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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 2560 CE
Delta: 0.38
Vega: 1.33
Theta: -2.31
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 19.55 5.70 21.63 2,300.314 -15.723 914.57
20 Nov 2508.15 13.85 0.00 21.43 1,516.247 -12.579 930.818
19 Nov 2508.15 13.85 -3.15 21.43 1,516.247 -12.055 930.818
18 Nov 2517.15 17 -22.40 20.51 2,903.564 444.444 942.348
14 Nov 2523.95 39.4 7.40 23.67 898.323 27.778 501.048
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
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 0.38

Historical price for 2560 CE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 19.55, which was 5.70 higher than the previous day. The implied volatity was 21.63, the open interest changed by -30 which decreased total open position to 1745


On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 13.85, which was 0.00 lower than the previous day. The implied volatity was 21.43, the open interest changed by -24 which decreased total open position to 1776


On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 13.85, which was -3.15 lower than the previous day. The implied volatity was 21.43, the open interest changed by -23 which decreased total open position to 1776


On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 17, which was -22.40 lower than the previous day. The implied volatity was 20.51, the open interest changed by 848 which increased total open position to 1798


On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 39.4, which was 7.40 higher than the previous day. The implied volatity was 23.67, the open interest changed by 53 which increased total open position to 956


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: -0.63
Vega: 1.32
Theta: -1.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 42.95 -25.05 20.51 724.843 20.964 282.495
20 Nov 2508.15 68 0.00 22.42 323.375 3.669 263.103
19 Nov 2508.15 68 12.00 22.42 323.375 5.241 263.103
18 Nov 2517.15 56 0.00 17.78 550.839 51.887 259.434
14 Nov 2523.95 56 -25.10 23.93 113.732 -5.765 209.644
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 -0.63

Historical price for 2560 PE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 42.95, which was -25.05 lower than the previous day. The implied volatity was 20.51, the open interest changed by 40 which increased total open position to 539


On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 22.42, the open interest changed by 7 which increased total open position to 502


On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 68, which was 12.00 higher than the previous day. The implied volatity was 22.42, the open interest changed by 10 which increased total open position to 502


On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was 17.78, the open interest changed by 99 which increased total open position to 495


On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 56, which was -25.10 lower than the previous day. The implied volatity was 23.93, the open interest changed by -11 which decreased total open position to 400


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