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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 2600 CE
Delta: 0.32
Vega: 1.78
Theta: -1.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 23.15 3.95 22.88 1,750 247.379 980.608
13 Nov 2502.90 19.2 -3.75 20.50 1,013.627 127.358 738.994
12 Nov 2521.20 22.95 -4.90 24.06 930.294 115.828 654.088
11 Nov 2519.50 27.85 -11.15 25.98 819.706 57.128 526.73
8 Nov 2544.85 39 -10.50 24.45 720.65 114.256 472.746
7 Nov 2562.70 49.5 -47.30 23.99 1,133.648 92.767 357.966
6 Nov 2645.95 96.8 -3.90 23.86 261.006 7.338 265.723
5 Nov 2650.95 100.7 22.55 22.00 825.472 26.73 257.338
4 Nov 2590.60 78.15 -66.85 27.77 405.136 23.585 230.608
1 Nov 2698.90 145 -1.10 23.80 5.241 0 207.023
31 Oct 2695.85 146.1 7.45 - 83.857 51.363 207.023
30 Oct 2672.55 138.65 -0.50 - 94.34 70.755 155.66
29 Oct 2686.00 139.15 30.15 - 39.832 17.296 84.382
28 Oct 2646.95 109 0.60 - 63.417 21.488 67.61
25 Oct 2615.20 108.4 -28.45 - 21.488 16.247 46.122
24 Oct 2666.70 136.85 5.35 - 7.338 6.813 29.35
23 Oct 2633.20 131.5 -74.50 - 1.048 0.524 22.013
22 Oct 2655.35 206 0.00 - 0 0 0
21 Oct 2718.25 206 0.00 - 0 20.964 0
18 Oct 2760.95 206 63.00 - 20.964 9.434 9.958
17 Oct 2705.85 143 0.00 - 0 0 0
16 Oct 2764.10 143 0.00 - 0 0 0
15 Oct 2735.80 143 0.00 - 0 0 0
14 Oct 2726.90 143 0.00 - 0 0 0
10 Oct 2722.45 143 0.00 - 0 0 0.524
8 Oct 2738.20 143 0.00 - 0 0 0.524
4 Oct 2745.10 143 0.00 - 0 0 0
26 Sept 2745.85 143 0.00 - 0 0 0.524
25 Sept 2662.00 143 136.95 - 1.572 1.048 1.048
23 Sept 2666.90 6.05 0.00 - 0 0 0
20 Sept 2678.25 6.05 0.00 - 0 0 0
19 Sept 2738.95 6.05 0.00 - 0 0 0
18 Sept 2722.70 6.05 0.00 - 0 0 0
17 Sept 2754.85 6.05 0.00 - 0 0 0
16 Sept 2765.30 6.05 0.00 - 0 0 0
13 Sept 2784.35 6.05 0.00 - 0 0 0
12 Sept 2757.10 6.05 0.00 - 0 0 0
11 Sept 2681.15 6.05 0.00 - 0 0 0
10 Sept 2702.55 6.05 0.00 - 0 0 0
9 Sept 2710.35 6.05 0.00 - 0 0 0
6 Sept 2692.85 6.05 0.00 - 0 0 0
5 Sept 2741.60 6.05 0.00 - 0 0 0
4 Sept 2757.65 6.05 0.00 - 0 0 0
3 Sept 2706.85 6.05 0.00 - 0 0 0
2 Sept 2690.80 6.05 - 0 0 0


For Grasim Industries Ltd - strike price 2600 expiring on 28NOV2024

Delta for 2600 CE is 0.32

Historical price for 2600 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 23.15, which was 3.95 higher than the previous day. The implied volatity was 22.88, the open interest changed by 472 which increased total open position to 1871


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 19.2, which was -3.75 lower than the previous day. The implied volatity was 20.50, the open interest changed by 243 which increased total open position to 1410


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 22.95, which was -4.90 lower than the previous day. The implied volatity was 24.06, the open interest changed by 221 which increased total open position to 1248


