GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.35
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 1.7 | -5.30 | 23.99 | 927 | 4 | 366 | |||
| 19 Dec | 2539.05 | 7 | -14.80 | 22.44 | 938 | -56 | 360 | |||
| 18 Dec | 2594.15 | 21.8 | -10.55 | 21.67 | 1,193 | 84 | 422 | |||
| 17 Dec | 2599.70 | 32.35 | -51.45 | 24.01 | 761 | 154 | 325 | |||
| 16 Dec | 2685.15 | 83.8 | -14.30 | 24.00 | 13 | 4 | 175 | |||
| 13 Dec | 2692.70 | 98.1 | 22.80 | 21.25 | 156 | 7 | 171 | |||
| 12 Dec | 2660.05 | 75.3 | -3.05 | 23.43 | 48 | 2 | 164 | |||
| 11 Dec | 2670.75 | 78.35 | 7.60 | 18.97 | 13 | 3 | 163 | |||
| 10 Dec | 2655.30 | 70.75 | -21.45 | 20.19 | 56 | 13 | 160 | |||
| 9 Dec | 2681.40 | 92.2 | -20.40 | 20.73 | 21 | -3 | 148 | |||
| 6 Dec | 2701.90 | 112.6 | 5.65 | 20.25 | 9 | 4 | 151 | |||
| 5 Dec | 2706.80 | 106.95 | -19.05 | 13.47 | 1 | 0 | 148 | |||
| 4 Dec | 2717.30 | 126 | 4.00 | 21.72 | 8 | 0 | 148 | |||
| 3 Dec | 2714.00 | 122 | 3.40 | 20.41 | 33 | -8 | 149 | |||
| 2 Dec | 2693.55 | 118.6 | 58.30 | 25.59 | 931 | -122 | 157 | |||
| 29 Nov | 2606.25 | 60.3 | 8.30 | 20.94 | 923 | 189 | 280 | |||
| 28 Nov | 2570.45 | 52 | -19.90 | 20.50 | 254 | 75 | 93 | |||
| 27 Nov | 2621.90 | 71.9 | -8.10 | 21.74 | 63 | 16 | 18 | |||
| 26 Nov | 2617.20 | 80 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 25 Nov | 2629.80 | 80 | -93.35 | 20.20 | 4 | 3 | 3 | |||
| 22 Nov | 2598.65 | 173.35 | 0.00 | 0.20 | 0 | 0 | 0 | |||
| 21 Nov | 2534.85 | 173.35 | 0.00 | 2.32 | 0 | 0 | 0 | |||
| 20 Nov | 2508.15 | 173.35 | 0.00 | 3.01 | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 173.35 | 0.00 | 3.01 | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 173.35 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 14 Nov | 2523.95 | 173.35 | 0.00 | 1.83 | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 173.35 | 0.00 | 1.92 | 0 | 0 | 0 | |||
| 11 Nov | 2519.50 | 173.35 | 0.00 | 2.16 | 0 | 0 | 0 | |||
| 8 Nov | 2544.85 | 173.35 | 0.00 | 1.37 | 0 | 0 | 0 | |||
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| 7 Nov | 2562.70 | 173.35 | 0.00 | 0.62 | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 173.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 173.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 173.35 | 173.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 2698.90 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2620 expiring on 26DEC2024
Delta for 2620 CE is 0.05
Historical price for 2620 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 1.7, which was -5.30 lower than the previous day. The implied volatity was 23.99, the open interest changed by 4 which increased total open position to 366
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 7, which was -14.80 lower than the previous day. The implied volatity was 22.44, the open interest changed by -56 which decreased total open position to 360
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 21.8, which was -10.55 lower than the previous day. The implied volatity was 21.67, the open interest changed by 84 which increased total open position to 422
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 32.35, which was -51.45 lower than the previous day. The implied volatity was 24.01, the open interest changed by 154 which increased total open position to 325
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 83.8, which was -14.30 lower than the previous day. The implied volatity was 24.00, the open interest changed by 4 which increased total open position to 175
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 98.1, which was 22.80 higher than the previous day. The implied volatity was 21.25, the open interest changed by 7 which increased total open position to 171
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 75.3, which was -3.05 lower than the previous day. The implied volatity was 23.43, the open interest changed by 2 which increased total open position to 164
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 78.35, which was 7.60 higher than the previous day. The implied volatity was 18.97, the open interest changed by 3 which increased total open position to 163
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 70.75, which was -21.45 lower than the previous day. The implied volatity was 20.19, the open interest changed by 13 which increased total open position to 160
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 92.2, which was -20.40 lower than the previous day. The implied volatity was 20.73, the open interest changed by -3 which decreased total open position to 148
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 112.6, which was 5.65 higher than the previous day. The implied volatity was 20.25, the open interest changed by 4 which increased total open position to 151
