GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 1.37
Theta: -2.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 40.25 | 10.85 | 23.09 | 748.952 | 5.241 | 313.941 | |||
| 20 Nov | 2508.15 | 29.4 | 0.00 | 22.60 | 928.197 | -38.784 | 306.08 | |||
| 19 Nov | 2508.15 | 29.4 | -5.20 | 22.60 | 928.197 | -41.405 | 306.08 | |||
| 18 Nov | 2517.15 | 34.6 | -26.45 | 21.77 | 2,007.338 | 70.231 | 353.774 | |||
| 14 Nov | 2523.95 | 61.05 | 10.15 | 23.90 | 1,742.662 | 166.667 | 287.212 | |||
| 13 Nov | 2502.90 | 50.9 | -2.95 | 19.59 | 1,015.723 | 41.929 | 121.593 | |||
| 12 Nov | 2521.20 | 53.85 | -8.50 | 23.94 | 382.075 | 15.723 | 79.14 | |||
| 11 Nov | 2519.50 | 62.35 | -15.90 | 27.26 | 172.956 | 52.411 | 63.417 | |||
| 8 Nov | 2544.85 | 78.25 | -23.65 | 25.03 | 24.633 | 6.813 | 12.055 | |||
| 7 Nov | 2562.70 | 101.9 | -49.60 | 28.14 | 7.862 | 4.193 | 5.241 | |||
| 6 Nov | 2645.95 | 151.5 | 0.00 | 0.00 | 0 | -1.048 | 0 | |||
| 5 Nov | 2650.95 | 151.5 | 25.95 | 7.85 | 1.048 | -0.524 | 1.572 | |||
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| 4 Nov | 2590.60 | 125.55 | -140.25 | 27.95 | 3.145 | 2.096 | 2.096 | |||
| 1 Nov | 2698.90 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 265.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 265.8 | 265.80 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 2681.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 2702.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 2710.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 2692.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 2706.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 2690.80 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2520 expiring on 28NOV2024
Delta for 2520 CE is 0.58
Historical price for 2520 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 40.25, which was 10.85 higher than the previous day. The implied volatity was 23.09, the open interest changed by 10 which increased total open position to 599
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 29.4, which was 0.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by -74 which decreased total open position to 584
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 29.4, which was -5.20 lower than the previous day. The implied volatity was 22.60, the open interest changed by -79 which decreased total open position to 584
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 34.6, which was -26.45 lower than the previous day. The implied volatity was 21.77, the open interest changed by 134 which increased total open position to 675
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 61.05, which was 10.15 higher than the previous day. The implied volatity was 23.90, the open interest changed by 318 which increased total open position to 548
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 50.9, which was -2.95 lower than the previous day. The implied volatity was 19.59, the open interest changed by 80 which increased total open position to 232
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 53.85, which was -8.50 lower than the previous day. The implied volatity was 23.94, the open interest changed by 30 which increased total open position to 151
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 62.35, which was -15.90 lower than the previous day. The implied volatity was 27.26, the open interest changed by 100 which increased total open position to 121
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 78.25, which was -23.65 lower than the previous day. The implied volatity was 25.03, the open interest changed by 13 which increased total open position to 23
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 101.9, which was -49.60 lower than the previous day. The implied volatity was 28.14, the open interest changed by 8 which increased total open position to 10
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 151.5, 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 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 151.5, which was 25.95 higher than the previous day. The implied volatity was 7.85, the open interest changed by -1 which decreased total open position to 3
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 125.55, which was -140.25 lower than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 4
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 265.8, 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 265.8, 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 265.8, 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 265.8, 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 265.8, 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 265.8, 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 265.8, 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 265.8, 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 265.8, which was 265.80 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept GRASIM was trading at 2681.15. 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 10 Sept GRASIM was trading at 2702.55. 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 9 Sept GRASIM was trading at 2710.35. 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 6 Sept GRASIM was trading at 2692.85. 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 3 Sept GRASIM was trading at 2706.85. 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 2 Sept GRASIM was trading at 2690.80. 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 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 1.37
Theta: -1.85
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 23.65 | -19.85 | 21.94 | 1,010.482 | 47.17 | 297.694 |
| 20 Nov | 2508.15 | 43.5 | 0.00 | 23.34 | 986.373 | 0 | 250.524 |
| 19 Nov | 2508.15 | 43.5 | 7.50 | 23.34 | 986.373 | 0 | 250.524 |
