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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 2680 CE
Delta: 0.14
Vega: 1.12
Theta: -1.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 8.7 2.40 24.42 424.004 17.296 125.786
13 Nov 2502.90 6.3 -2.50 21.79 310.797 -4.193 110.587
12 Nov 2521.20 8.8 -2.25 24.91 169.811 12.579 112.683
11 Nov 2519.50 11.05 -5.15 26.03 231.132 -9.958 100.105
8 Nov 2544.85 16.2 -6.30 24.03 230.608 22.013 109.539
7 Nov 2562.70 22.5 -29.20 23.82 188.679 18.868 88.574
6 Nov 2645.95 51.7 -1.90 23.16 197.065 13.627 69.706
5 Nov 2650.95 53.6 12.40 21.51 363.732 13.627 57.128
4 Nov 2590.60 41.2 -52.90 26.38 205.451 33.019 43.501
1 Nov 2698.90 94.1 -1.95 24.60 20.44 3.145 5.241
31 Oct 2695.85 96.05 -74.65 - 10.482 2.621 2.621
30 Oct 2672.55 170.7 0.00 - 0 0 0
29 Oct 2686.00 170.7 0.00 - 0 0 0
28 Oct 2646.95 170.7 0.00 - 0 0 0
25 Oct 2615.20 170.7 0.00 - 0 0 0
24 Oct 2666.70 170.7 0.00 - 0 0 0
23 Oct 2633.20 170.7 0.00 - 0 0 0
22 Oct 2655.35 170.7 0.00 - 0 0 0
21 Oct 2718.25 170.7 0.00 - 0 0 0
18 Oct 2760.95 170.7 0.00 - 0 0 0
17 Oct 2705.85 170.7 0.00 - 0 0 0
16 Oct 2764.10 170.7 0.00 - 0 0 0
15 Oct 2735.80 170.7 0.00 - 0 0 0
14 Oct 2726.90 170.7 0.00 - 0 0 0
11 Oct 2725.55 170.7 0.00 - 0 0 0
10 Oct 2722.45 170.7 0.00 - 0 0 0
8 Oct 2738.20 170.7 0.00 - 0 0 0
4 Oct 2745.10 170.7 0.00 - 0 0 0
26 Sept 2745.85 170.7 170.70 - 0 0 0
23 Sept 2666.90 0 0.00 - 0 0 0
20 Sept 2678.25 0 0.00 - 0 0 0
19 Sept 2738.95 0 0.00 - 0 0 0
18 Sept 2722.70 0 0.00 - 0 0 0
17 Sept 2754.85 0 0.00 - 0 0 0
16 Sept 2765.30 0 0.00 - 0 0 0
13 Sept 2784.35 0 0.00 - 0 0 0
12 Sept 2757.10 0 0.00 - 0 0 0
11 Sept 2681.15 0 0.00 - 0 0 0
10 Sept 2702.55 0 0.00 - 0 0 0
9 Sept 2710.35 0 0.00 - 0 0 0
6 Sept 2692.85 0 0.00 - 0 0 0
5 Sept 2741.60 0 0.00 - 0 0 0
4 Sept 2757.65 0 0.00 - 0 0 0
3 Sept 2706.85 0 0.00 - 0 0 0
2 Sept 2690.80 0 - 0 0 0


For Grasim Industries Ltd - strike price 2680 expiring on 28NOV2024

Delta for 2680 CE is 0.14

Historical price for 2680 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 8.7, which was 2.40 higher than the previous day. The implied volatity was 24.42, the open interest changed by 33 which increased total open position to 240


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 6.3, which was -2.50 lower than the previous day. The implied volatity was 21.79, the open interest changed by -8 which decreased total open position to 211


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 8.8, which was -2.25 lower than the previous day. The implied volatity was 24.91, the open interest changed by 24 which increased total open position to 215


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 11.05, which was -5.15 lower than the previous day. The implied volatity was 26.03, the open interest changed by -19 which decreased total open position to 191


