GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
11 Mar 2025 04:12 PM IST
| GRASIM 27MAR2025 2580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.79
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 2413.55 | 4.1 | 1.15 | 21.05 | 104 | 35 | 174 | |||
| 10 Mar | 2383.95 | 3 | -2.55 | 21.85 | 187 | 38 | 133 | |||
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| 7 Mar | 2407.25 | 5.2 | 0.1 | 20.84 | 146 | 4 | 95 | |||
| 6 Mar | 2393.65 | 5.1 | -1 | 21.80 | 45 | -2 | 92 | |||
| 5 Mar | 2391.65 | 6.15 | -1.5 | 22.09 | 22 | -4 | 91 | |||
| 4 Mar | 2394.65 | 7.35 | 1.4 | 22.07 | 60 | 23 | 94 | |||
| 3 Mar | 2377.45 | 5.95 | 1.15 | 21.80 | 98 | 47 | 66 | |||
| 28 Feb | 2306.65 | 4.8 | -13.1 | 23.93 | 35 | 18 | 18 | |||
| 27 Feb | 2339.95 | 17.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Feb | 2379.30 | 17.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 2379.30 | 17.9 | 0 | 0.00 | 0 | 8 | 0 | |||
| 24 Feb | 2393.70 | 17.9 | -7 | 25.23 | 8 | 5 | 6 | |||
| 21 Feb | 2431.05 | 24.9 | -59.25 | 24.68 | 1 | 0 | 0 | |||
| 20 Feb | 2453.70 | 84.15 | 0 | 3.41 | 0 | 0 | 0 | |||
| 18 Feb | 2463.20 | 84.15 | 0 | 3.54 | 0 | 0 | 0 | |||
| 17 Feb | 2463.85 | 84.15 | 0 | 3.03 | 0 | 0 | 0 | |||
| 14 Feb | 2431.30 | 84.15 | 0 | 4.00 | 0 | 0 | 0 | |||
| 12 Feb | 2484.95 | 84.15 | 0 | 1.98 | 0 | 0 | 0 | |||
| 11 Feb | 2491.45 | 84.15 | 0 | 1.69 | 0 | 0 | 0 | |||
| 6 Feb | 2499.00 | 84.15 | 0 | 1.35 | 0 | 0 | 0 | |||
| 4 Feb | 2484.70 | 84.15 | 0 | 1.87 | 0 | 0 | 0 | |||
For Grasim Industries Ltd - strike price 2580 expiring on 27MAR2025
Delta for 2580 CE is 0.09
Historical price for 2580 CE is as follows
On 11 Mar GRASIM was trading at 2413.55. The strike last trading price was 4.1, which was 1.15 higher than the previous day. The implied volatity was 21.05, the open interest changed by 35 which increased total open position to 174
On 10 Mar GRASIM was trading at 2383.95. The strike last trading price was 3, which was -2.55 lower than the previous day. The implied volatity was 21.85, the open interest changed by 38 which increased total open position to 133
On 7 Mar GRASIM was trading at 2407.25. The strike last trading price was 5.2, which was 0.1 higher than the previous day. The implied volatity was 20.84, the open interest changed by 4 which increased total open position to 95
On 6 Mar GRASIM was trading at 2393.65. The strike last trading price was 5.1, which was -1 lower than the previous day. The implied volatity was 21.80, the open interest changed by -2 which decreased total open position to 92
On 5 Mar GRASIM was trading at 2391.65. The strike last trading price was 6.15, which was -1.5 lower than the previous day. The implied volatity was 22.09, the open interest changed by -4 which decreased total open position to 91
On 4 Mar GRASIM was trading at 2394.65. The strike last trading price was 7.35, which was 1.4 higher than the previous day. The implied volatity was 22.07, the open interest changed by 23 which increased total open position to 94
On 3 Mar GRASIM was trading at 2377.45. The strike last trading price was 5.95, which was 1.15 higher than the previous day. The implied volatity was 21.80, the open interest changed by 47 which increased total open position to 66
On 28 Feb GRASIM was trading at 2306.65. The strike last trading price was 4.8, which was -13.1 lower than the previous day. The implied volatity was 23.93, the open interest changed by 18 which increased total open position to 18
On 27 Feb GRASIM was trading at 2339.95. The strike last trading price was 17.9, which was 0 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 26 Feb GRASIM was trading at 2379.30. The strike last trading price was 17.9, which was 0 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 25 Feb GRASIM was trading at 2379.30. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 24 Feb GRASIM was trading at 2393.70. The strike last trading price was 17.9, which was -7 lower than the previous day. The implied volatity was 25.23, the open interest changed by 5 which increased total open position to 6
On 21 Feb GRASIM was trading at 2431.05. The strike last trading price was 24.9, which was -59.25 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 0
On 20 Feb GRASIM was trading at 2453.70. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GRASIM was trading at 2463.20. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
