GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.98
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 8.85 | -21.65 | 20.35 | 1,300 | 30 | 212 | |||
| 19 Dec | 2539.05 | 30.5 | -34.90 | 21.10 | 731 | 164 | 181 | |||
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| 18 Dec | 2594.15 | 65.4 | -20.10 | 20.94 | 8 | -1 | 17 | |||
| 17 Dec | 2599.70 | 85.5 | -53.10 | 28.39 | 5 | -2 | 17 | |||
| 16 Dec | 2685.15 | 138.6 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Dec | 2692.70 | 138.6 | 10.95 | - | 10 | -1 | 20 | |||
| 12 Dec | 2660.05 | 127.65 | -36.60 | 13.79 | 4 | 0 | 20 | |||
| 11 Dec | 2670.75 | 164.25 | 29.00 | 34.78 | 2 | 0 | 19 | |||
| 10 Dec | 2655.30 | 135.25 | -27.80 | 22.85 | 1 | 0 | 19 | |||
| 9 Dec | 2681.40 | 163.05 | -23.95 | 25.61 | 2 | -1 | 18 | |||
| 6 Dec | 2701.90 | 187 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2706.80 | 187 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2717.30 | 187 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2714.00 | 187 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2693.55 | 187 | 60.65 | 30.41 | 1 | 0 | 19 | |||
| 29 Nov | 2606.25 | 126.35 | 31.15 | 28.36 | 36 | 5 | 20 | |||
| 28 Nov | 2570.45 | 95.2 | 14.20 | 20.06 | 33 | 12 | 15 | |||
| 27 Nov | 2621.90 | 81 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 81 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 81 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 22 Nov | 2598.65 | 81 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 21 Nov | 2534.85 | 81 | 1.00 | 23.60 | 4 | 0 | 4 | |||
| 20 Nov | 2508.15 | 80 | 0.00 | 27.20 | 4 | 3 | 1 | |||
| 19 Nov | 2508.15 | 80 | 2.90 | 27.20 | 4 | 0 | 1 | |||
| 18 Nov | 2517.15 | 77.1 | -149.90 | 24.41 | 1 | 0 | 0 | |||
| 14 Nov | 2523.95 | 227 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 227 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2540 expiring on 26DEC2024
Delta for 2540 CE is 0.24
Historical price for 2540 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 8.85, which was -21.65 lower than the previous day. The implied volatity was 20.35, the open interest changed by 30 which increased total open position to 212
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 30.5, which was -34.90 lower than the previous day. The implied volatity was 21.10, the open interest changed by 164 which increased total open position to 181
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 65.4, which was -20.10 lower than the previous day. The implied volatity was 20.94, the open interest changed by -1 which decreased total open position to 17
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 85.5, which was -53.10 lower than the previous day. The implied volatity was 28.39, the open interest changed by -2 which decreased total open position to 17
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 138.6, 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 138.6, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 127.65, which was -36.60 lower than the previous day. The implied volatity was 13.79, the open interest changed by 0 which decreased total open position to 20
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 164.25, which was 29.00 higher than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 19
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 135.25, which was -27.80 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 19
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 163.05, which was -23.95 lower than the previous day. The implied volatity was 25.61, the open interest changed by -1 which decreased total open position to 18
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 187, 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 187, 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 187, 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 187, 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 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 187, which was 60.65 higher than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 19
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 126.35, which was 31.15 higher than the previous day. The implied volatity was 28.36, the open interest changed by 5 which increased total open position to 20
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 95.2, which was 14.20 higher than the previous day. The implied volatity was 20.06, the open interest changed by 12 which increased total open position to 15
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 81, 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 81, 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 81, 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 81, 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 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 81, which was 1.00 higher than the previous day. The implied volatity was 23.60, the open interest changed by 0 which decreased total open position to 4
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 3 which increased total open position to 1
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 80, which was 2.90 higher than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 1
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 77.1, which was -149.90 lower than the previous day. The implied volatity was 24.41, 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 227, 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 227, 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 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.85
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 53.2 | 22.75 | 16.35 | 555 | -76 | 307 |
| 19 Dec | 2539.05 | 30.45 | 17.60 | 22.39 | 1,212 | 91 | 383 |
| 18 Dec | 2594.15 | 12.85 | -1.85 | 21.77 | 1,008 | 72 | 299 |
| 17 Dec | 2599.70 | 14.7 | 10.60 | 24.22 | 872 | 55 | 235 |
| 16 Dec | 2685.15 | 4.1 | 0.70 | 24.72 | 190 | -14 | 186 |
| 13 Dec | 2692.70 | 3.4 | -2.75 | 22.59 | 973 | -18 | 198 |