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 16.2, which was -6.30 lower than the previous day. The implied volatity was 24.03, the open interest changed by 42 which increased total open position to 209


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 22.5, which was -29.20 lower than the previous day. The implied volatity was 23.82, the open interest changed by 36 which increased total open position to 169


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 51.7, which was -1.90 lower than the previous day. The implied volatity was 23.16, the open interest changed by 26 which increased total open position to 133


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 53.6, which was 12.40 higher than the previous day. The implied volatity was 21.51, the open interest changed by 26 which increased total open position to 109


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 41.2, which was -52.90 lower than the previous day. The implied volatity was 26.38, the open interest changed by 63 which increased total open position to 83


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 94.1, which was -1.95 lower than the previous day. The implied volatity was 24.60, the open interest changed by 6 which increased total open position to 10


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 96.05, which was -74.65 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 170.7, 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 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 170.7, which was 170.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept GRASIM was trading at 2666.90. 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 20 Sept GRASIM was trading at 2678.25. 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 19 Sept GRASIM was trading at 2738.95. 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 18 Sept GRASIM was trading at 2722.70. 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 17 Sept GRASIM was trading at 2754.85. 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 Sept GRASIM was trading at 2765.30. 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 13 Sept GRASIM was trading at 2784.35. 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 12 Sept GRASIM was trading at 2757.10. 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 11 Sept GRASIM was trading at 2681.15. 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 10 Sept GRASIM was trading at 2702.55. 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 9 Sept GRASIM was trading at 2710.35. 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 6 Sept GRASIM was trading at 2692.85. 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 5 Sept GRASIM was trading at 2741.60. 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 Sept GRASIM was trading at 2757.65. 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 Sept GRASIM was trading at 2706.85. 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 2 Sept GRASIM was trading at 2690.80. 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 28NOV2024 2680 PE
Delta: -0.80
Vega: 1.39
Theta: -0.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 152.1 -28.20 30.55 2.621 0 55.031
13 Nov 2502.90 180.3 20.00 45.25 1.572 0 55.031
12 Nov 2521.20 160.3 0.00 0.00 0 0 0
11 Nov 2519.50 160.3 22.85 23.30 0.524 0 55.031
8 Nov 2544.85 137.45 8.95 22.42 2.096 1.048 56.08
7 Nov 2562.70 128.5 56.55 26.81 39.308 6.813 56.08
6 Nov 2645.95 71.95 -4.35 24.08 75.996 1.572 49.79
5 Nov 2650.95 76.3 -34.75 27.22 66.562 2.621 47.17
4 Nov 2590.60 111.05 37.45 26.19 176.101 6.289 44.549
1 Nov 2698.90 73.6 6.60 32.05 37.212 2.621 39.308
31 Oct 2695.85 67 -6.00 - 30.398 8.91 37.212
30 Oct 2672.55 73 7.00 - 29.35 6.813 28.826
29 Oct 2686.00 66 -36.30 - 22.013 11.53 22.013
28 Oct 2646.95 102.3 0.00 - 0 1.048 0
25 Oct 2615.20 102.3 20.10 - 5.241 1.048 10.482
24 Oct 2666.70 82.2 -2.70 - 0.524 0 9.434
23 Oct 2633.20 84.9 0.25 - 2.621 0.524 8.91
22 Oct 2655.35 84.65 27.05 - 3.145 -1.048 6.813
21 Oct 2718.25 57.6 8.60 - 1.048 0 7.338
18 Oct 2760.95 49 -3.30 - 2.096 1.048 6.813
17 Oct 2705.85 52.3 17.40 - 2.096 -0.524 5.765
16 Oct 2764.10 34.9 -22.45 - 2.096 1.048 5.241
15 Oct 2735.80 57.35 0.00 - 0 0 0
14 Oct 2726.90 57.35 0.00 - 0 0 0
11 Oct 2725.55 57.35 0.00 - 0 0.524 0
10 Oct 2722.45 57.35 0.70 - 0.524 0 3.669
8 Oct 2738.20 56.65 -69.65 - 4.717 3.669 3.669
4 Oct 2745.10 126.3 0.00 - 0 0 0
26 Sept 2745.85 126.3 126.30 - 0 0 0
23 Sept 2666.90 0 0.00 - 0 0 0
20 Sept 2678.25 0 0.00 - 0 0 0
19 Sept 2738.95 0 0.00 - 0 0 0
18 Sept 2722.70 0 0.00 - 0 0 0
17 Sept 2754.85 0 0.00 - 0 0 0
16 Sept 2765.30 0 0.00 - 0 0 0
13 Sept 2784.35 0 0.00 - 0 0 0
12 Sept 2757.10 0 0.00 - 0 0 0
11 Sept 2681.15 0 0.00 - 0 0 0
10 Sept 2702.55 0 0.00 - 0 0 0
9 Sept 2710.35 0 0.00 - 0 0 0
6 Sept 2692.85 0 0.00 - 0 0 0
5 Sept 2741.60 0 0.00 - 0 0 0
4 Sept 2757.65 0 0.00 - 0 0 0
3 Sept 2706.85 0 0.00 - 0 0 0
2 Sept 2690.80 0 - 0 0 0


