GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 1.16
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 11.75 | 2.55 | 20.42 | 924.004 | 11.006 | 200.21 | |||
| 20 Nov | 2508.15 | 9.2 | 0.00 | 21.30 | 865.304 | -30.922 | 189.203 | |||
| 19 Nov | 2508.15 | 9.2 | -2.20 | 21.30 | 865.304 | -30.922 | 189.203 | |||
| 18 Nov | 2517.15 | 11.4 | -19.00 | 20.25 | 988.994 | 58.176 | 220.126 | |||
| 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 | |||
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| 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 0.27
Historical price for 2580 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 11.75, which was 2.55 higher than the previous day. The implied volatity was 20.42, the open interest changed by 21 which increased total open position to 382
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 21.30, the open interest changed by -59 which decreased total open position to 361
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 9.2, which was -2.20 lower than the previous day. The implied volatity was 21.30, the open interest changed by -59 which decreased total open position to 361
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 11.4, which was -19.00 lower than the previous day. The implied volatity was 20.25, the open interest changed by 111 which increased total open position to 420
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 1.13
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 55 | -28.30 | 19.01 | 109.539 | -23.585 | 85.43 |
| 20 Nov | 2508.15 | 83.3 | 0.00 | 22.46 | 205.975 | 51.887 | 109.539 |
| 19 Nov | 2508.15 | 83.3 | 13.10 | 22.46 | 205.975 | 52.411 | 109.539 |
| 18 Nov | 2517.15 | 70.2 | 2.30 | 16.87 | 199.686 | -12.055 | 57.652 |
| 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 -0.74
Historical price for 2580 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 55, which was -28.30 lower than the previous day. The implied volatity was 19.01, the open interest changed by -45 which decreased total open position to 163
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 83.3, which was 0.00 lower than the previous day. The implied volatity was 22.46, the open interest changed by 99 which increased total open position to 209
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 83.3, which was 13.10 higher than the previous day. The implied volatity was 22.46, the open interest changed by 100 which increased total open position to 209
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 70.2, which was 2.30 higher than the previous day. The implied volatity was 16.87, the open interest changed by -23 which decreased total open position to 110
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
