GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2700 CE | ||||||||||
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Delta: 0.03
Vega: 0.21
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 1.1 | -1.65 | 32.42 | 902 | -55 | 1,660 | |||
| 19 Dec | 2539.05 | 2.75 | -3.85 | 28.32 | 1,710 | -43 | 1,713 | |||
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| 18 Dec | 2594.15 | 6.6 | -3.30 | 24.65 | 1,772 | 36 | 1,751 | |||
| 17 Dec | 2599.70 | 9.9 | -21.75 | 24.66 | 3,487 | 225 | 1,703 | |||
| 16 Dec | 2685.15 | 31.65 | -11.05 | 21.21 | 2,528 | 273 | 1,487 | |||
| 13 Dec | 2692.70 | 42.7 | 13.90 | 19.63 | 3,347 | -284 | 1,239 | |||
| 12 Dec | 2660.05 | 28.8 | -8.45 | 20.68 | 2,331 | 40 | 1,535 | |||
| 11 Dec | 2670.75 | 37.25 | 6.00 | 21.15 | 5,443 | -4 | 1,494 | |||
| 10 Dec | 2655.30 | 31.25 | -12.95 | 20.78 | 2,161 | 338 | 1,504 | |||
| 9 Dec | 2681.40 | 44.2 | -16.80 | 20.59 | 2,452 | 289 | 1,168 | |||
| 6 Dec | 2701.90 | 61 | 0.05 | 20.68 | 1,232 | -20 | 876 | |||
| 5 Dec | 2706.80 | 60.95 | -7.05 | 18.95 | 2,531 | -92 | 898 | |||
| 4 Dec | 2717.30 | 68 | -2.00 | 19.94 | 910 | -13 | 994 | |||
| 3 Dec | 2714.00 | 70 | 3.00 | 20.92 | 3,675 | -330 | 1,017 | |||
| 2 Dec | 2693.55 | 67 | 39.80 | 23.73 | 8,903 | 425 | 1,318 | |||
| 29 Nov | 2606.25 | 27.2 | 1.10 | 20.15 | 1,348 | 236 | 891 | |||
| 28 Nov | 2570.45 | 26.1 | -12.40 | 21.29 | 717 | 137 | 654 | |||
| 27 Nov | 2621.90 | 38.5 | 1.85 | 22.00 | 386 | -79 | 514 | |||
| 26 Nov | 2617.20 | 36.65 | -10.95 | 21.51 | 478 | 289 | 594 | |||
| 25 Nov | 2629.80 | 47.6 | 11.35 | 21.97 | 632 | 223 | 305 | |||
| 22 Nov | 2598.65 | 36.25 | 16.00 | 21.97 | 361 | 191 | 273 | |||
| 21 Nov | 2534.85 | 20.25 | 1.25 | 21.75 | 33 | 12 | 83 | |||
| 20 Nov | 2508.15 | 19 | 0.00 | 23.12 | 63 | 37 | 69 | |||
| 19 Nov | 2508.15 | 19 | -4.00 | 23.12 | 63 | 35 | 69 | |||
| 18 Nov | 2517.15 | 23 | -5.50 | 23.68 | 33 | 18 | 33 | |||
| 14 Nov | 2523.95 | 28.5 | 3.50 | 22.21 | 9 | 2 | 16 | |||
| 13 Nov | 2502.90 | 25 | -11.00 | 21.87 | 7 | 0 | 15 | |||
| 11 Nov | 2519.50 | 36 | -4.00 | 25.60 | 5 | 1 | 11 | |||
| 8 Nov | 2544.85 | 40 | -19.65 | 23.45 | 10 | 7 | 9 | |||
| 7 Nov | 2562.70 | 59.65 | -18.35 | 26.59 | 2 | 1 | 2 | |||
| 6 Nov | 2645.95 | 78 | 10.85 | 22.04 | 1 | 0 | 1 | |||
| 5 Nov | 2650.95 | 67.15 | -61.15 | 18.49 | 2 | 1 | 1 | |||
| 1 Nov | 2698.90 | 128.3 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2700 expiring on 26DEC2024
Delta for 2700 CE is 0.03
Historical price for 2700 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 1.1, which was -1.65 lower than the previous day. The implied volatity was 32.42, the open interest changed by -55 which decreased total open position to 1660
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 2.75, which was -3.85 lower than the previous day. The implied volatity was 28.32, the open interest changed by -43 which decreased total open position to 1713
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 6.6, which was -3.30 lower than the previous day. The implied volatity was 24.65, the open interest changed by 36 which increased total open position to 1751
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 9.9, which was -21.75 lower than the previous day. The implied volatity was 24.66, the open interest changed by 225 which increased total open position to 1703
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 31.65, which was -11.05 lower than the previous day. The implied volatity was 21.21, the open interest changed by 273 which increased total open position to 1487
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 42.7, which was 13.90 higher than the previous day. The implied volatity was 19.63, the open interest changed by -284 which decreased total open position to 1239
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 28.8, which was -8.45 lower than the previous day. The implied volatity was 20.68, the open interest changed by 40 which increased total open position to 1535
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 37.25, which was 6.00 higher than the previous day. The implied volatity was 21.15, the open interest changed by -4 which decreased total open position to 1494
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 31.25, which was -12.95 lower than the previous day. The implied volatity was 20.78, the open interest changed by 338 which increased total open position to 1504
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 44.2, which was -16.80 lower than the previous day. The implied volatity was 20.59, the open interest changed by 289 which increased total open position to 1168
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 61, which was 0.05 higher than the previous day. The implied volatity was 20.68, the open interest changed by -20 which decreased total open position to 876
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 60.95, which was -7.05 lower than the previous day. The implied volatity was 18.95, the open interest changed by -92 which decreased total open position to 898
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 68, which was -2.00 lower than the previous day. The implied volatity was 19.94, the open interest changed by -13 which decreased total open position to 994
