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

2714 20.45 (0.76%)

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Historical option data for GRASIM

03 Dec 2024 04:12 PM IST
GRASIM 26DEC2024 2600 CE
Delta: 0.82
Vega: 1.75
Theta: -1.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 2714.00 138.2 6.70 20.66 130 0 535
2 Dec 2693.55 131.5 60.05 25.20 1,183 32 540
29 Nov 2606.25 71.45 7.45 21.23 1,518 9 510
28 Nov 2570.45 64 -21.60 21.38 1,020 196 504
27 Nov 2621.90 85.6 3.40 22.70 285 68 308
26 Nov 2617.20 82.2 -11.95 22.03 91 6 240
25 Nov 2629.80 94.15 20.20 20.98 255 -59 234
22 Nov 2598.65 73.95 23.45 21.02 699 -34 259
21 Nov 2534.85 50.5 5.50 22.43 241 46 293
20 Nov 2508.15 45 0.00 23.58 248 113 247
19 Nov 2508.15 45 -6.60 23.58 248 113 247
18 Nov 2517.15 51.6 -1.60 24.20 141 44 132
14 Nov 2523.95 53.2 -1.10 20.17 16 7 88
13 Nov 2502.90 54.3 -5.15 20.73 64 35 80
12 Nov 2521.20 59.45 -4.45 23.63 4 1 44
11 Nov 2519.50 63.9 -7.15 23.84 7 2 43
8 Nov 2544.85 71.05 -11.85 22.19 7 -1 41
7 Nov 2562.70 82.9 -48.55 22.19 9 1 42
6 Nov 2645.95 131.45 16.15 22.01 1 0 40
5 Nov 2650.95 115.3 -146.60 14.99 45 40 40
4 Nov 2590.60 261.9 261.90 - 0 0 0
1 Nov 2698.90 0 0.00 - 0 0 0
31 Oct 2695.85 0 0.00 - 0 0 0
30 Oct 2672.55 0 0.00 - 0 0 0
29 Oct 2686.00 0 0.00 - 0 0 0
28 Oct 2646.95 0 0.00 - 0 0 0
25 Oct 2615.20 0 0.00 - 0 0 0
24 Oct 2666.70 0 0.00 - 0 0 0
23 Oct 2633.20 0 0.00 - 0 0 0
22 Oct 2655.35 0 0.00 - 0 0 0
21 Oct 2718.25 0 0.00 - 0 0 0
18 Oct 2760.95 0 0.00 - 0 0 0
17 Oct 2705.85 0 0.00 - 0 0 0
16 Oct 2764.10 0 0.00 - 0 0 0
15 Oct 2735.80 0 0.00 - 0 0 0
14 Oct 2726.90 0 0.00 - 0 0 0
11 Oct 2725.55 0 0.00 - 0 0 0
10 Oct 2722.45 0 0.00 - 0 0 0
9 Oct 2715.75 0 0.00 - 0 0 0
8 Oct 2738.20 0 0.00 - 0 0 0
7 Oct 2720.50 0 0.00 - 0 0 0
4 Oct 2745.10 0 0.00 - 0 0 0
3 Oct 2766.15 0 0.00 - 0 0 0
30 Sept 2795.55 0 - 0 0 0


For Grasim Industries Ltd - strike price 2600 expiring on 26DEC2024

Delta for 2600 CE is 0.82

Historical price for 2600 CE is as follows

On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 138.2, which was 6.70 higher than the previous day. The implied volatity was 20.66, the open interest changed by 0 which decreased total open position to 535


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 131.5, which was 60.05 higher than the previous day. The implied volatity was 25.20, the open interest changed by 32 which increased total open position to 540


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 71.45, which was 7.45 higher than the previous day. The implied volatity was 21.23, the open interest changed by 9 which increased total open position to 510


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 64, which was -21.60 lower than the previous day. The implied volatity was 21.38, the open interest changed by 196 which increased total open position to 504


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 85.6, which was 3.40 higher than the previous day. The implied volatity was 22.70, the open interest changed by 68 which increased total open position to 308


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 82.2, which was -11.95 lower than the previous day. The implied volatity was 22.03, the open interest changed by 6 which increased total open position to 240


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 94.15, which was 20.20 higher than the previous day. The implied volatity was 20.98, the open interest changed by -59 which decreased total open position to 234


On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 73.95, which was 23.45 higher than the previous day. The implied volatity was 21.02, the open interest changed by -34 which decreased total open position to 259


On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 50.5, which was 5.50 higher than the previous day. The implied volatity was 22.43, the open interest changed by 46 which increased total open position to 293


