GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2700 CE | ||||||||||
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Delta: 0.12
Vega: 0.98
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2523.95 | 7.05 | 1.05 | 25.13 | 1,080.713 | 188.155 | 1,145.702 | |||
| 13 Nov | 2502.90 | 6 | -1.20 | 23.59 | 1,178.721 | 324.948 | 1,231.656 | |||
| 12 Nov | 2521.20 | 7.2 | -1.55 | 25.52 | 574.948 | 42.977 | 926.101 | |||
| 11 Nov | 2519.50 | 8.75 | -4.60 | 26.23 | 614.78 | 11.53 | 877.883 | |||
| 8 Nov | 2544.85 | 13.35 | -4.90 | 24.42 | 667.715 | 79.665 | 861.111 | |||
| 7 Nov | 2562.70 | 18.25 | -24.10 | 23.93 | 975.367 | 103.249 | 781.447 | |||
| 6 Nov | 2645.95 | 42.35 | -3.40 | 22.74 | 650.943 | 39.832 | 678.197 | |||
| 5 Nov | 2650.95 | 45.75 | 11.00 | 21.86 | 878.407 | 21.488 | 638.365 | |||
| 4 Nov | 2590.60 | 34.75 | -47.25 | 26.29 | 1,560.273 | 474.319 | 617.4 | |||
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| 1 Nov | 2698.90 | 82 | -2.00 | 24.24 | 105.346 | -3.669 | 143.082 | |||
| 31 Oct | 2695.85 | 84 | 11.20 | - | 486.897 | 22.537 | 139.937 | |||
| 30 Oct | 2672.55 | 72.8 | -4.00 | - | 457.023 | 11.006 | 117.4 | |||
| 29 Oct | 2686.00 | 76.8 | 18.80 | - | 340.671 | 15.199 | 106.918 | |||
| 28 Oct | 2646.95 | 58 | 0.65 | - | 105.87 | 14.675 | 91.719 | |||
| 25 Oct | 2615.20 | 57.35 | -19.80 | - | 93.291 | 24.633 | 77.044 | |||
| 24 Oct | 2666.70 | 77.15 | 15.65 | - | 98.008 | 22.013 | 52.935 | |||
| 23 Oct | 2633.20 | 61.5 | -8.75 | - | 16.771 | 4.193 | 30.398 | |||
| 22 Oct | 2655.35 | 70.25 | -38.75 | - | 28.826 | 23.061 | 26.205 | |||
| 21 Oct | 2718.25 | 109 | -23.70 | - | 3.145 | -0.524 | 3.145 | |||
| 18 Oct | 2760.95 | 132.7 | -7.30 | - | 1.572 | 0.524 | 3.145 | |||
| 17 Oct | 2705.85 | 140 | 0.00 | - | 0 | 1.048 | 0 | |||
| 16 Oct | 2764.10 | 140 | 32.00 | - | 1.048 | 0 | 1.572 | |||
| 15 Oct | 2735.80 | 108 | 0.00 | - | 0 | 0.524 | 0 | |||
| 14 Oct | 2726.90 | 108 | 3.00 | - | 0.524 | 0 | 1.048 | |||
| 11 Oct | 2725.55 | 105 | -62.75 | - | 1.048 | 0 | 0 | |||
| 10 Oct | 2722.45 | 167.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2738.20 | 167.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2745.10 | 167.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2795.55 | 167.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 2783.15 | 167.75 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2700 expiring on 28NOV2024
Delta for 2700 CE is 0.12
Historical price for 2700 CE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 7.05, which was 1.05 higher than the previous day. The implied volatity was 25.13, the open interest changed by 359 which increased total open position to 2186
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 6, which was -1.20 lower than the previous day. The implied volatity was 23.59, the open interest changed by 620 which increased total open position to 2350
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 7.2, which was -1.55 lower than the previous day. The implied volatity was 25.52, the open interest changed by 82 which increased total open position to 1767
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 8.75, which was -4.60 lower than the previous day. The implied volatity was 26.23, the open interest changed by 22 which increased total open position to 1675
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 13.35, which was -4.90 lower than the previous day. The implied volatity was 24.42, the open interest changed by 152 which increased total open position to 1643
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 18.25, which was -24.10 lower than the previous day. The implied volatity was 23.93, the open interest changed by 197 which increased total open position to 1491
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 42.35, which was -3.40 lower than the previous day. The implied volatity was 22.74, the open interest changed by 76 which increased total open position to 1294
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 45.75, which was 11.00 higher than the previous day. The implied volatity was 21.86, the open interest changed by 41 which increased total open position to 1218
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 34.75, which was -47.25 lower than the previous day. The implied volatity was 26.29, the open interest changed by 905 which increased total open position to 1178
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 82, which was -2.00 lower than the previous day. The implied volatity was 24.24, the open interest changed by -7 which decreased total open position to 273
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 84, which was 11.20 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 72.8, which was -4.00 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 76.8, which was 18.80 higher 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 58, which was 0.65 higher 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 57.35, which was -19.80 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 77.15, which was 15.65 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 61.5, which was -8.75 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 70.25, which was -38.75 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 109, which was -23.70 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 132.7, which was -7.30 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 140, 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 140, which was 32.00 higher 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 108, 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 108, which was 3.00 higher 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 105, which was -62.75 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 167.75, 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 8 Oct GRASIM was trading at 2738.20. The strike last trading price was 167.75, 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 4 Oct GRASIM was trading at 2745.10. The strike last trading price was 167.75, 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 Sept GRASIM was trading at 2795.55. The strike last trading price was 167.75, 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 27 Sept GRASIM was trading at 2783.15. The strike last trading price was 167.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 1.41