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 70, which was 3.00 higher than the previous day. The implied volatity was 20.92, the open interest changed by -330 which decreased total open position to 1017
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 67, which was 39.80 higher than the previous day. The implied volatity was 23.73, the open interest changed by 425 which increased total open position to 1318
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 27.2, which was 1.10 higher than the previous day. The implied volatity was 20.15, the open interest changed by 236 which increased total open position to 891
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 26.1, which was -12.40 lower than the previous day. The implied volatity was 21.29, the open interest changed by 137 which increased total open position to 654
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 38.5, which was 1.85 higher than the previous day. The implied volatity was 22.00, the open interest changed by -79 which decreased total open position to 514
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 36.65, which was -10.95 lower than the previous day. The implied volatity was 21.51, the open interest changed by 289 which increased total open position to 594
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 47.6, which was 11.35 higher than the previous day. The implied volatity was 21.97, the open interest changed by 223 which increased total open position to 305
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 36.25, which was 16.00 higher than the previous day. The implied volatity was 21.97, the open interest changed by 191 which increased total open position to 273
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 20.25, which was 1.25 higher than the previous day. The implied volatity was 21.75, the open interest changed by 12 which increased total open position to 83
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 23.12, the open interest changed by 37 which increased total open position to 69
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 19, which was -4.00 lower than the previous day. The implied volatity was 23.12, the open interest changed by 35 which increased total open position to 69
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 23, which was -5.50 lower than the previous day. The implied volatity was 23.68, the open interest changed by 18 which increased total open position to 33
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 28.5, which was 3.50 higher than the previous day. The implied volatity was 22.21, the open interest changed by 2 which increased total open position to 16
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 25, which was -11.00 lower than the previous day. The implied volatity was 21.87, the open interest changed by 0 which decreased total open position to 15
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 36, which was -4.00 lower than the previous day. The implied volatity was 25.60, the open interest changed by 1 which increased total open position to 11
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 40, which was -19.65 lower than the previous day. The implied volatity was 23.45, the open interest changed by 7 which increased total open position to 9
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 59.65, which was -18.35 lower than the previous day. The implied volatity was 26.59, the open interest changed by 1 which increased total open position to 2
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 78, which was 10.85 higher than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 1
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 67.15, which was -61.15 lower than the previous day. The implied volatity was 18.49, the open interest changed by 1 which increased total open position to 1
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 128.3, 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 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.31
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 210 | 52.00 | 36.80 | 11 | -7 | 400 |
| 19 Dec | 2539.05 | 158 | 48.00 | 18.09 | 19 | -10 | 407 |
| 18 Dec | 2594.15 | 110 | 5.65 | 21.16 | 38 | -17 | 419 |
| 17 Dec | 2599.70 | 104.35 | 60.15 | 24.75 | 924 | 59 | 436 |
| 16 Dec | 2685.15 | 44.2 | 11.40 | 21.17 | 728 | 34 | 376 |
| 13 Dec | 2692.70 | 32.8 | -21.25 | 17.53 | 715 | -84 | 345 |
| 12 Dec | 2660.05 | 54.05 | -0.35 | 16.91 | 352 | 23 | 432 |
| 11 Dec | 2670.75 | 54.4 | -9.80 | 20.60 | 879 | -1 | 407 |
| 10 Dec | 2655.30 | 64.2 | 10.70 | 20.20 | 572 | 9 | 419 |
| 9 Dec | 2681.40 | 53.5 | 10.80 | 21.63 | 886 | 8 | 410 |
| 6 Dec | 2701.90 | 42.7 | -3.90 | 20.18 | 651 | 15 | 401 |
| 5 Dec | 2706.80 | 46.6 | 2.05 | 22.15 | 2,307 | -121 | 384 |
| 4 Dec | 2717.30 | 44.55 | -3.00 | 21.79 | 1,113 | 88 | 508 |
| 3 Dec | 2714.00 | 47.55 | -13.40 | 21.98 | 1,408 | 99 | 423 |
| 2 Dec | 2693.55 | 60.95 | -43.80 | 22.87 | 2,700 | 209 | 325 |
| 29 Nov | 2606.25 | 104.75 | -22.65 | 20.35 | 182 | 42 | 113 |
| 28 Nov | 2570.45 | 127.4 | 28.40 | 24.48 | 115 | 14 | 71 |
| 27 Nov | 2621.90 | 99 | -6.00 | 20.86 | 67 | -2 | 56 |
| 26 Nov | 2617.20 | 105 | 10.40 | 21.68 | 64 | 10 | 56 |
| 25 Nov | 2629.80 | 94.6 | -7.85 | 22.59 | 59 | 46 | 46 |
