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

2488.7 -50.35 (-1.98%)

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Historical option data for GRASIM

20 Dec 2024 04:12 PM IST
GRASIM 26DEC2024 2560 CE
Delta: 0.16
Vega: 0.77
Theta: -1.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 5.45 -16.55 20.76 1,314 10 258
19 Dec 2539.05 22 -32.15 21.46 1,662 193 242
18 Dec 2594.15 54.15 -11.85 22.91 48 10 51
17 Dec 2599.70 66 -63.15 24.33 22 0 40
16 Dec 2685.15 129.15 -20.85 18.93 2 0 40
13 Dec 2692.70 150 32.00 22.28 4 0 41
12 Dec 2660.05 118 0.00 0.00 0 0 0
11 Dec 2670.75 118 0.00 0.00 0 0 0
10 Dec 2655.30 118 -26.70 22.19 1 0 41
9 Dec 2681.40 144.7 -21.00 24.36 2 -1 41
6 Dec 2701.90 165.7 0.00 0.00 0 -2 0
5 Dec 2706.80 165.7 -2.60 18.10 3 -1 43
4 Dec 2717.30 168.3 0.00 0.00 0 3 0
3 Dec 2714.00 168.3 10.00 17.42 10 4 45
2 Dec 2693.55 158.3 61.50 23.44 27 -1 40
29 Nov 2606.25 96.8 10.00 21.83 124 13 41
28 Nov 2570.45 86.8 -21.70 21.66 70 29 31
27 Nov 2621.90 108.5 0.00 0.00 0 2 0
26 Nov 2617.20 108.5 -180.85 22.56 2 0 0
25 Nov 2629.80 289.35 0.00 - 0 0 0
22 Nov 2598.65 289.35 0.00 - 0 0 0
21 Nov 2534.85 289.35 0.00 0.16 0 0 0
20 Nov 2508.15 289.35 0.00 1.10 0 0 0
19 Nov 2508.15 289.35 0.00 1.10 0 0 0
18 Nov 2517.15 289.35 0.00 0.83 0 0 0
14 Nov 2523.95 289.35 0.00 - 0 0 0
4 Nov 2590.60 289.35 289.35 - 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
15 Oct 2735.80 0 0.00 - 0 0 0
14 Oct 2726.90 0 0.00 - 0 0 0
11 Oct 2725.55 0 0.00 - 0 0 0
10 Oct 2722.45 0 0.00 - 0 0 0
9 Oct 2715.75 0 0.00 - 0 0 0
8 Oct 2738.20 0 0.00 - 0 0 0
7 Oct 2720.50 0 0.00 - 0 0 0
4 Oct 2745.10 0 - 0 0 0


For Grasim Industries Ltd - strike price 2560 expiring on 26DEC2024

Delta for 2560 CE is 0.16

Historical price for 2560 CE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 5.45, which was -16.55 lower than the previous day. The implied volatity was 20.76, the open interest changed by 10 which increased total open position to 258


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 22, which was -32.15 lower than the previous day. The implied volatity was 21.46, the open interest changed by 193 which increased total open position to 242


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 54.15, which was -11.85 lower than the previous day. The implied volatity was 22.91, the open interest changed by 10 which increased total open position to 51


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 66, which was -63.15 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 40


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 129.15, which was -20.85 lower than the previous day. The implied volatity was 18.93, the open interest changed by 0 which decreased total open position to 40


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 150, which was 32.00 higher than the previous day. The implied volatity was 22.28, the open interest changed by 0 which decreased total open position to 41


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 118, 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 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 118, 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 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 118, which was -26.70 lower than the previous day. The implied volatity was 22.19, the open interest changed by 0 which decreased total open position to 41


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 144.7, which was -21.00 lower than the previous day. The implied volatity was 24.36, the open interest changed by -1 which decreased total open position to 41


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 165.7, 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 Dec GRASIM was trading at 2706.80. The strike last trading price was 165.7, which was -2.60 lower than the previous day. The implied volatity was 18.10, the open interest changed by -1 which decreased total open position to 43