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 27.85, which was -11.15 lower than the previous day. The implied volatity was 25.98, the open interest changed by 109 which increased total open position to 1005


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 39, which was -10.50 lower than the previous day. The implied volatity was 24.45, the open interest changed by 218 which increased total open position to 902


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 49.5, which was -47.30 lower than the previous day. The implied volatity was 23.99, the open interest changed by 177 which increased total open position to 683


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 96.8, which was -3.90 lower than the previous day. The implied volatity was 23.86, the open interest changed by 14 which increased total open position to 507


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 100.7, which was 22.55 higher than the previous day. The implied volatity was 22.00, the open interest changed by 51 which increased total open position to 491


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 78.15, which was -66.85 lower than the previous day. The implied volatity was 27.77, the open interest changed by 45 which increased total open position to 440


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 145, which was -1.10 lower than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 395


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 146.1, which was 7.45 higher 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 138.65, which was -0.50 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 139.15, which was 30.15 higher 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 109, which was 0.60 higher 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 108.4, which was -28.45 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 136.85, which was 5.35 higher 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 131.5, which was -74.50 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 206, 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 21 Oct GRASIM was trading at 2718.25. The strike last trading price was 206, 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 Oct GRASIM was trading at 2760.95. The strike last trading price was 206, which was 63.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct GRASIM was trading at 2705.85. The strike last trading price was 143, 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 143, 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 15 Oct GRASIM was trading at 2735.80. The strike last trading price was 143, 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 14 Oct GRASIM was trading at 2726.90. The strike last trading price was 143, 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 Oct GRASIM was trading at 2722.45. The strike last trading price was 143, 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 143, 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 143, 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 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 143, 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 Sept GRASIM was trading at 2662.00. The strike last trading price was 143, which was 136.95 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 Sept GRASIM was trading at 2765.30. The strike last trading price was 6.05, 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 13 Sept GRASIM was trading at 2784.35. The strike last trading price was 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 2600 PE
Delta: -0.66
Vega: 1.82
Theta: -1.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 83.5 -22.50 25.33 66.038 -12.579 244.235
13 Nov 2502.90 106 7.95 35.03 528.826 118.973 550.839
12 Nov 2521.20 98.05 -0.95 25.43 50.839 -7.862 431.866
11 Nov 2519.50 99 16.55 25.05 216.457 -38.26 439.203
8 Nov 2544.85 82.45 4.85 24.06 324.423 21.488 477.987
7 Nov 2562.70 77.6 40.55 27.17 1,207.023 -120.545 456.499
6 Nov 2645.95 37.05 -5.95 24.65 497.904 -10.482 577.568
5 Nov 2650.95 43 -24.20 28.00 1,059.748 125.262 589.623
4 Nov 2590.60 67.2 23.20 27.08 763.627 50.839 463.836
1 Nov 2698.90 44 4.00 32.26 40.881 -6.813 412.474
31 Oct 2695.85 40 -4.95 - 502.096 179.769 420.86
30 Oct 2672.55 44.95 6.45 - 317.086 155.136 241.614
29 Oct 2686.00 38.5 -14.05 - 83.857 -3.669 85.954
28 Oct 2646.95 52.55 -12.45 - 235.849 8.91 88.05
25 Oct 2615.20 65 18.30 - 131.027 47.17 79.14
24 Oct 2666.70 46.7 -9.70 - 22.537 9.958 31.971
23 Oct 2633.20 56.4 2.50 - 7.862 4.193 22.537
22 Oct 2655.35 53.9 27.90 - 8.91 4.717 17.296
21 Oct 2718.25 26 -1.90 - 1.048 0.524 12.579
18 Oct 2760.95 27.9 -9.55 - 3.669 1.048 12.055
17 Oct 2705.85 37.45 17.45 - 7.862 6.289 11.53
16 Oct 2764.10 20 -10.00 - 2.096 1.048 5.765
15 Oct 2735.80 30 0.00 - 1.048 0.524 4.193
14 Oct 2726.90 30 -1.70 - 2.096 1.572 3.145
10 Oct 2722.45 31.7 -1.10 - 1.048 0.524 1.048
8 Oct 2738.20 32.8 -59.15 - 1.048 0.524 0.524
4 Oct 2745.10 91.95 0.00 - 0 0 0
26 Sept 2745.85 91.95 0.00 - 0 0 0
25 Sept 2662.00 91.95 0.00 - 0 0 0
23 Sept 2666.90 91.95 0.00 - 0 0 0
20 Sept 2678.25 91.95 0.00 - 0 0 0
19 Sept 2738.95 91.95 0.00 - 0 0 0
18 Sept 2722.70 91.95 0.00 - 0 0 0
17 Sept 2754.85 91.95 0.00 - 0 0 0
16 Sept 2765.30 91.95 0.00 - 0 0 0
13 Sept 2784.35 91.95 0.00 - 0 0 0
12 Sept 2757.10 91.95 0.00 - 0 0 0
11 Sept 2681.15 91.95 0.00 - 0 0 0
10 Sept 2702.55 91.95 0.00 - 0 0 0
9 Sept 2710.35 91.95 0.00 - 0 0 0
6 Sept 2692.85 91.95 0.00 - 0 0 0
5 Sept 2741.60 91.95 91.95 - 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 2600 expiring on 28NOV2024