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2523.95 | 175 | -30.00 | 35.31 | 1.572 | 0 | 85.43 |
| 13 Nov | 2502.90 | 205 | 20.10 | 50.90 | 4.717 | -2.096 | 85.954 |
| 12 Nov | 2521.20 | 184.9 | 12.50 | 30.39 | 2.621 | 0 | 90.147 |
| 11 Nov | 2519.50 | 172.4 | 18.40 | - | 12.055 | -3.145 | 90.147 |
| 8 Nov | 2544.85 | 154 | 7.75 | 22.28 | 17.82 | 4.193 | 94.864 |
| 7 Nov | 2562.70 | 146.25 | 63.60 | 28.31 | 78.616 | 0.524 | 90.147 |
| 6 Nov | 2645.95 | 82.65 | -5.45 | 23.73 | 137.317 | 18.344 | 89.623 |
| 5 Nov | 2650.95 | 88.1 | -35.35 | 27.54 | 50.314 | -6.813 | 71.279 |
| 4 Nov | 2590.60 | 123.45 | 42.30 | 25.66 | 171.908 | -38.26 | 79.14 |
| 1 Nov | 2698.90 | 81.15 | 9.85 | 31.48 | 37.736 | 0 | 117.4 |
| 31 Oct | 2695.85 | 71.3 | -10.30 | - | 116.876 | 33.019 | 118.449 |
| 30 Oct | 2672.55 | 81.6 | 4.40 | - | 64.99 | 18.868 | 85.43 |
| 29 Oct | 2686.00 | 77.2 | -21.80 | - | 31.447 | 9.434 | 66.038 |
| 28 Oct | 2646.95 | 99 | -15.00 | - | 11.53 | 4.717 | 57.128 |
| 25 Oct | 2615.20 | 114 | 27.80 | - | 8.386 | -3.145 | 52.411 |
| 24 Oct | 2666.70 | 86.2 | -13.60 | - | 23.585 | 8.91 | 55.556 |
| 23 Oct | 2633.20 | 99.8 | 1.80 | - | 22.013 | 16.771 | 47.17 |
| 22 Oct | 2655.35 | 98 | 34.85 | - | 18.868 | 12.055 | 30.398 |
| 21 Oct | 2718.25 | 63.15 | 16.35 | - | 7.338 | -1.572 | 16.771 |
| 18 Oct | 2760.95 | 46.8 | -10.20 | - | 3.145 | 1.048 | 17.82 |
| 17 Oct | 2705.85 | 57 | 11.00 | - | 2.096 | 1.572 | 16.771 |
| 16 Oct | 2764.10 | 46 | -17.00 | - | 15.723 | 11.006 | 15.199 |
| 15 Oct | 2735.80 | 63 | -0.15 | - | 0.524 | 0 | 4.193 |
| 14 Oct | 2726.90 | 63.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2725.55 | 63.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2722.45 | 63.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2738.20 | 63.15 | -24.95 | - | 7.862 | 4.193 | 4.193 |
| 4 Oct | 2745.10 | 88.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2795.55 | 88.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 2783.15 | 88.1 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2700 expiring on 28NOV2024
Delta for 2700 PE is -0.80
Historical price for 2700 PE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 175, which was -30.00 lower than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 163
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 205, which was 20.10 higher than the previous day. The implied volatity was 50.90, the open interest changed by -4 which decreased total open position to 164
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 184.9, which was 12.50 higher than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 172
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 172.4, which was 18.40 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 172
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 154, which was 7.75 higher than the previous day. The implied volatity was 22.28, the open interest changed by 8 which increased total open position to 181
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 146.25, which was 63.60 higher than the previous day. The implied volatity was 28.31, the open interest changed by 1 which increased total open position to 172
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 82.65, which was -5.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by 35 which increased total open position to 171
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 88.1, which was -35.35 lower than the previous day. The implied volatity was 27.54, the open interest changed by -13 which decreased total open position to 136
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 123.45, which was 42.30 higher than the previous day. The implied volatity was 25.66, the open interest changed by -73 which decreased total open position to 151
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 81.15, which was 9.85 higher than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 224
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 71.3, which was -10.30 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 81.6, which was 4.40 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 77.2, which was -21.80 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 99, which was -15.00 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 114, which was 27.80 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 86.2, which was -13.60 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 99.8, which was 1.80 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 98, which was 34.85 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 63.15, which was 16.35 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 46.8, which was -10.20 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 57, which was 11.00 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 46, which was -17.00 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 63, which was -0.15 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 63.15, 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 63.15, 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 63.15, 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 63.15, which was -24.95 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 88.1, 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 88.1, 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 27 Sept GRASIM was trading at 2783.15. The strike last trading price was 88.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
