GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 1.40
Theta: -2.56
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 29 | 8.20 | 22.45 | 1,875.262 | -78.092 | 281.447 | |||
| 20 Nov | 2508.15 | 20.8 | 0.00 | 22.07 | 1,343.291 | 4.717 | 364.256 | |||
| 19 Nov | 2508.15 | 20.8 | -3.90 | 22.07 | 1,343.291 | 9.434 | 364.256 | |||
| 18 Nov | 2517.15 | 24.7 | -24.30 | 21.02 | 3,356.394 | 64.99 | 355.87 | |||
| 14 Nov | 2523.95 | 49 | 9.00 | 23.79 | 1,335.954 | 127.358 | 288.784 | |||
| 13 Nov | 2502.90 | 40 | -5.55 | 19.45 | 846.436 | 45.073 | 165.618 | |||
| 12 Nov | 2521.20 | 45.55 | -6.00 | 24.55 | 597.484 | 23.585 | 121.069 | |||
| 11 Nov | 2519.50 | 51.55 | -17.10 | 26.68 | 481.656 | 68.134 | 96.96 | |||
| 8 Nov | 2544.85 | 68.65 | -12.50 | 25.65 | 86.478 | 18.344 | 28.826 | |||
| 7 Nov | 2562.70 | 81.15 | -60.30 | 24.41 | 41.405 | 9.434 | 10.482 | |||
| 6 Nov | 2645.95 | 141.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 141.45 | 29.30 | 19.52 | 3.145 | 0 | 1.048 | |||
|
|
||||||||||
| 4 Nov | 2590.60 | 112.15 | -162.50 | 27.78 | 1.048 | 0 | 0 | |||
| 1 Nov | 2698.90 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 274.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 274.65 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2540 expiring on 28NOV2024
Delta for 2540 CE is 0.48
Historical price for 2540 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 29, which was 8.20 higher than the previous day. The implied volatity was 22.45, the open interest changed by -149 which decreased total open position to 537
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 22.07, the open interest changed by 9 which increased total open position to 695
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 20.8, which was -3.90 lower than the previous day. The implied volatity was 22.07, the open interest changed by 18 which increased total open position to 695
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 24.7, which was -24.30 lower than the previous day. The implied volatity was 21.02, the open interest changed by 124 which increased total open position to 679
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 49, which was 9.00 higher than the previous day. The implied volatity was 23.79, the open interest changed by 243 which increased total open position to 551
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 40, which was -5.55 lower than the previous day. The implied volatity was 19.45, the open interest changed by 86 which increased total open position to 316
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 45.55, which was -6.00 lower than the previous day. The implied volatity was 24.55, the open interest changed by 45 which increased total open position to 231
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 51.55, which was -17.10 lower than the previous day. The implied volatity was 26.68, the open interest changed by 130 which increased total open position to 185
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 68.65, which was -12.50 lower than the previous day. The implied volatity was 25.65, the open interest changed by 35 which increased total open position to 55
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 81.15, which was -60.30 lower than the previous day. The implied volatity was 24.41, the open interest changed by 18 which increased total open position to 20
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 141.45, 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 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 141.45, which was 29.30 higher than the previous day. The implied volatity was 19.52, the open interest changed by 0 which decreased total open position to 2
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 112.15, which was -162.50 lower than the previous day. The implied volatity was 27.78, the open interest changed by 0 which decreased total open position to 0
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 274.65, 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 274.65, 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 30 Oct GRASIM was trading at 2672.55. The strike last trading price was 274.65, 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 29 Oct GRASIM was trading at 2686.00. The strike last trading price was 274.65, 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 28 Oct GRASIM was trading at 2646.95. The strike last trading price was 274.65, 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 274.65, 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 274.65, 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 274.65, 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 274.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 1.40
Theta: -1.73
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 32 | -23.10 | 21.06 | 1,132.075 | 51.363 | 179.245 |
