GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 09:22 AM IST
| GRASIM 28NOV2024 2560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 1.88
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2509.10 | 30.2 | -1.80 | 24.12 | 45.597 | 2.621 | 475.891 | |||
| 13 Nov | 2502.90 | 32 | -4.70 | 19.97 | 988.994 | 219.078 | 473.27 | |||
| 12 Nov | 2521.20 | 36.7 | -6.30 | 24.31 | 522.537 | 71.803 | 262.055 | |||
| 11 Nov | 2519.50 | 43 | -13.50 | 26.64 | 542.977 | 39.308 | 193.92 | |||
| 8 Nov | 2544.85 | 56.5 | -12.50 | 24.74 | 550.839 | 71.803 | 154.612 | |||
| 7 Nov | 2562.70 | 69 | -60.15 | 24.04 | 213.836 | 78.616 | 84.382 | |||
| 6 Nov | 2645.95 | 129.15 | 1.30 | 26.18 | 2.096 | 1.048 | 5.765 | |||
| 5 Nov | 2650.95 | 127.85 | 27.20 | 21.05 | 24.633 | 3.145 | 4.717 | |||
| 4 Nov | 2590.60 | 100.65 | -138.90 | 28.04 | 5.241 | 1.048 | 1.048 | |||
| 1 Nov | 2698.90 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2764.10 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2738.20 | 239.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2745.10 | 239.55 | 239.55 | - | 0 | 0 | 0 | |||
| 26 Sept | 2745.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 2619.30 | 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 | |||
| 19 Sept | 2738.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 2722.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 2754.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 2757.10 | 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 | |||
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| 9 Sept | 2710.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 2692.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 2741.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 2757.65 | 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 2560 expiring on 28NOV2024
Delta for 2560 CE is 0.37
Historical price for 2560 CE is as follows
On 14 Nov GRASIM was trading at 2509.10. The strike last trading price was 30.2, which was -1.80 lower than the previous day. The implied volatity was 24.12, the open interest changed by 5 which increased total open position to 908
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 32, which was -4.70 lower than the previous day. The implied volatity was 19.97, the open interest changed by 418 which increased total open position to 903
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 36.7, which was -6.30 lower than the previous day. The implied volatity was 24.31, the open interest changed by 137 which increased total open position to 500
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 43, which was -13.50 lower than the previous day. The implied volatity was 26.64, the open interest changed by 75 which increased total open position to 370
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 56.5, which was -12.50 lower than the previous day. The implied volatity was 24.74, the open interest changed by 137 which increased total open position to 295
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 69, which was -60.15 lower than the previous day. The implied volatity was 24.04, the open interest changed by 150 which increased total open position to 161
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 129.15, which was 1.30 higher than the previous day. The implied volatity was 26.18, the open interest changed by 2 which increased total open position to 11
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 127.85, which was 27.20 higher than the previous day. The implied volatity was 21.05, the open interest changed by 6 which increased total open position to 9
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 100.65, which was -138.90 lower than the previous day. The implied volatity was 28.04, the open interest changed by 2 which increased total open position to 2
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 239.55, 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 239.55, 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 239.55, 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 239.55, 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 239.55, 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 239.55, 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 239.55, 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 239.55, 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 239.55, 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 16 Oct GRASIM was trading at 2764.10. The strike last trading price was 239.55, 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 239.55, 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 239.55, which was 239.55 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 24 Sept GRASIM was trading at 2619.30. 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 19 Sept GRASIM was trading at 2738.95. 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 18 Sept GRASIM was trading at 2722.70. 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 17 Sept GRASIM was trading at 2754.85. 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 12 Sept GRASIM was trading at 2757.10. 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 5 Sept GRASIM was trading at 2741.60. 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 Sept GRASIM was trading at 2757.65. 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 2560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 1.85
Theta: -0.92
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2509.10 | 66.45 | -14.65 | 21.35 | 1.572 | 0 | 215.409 |
| 13 Nov | 2502.90 | 81.1 | 5.60 | 34.54 | 355.87 | -26.73 | 219.078 |
| 12 Nov | 2521.20 | 75.5 | 3.20 | 27.26 | 189.727 | -5.765 | 276.205 |
