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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 2660 CE
Delta: 0.18
Vega: 1.28
Theta: -1.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 10.9 2.40 23.81 600.105 16.247 485.325
13 Nov 2502.90 8.5 -2.45 21.54 576.52 77.044 469.078
12 Nov 2521.20 10.95 -2.65 24.43 294.025 47.694 392.558
11 Nov 2519.50 13.6 -6.70 25.64 335.954 2.621 344.34
8 Nov 2544.85 20.3 -7.45 23.99 374.214 -23.061 341.195
7 Nov 2562.70 27.75 -33.40 23.82 380.503 79.14 364.256
6 Nov 2645.95 61.15 -1.05 23.22 588.05 66.562 285.115
5 Nov 2650.95 62.2 12.85 21.03 368.449 2.621 219.078
4 Nov 2590.60 49.35 -59.65 26.81 401.992 214.885 216.457
1 Nov 2698.90 109 0.00 0.00 0 0.524 0
31 Oct 2695.85 109 11.25 - 9.958 1.048 2.096
30 Oct 2672.55 97.75 -2.25 - 1.572 0.524 1.048
29 Oct 2686.00 100 -91.60 - 3.145 0.524 0.524
28 Oct 2646.95 191.6 0.00 - 0 0 0
25 Oct 2615.20 191.6 0.00 - 0 0 0
24 Oct 2666.70 191.6 0.00 - 0 0 0
23 Oct 2633.20 191.6 0.00 - 0 0 0
22 Oct 2655.35 191.6 0.00 - 0 0 0
21 Oct 2718.25 191.6 0.00 - 0 0 0
18 Oct 2760.95 191.6 0.00 - 0 0 0
17 Oct 2705.85 191.6 0.00 - 0 0 0
16 Oct 2764.10 191.6 0.00 - 0 0 0
15 Oct 2735.80 191.6 0.00 - 0 0 0
14 Oct 2726.90 191.6 0.00 - 0 0 0
11 Oct 2725.55 191.6 0.00 - 0 0 0
10 Oct 2722.45 191.6 0.00 - 0 0 0
8 Oct 2738.20 191.6 0.00 - 0 0 0
4 Oct 2745.10 191.6 - 0 0 0


For Grasim Industries Ltd - strike price 2660 expiring on 28NOV2024

Delta for 2660 CE is 0.18

Historical price for 2660 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 10.9, which was 2.40 higher than the previous day. The implied volatity was 23.81, the open interest changed by 31 which increased total open position to 926


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 8.5, which was -2.45 lower than the previous day. The implied volatity was 21.54, the open interest changed by 147 which increased total open position to 895


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 10.95, which was -2.65 lower than the previous day. The implied volatity was 24.43, the open interest changed by 91 which increased total open position to 749


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 13.6, which was -6.70 lower than the previous day. The implied volatity was 25.64, the open interest changed by 5 which increased total open position to 657


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 20.3, which was -7.45 lower than the previous day. The implied volatity was 23.99, the open interest changed by -44 which decreased total open position to 651


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 27.75, which was -33.40 lower than the previous day. The implied volatity was 23.82, the open interest changed by 151 which increased total open position to 695


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 61.15, which was -1.05 lower than the previous day. The implied volatity was 23.22, the open interest changed by 127 which increased total open position to 544


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 62.2, which was 12.85 higher than the previous day. The implied volatity was 21.03, the open interest changed by 5 which increased total open position to 418


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 49.35, which was -59.65 lower than the previous day. The implied volatity was 26.81, the open interest changed by 410 which increased total open position to 413


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 109, which was 11.25 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 97.75, which was -2.25 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 100, which was -91.60 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, 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 191.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 2660 PE
Delta: -0.74
Vega: 1.60
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 140.1 -29.90 33.06 2.096 0.524 56.08
13 Nov 2502.90 170 40.70 47.44 2.096 0.524 55.556
12 Nov 2521.20 129.3 0.00 0.00 0 2.096 0
11 Nov 2519.50 129.3 7.75 - 3.669 2.096 55.031
8 Nov 2544.85 121.55 6.55 22.49 11.006 -0.524 52.935
7 Nov 2562.70 115 52.70 27.13 72.327 -2.621 53.459
6 Nov 2645.95 62.3 -2.50 24.43 106.918 7.862 56.604
5 Nov 2650.95 64.8 -32.10 26.69 47.17 0.524 48.218
4 Nov 2590.60 96.9 33.90 25.68 142.558 23.061 49.79
1 Nov 2698.90 63 3.10 31.30 1.048 0 26.205
31 Oct 2695.85 59.9 -0.35 - 40.881 4.717 24.633
30 Oct 2672.55 60.25 1.55 - 21.488 10.482 18.868
29 Oct 2686.00 58.7 -33.85 - 13.103 5.241 8.386
28 Oct 2646.95 92.55 -5.95 - 0.524 0.524 2.621
25 Oct 2615.20 98.5 26.05 - 3.669 2.096 2.096
24 Oct 2666.70 72.45 0.00 - 0 0 0
23 Oct 2633.20 72.45 0.00 - 0 0 0
22 Oct 2655.35 72.45 0.00 - 0 0 0
21 Oct 2718.25 72.45 0.00 - 0 0 0
18 Oct 2760.95 72.45 0.00 - 0 0 0
17 Oct 2705.85 72.45 0.00 - 0 0 0
16 Oct 2764.10 72.45 0.00 - 0 0 0
15 Oct 2735.80 72.45 0.00 - 0 0 0
14 Oct 2726.90 72.45 0.00 - 0 0 0
11 Oct 2725.55 72.45 0.00 - 0 0 0
10 Oct 2722.45 72.45 0.00 - 0 0 0
8 Oct 2738.20 72.45 0.00 - 0 0 0
4 Oct 2745.10 72.45 - 0 0 0


For Grasim Industries Ltd - strike price 2660 expiring on 28NOV2024

Delta for 2660 PE is -0.74

Historical price for 2660 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 140.1, which was -29.90 lower than the previous day. The implied volatity was 33.06, the open interest changed by 1 which increased total open position to 107


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 170, which was 40.70 higher than the previous day. The implied volatity was 47.44, the open interest changed by 1 which increased total open position to 106


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 129.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 129.3, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 105


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 121.55, which was 6.55 higher than the previous day. The implied volatity was 22.49, the open interest changed by -1 which decreased total open position to 101


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 115, which was 52.70 higher than the previous day. The implied volatity was 27.13, the open interest changed by -5 which decreased total open position to 102


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 62.3, which was -2.50 lower than the previous day. The implied volatity was 24.43, the open interest changed by 15 which increased total open position to 108


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 64.8, which was -32.10 lower than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 92


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 96.9, which was 33.90 higher than the previous day. The implied volatity was 25.68, the open interest changed by 44 which increased total open position to 95


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 63, which was 3.10 higher than the previous day. The implied volatity was 31.30, the open interest changed by 0 which decreased total open position to 50


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 59.9, which was -0.35 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 60.25, which was 1.55 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 58.7, which was -33.85 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 92.55, which was -5.95 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 98.5, which was 26.05 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 11 Oct GRASIM was trading at 2725.55. The strike last trading price was 72.45, 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 72.45, 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 72.45, 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 72.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to