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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 2640 CE
Delta: 0.21
Vega: 1.45
Theta: -1.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 13.85 2.65 23.31 635.22 22.537 399.371
13 Nov 2502.90 11.2 -2.70 21.17 411.426 22.537 378.407
12 Nov 2521.20 13.9 -3.60 24.13 316.562 11.53 355.87
11 Nov 2519.50 17.5 -8.10 25.75 450.21 22.013 347.484
8 Nov 2544.85 25.6 -7.70 24.15 365.828 16.247 325.472
7 Nov 2562.70 33.3 -37.70 23.57 356.394 9.434 309.224
6 Nov 2645.95 71 -5.10 23.03 426.625 9.434 299.79
5 Nov 2650.95 76.1 18.25 22.16 607.442 2.621 290.356
4 Nov 2590.60 57.85 -134.15 27.04 460.168 287.736 287.736
1 Nov 2698.90 192 0.00 - 0 0 0
31 Oct 2695.85 192 0.00 - 0 0 0
30 Oct 2672.55 192 0.00 - 0 0 0
29 Oct 2686.00 192 0.00 - 0 0 0
28 Oct 2646.95 192 0.00 - 0 0 0
25 Oct 2615.20 192 0.00 - 0 0 0
24 Oct 2666.70 192 0.00 - 0 0 0
23 Oct 2633.20 192 0.00 - 0 0 0
22 Oct 2655.35 192 0.00 - 0 0 0
21 Oct 2718.25 192 0.00 - 0 0 0
18 Oct 2760.95 192 0.00 - 0 0 0
17 Oct 2705.85 192 0.00 - 0 0 0
16 Oct 2764.10 192 0.00 - 0 0 0
15 Oct 2735.80 192 0.00 - 0 0 0
14 Oct 2726.90 192 0.00 - 0 0 0
11 Oct 2725.55 192 0.00 - 0 0 0
10 Oct 2722.45 192 0.00 - 0 0 0
8 Oct 2738.20 192 0.00 - 0 0 0
4 Oct 2745.10 192 0.00 - 0 0 0
26 Sept 2745.85 192 192.00 - 0 0 0
23 Sept 2666.90 0 0.00 - 0 0 0
20 Sept 2678.25 0 0.00 - 0 0 0
19 Sept 2738.95 0 0.00 - 0 0 0
18 Sept 2722.70 0 0.00 - 0 0 0
17 Sept 2754.85 0 0.00 - 0 0 0
16 Sept 2765.30 0 0.00 - 0 0 0
13 Sept 2784.35 0 0.00 - 0 0 0
12 Sept 2757.10 0 0.00 - 0 0 0
11 Sept 2681.15 0 0.00 - 0 0 0
10 Sept 2702.55 0 0.00 - 0 0 0
9 Sept 2710.35 0 0.00 - 0 0 0
6 Sept 2692.85 0 0.00 - 0 0 0
5 Sept 2741.60 0 0.00 - 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 2640 expiring on 28NOV2024

Delta for 2640 CE is 0.21

Historical price for 2640 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 13.85, which was 2.65 higher than the previous day. The implied volatity was 23.31, the open interest changed by 43 which increased total open position to 762


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 11.2, which was -2.70 lower than the previous day. The implied volatity was 21.17, the open interest changed by 43 which increased total open position to 722


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 13.9, which was -3.60 lower than the previous day. The implied volatity was 24.13, the open interest changed by 22 which increased total open position to 679


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 17.5, which was -8.10 lower than the previous day. The implied volatity was 25.75, the open interest changed by 42 which increased total open position to 663


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 25.6, which was -7.70 lower than the previous day. The implied volatity was 24.15, the open interest changed by 31 which increased total open position to 621


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 33.3, which was -37.70 lower than the previous day. The implied volatity was 23.57, the open interest changed by 18 which increased total open position to 590


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 71, which was -5.10 lower than the previous day. The implied volatity was 23.03, the open interest changed by 18 which increased total open position to 572


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 76.1, which was 18.25 higher than the previous day. The implied volatity was 22.16, the open interest changed by 5 which increased total open position to 554


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 57.85, which was -134.15 lower than the previous day. The implied volatity was 27.04, the open interest changed by 549 which increased total open position to 549


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, 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 192, which was 192.00 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 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 20 Sept GRASIM was trading at 2678.25. 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 19 Sept GRASIM was trading at 2738.95. 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 18 Sept GRASIM was trading at 2722.70. 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 17 Sept GRASIM was trading at 2754.85. 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 Sept GRASIM was trading at 2765.30. 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 13 Sept GRASIM was trading at 2784.35. 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 12 Sept GRASIM was trading at 2757.10. 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 11 Sept GRASIM was trading at 2681.15. 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 10 Sept GRASIM was trading at 2702.55. 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 9 Sept GRASIM was trading at 2710.35. 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 6 Sept GRASIM was trading at 2692.85. 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 5 Sept GRASIM was trading at 2741.60. 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 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