On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 23.58, the open interest changed by 113 which increased total open position to 247


On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 45, which was -6.60 lower than the previous day. The implied volatity was 23.58, the open interest changed by 113 which increased total open position to 247


On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 51.6, which was -1.60 lower than the previous day. The implied volatity was 24.20, the open interest changed by 44 which increased total open position to 132


On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 53.2, which was -1.10 lower than the previous day. The implied volatity was 20.17, the open interest changed by 7 which increased total open position to 88


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 54.3, which was -5.15 lower than the previous day. The implied volatity was 20.73, the open interest changed by 35 which increased total open position to 80


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 59.45, which was -4.45 lower than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 44


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 63.9, which was -7.15 lower than the previous day. The implied volatity was 23.84, the open interest changed by 2 which increased total open position to 43


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 71.05, which was -11.85 lower than the previous day. The implied volatity was 22.19, the open interest changed by -1 which decreased total open position to 41


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 82.9, which was -48.55 lower than the previous day. The implied volatity was 22.19, the open interest changed by 1 which increased total open position to 42


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 131.45, which was 16.15 higher than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 40


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 115.3, which was -146.60 lower than the previous day. The implied volatity was 14.99, the open interest changed by 40 which increased total open position to 40


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 261.9, which was 261.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov GRASIM was trading at 2698.90. 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 0 which decreased total open position to 0


On 31 Oct GRASIM was trading at 2695.85. 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 30 Oct GRASIM was trading at 2672.55. 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 29 Oct GRASIM was trading at 2686.00. 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 28 Oct GRASIM was trading at 2646.95. 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 25 Oct GRASIM was trading at 2615.20. 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 Oct GRASIM was trading at 2666.70. 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 23 Oct GRASIM was trading at 2633.20. 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 22 Oct GRASIM was trading at 2655.35. 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 21 Oct GRASIM was trading at 2718.25. 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 18 Oct GRASIM was trading at 2760.95. 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 17 Oct GRASIM was trading at 2705.85. 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 16 Oct GRASIM was trading at 2764.10. 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 15 Oct GRASIM was trading at 2735.80. 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 14 Oct GRASIM was trading at 2726.90. 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 11 Oct GRASIM was trading at 2725.55. 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 10 Oct GRASIM was trading at 2722.45. 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 Oct GRASIM was trading at 2715.75. 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 8 Oct GRASIM was trading at 2738.20. 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 7 Oct GRASIM was trading at 2720.50. 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 Oct GRASIM was trading at 2745.10. 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 3 Oct GRASIM was trading at 2766.15. 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 30 Sept GRASIM was trading at 2795.55. 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 26DEC2024 2600 PE
Delta: -0.20
Vega: 1.90
Theta: -0.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 2714.00 18 -8.00 23.08 903 50 617
2 Dec 2693.55 26 -22.55 24.10 2,638 226 590
29 Nov 2606.25 48.55 -11.45 20.98 1,291 77 368
28 Nov 2570.45 60 14.40 22.04 1,050 28 291
27 Nov 2621.90 45.6 -6.05 21.15 614 108 264
26 Nov 2617.20 51.65 6.65 22.29 357 40 155
25 Nov 2629.80 45 -23.90 22.67 164 90 116
22 Nov 2598.65 68.9 -33.10 24.23 74 44 70
21 Nov 2534.85 102 -8.45 24.56 6 5 26
20 Nov 2508.15 110.45 0.00 21.06 2 0 22
19 Nov 2508.15 110.45 3.20 21.06 2 1 22
18 Nov 2517.15 107.25 -12.95 21.82 2 1 21
14 Nov 2523.95 120.2 -1.55 29.28 19 -9 20
13 Nov 2502.90 121.75 7.25 28.87 7 -3 29
12 Nov 2521.20 114.5 0.00 24.29 1 0 33
11 Nov 2519.50 114.5 10.30 23.97 5 0 34
8 Nov 2544.85 104.2 12.65 24.74 3 0 33
7 Nov 2562.70 91.55 33.55 24.35 9 0 33
6 Nov 2645.95 58 -3.00 24.21 13 2 33
5 Nov 2650.95 61 -8.15 25.77 33 29 29
4 Nov 2590.60 69.15 0.00 0.85 0 0 0
1 Nov 2698.90 69.15 0.00 3.27 0 0 0
31 Oct 2695.85 69.15 0.00 - 0 0 0
30 Oct 2672.55 69.15 0.00 - 0 0 0
29 Oct 2686.00 69.15 0.00 - 0 0 0
28 Oct 2646.95 69.15 0.00 - 0 0 0
25 Oct 2615.20 69.15 0.00 - 0 0 0
24 Oct 2666.70 69.15 69.15 - 0 0 0
23 Oct 2633.20 0 0.00 - 0 0 0
22 Oct 2655.35 0 0.00 - 0 0 0
21 Oct 2718.25 0 0.00 - 0 0 0
18 Oct 2760.95 0 0.00 - 0 0 0
17 Oct 2705.85 0 0.00 - 0 0 0
16 Oct 2764.10 0 0.00 - 0 0 0
15 Oct 2735.80 0 0.00 - 0 0 0
14 Oct 2726.90 0 0.00 - 0 0 0
11 Oct 2725.55 0 0.00 - 0 0 0
10 Oct 2722.45 0 0.00 - 0 0 0
9 Oct 2715.75 0 0.00 - 0 0 0
8 Oct 2738.20 0 0.00 - 0 0 0
7 Oct 2720.50 0 0.00 - 0 0 0
4 Oct 2745.10 0 0.00 - 0 0 0
3 Oct 2766.15 0 0.00 - 0 0 0
30 Sept 2795.55 0 - 0 0 0