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 168.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 168.3, which was 10.00 higher than the previous day. The implied volatity was 17.42, the open interest changed by 4 which increased total open position to 45


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 158.3, which was 61.50 higher than the previous day. The implied volatity was 23.44, the open interest changed by -1 which decreased total open position to 40


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 96.8, which was 10.00 higher than the previous day. The implied volatity was 21.83, the open interest changed by 13 which increased total open position to 41


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 86.8, which was -21.70 lower than the previous day. The implied volatity was 21.66, the open interest changed by 29 which increased total open position to 31


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 108.5, which was -180.85 lower than the previous day. The implied volatity was 22.56, 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 289.35, 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 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 289.35, 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 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 289.35, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 289.35, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 289.35, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 289.35, which was 0.00 lower than the previous day. The implied volatity was 0.83, 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 289.35, 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 289.35, which was 289.35 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 15 Oct GRASIM was trading at 2735.80. 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 14 Oct GRASIM was trading at 2726.90. 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 11 Oct GRASIM was trading at 2725.55. 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 10 Oct GRASIM was trading at 2722.45. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct GRASIM was trading at 2738.20. 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 7 Oct GRASIM was trading at 2720.50. 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 4 Oct GRASIM was trading at 2745.10. 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 2560 PE
Delta: -0.96
Vega: 0.27
Theta: 0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 68.6 27.60 11.94 382 3 315
19 Dec 2539.05 41 22.40 22.12 928 63 314
18 Dec 2594.15 18.6 -1.55 21.53 577 7 253
17 Dec 2599.70 20.15 14.65 23.95 1,434 42 252
16 Dec 2685.15 5.5 1.10 23.92 449 -64 211
13 Dec 2692.70 4.4 -3.95 21.73 1,149 -275 275
12 Dec 2660.05 8.35 -0.85 20.49 565 50 551
11 Dec 2670.75 9.2 -3.00 22.19 522 36 501
10 Dec 2655.30 12.2 1.55 21.78 962 217 468
9 Dec 2681.40 10.65 1.90 23.20 95 2 250
6 Dec 2701.90 8.75 -2.00 22.38 226 12 249
5 Dec 2706.80 10.75 -0.30 23.82 419 65 239
4 Dec 2717.30 11.05 -1.40 24.02 143 6 177
3 Dec 2714.00 12.45 -5.40 24.15 469 49 177
2 Dec 2693.55 17.85 -17.10 24.73 806 -19 131
29 Nov 2606.25 34.95 -9.65 21.85 395 -49 150
28 Nov 2570.45 44.6 11.70 22.90 460 159 195
27 Nov 2621.90 32.9 -3.65 21.94 27 2 36
26 Nov 2617.20 36.55 3.45 22.44 28 10 33
25 Nov 2629.80 33.1 -18.00 23.37 31 18 19
22 Nov 2598.65 51.1 -16.50 24.14 3 2 3
21 Nov 2534.85 67.6 0.00 0.00 0 0 0
20 Nov 2508.15 67.6 0.00 0.00 0 0 0
19 Nov 2508.15 67.6 0.00 0.00 0 0 0
18 Nov 2517.15 67.6 0.00 0.00 0 0 0
14 Nov 2523.95 67.6 10.25 0.00 0 0 0
4 Nov 2590.60 57.35 0.00 1.88 0 0 0
31 Oct 2695.85 57.35 0.00 - 0 0 0
30 Oct 2672.55 57.35 0.00 - 0 0 0
29 Oct 2686.00 57.35 0.00 - 0 0 0
28 Oct 2646.95 57.35 0.00 - 0 0 0
25 Oct 2615.20 57.35 0.00 - 0 0 0
24 Oct 2666.70 57.35 57.35 - 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
15 Oct 2735.80 0 0.00 - 0 0 0
14 Oct 2726.90 0 0.00 - 0 0 0
11 Oct 2725.55 0 0.00 - 0 0 0
10 Oct 2722.45 0 0.00 - 0 0 0
9 Oct 2715.75 0 0.00 - 0 0 0
8 Oct 2738.20 0 0.00 - 0 0 0
7 Oct 2720.50 0 0.00 - 0 0 0
4 Oct 2745.10 0 - 0 0 0