On 17 Feb GRASIM was trading at 2463.85. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 14 Feb GRASIM was trading at 2431.30. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GRASIM was trading at 2484.95. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GRASIM was trading at 2491.45. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GRASIM was trading at 2499.00. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GRASIM was trading at 2484.70. The strike last trading price was 84.15, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
| GRASIM 27MAR2025 2580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 2413.55 | 176.1 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 2383.95 | 176.1 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 2407.25 | 176.1 | 6.8 | 28.92 | 4 | 0 | 7 |
| 6 Mar | 2393.65 | 169.3 | -20.7 | - | 3 | 0 | 4 |
| 5 Mar | 2391.65 | 190 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 2394.65 | 190 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 2377.45 | 190 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 2306.65 | 190 | 0 | 0.00 | 0 | 4 | 0 |
| 27 Feb | 2339.95 | 190 | 0 | 0.00 | 0 | 4 | 0 |
| 26 Feb | 2379.30 | 190 | 46.25 | 15.36 | 4 | 4 | 0 |
| 25 Feb | 2379.30 | 190 | 46.25 | 15.36 | 4 | 0 | 0 |
| 24 Feb | 2393.70 | 143.75 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 2431.05 | 143.75 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 2453.70 | 143.75 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 2463.20 | 143.75 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 2463.85 | 143.75 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 2431.30 | 143.75 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 2484.95 | 143.75 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 2491.45 | 143.75 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 2499.00 | 143.75 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 2484.70 | 143.75 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2580 expiring on 27MAR2025
Delta for 2580 PE is 0.00
Historical price for 2580 PE is as follows
On 11 Mar GRASIM was trading at 2413.55. The strike last trading price was 176.1, which was 0 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 Mar GRASIM was trading at 2383.95. The strike last trading price was 176.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Mar GRASIM was trading at 2407.25. The strike last trading price was 176.1, which was 6.8 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 7
On 6 Mar GRASIM was trading at 2393.65. The strike last trading price was 169.3, which was -20.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar GRASIM was trading at 2391.65. The strike last trading price was 190, which was 0 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 4 Mar GRASIM was trading at 2394.65. The strike last trading price was 190, which was 0 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 3 Mar GRASIM was trading at 2377.45. The strike last trading price was 190, which was 0 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 28 Feb GRASIM was trading at 2306.65. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 27 Feb GRASIM was trading at 2339.95. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Feb GRASIM was trading at 2379.30. The strike last trading price was 190, which was 46.25 higher than the previous day. The implied volatity was 15.36, the open interest changed by 4 which increased total open position to 0
On 25 Feb GRASIM was trading at 2379.30. The strike last trading price was 190, which was 46.25 higher than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 0
On 24 Feb GRASIM was trading at 2393.70. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb GRASIM was trading at 2431.05. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb GRASIM was trading at 2453.70. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GRASIM was trading at 2463.20. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb GRASIM was trading at 2463.85. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb GRASIM was trading at 2431.30. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GRASIM was trading at 2484.95. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GRASIM was trading at 2491.45. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GRASIM was trading at 2499.00. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GRASIM was trading at 2484.70. The strike last trading price was 143.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