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 106.95, which was -19.05 lower than the previous day. The implied volatity was 13.47, the open interest changed by 0 which decreased total open position to 148
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 126, which was 4.00 higher than the previous day. The implied volatity was 21.72, the open interest changed by 0 which decreased total open position to 148
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 122, which was 3.40 higher than the previous day. The implied volatity was 20.41, the open interest changed by -8 which decreased total open position to 149
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 118.6, which was 58.30 higher than the previous day. The implied volatity was 25.59, the open interest changed by -122 which decreased total open position to 157
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 60.3, which was 8.30 higher than the previous day. The implied volatity was 20.94, the open interest changed by 189 which increased total open position to 280
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 52, which was -19.90 lower than the previous day. The implied volatity was 20.50, the open interest changed by 75 which increased total open position to 93
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 71.9, which was -8.10 lower than the previous day. The implied volatity was 21.74, the open interest changed by 16 which increased total open position to 18
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 80, which was -93.35 lower than the previous day. The implied volatity was 20.20, the open interest changed by 3 which increased total open position to 3
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 173.35, which was 0.00 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 173.35, 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 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 173.35, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 173.35, which was 173.35 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GRASIM 26DEC2024 2620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.59
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 133 | 46.25 | 31.16 | 5 | -1 | 428 |
| 19 Dec | 2539.05 | 86.75 | 40.20 | 24.36 | 55 | -10 | 429 |
| 18 Dec | 2594.15 | 46.55 | 0.15 | 20.64 | 455 | -13 | 439 |
| 17 Dec | 2599.70 | 46.4 | 32.90 | 23.70 | 1,919 | -12 | 452 |
| 16 Dec | 2685.15 | 13.5 | 3.65 | 21.75 | 371 | -37 | 469 |
| 13 Dec | 2692.70 | 9.85 | -10.95 | 19.19 | 968 | 352 | 503 |
| 12 Dec | 2660.05 | 20.8 | -0.70 | 19.43 | 433 | -21 | 152 |
| 11 Dec | 2670.75 | 21.5 | -5.35 | 21.45 | 315 | -62 | 172 |
| 10 Dec | 2655.30 | 26.85 | 4.40 | 20.96 | 647 | -16 | 234 |
| 9 Dec | 2681.40 | 22.45 | 4.15 | 22.29 | 346 | 8 | 250 |
| 6 Dec | 2701.90 | 18.3 | -2.30 | 21.48 | 291 | -1 | 241 |
| 5 Dec | 2706.80 | 20.6 | -0.35 | 22.77 | 563 | -65 | 244 |
| 4 Dec | 2717.30 | 20.95 | -1.55 | 23.08 | 256 | 13 | 309 |
| 3 Dec | 2714.00 | 22.5 | -8.25 | 22.99 | 395 | -7 | 277 |
| 2 Dec | 2693.55 | 30.75 | -26.90 | 23.63 | 1,142 | 157 | 288 |
| 29 Nov | 2606.25 | 57.65 | -17.20 | 20.84 | 420 | 101 | 142 |
| 28 Nov | 2570.45 | 74.85 | 20.70 | 23.61 | 199 | 6 | 42 |
| 27 Nov | 2621.90 | 54.15 | -7.40 | 21.05 | 37 | 16 | 36 |
| 26 Nov | 2617.20 | 61.55 | 5.05 | 22.54 | 26 | 6 | 21 |
| 25 Nov | 2629.80 | 56.5 | -11.90 | 24.33 | 42 | 15 | 15 |
| 22 Nov | 2598.65 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2534.85 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2508.15 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2508.15 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2517.15 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2523.95 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2502.90 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2519.50 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2544.85 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2562.70 | 68.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2645.95 | 68.4 | 0.00 | 1.82 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 68.4 | 0.00 | 1.95 | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 68.4 | 68.40 | 0.41 | 0 | 0 | 0 |
| 1 Nov | 2698.90 | 0 | 2.63 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2620 expiring on 26DEC2024
Delta for 2620 PE is -0.89
Historical price for 2620 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 133, which was 46.25 higher than the previous day. The implied volatity was 31.16, the open interest changed by -1 which decreased total open position to 428
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 86.75, which was 40.20 higher than the previous day. The implied volatity was 24.36, the open interest changed by -10 which decreased total open position to 429
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 46.55, which was 0.15 higher than the previous day. The implied volatity was 20.64, the open interest changed by -13 which decreased total open position to 439
