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[--[65.84.65.76]--]
GRASIM
Grasim Industries Ltd

2714 20.45 (0.76%)

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Historical option data for GRASIM

03 Dec 2024 04:12 PM IST
GRASIM 26DEC2024 2680 CE
Delta: 0.64
Vega: 2.55
Theta: -1.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 2714.00 81.35 2.30 20.79 568 -10 859
2 Dec 2693.55 79.05 45.15 24.35 3,675 359 870
29 Nov 2606.25 33.9 3.20 20.34 1,014 488 510
28 Nov 2570.45 30.7 -19.30 20.88 55 15 21
27 Nov 2621.90 50 -161.95 23.52 17 9 9
26 Nov 2617.20 211.95 0.00 1.82 0 0 0
25 Nov 2629.80 211.95 0.00 0.82 0 0 0
22 Nov 2598.65 211.95 0.00 2.18 0 0 0
21 Nov 2534.85 211.95 0.00 4.02 0 0 0
20 Nov 2508.15 211.95 0.00 4.54 0 0 0
19 Nov 2508.15 211.95 0.00 4.54 0 0 0
18 Nov 2517.15 211.95 0.00 4.15 0 0 0
14 Nov 2523.95 211.95 0.00 3.40 0 0 0
13 Nov 2502.90 211.95 0.00 4.01 0 0 0
11 Nov 2519.50 211.95 0.00 3.60 0 0 0
8 Nov 2544.85 211.95 0.00 2.80 0 0 0
7 Nov 2562.70 211.95 0.00 2.16 0 0 0
6 Nov 2645.95 211.95 0.00 - 0 0 0
5 Nov 2650.95 211.95 0.00 - 0 0 0
4 Nov 2590.60 211.95 0.00 1.33 0 0 0
1 Nov 2698.90 211.95 0.00 - 0 0 0
31 Oct 2695.85 211.95 211.95 - 0 0 0
30 Oct 2672.55 0 0.00 - 0 0 0
29 Oct 2686.00 0 0.00 - 0 0 0
28 Oct 2646.95 0 0.00 - 0 0 0
25 Oct 2615.20 0 0.00 - 0 0 0
24 Oct 2666.70 0 0.00 - 0 0 0
23 Oct 2633.20 0 0.00 - 0 0 0
22 Oct 2655.35 0 0.00 - 0 0 0
21 Oct 2718.25 0 0.00 - 0 0 0
18 Oct 2760.95 0 0.00 - 0 0 0
17 Oct 2705.85 0 0.00 - 0 0 0
16 Oct 2764.10 0 0.00 - 0 0 0
15 Oct 2735.80 0 0.00 - 0 0 0
14 Oct 2726.90 0 0.00 - 0 0 0
11 Oct 2725.55 0 0.00 - 0 0 0
10 Oct 2722.45 0 0.00 - 0 0 0
9 Oct 2715.75 0 0.00 - 0 0 0
8 Oct 2738.20 0 0.00 - 0 0 0
7 Oct 2720.50 0 0.00 - 0 0 0
4 Oct 2745.10 0 0.00 - 0 0 0
3 Oct 2766.15 0 0.00 - 0 0 0
1 Oct 2801.15 0 0.00 - 0 0 0
30 Sept 2795.55 0 - 0 0 0


For Grasim Industries Ltd - strike price 2680 expiring on 26DEC2024

Delta for 2680 CE is 0.64

Historical price for 2680 CE is as follows

On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 81.35, which was 2.30 higher than the previous day. The implied volatity was 20.79, the open interest changed by -10 which decreased total open position to 859


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 79.05, which was 45.15 higher than the previous day. The implied volatity was 24.35, the open interest changed by 359 which increased total open position to 870


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 33.9, which was 3.20 higher than the previous day. The implied volatity was 20.34, the open interest changed by 488 which increased total open position to 510


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 30.7, which was -19.30 lower than the previous day. The implied volatity was 20.88, the open interest changed by 15 which increased total open position to 21


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 50, which was -161.95 lower than the previous day. The implied volatity was 23.52, the open interest changed by 9 which increased total open position to 9


