GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.24
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 1.15 | -2.80 | 27.56 | 675 | -30 | 333 | |||
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| 19 Dec | 2539.05 | 3.95 | -7.45 | 24.94 | 1,218 | -180 | 363 | |||
| 18 Dec | 2594.15 | 11.4 | -6.35 | 22.59 | 982 | 69 | 540 | |||
| 17 Dec | 2599.70 | 17.75 | -35.10 | 23.76 | 1,464 | 292 | 471 | |||
| 16 Dec | 2685.15 | 52.85 | -16.45 | 21.38 | 284 | 2 | 180 | |||
| 13 Dec | 2692.70 | 69.3 | 21.85 | 21.24 | 1,017 | -129 | 178 | |||
| 12 Dec | 2660.05 | 47.45 | -9.55 | 21.12 | 786 | 113 | 308 | |||
| 11 Dec | 2670.75 | 57 | 6.95 | 21.12 | 929 | -57 | 193 | |||
| 10 Dec | 2655.30 | 50.05 | -16.35 | 21.31 | 777 | 125 | 252 | |||
| 9 Dec | 2681.40 | 66.4 | -16.90 | 21.00 | 115 | 7 | 127 | |||
| 6 Dec | 2701.90 | 83.3 | -1.50 | 19.95 | 11 | -4 | 118 | |||
| 5 Dec | 2706.80 | 84.8 | -4.95 | 18.47 | 142 | -17 | 123 | |||
| 4 Dec | 2717.30 | 89.75 | -2.25 | 18.43 | 21 | 6 | 141 | |||
| 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 | |||
| 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 0.03
Historical price for 2660 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 1.15, which was -2.80 lower than the previous day. The implied volatity was 27.56, the open interest changed by -30 which decreased total open position to 333
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 3.95, which was -7.45 lower than the previous day. The implied volatity was 24.94, the open interest changed by -180 which decreased total open position to 363
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 11.4, which was -6.35 lower than the previous day. The implied volatity was 22.59, the open interest changed by 69 which increased total open position to 540
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 17.75, which was -35.10 lower than the previous day. The implied volatity was 23.76, the open interest changed by 292 which increased total open position to 471
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 52.85, which was -16.45 lower than the previous day. The implied volatity was 21.38, the open interest changed by 2 which increased total open position to 180
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 69.3, which was 21.85 higher than the previous day. The implied volatity was 21.24, the open interest changed by -129 which decreased total open position to 178
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 47.45, which was -9.55 lower than the previous day. The implied volatity was 21.12, the open interest changed by 113 which increased total open position to 308
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 57, which was 6.95 higher than the previous day. The implied volatity was 21.12, the open interest changed by -57 which decreased total open position to 193
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 50.05, which was -16.35 lower than the previous day. The implied volatity was 21.31, the open interest changed by 125 which increased total open position to 252
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 66.4, which was -16.90 lower than the previous day. The implied volatity was 21.00, the open interest changed by 7 which increased total open position to 127
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 83.3, which was -1.50 lower than the previous day. The implied volatity was 19.95, the open interest changed by -4 which decreased total open position to 118
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 84.8, which was -4.95 lower than the previous day. The implied volatity was 18.47, the open interest changed by -17 which decreased total open position to 123
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 89.75, which was -2.25 lower than the previous day. The implied volatity was 18.43, the open interest changed by 6 which increased total open position to 141
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 142.35 | 12.75 | - | 2 | 0 | 193 |
| 19 Dec | 2539.05 | 129.6 | 55.05 | 34.90 | 78 | -33 | 197 |
| 18 Dec | 2594.15 | 74.55 | 2.05 | 19.89 | 42 | -10 | 231 |
| 17 Dec | 2599.70 | 72.5 | 47.25 | 23.98 | 1,359 | -4 | 240 |
| 16 Dec | 2685.15 | 25.25 | 6.70 | 21.19 | 683 | -38 | 251 |
| 13 Dec | 2692.70 | 18.55 | -16.20 | 18.35 | 1,489 | 87 | 294 |
| 12 Dec | 2660.05 | 34.75 | -0.90 | 18.43 | 706 | 21 | 208 |
| 11 Dec | 2670.75 | 35.65 | -6.95 | 21.20 | 620 | 6 | 189 |
| 10 Dec | 2655.30 | 42.6 | 7.45 | 20.49 | 1,100 | 10 | 183 |
| 9 Dec | 2681.40 | 35.15 | 6.15 | 21.75 | 447 | 19 | 174 |
| 6 Dec | 2701.90 | 29 | -2.75 | 21.07 | 262 | -1 | 156 |
| 5 Dec | 2706.80 | 31.75 | 0.00 | 22.50 | 1,003 | -127 | 155 |
| 4 Dec | 2717.30 | 31.75 | -1.15 | 22.76 | 256 | -17 | 283 |
| 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 -
Historical price for 2660 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 142.35, which was 12.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 129.6, which was 55.05 higher than the previous day. The implied volatity was 34.90, the open interest changed by -33 which decreased total open position to 197
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 74.55, which was 2.05 higher than the previous day. The implied volatity was 19.89, the open interest changed by -10 which decreased total open position to 231
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 72.5, which was 47.25 higher than the previous day. The implied volatity was 23.98, the open interest changed by -4 which decreased total open position to 240
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 25.25, which was 6.70 higher than the previous day. The implied volatity was 21.19, the open interest changed by -38 which decreased total open position to 251
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 18.55, which was -16.20 lower than the previous day. The implied volatity was 18.35, the open interest changed by 87 which increased total open position to 294
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 34.75, which was -0.90 lower than the previous day. The implied volatity was 18.43, the open interest changed by 21 which increased total open position to 208
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 35.65, which was -6.95 lower than the previous day. The implied volatity was 21.20, the open interest changed by 6 which increased total open position to 189
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 42.6, which was 7.45 higher than the previous day. The implied volatity was 20.49, the open interest changed by 10 which increased total open position to 183
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 35.15, which was 6.15 higher than the previous day. The implied volatity was 21.75, the open interest changed by 19 which increased total open position to 174
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 29, which was -2.75 lower than the previous day. The implied volatity was 21.07, the open interest changed by -1 which decreased total open position to 156
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 31.75, which was 0.00 lower than the previous day. The implied volatity was 22.50, the open interest changed by -127 which decreased total open position to 155
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 31.75, which was -1.15 lower than the previous day. The implied volatity was 22.76, the open interest changed by -17 which decreased total open position to 283
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