For Grasim Industries Ltd - strike price 2560 expiring on 26DEC2024

Delta for 2560 PE is -0.96

Historical price for 2560 PE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 68.6, which was 27.60 higher than the previous day. The implied volatity was 11.94, the open interest changed by 3 which increased total open position to 315


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 41, which was 22.40 higher than the previous day. The implied volatity was 22.12, the open interest changed by 63 which increased total open position to 314


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 18.6, which was -1.55 lower than the previous day. The implied volatity was 21.53, the open interest changed by 7 which increased total open position to 253


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 20.15, which was 14.65 higher than the previous day. The implied volatity was 23.95, the open interest changed by 42 which increased total open position to 252


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 5.5, which was 1.10 higher than the previous day. The implied volatity was 23.92, the open interest changed by -64 which decreased total open position to 211


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 4.4, which was -3.95 lower than the previous day. The implied volatity was 21.73, the open interest changed by -275 which decreased total open position to 275


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 8.35, which was -0.85 lower than the previous day. The implied volatity was 20.49, the open interest changed by 50 which increased total open position to 551


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 9.2, which was -3.00 lower than the previous day. The implied volatity was 22.19, the open interest changed by 36 which increased total open position to 501


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 12.2, which was 1.55 higher than the previous day. The implied volatity was 21.78, the open interest changed by 217 which increased total open position to 468


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 10.65, which was 1.90 higher than the previous day. The implied volatity was 23.20, the open interest changed by 2 which increased total open position to 250


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 8.75, which was -2.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 12 which increased total open position to 249


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 10.75, which was -0.30 lower than the previous day. The implied volatity was 23.82, the open interest changed by 65 which increased total open position to 239


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 11.05, which was -1.40 lower than the previous day. The implied volatity was 24.02, the open interest changed by 6 which increased total open position to 177


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 12.45, which was -5.40 lower than the previous day. The implied volatity was 24.15, the open interest changed by 49 which increased total open position to 177


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 17.85, which was -17.10 lower than the previous day. The implied volatity was 24.73, the open interest changed by -19 which decreased total open position to 131


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 34.95, which was -9.65 lower than the previous day. The implied volatity was 21.85, the open interest changed by -49 which decreased total open position to 150


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 44.6, which was 11.70 higher than the previous day. The implied volatity was 22.90, the open interest changed by 159 which increased total open position to 195


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 32.9, which was -3.65 lower than the previous day. The implied volatity was 21.94, the open interest changed by 2 which increased total open position to 36


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 36.55, which was 3.45 higher than the previous day. The implied volatity was 22.44, the open interest changed by 10 which increased total open position to 33


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 33.1, which was -18.00 lower than the previous day. The implied volatity was 23.37, the open interest changed by 18 which increased total open position to 19


On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 51.1, which was -16.50 lower than the previous day. The implied volatity was 24.14, the open interest changed by 2 which increased total open position to 3


On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 67.6, 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 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 67.6, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 67.6, 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 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 67.6, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 67.6, which was 10.25 higher 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 Nov GRASIM was trading at 2590.60. The strike last trading price was 57.35, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 57.35, 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 57.35, 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 57.35, 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 57.35, 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 57.35, 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 57.35, which was 57.35 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 15 Oct GRASIM was trading at 2735.80. 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 14 Oct GRASIM was trading at 2726.90. 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 11 Oct GRASIM was trading at 2725.55. 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 10 Oct GRASIM was trading at 2722.45. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct GRASIM was trading at 2738.20. 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 7 Oct GRASIM was trading at 2720.50. 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 4 Oct GRASIM was trading at 2745.10. 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