For Grasim Industries Ltd - strike price 2680 expiring on 28NOV2024

Delta for 2680 PE is -0.80

Historical price for 2680 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 152.1, which was -28.20 lower than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 105


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 180.3, which was 20.00 higher than the previous day. The implied volatity was 45.25, the open interest changed by 0 which decreased total open position to 105


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 160.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 160.3, which was 22.85 higher than the previous day. The implied volatity was 23.30, the open interest changed by 0 which decreased total open position to 105


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 137.45, which was 8.95 higher than the previous day. The implied volatity was 22.42, the open interest changed by 2 which increased total open position to 107


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 128.5, which was 56.55 higher than the previous day. The implied volatity was 26.81, the open interest changed by 13 which increased total open position to 107


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 71.95, which was -4.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 3 which increased total open position to 95


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 76.3, which was -34.75 lower than the previous day. The implied volatity was 27.22, the open interest changed by 5 which increased total open position to 90


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 111.05, which was 37.45 higher than the previous day. The implied volatity was 26.19, the open interest changed by 12 which increased total open position to 85


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 73.6, which was 6.60 higher than the previous day. The implied volatity was 32.05, the open interest changed by 5 which increased total open position to 75


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 67, which was -6.00 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 73, which was 7.00 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 66, which was -36.30 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 102.3, 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 102.3, which was 20.10 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 82.2, which was -2.70 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 84.9, which was 0.25 higher 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 84.65, which was 27.05 higher 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 57.6, which was 8.60 higher 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 49, which was -3.30 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 52.3, which was 17.40 higher 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 34.9, which was -22.45 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 57.35, 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 57.35, 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 57.35, 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 57.35, which was 0.70 higher 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 56.65, which was -69.65 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 126.3, 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 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 126.3, which was 126.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept GRASIM was trading at 2666.90. 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 20 Sept GRASIM was trading at 2678.25. 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 19 Sept GRASIM was trading at 2738.95. 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 18 Sept GRASIM was trading at 2722.70. 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 17 Sept GRASIM was trading at 2754.85. 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 Sept GRASIM was trading at 2765.30. 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 13 Sept GRASIM was trading at 2784.35. 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 12 Sept GRASIM was trading at 2757.10. 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 11 Sept GRASIM was trading at 2681.15. 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 10 Sept GRASIM was trading at 2702.55. 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 9 Sept GRASIM was trading at 2710.35. 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 6 Sept GRASIM was trading at 2692.85. 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 5 Sept GRASIM was trading at 2741.60. 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 Sept GRASIM was trading at 2757.65. 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 Sept GRASIM was trading at 2706.85. 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 2 Sept GRASIM was trading at 2690.80. 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