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 46.4, which was 32.90 higher than the previous day. The implied volatity was 23.70, the open interest changed by -12 which decreased total open position to 452
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 13.5, which was 3.65 higher than the previous day. The implied volatity was 21.75, the open interest changed by -37 which decreased total open position to 469
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 9.85, which was -10.95 lower than the previous day. The implied volatity was 19.19, the open interest changed by 352 which increased total open position to 503
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 20.8, which was -0.70 lower than the previous day. The implied volatity was 19.43, the open interest changed by -21 which decreased total open position to 152
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 21.5, which was -5.35 lower than the previous day. The implied volatity was 21.45, the open interest changed by -62 which decreased total open position to 172
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 26.85, which was 4.40 higher than the previous day. The implied volatity was 20.96, the open interest changed by -16 which decreased total open position to 234
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 22.45, which was 4.15 higher than the previous day. The implied volatity was 22.29, the open interest changed by 8 which increased total open position to 250
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 18.3, which was -2.30 lower than the previous day. The implied volatity was 21.48, the open interest changed by -1 which decreased total open position to 241
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 20.6, which was -0.35 lower than the previous day. The implied volatity was 22.77, the open interest changed by -65 which decreased total open position to 244
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 20.95, which was -1.55 lower than the previous day. The implied volatity was 23.08, the open interest changed by 13 which increased total open position to 309
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 22.5, which was -8.25 lower than the previous day. The implied volatity was 22.99, the open interest changed by -7 which decreased total open position to 277
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 30.75, which was -26.90 lower than the previous day. The implied volatity was 23.63, the open interest changed by 157 which increased total open position to 288
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 57.65, which was -17.20 lower than the previous day. The implied volatity was 20.84, the open interest changed by 101 which increased total open position to 142
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 74.85, which was 20.70 higher than the previous day. The implied volatity was 23.61, the open interest changed by 6 which increased total open position to 42
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 54.15, which was -7.40 lower than the previous day. The implied volatity was 21.05, the open interest changed by 16 which increased total open position to 36
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 61.55, which was 5.05 higher than the previous day. The implied volatity was 22.54, the open interest changed by 6 which increased total open position to 21
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 56.5, which was -11.90 lower than the previous day. The implied volatity was 24.33, the open interest changed by 15 which increased total open position to 15
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 68.4, 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 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 68.4, 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 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 68.4, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 68.4, 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 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 68.4, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 68.4, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 68.4, 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 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 68.4, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 68.4, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 68.4, 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 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 68.4, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 68.4, which was 0.00 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 68.4, which was 68.40 higher than the previous day. The implied volatity was 0.41, 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 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
