GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 1.28
Theta: -1.21
Gamma: 0.00
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| 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 | |||
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| 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
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| 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