For Grasim Industries Ltd - strike price 2600 expiring on 26DEC2024

Delta for 2600 PE is -0.20

Historical price for 2600 PE is as follows

On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 18, which was -8.00 lower than the previous day. The implied volatity was 23.08, the open interest changed by 50 which increased total open position to 617


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 26, which was -22.55 lower than the previous day. The implied volatity was 24.10, the open interest changed by 226 which increased total open position to 590


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 48.55, which was -11.45 lower than the previous day. The implied volatity was 20.98, the open interest changed by 77 which increased total open position to 368


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 60, which was 14.40 higher than the previous day. The implied volatity was 22.04, the open interest changed by 28 which increased total open position to 291


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 45.6, which was -6.05 lower than the previous day. The implied volatity was 21.15, the open interest changed by 108 which increased total open position to 264


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 51.65, which was 6.65 higher than the previous day. The implied volatity was 22.29, the open interest changed by 40 which increased total open position to 155


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 45, which was -23.90 lower than the previous day. The implied volatity was 22.67, the open interest changed by 90 which increased total open position to 116


On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 68.9, which was -33.10 lower than the previous day. The implied volatity was 24.23, the open interest changed by 44 which increased total open position to 70


On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 102, which was -8.45 lower than the previous day. The implied volatity was 24.56, the open interest changed by 5 which increased total open position to 26


On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 110.45, which was 0.00 lower than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 22


On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 110.45, which was 3.20 higher than the previous day. The implied volatity was 21.06, the open interest changed by 1 which increased total open position to 22


On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 107.25, which was -12.95 lower than the previous day. The implied volatity was 21.82, the open interest changed by 1 which increased total open position to 21


On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 120.2, which was -1.55 lower than the previous day. The implied volatity was 29.28, the open interest changed by -9 which decreased total open position to 20


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 121.75, which was 7.25 higher than the previous day. The implied volatity was 28.87, the open interest changed by -3 which decreased total open position to 29


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 33


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 114.5, which was 10.30 higher than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 34


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 104.2, which was 12.65 higher than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 33


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 91.55, which was 33.55 higher than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 33


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 58, which was -3.00 lower than the previous day. The implied volatity was 24.21, the open interest changed by 2 which increased total open position to 33


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 61, which was -8.15 lower than the previous day. The implied volatity was 25.77, the open interest changed by 29 which increased total open position to 29


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 69.15, 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 69.15, 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 69.15, 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 69.15, 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 69.15, 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 69.15, which was 69.15 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 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 22 Oct GRASIM was trading at 2655.35. 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 21 Oct GRASIM was trading at 2718.25. 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 18 Oct GRASIM was trading at 2760.95. 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 17 Oct GRASIM was trading at 2705.85. 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 16 Oct GRASIM was trading at 2764.10. 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 15 Oct GRASIM was trading at 2735.80. 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 14 Oct GRASIM was trading at 2726.90. 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 11 Oct GRASIM was trading at 2725.55. 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 10 Oct GRASIM was trading at 2722.45. 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 Oct GRASIM was trading at 2715.75. 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 8 Oct GRASIM was trading at 2738.20. 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 7 Oct GRASIM was trading at 2720.50. 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 Oct GRASIM was trading at 2745.10. 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 3 Oct GRASIM was trading at 2766.15. 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 30 Sept GRASIM was trading at 2795.55. 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