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 211.95, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 211.95, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 211.95, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 211.95, 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 211.95, 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 211.95, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 211.95, 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 211.95, which was 211.95 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 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 29 Oct GRASIM was trading at 2686.00. 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 28 Oct GRASIM was trading at 2646.95. 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 25 Oct GRASIM was trading at 2615.20. 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 24 Oct GRASIM was trading at 2666.70. 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 23 Oct GRASIM was trading at 2633.20. 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 22 Oct GRASIM was trading at 2655.35. 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 21 Oct GRASIM was trading at 2718.25. 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 18 Oct GRASIM was trading at 2760.95. 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 17 Oct GRASIM was trading at 2705.85. 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 Oct GRASIM was trading at 2764.10. 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 15 Oct GRASIM was trading at 2735.80. 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 14 Oct GRASIM was trading at 2726.90. 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 11 Oct GRASIM was trading at 2725.55. 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 10 Oct GRASIM was trading at 2722.45. 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 Oct GRASIM was trading at 2715.75. 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 8 Oct GRASIM was trading at 2738.20. 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 7 Oct GRASIM was trading at 2720.50. 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 Oct GRASIM was trading at 2745.10. 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 3 Oct GRASIM was trading at 2766.15. 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 1 Oct GRASIM was trading at 2801.15. 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 30 Sept GRASIM was trading at 2795.55. 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 26DEC2024 2680 PE
Delta: -0.37
Vega: 2.57
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 2714.00 39.65 -11.30 22.13 676 114 284
2 Dec 2693.55 50.95 -39.45 22.67 1,606 171 181
29 Nov 2606.25 90.4 -18.80 20.08 12 2 11
28 Nov 2570.45 109.2 11.45 22.79 17 7 7
27 Nov 2621.90 97.75 0.00 - 0 0 0
26 Nov 2617.20 97.75 0.00 - 0 0 0
25 Nov 2629.80 97.75 0.00 - 0 0 0
22 Nov 2598.65 97.75 0.00 - 0 0 0
21 Nov 2534.85 97.75 0.00 - 0 0 0
20 Nov 2508.15 97.75 0.00 - 0 0 0
19 Nov 2508.15 97.75 0.00 - 0 0 0
18 Nov 2517.15 97.75 0.00 - 0 0 0
14 Nov 2523.95 97.75 0.00 - 0 0 0
13 Nov 2502.90 97.75 0.00 - 0 0 0
11 Nov 2519.50 97.75 0.00 - 0 0 0
8 Nov 2544.85 97.75 0.00 - 0 0 0
7 Nov 2562.70 97.75 0.00 - 0 0 0
6 Nov 2645.95 97.75 0.00 0.02 0 0 0
5 Nov 2650.95 97.75 0.00 0.20 0 0 0
4 Nov 2590.60 97.75 0.00 - 0 0 0
1 Nov 2698.90 97.75 0.00 1.19 0 0 0
31 Oct 2695.85 97.75 0.00 - 0 0 0
30 Oct 2672.55 97.75 0.00 - 0 0 0
29 Oct 2686.00 97.75 0.00 - 0 0 0
28 Oct 2646.95 97.75 0.00 - 0 0 0
25 Oct 2615.20 97.75 0.00 - 0 0 0
24 Oct 2666.70 97.75 97.75 - 0 0 0
23 Oct 2633.20 0 0.00 - 0 0 0
22 Oct 2655.35 0 0.00 - 0 0 0
21 Oct 2718.25 0 0.00 - 0 0 0
18 Oct 2760.95 0 0.00 - 0 0 0
17 Oct 2705.85 0 0.00 - 0 0 0
16 Oct 2764.10 0 0.00 - 0 0 0
15 Oct 2735.80 0 0.00 - 0 0 0
14 Oct 2726.90 0 0.00 - 0 0 0
11 Oct 2725.55 0 0.00 - 0 0 0
10 Oct 2722.45 0 0.00 - 0 0 0
9 Oct 2715.75 0 0.00 - 0 0 0
8 Oct 2738.20 0 0.00 - 0 0 0
7 Oct 2720.50 0 0.00 - 0 0 0
4 Oct 2745.10 0 0.00 - 0 0 0
3 Oct 2766.15 0 0.00 - 0 0 0
1 Oct 2801.15 0 0.00 - 0 0 0
30 Sept 2795.55 0 - 0 0 0


For Grasim Industries Ltd - strike price 2680 expiring on 26DEC2024

Delta for 2680 PE is -0.37

Historical price for 2680 PE is as follows

On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 39.65, which was -11.30 lower than the previous day. The implied volatity was 22.13, the open interest changed by 114 which increased total open position to 284


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 50.95, which was -39.45 lower than the previous day. The implied volatity was 22.67, the open interest changed by 171 which increased total open position to 181


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 90.4, which was -18.80 lower than the previous day. The implied volatity was 20.08, the open interest changed by 2 which increased total open position to 11


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 109.2, which was 11.45 higher than the previous day. The implied volatity was 22.79, the open interest changed by 7 which increased total open position to 7


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 97.75, 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 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 97.75, 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 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 97.75, 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 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 97.75, 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 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 97.75, 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 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 97.75, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 97.75, 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 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 97.75, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 97.75, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 97.75, 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 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 97.75, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 97.75, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 97.75, 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 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 97.75, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 97.75, which was 0.00 lower than the previous day. The implied volatity was 0.20, 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 97.75, 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 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 97.75, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 97.75, 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 97.75, 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 97.75, 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 97.75, 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 97.75, 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 97.75, which was 97.75 higher 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 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 22 Oct GRASIM was trading at 2655.35. 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 21 Oct GRASIM was trading at 2718.25. 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 18 Oct GRASIM was trading at 2760.95. 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 17 Oct GRASIM was trading at 2705.85. 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 Oct GRASIM was trading at 2764.10. 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 15 Oct GRASIM was trading at 2735.80. 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 14 Oct GRASIM was trading at 2726.90. 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 11 Oct GRASIM was trading at 2725.55. 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 10 Oct GRASIM was trading at 2722.45. 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 Oct GRASIM was trading at 2715.75. 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 8 Oct GRASIM was trading at 2738.20. 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 7 Oct GRASIM was trading at 2720.50. 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 Oct GRASIM was trading at 2745.10. 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 3 Oct GRASIM was trading at 2766.15. 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 1 Oct GRASIM was trading at 2801.15. 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 30 Sept GRASIM was trading at 2795.55. 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