GRASIM 28NOV2024 2640 PE
Delta: -0.68
Vega: 1.78
Theta: -1.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 134.1 -15.90 38.13 13.627 3.669 96.96
13 Nov 2502.90 150 31.00 44.14 8.386 -0.524 93.816
12 Nov 2521.20 119 -6.65 18.62 9.958 -1.048 95.388
11 Nov 2519.50 125.65 19.05 22.81 12.579 -1.572 96.96
8 Nov 2544.85 106.6 4.55 22.60 42.977 16.247 96.96
7 Nov 2562.70 102.05 49.10 27.31 214.885 -10.482 80.713
6 Nov 2645.95 52.95 -5.15 24.52 308.7 30.398 92.243
5 Nov 2650.95 58.1 -27.30 27.66 272.013 31.447 59.748
4 Nov 2590.60 85.4 26.30 25.88 168.763 5.241 28.302
1 Nov 2698.90 59.1 9.10 32.74 5.241 0 23.061
31 Oct 2695.85 50 -3.35 - 16.247 0 23.061
30 Oct 2672.55 53.35 1.25 - 15.723 7.338 22.537
29 Oct 2686.00 52.1 -15.85 - 28.826 6.813 17.82
28 Oct 2646.95 67.95 -12.05 - 14.675 8.386 10.482
25 Oct 2615.20 80 36.00 - 0.524 0 2.096
24 Oct 2666.70 44 0.00 - 0 0 0
23 Oct 2633.20 44 0.00 - 0 0 0
22 Oct 2655.35 44 0.00 - 0 2.096 0
21 Oct 2718.25 44 -64.30 - 2.096 1.572 1.572
18 Oct 2760.95 108.3 0.00 - 0 0 0
17 Oct 2705.85 108.3 0.00 - 0 0 0
16 Oct 2764.10 108.3 0.00 - 0 0 0
15 Oct 2735.80 108.3 0.00 - 0 0 0
14 Oct 2726.90 108.3 0.00 - 0 0 0
11 Oct 2725.55 108.3 0.00 - 0 0 0
10 Oct 2722.45 108.3 0.00 - 0 0 0
8 Oct 2738.20 108.3 0.00 - 0 0 0
4 Oct 2745.10 108.3 0.00 - 0 0 0
26 Sept 2745.85 108.3 108.30 - 0 0 0
23 Sept 2666.90 0 0.00 - 0 0 0
20 Sept 2678.25 0 0.00 - 0 0 0
19 Sept 2738.95 0 0.00 - 0 0 0
18 Sept 2722.70 0 0.00 - 0 0 0
17 Sept 2754.85 0 0.00 - 0 0 0
16 Sept 2765.30 0 0.00 - 0 0 0
13 Sept 2784.35 0 0.00 - 0 0 0
12 Sept 2757.10 0 0.00 - 0 0 0
11 Sept 2681.15 0 0.00 - 0 0 0
10 Sept 2702.55 0 0.00 - 0 0 0
9 Sept 2710.35 0 0.00 - 0 0 0
6 Sept 2692.85 0 0.00 - 0 0 0
5 Sept 2741.60 0 0.00 - 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 2640 expiring on 28NOV2024

Delta for 2640 PE is -0.68

Historical price for 2640 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 134.1, which was -15.90 lower than the previous day. The implied volatity was 38.13, the open interest changed by 7 which increased total open position to 185


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 150, which was 31.00 higher than the previous day. The implied volatity was 44.14, the open interest changed by -1 which decreased total open position to 179


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 119, which was -6.65 lower than the previous day. The implied volatity was 18.62, the open interest changed by -2 which decreased total open position to 182


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 125.65, which was 19.05 higher than the previous day. The implied volatity was 22.81, the open interest changed by -3 which decreased total open position to 185


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 106.6, which was 4.55 higher than the previous day. The implied volatity was 22.60, the open interest changed by 31 which increased total open position to 185


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 102.05, which was 49.10 higher than the previous day. The implied volatity was 27.31, the open interest changed by -20 which decreased total open position to 154


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 52.95, which was -5.15 lower than the previous day. The implied volatity was 24.52, the open interest changed by 58 which increased total open position to 176


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 58.1, which was -27.30 lower than the previous day. The implied volatity was 27.66, the open interest changed by 60 which increased total open position to 114


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 85.4, which was 26.30 higher than the previous day. The implied volatity was 25.88, the open interest changed by 10 which increased total open position to 54


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 59.1, which was 9.10 higher than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 44


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 50, which was -3.35 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 53.35, which was 1.25 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 52.1, which was -15.85 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 67.95, which was -12.05 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 80, which was 36.00 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 44, 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 44, 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 44, 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 44, which was -64.30 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, which was 108.30 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 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 20 Sept GRASIM was trading at 2678.25. 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 19 Sept GRASIM was trading at 2738.95. 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 18 Sept GRASIM was trading at 2722.70. 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 17 Sept GRASIM was trading at 2754.85. 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 Sept GRASIM was trading at 2765.30. 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 13 Sept GRASIM was trading at 2784.35. 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 12 Sept GRASIM was trading at 2757.10. 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 11 Sept GRASIM was trading at 2681.15. 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 10 Sept GRASIM was trading at 2702.55. 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 9 Sept GRASIM was trading at 2710.35. 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 6 Sept GRASIM was trading at 2692.85. 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 5 Sept GRASIM was trading at 2741.60. 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 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