GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.74
Theta: -1.18
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 4.65 | 0.90 | 20.79 | 953.878 | -46.122 | 199.161 | |||
| 20 Nov | 2508.15 | 3.75 | 0.00 | 21.30 | 967.505 | -27.778 | 246.331 | |||
| 19 Nov | 2508.15 | 3.75 | -1.35 | 21.30 | 967.505 | -26.73 | 246.331 | |||
| 18 Nov | 2517.15 | 5.1 | -12.90 | 20.56 | 971.174 | 69.182 | 274.109 | |||
|
|
||||||||||
| 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 0.13
Historical price for 2620 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 4.65, which was 0.90 higher than the previous day. The implied volatity was 20.79, the open interest changed by -88 which decreased total open position to 380
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 21.30, the open interest changed by -53 which decreased total open position to 470
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 3.75, which was -1.35 lower than the previous day. The implied volatity was 21.30, the open interest changed by -51 which decreased total open position to 470
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 5.1, which was -12.90 lower than the previous day. The implied volatity was 20.56, the open interest changed by 132 which increased total open position to 523
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: -0.92
Vega: 0.53
Theta: 0.01
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2534.85 | 87 | -31.00 | 17.00 | 11.53 | 1.572 | 50.314 |
| 20 Nov | 2508.15 | 118 | 0.00 | 23.44 | 1.572 | -0.524 | 48.742 |
| 19 Nov | 2508.15 | 118 | 16.35 | 23.44 | 1.572 | -0.524 | 48.742 |
| 18 Nov | 2517.15 | 101.65 | -11.30 | - | 27.778 | -1.572 | 48.742 |
| 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 -0.92
Historical price for 2620 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 87, which was -31.00 lower than the previous day. The implied volatity was 17.00, the open interest changed by 3 which increased total open position to 96
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 118, which was 0.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by -1 which decreased total open position to 93
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 118, which was 16.35 higher than the previous day. The implied volatity was 23.44, the open interest changed by -1 which decreased total open position to 93
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 101.65, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 93
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
