GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
03 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2660 CE | ||||||||||
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Delta: 0.70
Vega: 2.38
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2714.00 | 92 | 2.00 | 19.90 | 87 | -15 | 133 | |||
| 2 Dec | 2693.55 | 90 | 48.75 | 24.23 | 1,820 | 68 | 147 | |||
| 29 Nov | 2606.25 | 41.25 | 4.55 | 20.40 | 259 | 31 | 79 | |||
| 28 Nov | 2570.45 | 36.7 | -18.40 | 20.70 | 73 | 14 | 47 | |||
| 27 Nov | 2621.90 | 55.1 | 3.80 | 22.48 | 37 | 10 | 33 | |||
| 26 Nov | 2617.20 | 51.3 | -4.10 | 21.47 | 30 | 15 | 17 | |||
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| 25 Nov | 2629.80 | 55.4 | -94.35 | 18.95 | 4 | 3 | 3 | |||
| 22 Nov | 2598.65 | 149.75 | 0.00 | 1.59 | 0 | 0 | 0 | |||
| 21 Nov | 2534.85 | 149.75 | 0.00 | 3.42 | 0 | 0 | 0 | |||
| 20 Nov | 2508.15 | 149.75 | 0.00 | 4.10 | 0 | 0 | 0 | |||
| 19 Nov | 2508.15 | 149.75 | 0.00 | 4.10 | 0 | 0 | 0 | |||
| 18 Nov | 2517.15 | 149.75 | 0.00 | 3.62 | 0 | 0 | 0 | |||
| 14 Nov | 2523.95 | 149.75 | 0.00 | 2.80 | 0 | 0 | 0 | |||
| 13 Nov | 2502.90 | 149.75 | 0.00 | 3.83 | 0 | 0 | 0 | |||
| 11 Nov | 2519.50 | 149.75 | 0.00 | 3.26 | 0 | 0 | 0 | |||
| 8 Nov | 2544.85 | 149.75 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 7 Nov | 2562.70 | 149.75 | 0.00 | 1.83 | 0 | 0 | 0 | |||
| 6 Nov | 2645.95 | 149.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2650.95 | 149.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2590.60 | 149.75 | 149.75 | 0.86 | 0 | 0 | 0 | |||
| 1 Nov | 2698.90 | 0 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2660 expiring on 26DEC2024
Delta for 2660 CE is 0.70
Historical price for 2660 CE is as follows
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 92, which was 2.00 higher than the previous day. The implied volatity was 19.90, the open interest changed by -15 which decreased total open position to 133
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 90, which was 48.75 higher than the previous day. The implied volatity was 24.23, the open interest changed by 68 which increased total open position to 147
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 41.25, which was 4.55 higher than the previous day. The implied volatity was 20.40, the open interest changed by 31 which increased total open position to 79
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 36.7, which was -18.40 lower than the previous day. The implied volatity was 20.70, the open interest changed by 14 which increased total open position to 47
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 55.1, which was 3.80 higher than the previous day. The implied volatity was 22.48, the open interest changed by 10 which increased total open position to 33
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 51.3, which was -4.10 lower than the previous day. The implied volatity was 21.47, the open interest changed by 15 which increased total open position to 17
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 55.4, which was -94.35 lower than the previous day. The implied volatity was 18.95, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 3.62, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 149.75, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 149.75, 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 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 149.75, 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 149.75, 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 149.75, which was 149.75 higher than the previous day. The implied volatity was 0.86, 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 2660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 2.44
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 2714.00 | 32.9 | -10.55 | 22.35 | 507 | 53 | 305 |
| 2 Dec | 2693.55 | 43.45 | -35.35 | 23.04 | 2,285 | 229 | 255 |
| 29 Nov | 2606.25 | 78.8 | -16.95 | 20.47 | 47 | 16 | 26 |
| 28 Nov | 2570.45 | 95.75 | 11.40 | 22.67 | 19 | 8 | 8 |
| 27 Nov | 2621.90 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2617.20 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2534.85 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2508.15 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2508.15 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2517.15 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2523.95 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2502.90 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2519.50 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2544.85 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2562.70 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2645.95 | 84.35 | 0.00 | 0.66 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 84.35 | 0.00 | 0.95 | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 84.35 | 84.35 | - | 0 | 0 | 0 |
| 1 Nov | 2698.90 | 0 | 1.62 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2660 expiring on 26DEC2024
Delta for 2660 PE is -0.32
Historical price for 2660 PE is as follows
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 32.9, which was -10.55 lower than the previous day. The implied volatity was 22.35, the open interest changed by 53 which increased total open position to 305
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 43.45, which was -35.35 lower than the previous day. The implied volatity was 23.04, the open interest changed by 229 which increased total open position to 255
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 78.8, which was -16.95 lower than the previous day. The implied volatity was 20.47, the open interest changed by 16 which increased total open position to 26
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 95.75, which was 11.40 higher than the previous day. The implied volatity was 22.67, the open interest changed by 8 which increased total open position to 8
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 84.35, 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 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 84.35, 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 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 84.35, 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 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 84.35, 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 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 84.35, 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 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 84.35, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 84.35, 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 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 84.35, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 84.35, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 84.35, 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 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 84.35, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 84.35, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 84.35, 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 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 84.35, which was 0.00 lower than the previous day. The implied volatity was 0.66, 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 84.35, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 84.35, which was 84.35 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 1.62, the open interest changed by 0 which decreased total open position to 0