Delta for 2600 PE is -0.66

Historical price for 2600 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 83.5, which was -22.50 lower than the previous day. The implied volatity was 25.33, the open interest changed by -24 which decreased total open position to 466


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 106, which was 7.95 higher than the previous day. The implied volatity was 35.03, the open interest changed by 227 which increased total open position to 1051


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 98.05, which was -0.95 lower than the previous day. The implied volatity was 25.43, the open interest changed by -15 which decreased total open position to 824


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 99, which was 16.55 higher than the previous day. The implied volatity was 25.05, the open interest changed by -73 which decreased total open position to 838


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 82.45, which was 4.85 higher than the previous day. The implied volatity was 24.06, the open interest changed by 41 which increased total open position to 912


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 77.6, which was 40.55 higher than the previous day. The implied volatity was 27.17, the open interest changed by -230 which decreased total open position to 871


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 37.05, which was -5.95 lower than the previous day. The implied volatity was 24.65, the open interest changed by -20 which decreased total open position to 1102


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 43, which was -24.20 lower than the previous day. The implied volatity was 28.00, the open interest changed by 239 which increased total open position to 1125


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 67.2, which was 23.20 higher than the previous day. The implied volatity was 27.08, the open interest changed by 97 which increased total open position to 885


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 44, which was 4.00 higher than the previous day. The implied volatity was 32.26, the open interest changed by -13 which decreased total open position to 787


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 40, which was -4.95 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 44.95, which was 6.45 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 38.5, which was -14.05 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 52.55, which was -12.45 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 65, which was 18.30 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 46.7, which was -9.70 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 56.4, which was 2.50 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 53.9, which was 27.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct GRASIM was trading at 2718.25. The strike last trading price was 26, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct GRASIM was trading at 2760.95. The strike last trading price was 27.9, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct GRASIM was trading at 2705.85. The strike last trading price was 37.45, which was 17.45 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 20, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct GRASIM was trading at 2735.80. The strike last trading price was 30, 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 14 Oct GRASIM was trading at 2726.90. The strike last trading price was 30, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct GRASIM was trading at 2722.45. The strike last trading price was 31.7, which was -1.10 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 32.8, which was -59.15 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 91.95, 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 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 91.95, 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 Sept GRASIM was trading at 2662.00. The strike last trading price was 91.95, 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 91.95, 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 91.95, 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 91.95, 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 91.95, 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 91.95, 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 Sept GRASIM was trading at 2765.30. The strike last trading price was 91.95, 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 13 Sept GRASIM was trading at 2784.35. The strike last trading price was 91.95, 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 91.95, 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 91.95, 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 91.95, 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 91.95, 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 91.95, 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 91.95, which was 91.95 higher 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