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

2523.95 21.05 (0.84%)

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Historical option data for GRASIM

14 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 2580 CE
Delta: 0.39
Vega: 1.90
Theta: -1.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 30.4 3.20 23.17 698.637 -1.572 164.57
13 Nov 2502.90 27.2 -1.45 21.41 471.174 -49.266 166.667
12 Nov 2521.20 28.65 -5.90 23.87 383.648 35.115 242.138
11 Nov 2519.50 34.55 -13.20 26.14 426.625 -4.717 208.071
8 Nov 2544.85 47.75 -10.65 24.82 631.027 102.201 213.312
7 Nov 2562.70 58.4 -51.60 23.89 384.696 88.05 113.208
6 Nov 2645.95 110 -3.80 23.81 3.145 2.621 25.157
5 Nov 2650.95 113.8 24.00 21.57 147.799 0.524 22.537
4 Nov 2590.60 89.8 -155.45 28.22 71.279 21.488 21.488
1 Nov 2698.90 245.25 0.00 - 0 0 0
31 Oct 2695.85 245.25 0.00 - 0 0 0
30 Oct 2672.55 245.25 0.00 - 0 0 0
29 Oct 2686.00 245.25 0.00 - 0 0 0
28 Oct 2646.95 245.25 0.00 - 0 0 0
25 Oct 2615.20 245.25 0.00 - 0 0 0
24 Oct 2666.70 245.25 0.00 - 0 0 0
23 Oct 2633.20 245.25 0.00 - 0 0 0
22 Oct 2655.35 245.25 0.00 - 0 0 0
16 Oct 2764.10 245.25 0.00 - 0 0 0
8 Oct 2738.20 245.25 0.00 - 0 0 0
4 Oct 2745.10 245.25 - 0 0 0


For Grasim Industries Ltd - strike price 2580 expiring on 28NOV2024

Delta for 2580 CE is 0.39

Historical price for 2580 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 30.4, which was 3.20 higher than the previous day. The implied volatity was 23.17, the open interest changed by -3 which decreased total open position to 314


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 27.2, which was -1.45 lower than the previous day. The implied volatity was 21.41, the open interest changed by -94 which decreased total open position to 318


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 28.65, which was -5.90 lower than the previous day. The implied volatity was 23.87, the open interest changed by 67 which increased total open position to 462


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 34.55, which was -13.20 lower than the previous day. The implied volatity was 26.14, the open interest changed by -9 which decreased total open position to 397


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 47.75, which was -10.65 lower than the previous day. The implied volatity was 24.82, the open interest changed by 195 which increased total open position to 407


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 58.4, which was -51.60 lower than the previous day. The implied volatity was 23.89, the open interest changed by 168 which increased total open position to 216


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 110, which was -3.80 lower than the previous day. The implied volatity was 23.81, the open interest changed by 5 which increased total open position to 48


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 113.8, which was 24.00 higher than the previous day. The implied volatity was 21.57, the open interest changed by 1 which increased total open position to 43


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 89.8, which was -155.45 lower than the previous day. The implied volatity was 28.22, the open interest changed by 41 which increased total open position to 41


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, 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 245.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 2580 PE
Delta: -0.61
Vega: 1.91
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 67.9 -26.05 23.95 53.983 -16.247 67.61
13 Nov 2502.90 93.95 5.75 35.19 59.224 -8.386 84.906
12 Nov 2521.20 88.2 1.95 27.37 64.99 0 107.966
11 Nov 2519.50 86.25 17.00 25.50 214.885 -59.748 107.966
8 Nov 2544.85 69.25 1.95 23.56 382.075 -22.013 169.287
7 Nov 2562.70 67.3 36.20 27.33 730.084 136.792 191.3
6 Nov 2645.95 31.1 -6.20 24.98 85.954 -4.193 53.983
5 Nov 2650.95 37.3 -22.15 28.47 230.608 27.778 60.273
4 Nov 2590.60 59.45 18.50 27.71 279.35 31.447 31.971
1 Nov 2698.90 40.95 -0.45 33.48 0.524 0 0
31 Oct 2695.85 41.4 -5.70 - 2.096 0 0
30 Oct 2672.55 47.1 0.00 - 0 0 0
29 Oct 2686.00 47.1 0.00 - 0 0 0
28 Oct 2646.95 47.1 0.00 - 0 0 0
25 Oct 2615.20 47.1 0.00 - 0 0 0
24 Oct 2666.70 47.1 0.00 - 0 0 0
23 Oct 2633.20 47.1 0.00 - 0 0 0
22 Oct 2655.35 47.1 0.00 - 0 0 0
16 Oct 2764.10 47.1 0.00 - 0 0 0
8 Oct 2738.20 47.1 0.00 - 0 0 0
4 Oct 2745.10 47.1 - 0 0 0


For Grasim Industries Ltd - strike price 2580 expiring on 28NOV2024

Delta for 2580 PE is -0.61

Historical price for 2580 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 67.9, which was -26.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -31 which decreased total open position to 129


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 93.95, which was 5.75 higher than the previous day. The implied volatity was 35.19, the open interest changed by -16 which decreased total open position to 162


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 88.2, which was 1.95 higher than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 206


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 86.25, which was 17.00 higher than the previous day. The implied volatity was 25.50, the open interest changed by -114 which decreased total open position to 206


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 69.25, which was 1.95 higher than the previous day. The implied volatity was 23.56, the open interest changed by -42 which decreased total open position to 323


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 67.3, which was 36.20 higher than the previous day. The implied volatity was 27.33, the open interest changed by 261 which increased total open position to 365


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 31.1, which was -6.20 lower than the previous day. The implied volatity was 24.98, the open interest changed by -8 which decreased total open position to 103


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 37.3, which was -22.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by 53 which increased total open position to 115


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 59.45, which was 18.50 higher than the previous day. The implied volatity was 27.71, the open interest changed by 60 which increased total open position to 61


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 40.95, which was -0.45 lower than the previous day. The implied volatity was 33.48, 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 41.4, which was -5.70 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, 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 47.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to