| 22 Nov | 2598.65 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2534.85 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2508.15 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2508.15 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2517.15 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2523.95 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2502.90 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2519.50 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2544.85 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2562.70 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2645.95 | 102.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 102.45 | 102.45 | - | 0 | 0 | 0 |
| 1 Nov | 2698.90 | 0 | 0.64 | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2700 expiring on 26DEC2024
Delta for 2700 PE is -0.95
Historical price for 2700 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 210, which was 52.00 higher than the previous day. The implied volatity was 36.80, the open interest changed by -7 which decreased total open position to 400
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 158, which was 48.00 higher than the previous day. The implied volatity was 18.09, the open interest changed by -10 which decreased total open position to 407
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 110, which was 5.65 higher than the previous day. The implied volatity was 21.16, the open interest changed by -17 which decreased total open position to 419
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 104.35, which was 60.15 higher than the previous day. The implied volatity was 24.75, the open interest changed by 59 which increased total open position to 436
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 44.2, which was 11.40 higher than the previous day. The implied volatity was 21.17, the open interest changed by 34 which increased total open position to 376
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 32.8, which was -21.25 lower than the previous day. The implied volatity was 17.53, the open interest changed by -84 which decreased total open position to 345
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 54.05, which was -0.35 lower than the previous day. The implied volatity was 16.91, the open interest changed by 23 which increased total open position to 432
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 54.4, which was -9.80 lower than the previous day. The implied volatity was 20.60, the open interest changed by -1 which decreased total open position to 407
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 64.2, which was 10.70 higher than the previous day. The implied volatity was 20.20, the open interest changed by 9 which increased total open position to 419
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 53.5, which was 10.80 higher than the previous day. The implied volatity was 21.63, the open interest changed by 8 which increased total open position to 410
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 42.7, which was -3.90 lower than the previous day. The implied volatity was 20.18, the open interest changed by 15 which increased total open position to 401
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 46.6, which was 2.05 higher than the previous day. The implied volatity was 22.15, the open interest changed by -121 which decreased total open position to 384
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 44.55, which was -3.00 lower than the previous day. The implied volatity was 21.79, the open interest changed by 88 which increased total open position to 508
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 47.55, which was -13.40 lower than the previous day. The implied volatity was 21.98, the open interest changed by 99 which increased total open position to 423
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 60.95, which was -43.80 lower than the previous day. The implied volatity was 22.87, the open interest changed by 209 which increased total open position to 325
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 104.75, which was -22.65 lower than the previous day. The implied volatity was 20.35, the open interest changed by 42 which increased total open position to 113
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 127.4, which was 28.40 higher than the previous day. The implied volatity was 24.48, the open interest changed by 14 which increased total open position to 71
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 99, which was -6.00 lower than the previous day. The implied volatity was 20.86, the open interest changed by -2 which decreased total open position to 56
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 105, which was 10.40 higher than the previous day. The implied volatity was 21.68, the open interest changed by 10 which increased total open position to 56
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 94.6, which was -7.85 lower than the previous day. The implied volatity was 22.59, the open interest changed by 46 which increased total open position to 46
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, 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 102.45, which was 102.45 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 0.64, the open interest changed by 0 which decreased total open position to 0
