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[--[65.84.65.76]--]
GRASIM
Grasim Industries Ltd

2534.85 26.70 (1.06%)

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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