| 11 Nov | 2519.50 | 72.3 | 12.10 | 24.85 | 479.036 | -50.839 | 281.971 |
| 8 Nov | 2544.85 | 60.2 | 2.30 | 24.37 | 1,061.321 | 64.465 | 332.285 |
| 7 Nov | 2562.70 | 57.9 | 31.60 | 27.48 | 862.683 | 116.352 | 268.868 |
| 6 Nov | 2645.95 | 26.3 | -5.80 | 25.48 | 102.725 | 4.717 | 153.564 |
| 5 Nov | 2650.95 | 32.1 | -19.60 | 28.86 | 180.818 | 2.096 | 149.895 |
| 4 Nov | 2590.60 | 51.7 | 17.80 | 28.02 | 189.727 | 11.006 | 147.799 |
| 1 Nov | 2698.90 | 33.9 | 6.60 | 32.81 | 37.736 | 4.193 | 136.792 |
| 31 Oct | 2695.85 | 27.3 | -6.65 | - | 137.317 | 114.256 | 132.6 |
| 30 Oct | 2672.55 | 33.95 | 3.95 | - | 22.537 | 0.524 | 18.344 |
| 29 Oct | 2686.00 | 30 | -8.70 | - | 10.482 | 0 | 18.344 |
| 28 Oct | 2646.95 | 38.7 | -15.30 | - | 11.006 | 4.717 | 18.344 |
| 25 Oct | 2615.20 | 54 | 23.30 | - | 20.44 | -6.289 | 13.627 |
| 24 Oct | 2666.70 | 30.7 | -7.30 | - | 1.048 | -0.524 | 19.916 |
| 23 Oct | 2633.20 | 38 | 2.00 | - | 3.669 | -1.048 | 20.44 |
| 22 Oct | 2655.35 | 36 | 19.00 | - | 20.964 | 18.868 | 20.44 |
| 16 Oct | 2764.10 | 17 | -8.00 | - | 0.524 | 0 | 1.572 |
| 8 Oct | 2738.20 | 25 | -5.00 | - | 0.524 | 0 | 1.048 |
| 4 Oct | 2745.10 | 30 | -7.05 | - | 0.524 | 0 | 0.524 |
| 26 Sept | 2745.85 | 37.05 | -27.75 | - | 0.524 | 0 | 0.524 |
| 24 Sept | 2619.30 | 64.8 | 64.80 | - | 1.048 | 0.524 | 0.524 |
| 23 Sept | 2666.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 2678.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 2738.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 2722.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 2754.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 2757.10 | 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 |
| 5 Sept | 2741.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 2757.65 | 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 2560 expiring on 28NOV2024
Delta for 2560 PE is -0.64
Historical price for 2560 PE is as follows
On 14 Nov GRASIM was trading at 2509.10. The strike last trading price was 66.45, which was -14.65 lower than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 411
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 81.1, which was 5.60 higher than the previous day. The implied volatity was 34.54, the open interest changed by -51 which decreased total open position to 418
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 75.5, which was 3.20 higher than the previous day. The implied volatity was 27.26, the open interest changed by -11 which decreased total open position to 527
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 72.3, which was 12.10 higher than the previous day. The implied volatity was 24.85, the open interest changed by -97 which decreased total open position to 538
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 60.2, which was 2.30 higher than the previous day. The implied volatity was 24.37, the open interest changed by 123 which increased total open position to 634
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 57.9, which was 31.60 higher than the previous day. The implied volatity was 27.48, the open interest changed by 222 which increased total open position to 513
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 26.3, which was -5.80 lower than the previous day. The implied volatity was 25.48, the open interest changed by 9 which increased total open position to 293
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 32.1, which was -19.60 lower than the previous day. The implied volatity was 28.86, the open interest changed by 4 which increased total open position to 286
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 51.7, which was 17.80 higher than the previous day. The implied volatity was 28.02, the open interest changed by 21 which increased total open position to 282
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 33.9, which was 6.60 higher than the previous day. The implied volatity was 32.81, the open interest changed by 8 which increased total open position to 261
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 27.3, which was -6.65 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 33.95, which was 3.95 higher 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 30, which was -8.70 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 38.7, which was -15.30 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 54, which was 23.30 higher 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 30.7, which was -7.30 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 38, which was 2.00 higher 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 36, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct GRASIM was trading at 2764.10. The strike last trading price was 17, which was -8.00 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 25, which was -5.00 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 30, which was -7.05 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 37.05, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept GRASIM was trading at 2619.30. The strike last trading price was 64.8, which was 64.80 higher 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 19 Sept GRASIM was trading at 2738.95. 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 18 Sept GRASIM was trading at 2722.70. 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 17 Sept GRASIM was trading at 2754.85. 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 12 Sept GRASIM was trading at 2757.10. 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 5 Sept GRASIM was trading at 2741.60. 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 Sept GRASIM was trading at 2757.65. 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