| 20 Nov | 2508.15 | 55.1 | 0.00 | 23.02 | 648.323 | 7.862 | 128.931 |
| 19 Nov | 2508.15 | 55.1 | 11.10 | 23.02 | 648.323 | 8.91 | 128.931 |
| 18 Nov | 2517.15 | 44 | -2.65 | 18.71 | 1,373.69 | 7.862 | 122.117 |
| 14 Nov | 2523.95 | 46.65 | -22.75 | 24.54 | 305.031 | 48.742 | 112.159 |
| 13 Nov | 2502.90 | 69.4 | 5.95 | 34.03 | 301.363 | -22.537 | 64.465 |
| 12 Nov | 2521.20 | 63.45 | 1.95 | 26.96 | 327.044 | 25.157 | 115.304 |
| 11 Nov | 2519.50 | 61.5 | 10.00 | 25.17 | 352.725 | 2.621 | 89.099 |
| 8 Nov | 2544.85 | 51.5 | 3.05 | 24.87 | 306.604 | 38.784 | 91.195 |
| 7 Nov | 2562.70 | 48.45 | 26.65 | 27.21 | 340.671 | -2.096 | 52.935 |
| 6 Nov | 2645.95 | 21.8 | -5.80 | 25.79 | 161.426 | 14.675 | 60.273 |
| 5 Nov | 2650.95 | 27.6 | -17.70 | 29.29 | 185.535 | 34.067 | 45.597 |
| 4 Nov | 2590.60 | 45.3 | 20.80 | 28.56 | 39.308 | 6.813 | 11.53 |
| 1 Nov | 2698.90 | 24.5 | 0.00 | 0.00 | 0 | 4.717 | 0 |
| 31 Oct | 2695.85 | 24.5 | -12.50 | - | 13.627 | 5.241 | 5.241 |
| 30 Oct | 2672.55 | 37 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 37 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 37 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 37 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 37 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 37 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2655.35 | 37 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2540 expiring on 28NOV2024
Delta for 2540 PE is -0.52
Historical price for 2540 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 32, which was -23.10 lower than the previous day. The implied volatity was 21.06, the open interest changed by 98 which increased total open position to 342
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 55.1, which was 0.00 lower than the previous day. The implied volatity was 23.02, the open interest changed by 15 which increased total open position to 246
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 55.1, which was 11.10 higher than the previous day. The implied volatity was 23.02, the open interest changed by 17 which increased total open position to 246
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 44, which was -2.65 lower than the previous day. The implied volatity was 18.71, the open interest changed by 15 which increased total open position to 233
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 46.65, which was -22.75 lower than the previous day. The implied volatity was 24.54, the open interest changed by 93 which increased total open position to 214
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 69.4, which was 5.95 higher than the previous day. The implied volatity was 34.03, the open interest changed by -43 which decreased total open position to 123
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 63.45, which was 1.95 higher than the previous day. The implied volatity was 26.96, the open interest changed by 48 which increased total open position to 220
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 61.5, which was 10.00 higher than the previous day. The implied volatity was 25.17, the open interest changed by 5 which increased total open position to 170
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 51.5, which was 3.05 higher than the previous day. The implied volatity was 24.87, the open interest changed by 74 which increased total open position to 174
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 48.45, which was 26.65 higher than the previous day. The implied volatity was 27.21, the open interest changed by -4 which decreased total open position to 101
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 21.8, which was -5.80 lower than the previous day. The implied volatity was 25.79, the open interest changed by 28 which increased total open position to 115
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 27.6, which was -17.70 lower than the previous day. The implied volatity was 29.29, the open interest changed by 65 which increased total open position to 87
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 45.3, which was 20.80 higher than the previous day. The implied volatity was 28.56, the open interest changed by 13 which increased total open position to 22
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 24.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 24.5, which was -12.50 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 37, 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 37, 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 37, 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 37, 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 37, 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 37, 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 37, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
