the previous day. The implied volatity was 29.96, the open interest changed by 8 which increased total open position to 61
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 107.35, which was -14.80 lower than the previous day. The implied volatity was 19.37, the open interest changed by 54 which increased total open position to 57
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 122.15, 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 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 122.15, 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 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 122.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 122.15, which was 30.15 higher than the previous day. The implied volatity was 19.26, the open interest changed by -1 which decreased total open position to 3
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 92, which was 16.90 higher than the previous day. The implied volatity was 23.72, the open interest changed by 0 which decreased total open position to 5
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 75.1, which was 0.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by 4 which increased total open position to 4
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 75.1, which was -13.80 lower than the previous day. The implied volatity was 22.68, the open interest changed by 3 which increased total open position to 4
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 88.9, which was -229.25 lower than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 318.15, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 318.15, which was 318.15 higher 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 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 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 29 Oct GRASIM was trading at 2686.00. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct GRASIM was trading at 2718.25. 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 17 Oct GRASIM was trading at 2705.85. 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 9 Oct GRASIM was trading at 2715.75. 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 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 1.12
Theta: -1.07
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 38.3 | 16.60 | 16.73 | 1,102 | -44 | 146 |
| 19 Dec | 2539.05 | 21.7 | 12.75 | 22.51 | 870 | 55 | 195 |
| 18 Dec | 2594.15 | 8.95 | -1.80 | 22.36 | 627 | 26 | 140 |
| 17 Dec | 2599.70 | 10.75 | 7.55 | 24.73 | 450 | 34 | 121 |
| 16 Dec | 2685.15 | 3.2 | 0.40 | 25.79 | 46 | -7 | 89 |
| 13 Dec | 2692.70 | 2.8 | -1.75 | 23.75 | 183 | -26 | 95 |
| 12 Dec | 2660.05 | 4.55 | -0.55 | 21.60 | 71 | -4 | 121 |
| 11 Dec | 2670.75 | 5.1 | -1.80 | 22.98 | 105 | 6 | 127 |
| 10 Dec | 2655.30 | 6.9 | -0.10 | 22.48 | 28 | 9 | 121 |
| 9 Dec | 2681.40 | 7 | 1.90 | 24.65 | 18 | -2 | 113 |
| 6 Dec | 2701.90 | 5.1 | -1.60 | 22.95 | 33 | 15 | 115 |
| 5 Dec | 2706.80 | 6.7 | -0.85 | 24.47 | 143 | 11 | 103 |
| 4 Dec | 2717.30 | 7.55 | -0.75 | 25.17 | 43 | -20 | 93 |
| 3 Dec | 2714.00 | 8.3 | -4.00 | 25.01 | 80 | 7 | 119 |
| 2 Dec | 2693.55 | 12.3 | -11.85 | 25.57 | 281 | 35 | 110 |
| 29 Nov | 2606.25 | 24.15 | -8.35 | 22.47 | 211 | 56 | 75 |
| 28 Nov | 2570.45 | 32.5 | 8.50 | 23.72 | 66 | 15 | 17 |
| 27 Nov | 2621.90 | 24 | -10.00 | 23.02 | 1 | 0 | 2 |
| 26 Nov | 2617.20 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 34 | -12.85 | 23.09 | 2 | 1 | 1 |
| 21 Nov | 2534.85 | 46.85 | 0.00 | 1.26 | 0 | 0 | 0 |
| 20 Nov | 2508.15 | 46.85 | 0.00 | 0.25 | 0 | 0 | 0 |
| 19 Nov | 2508.15 | 46.85 | 0.00 | 0.25 | 0 | 0 | 0 |
| 18 Nov | 2517.15 | 46.85 | 0.00 | 0.63 | 0 | 0 | 0 |
| 14 Nov | 2523.95 | 46.85 | 0.00 | 1.44 | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 46.85 | 0.00 | 2.96 | 0 | 0 | 0 |
| 31 Oct | 2695.85 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2672.55 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 46.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 46.85 | 46.85 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2655.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2718.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2705.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2715.75 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2520 expiring on 26DEC2024
Delta for 2520 PE is -0.70
Historical price for 2520 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 38.3, which was 16.60 higher than the previous day. The implied volatity was 16.73, the open interest changed by -44 which decreased total open position to 146
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 21.7, which was 12.75 higher than the previous day. The implied volatity was 22.51, the open interest changed by 55 which increased total open position to 195
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 8.95, which was -1.80 lower than the previous day. The implied volatity was 22.36, the open interest changed by 26 which increased total open position to 140
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 10.75, which was 7.55 higher than the previous day. The implied volatity was 24.73, the open interest changed by 34 which increased total open position to 121
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 3.2, which was 0.40 higher than the previous day. The implied volatity was 25.79, the open interest changed by -7 which decreased total open position to 89
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 2.8, which was -1.75 lower than the previous day. The implied volatity was 23.75, the open interest changed by -26 which decreased total open position to 95
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 4.55, which was -0.55 lower than the previous day. The implied volatity was 21.60, the open interest changed by -4 which decreased total open position to 121
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 5.1, which was -1.80 lower than the previous day. The implied volatity was 22.98, the open interest changed by 6 which increased total open position to 127
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 6.9, which was -0.10 lower than the previous day. The implied volatity was 22.48, the open interest changed by 9 which increased total open position to 121
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 7, which was 1.90 higher than the previous day. The implied volatity was 24.65, the open interest changed by -2 which decreased total open position to 113
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 5.1, which was -1.60 lower than the previous day. The implied volatity was 22.95, the open interest changed by 15 which increased total open position to 115
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 6.7, which was -0.85 lower than the previous day. The implied volatity was 24.47, the open interest changed by 11 which increased total open position to 103
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 7.55, which was -0.75 lower than the previous day. The implied volatity was 25.17, the open interest changed by -20 which decreased total open position to 93
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 8.3, which was -4.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 7 which increased total open position to 119
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 12.3, which was -11.85 lower than the previous day. The implied volatity was 25.57, the open interest changed by 35 which increased total open position to 110
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 24.15, which was -8.35 lower than the previous day. The implied volatity was 22.47, the open interest changed by 56 which increased total open position to 75
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 32.5, which was 8.50 higher than the previous day. The implied volatity was 23.72, the open interest changed by 15 which increased total open position to 17
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 24, which was -10.00 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 2
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 34, 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 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 34, 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 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 34, which was -12.85 lower than the previous day. The implied volatity was 23.09, the open interest changed by 1 which increased total open position to 1
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 46.85, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 46.85, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 46.85, which was 0.00 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 46.85, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 46.85, 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 46.85, 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 46.85, 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 46.85, 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 46.85, 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 46.85, which was 46.85 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct GRASIM was trading at 2718.25. 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 17 Oct GRASIM was trading at 2705.85. 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 9 Oct GRASIM was trading at 2715.75. 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