| 18 Nov | 2517.15 | 36 | -2.10 | 20.77 | 2,190.252 | 19.392 | 251.572 |
| 14 Nov | 2523.95 | 38.1 | -20.45 | 24.90 | 1,047.694 | 115.304 | 226.415 |
| 13 Nov | 2502.90 | 58.55 | 4.55 | 33.49 | 712.788 | 7.862 | 110.063 |
| 12 Nov | 2521.20 | 54 | 0.90 | 27.39 | 653.04 | 14.675 | 102.201 |
| 11 Nov | 2519.50 | 53.1 | 10.45 | 26.08 | 496.855 | 29.874 | 87.526 |
| 8 Nov | 2544.85 | 42.65 | 1.10 | 24.86 | 158.281 | 14.151 | 60.273 |
| 7 Nov | 2562.70 | 41.55 | 23.20 | 27.64 | 196.541 | 2.096 | 46.646 |
| 6 Nov | 2645.95 | 18.35 | -5.15 | 26.32 | 68.658 | 22.537 | 47.694 |
| 5 Nov | 2650.95 | 23.5 | -14.75 | 29.65 | 133.124 | 5.765 | 25.681 |
| 4 Nov | 2590.60 | 38.25 | 15.05 | 28.52 | 34.067 | 8.91 | 19.392 |
| 1 Nov | 2698.90 | 23.2 | 2.70 | 32.03 | 10.482 | 0 | 6.813 |
| 31 Oct | 2695.85 | 20.5 | -43.80 | - | 10.482 | 6.813 | 6.813 |
| 30 Oct | 2672.55 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2655.35 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 2745.85 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 2666.90 | 64.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 2678.25 | 64.3 | 64.30 | - | 0 | 0 | 0 |
| 11 Sept | 2681.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 2702.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 2710.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 2692.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 2706.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 2690.80 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2520 expiring on 28NOV2024
Delta for 2520 PE is -0.42
Historical price for 2520 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 23.65, which was -19.85 lower than the previous day. The implied volatity was 21.94, the open interest changed by 90 which increased total open position to 568
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 43.5, which was 0.00 lower than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 478
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 43.5, which was 7.50 higher than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 478
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 36, which was -2.10 lower than the previous day. The implied volatity was 20.77, the open interest changed by 37 which increased total open position to 480
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 38.1, which was -20.45 lower than the previous day. The implied volatity was 24.90, the open interest changed by 220 which increased total open position to 432
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 58.55, which was 4.55 higher than the previous day. The implied volatity was 33.49, the open interest changed by 15 which increased total open position to 210
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 54, which was 0.90 higher than the previous day. The implied volatity was 27.39, the open interest changed by 28 which increased total open position to 195
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 53.1, which was 10.45 higher than the previous day. The implied volatity was 26.08, the open interest changed by 57 which increased total open position to 167
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 42.65, which was 1.10 higher than the previous day. The implied volatity was 24.86, the open interest changed by 27 which increased total open position to 115
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 41.55, which was 23.20 higher than the previous day. The implied volatity was 27.64, the open interest changed by 4 which increased total open position to 89
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 18.35, which was -5.15 lower than the previous day. The implied volatity was 26.32, the open interest changed by 43 which increased total open position to 91
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 23.5, which was -14.75 lower than the previous day. The implied volatity was 29.65, the open interest changed by 11 which increased total open position to 49
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 38.25, which was 15.05 higher than the previous day. The implied volatity was 28.52, the open interest changed by 17 which increased total open position to 37
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 23.2, which was 2.70 higher than the previous day. The implied volatity was 32.03, the open interest changed by 0 which decreased total open position to 13
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 20.5, which was -43.80 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 64.3, 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 64.3, 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 64.3, 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 64.3, 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 64.3, 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 64.3, 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 64.3, 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 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 64.3, 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 64.3, 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 64.3, which was 64.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept GRASIM was trading at 2681.15. 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 10 Sept GRASIM was trading at 2702.55. 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 9 Sept GRASIM was trading at 2710.35. 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 6 Sept GRASIM was trading at 2692.85. 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 3 Sept GRASIM was trading at 2706.85. 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 2 Sept GRASIM was trading at 2690.80. 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