| 12 Dec | 2660.05 | 6.15 | -0.75 | 21.02 | 608 | 0 | 217 |
| 11 Dec | 2670.75 | 6.9 | -2.35 | 22.60 | 383 | -45 | 217 |
| 10 Dec | 2655.30 | 9.25 | 0.70 | 22.15 | 336 | 15 | 266 |
| 9 Dec | 2681.40 | 8.55 | 1.75 | 23.86 | 222 | 42 | 258 |
| 6 Dec | 2701.90 | 6.8 | -1.85 | 22.75 | 58 | 4 | 214 |
| 5 Dec | 2706.80 | 8.65 | -0.65 | 24.26 | 245 | 27 | 211 |
| 4 Dec | 2717.30 | 9.3 | -1.05 | 24.72 | 65 | -2 | 184 |
| 3 Dec | 2714.00 | 10.35 | -4.45 | 24.70 | 253 | 16 | 193 |
| 2 Dec | 2693.55 | 14.8 | -15.15 | 25.13 | 485 | 27 | 186 |
| 29 Nov | 2606.25 | 29.95 | -7.50 | 22.49 | 427 | 104 | 157 |
| 28 Nov | 2570.45 | 37.45 | 9.00 | 23.04 | 149 | 46 | 52 |
| 27 Nov | 2621.90 | 28.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 2617.20 | 28.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 28.45 | -16.55 | 24.22 | 17 | 13 | 13 |
| 22 Nov | 2598.65 | 45 | 2.05 | 24.63 | 11 | 5 | 5 |
| 21 Nov | 2534.85 | 42.95 | 0.00 | 0.69 | 0 | 0 | 0 |
| 20 Nov | 2508.15 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2508.15 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2517.15 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2523.95 | 42.95 | 0.00 | 0.78 | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 42.95 | 2.42 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2540 expiring on 26DEC2024
Delta for 2540 PE is -0.82
Historical price for 2540 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 53.2, which was 22.75 higher than the previous day. The implied volatity was 16.35, the open interest changed by -76 which decreased total open position to 307
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 30.45, which was 17.60 higher than the previous day. The implied volatity was 22.39, the open interest changed by 91 which increased total open position to 383
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 12.85, which was -1.85 lower than the previous day. The implied volatity was 21.77, the open interest changed by 72 which increased total open position to 299
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 14.7, which was 10.60 higher than the previous day. The implied volatity was 24.22, the open interest changed by 55 which increased total open position to 235
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 4.1, which was 0.70 higher than the previous day. The implied volatity was 24.72, the open interest changed by -14 which decreased total open position to 186
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 3.4, which was -2.75 lower than the previous day. The implied volatity was 22.59, the open interest changed by -18 which decreased total open position to 198
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 6.15, which was -0.75 lower than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 217
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 6.9, which was -2.35 lower than the previous day. The implied volatity was 22.60, the open interest changed by -45 which decreased total open position to 217
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 9.25, which was 0.70 higher than the previous day. The implied volatity was 22.15, the open interest changed by 15 which increased total open position to 266
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 8.55, which was 1.75 higher than the previous day. The implied volatity was 23.86, the open interest changed by 42 which increased total open position to 258
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 6.8, which was -1.85 lower than the previous day. The implied volatity was 22.75, the open interest changed by 4 which increased total open position to 214
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 8.65, which was -0.65 lower than the previous day. The implied volatity was 24.26, the open interest changed by 27 which increased total open position to 211
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 9.3, which was -1.05 lower than the previous day. The implied volatity was 24.72, the open interest changed by -2 which decreased total open position to 184
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 10.35, which was -4.45 lower than the previous day. The implied volatity was 24.70, the open interest changed by 16 which increased total open position to 193
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 14.8, which was -15.15 lower than the previous day. The implied volatity was 25.13, the open interest changed by 27 which increased total open position to 186
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 29.95, which was -7.50 lower than the previous day. The implied volatity was 22.49, the open interest changed by 104 which increased total open position to 157
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 37.45, which was 9.00 higher than the previous day. The implied volatity was 23.04, the open interest changed by 46 which increased total open position to 52
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 28.45, 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 28.45, 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 28.45, which was -16.55 lower than the previous day. The implied volatity was 24.22, the open interest changed by 13 which increased total open position to 13
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 45, which was 2.05 higher than the previous day. The implied volatity was 24.63, the open interest changed by 5 which increased total open position to 5
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 42.95, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 42.95, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 42.95, 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 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 42.95, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 42.95, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 42.95, which was lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
