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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 2620 CE
Delta: 0.26
Vega: 1.62
Theta: -1.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 18 3.30 23.09 319.182 41.405 216.457
13 Nov 2502.90 14.7 -3.30 20.82 458.071 2.621 175.577
12 Nov 2521.20 18 -3.55 24.11 223.795 5.241 183.962
11 Nov 2519.50 21.55 -9.40 25.48 278.302 50.839 178.197
8 Nov 2544.85 30.95 -10.80 23.91 299.266 5.241 131.551
7 Nov 2562.70 41.75 -40.50 24.15 264.151 55.556 126.31
6 Nov 2645.95 82.25 -5.50 22.97 63.941 0.524 69.706
5 Nov 2650.95 87.75 20.30 22.03 483.753 6.289 69.182
4 Nov 2590.60 67.45 -150.00 27.36 93.816 62.893 62.893
1 Nov 2698.90 217.45 0.00 - 0 0 0
31 Oct 2695.85 217.45 0.00 - 0 0 0
30 Oct 2672.55 217.45 0.00 - 0 0 0
29 Oct 2686.00 217.45 0.00 - 0 0 0
28 Oct 2646.95 217.45 0.00 - 0 0 0
25 Oct 2615.20 217.45 0.00 - 0 0 0
24 Oct 2666.70 217.45 0.00 - 0 0 0
23 Oct 2633.20 217.45 0.00 - 0 0 0
22 Oct 2655.35 217.45 0.00 - 0 0 0
21 Oct 2718.25 217.45 0.00 - 0 0 0
18 Oct 2760.95 217.45 0.00 - 0 0 0
17 Oct 2705.85 217.45 0.00 - 0 0 0
16 Oct 2764.10 217.45 0.00 - 0 0 0
15 Oct 2735.80 217.45 0.00 - 0 0 0
14 Oct 2726.90 217.45 0.00 - 0 0 0
10 Oct 2722.45 217.45 0.00 - 0 0 0
8 Oct 2738.20 217.45 0.00 - 0 0 0
4 Oct 2745.10 217.45 - 0 0 0


For Grasim Industries Ltd - strike price 2620 expiring on 28NOV2024

Delta for 2620 CE is 0.26

Historical price for 2620 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 18, which was 3.30 higher than the previous day. The implied volatity was 23.09, the open interest changed by 79 which increased total open position to 413


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 14.7, which was -3.30 lower than the previous day. The implied volatity was 20.82, the open interest changed by 5 which increased total open position to 335


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 18, which was -3.55 lower than the previous day. The implied volatity was 24.11, the open interest changed by 10 which increased total open position to 351


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 21.55, which was -9.40 lower than the previous day. The implied volatity was 25.48, the open interest changed by 97 which increased total open position to 340


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 30.95, which was -10.80 lower than the previous day. The implied volatity was 23.91, the open interest changed by 10 which increased total open position to 251


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 41.75, which was -40.50 lower than the previous day. The implied volatity was 24.15, the open interest changed by 106 which increased total open position to 241


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 82.25, which was -5.50 lower than the previous day. The implied volatity was 22.97, the open interest changed by 1 which increased total open position to 133


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 87.75, which was 20.30 higher than the previous day. The implied volatity was 22.03, the open interest changed by 12 which increased total open position to 132


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 67.45, which was -150.00 lower than the previous day. The implied volatity was 27.36, the open interest changed by 120 which increased total open position to 120


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, 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 217.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 2620 PE
Delta: -0.66
Vega: 1.82
Theta: -1.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 112.95 -22.35 34.06 14.675 -2.096 50.314
13 Nov 2502.90 135.3 16.30 43.42 76.52 -17.296 52.935
12 Nov 2521.20 119 9.00 29.03 5.241 1.572 73.375
11 Nov 2519.50 110 18.25 22.96 13.627 1.572 71.803
8 Nov 2544.85 91.75 4.65 22.32 94.34 3.145 71.803
7 Nov 2562.70 87.1 43.00 26.29 291.405 -5.765 70.755
6 Nov 2645.95 44.1 -4.50 24.42 186.059 7.338 76.52
5 Nov 2650.95 48.6 -26.80 27.22 352.201 -12.055 68.134
4 Nov 2590.60 75.4 33.70 26.31 183.962 77.568 80.713
1 Nov 2698.90 41.7 0.00 0.00 0 2.621 0
31 Oct 2695.85 41.7 1.70 - 3.669 1.572 2.096
30 Oct 2672.55 40 -18.75 - 0.524 0 0
29 Oct 2686.00 58.75 0.00 - 0 0 0
28 Oct 2646.95 58.75 0.00 - 0 0 0
25 Oct 2615.20 58.75 0.00 - 0 0 0
24 Oct 2666.70 58.75 0.00 - 0 0 0
23 Oct 2633.20 58.75 0.00 - 0 0 0
22 Oct 2655.35 58.75 0.00 - 0 0 0
21 Oct 2718.25 58.75 0.00 - 0 0 0
18 Oct 2760.95 58.75 0.00 - 0 0 0
17 Oct 2705.85 58.75 0.00 - 0 0 0
16 Oct 2764.10 58.75 0.00 - 0 0 0
15 Oct 2735.80 58.75 0.00 - 0 0 0
14 Oct 2726.90 58.75 0.00 - 0 0 0
10 Oct 2722.45 58.75 0.00 - 0 0 0
8 Oct 2738.20 58.75 0.00 - 0 0 0
4 Oct 2745.10 58.75 - 0 0 0


For Grasim Industries Ltd - strike price 2620 expiring on 28NOV2024

Delta for 2620 PE is -0.66

Historical price for 2620 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 112.95, which was -22.35 lower than the previous day. The implied volatity was 34.06, the open interest changed by -4 which decreased total open position to 96


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 135.3, which was 16.30 higher than the previous day. The implied volatity was 43.42, the open interest changed by -33 which decreased total open position to 101


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 119, which was 9.00 higher than the previous day. The implied volatity was 29.03, the open interest changed by 3 which increased total open position to 140


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 110, which was 18.25 higher than the previous day. The implied volatity was 22.96, the open interest changed by 3 which increased total open position to 137


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 91.75, which was 4.65 higher than the previous day. The implied volatity was 22.32, the open interest changed by 6 which increased total open position to 137


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 87.1, which was 43.00 higher than the previous day. The implied volatity was 26.29, the open interest changed by -11 which decreased total open position to 135


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 44.1, which was -4.50 lower than the previous day. The implied volatity was 24.42, the open interest changed by 14 which increased total open position to 146


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 48.6, which was -26.80 lower than the previous day. The implied volatity was 27.22, the open interest changed by -23 which decreased total open position to 130


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 75.4, which was 33.70 higher than the previous day. The implied volatity was 26.31, the open interest changed by 148 which increased total open position to 154


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 41.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 41.7, which was 1.70 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 40, which was -18.75 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, 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 58.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to