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

2488.7 -50.35 (-1.98%)

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Historical option data for GRASIM

20 Dec 2024 04:12 PM IST
GRASIM 26DEC2024 2720 CE
Delta: 0.03
Vega: 0.19
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 1.05 -1.45 34.61 636 108 1,020
19 Dec 2539.05 2.5 -2.55 30.36 1,196 159 912
18 Dec 2594.15 5.05 -2.20 25.63 957 97 753
17 Dec 2599.70 7.25 -16.50 25.05 1,381 107 655
16 Dec 2685.15 23.75 -9.00 21.24 807 102 538
13 Dec 2692.70 32.75 10.75 19.40 878 -72 450
12 Dec 2660.05 22 -6.75 20.67 685 62 523
11 Dec 2670.75 28.75 4.65 20.84 1,135 39 461
10 Dec 2655.30 24.1 -10.95 20.63 1,007 30 421
9 Dec 2681.40 35.05 -15.40 20.37 715 65 392
6 Dec 2701.90 50.45 -0.20 20.54 746 43 328
5 Dec 2706.80 50.65 -5.00 19.06 1,384 -23 285
4 Dec 2717.30 55.65 -3.25 19.37 786 17 306
3 Dec 2714.00 58.9 2.00 20.73 1,542 8 291
2 Dec 2693.55 56.9 35.10 23.47 2,250 206 284
29 Nov 2606.25 21.8 1.30 20.09 136 13 79
28 Nov 2570.45 20.5 -9.50 20.95 99 7 29
27 Nov 2621.90 30 -3.00 21.14 22 18 21
26 Nov 2617.20 33 -0.60 22.43 2 0 1
25 Nov 2629.80 33.6 -155.80 18.96 1 0 0
22 Nov 2598.65 189.4 0.00 3.25 0 0 0
1 Nov 2698.90 189.4 0.00 - 0 0 0
31 Oct 2695.85 189.4 0.00 - 0 0 0
30 Oct 2672.55 189.4 0.00 - 0 0 0
29 Oct 2686.00 189.4 189.40 - 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 2720 expiring on 26DEC2024

Delta for 2720 CE is 0.03

Historical price for 2720 CE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 34.61, the open interest changed by 108 which increased total open position to 1020


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 2.5, which was -2.55 lower than the previous day. The implied volatity was 30.36, the open interest changed by 159 which increased total open position to 912


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 5.05, which was -2.20 lower than the previous day. The implied volatity was 25.63, the open interest changed by 97 which increased total open position to 753


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 7.25, which was -16.50 lower than the previous day. The implied volatity was 25.05, the open interest changed by 107 which increased total open position to 655


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 23.75, which was -9.00 lower than the previous day. The implied volatity was 21.24, the open interest changed by 102 which increased total open position to 538


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 32.75, which was 10.75 higher than the previous day. The implied volatity was 19.40, the open interest changed by -72 which decreased total open position to 450


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 22, which was -6.75 lower than the previous day. The implied volatity was 20.67, the open interest changed by 62 which increased total open position to 523


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 28.75, which was 4.65 higher than the previous day. The implied volatity was 20.84, the open interest changed by 39 which increased total open position to 461


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 24.1, which was -10.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 30 which increased total open position to 421


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 35.05, which was -15.40 lower than the previous day. The implied volatity was 20.37, the open interest changed by 65 which increased total open position to 392


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 50.45, which was -0.20 lower than the previous day. The implied volatity was 20.54, the open interest changed by 43 which increased total open position to 328


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 50.65, which was -5.00 lower than the previous day. The implied volatity was 19.06, the open interest changed by -23 which decreased total open position to 285


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 55.65, which was -3.25 lower than the previous day. The implied volatity was 19.37, the open interest changed by 17 which increased total open position to 306


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 58.9, which was 2.00 higher than the previous day. The implied volatity was 20.73, the open interest changed by 8 which increased total open position to 291


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 56.9, which was 35.10 higher than the previous day. The implied volatity was 23.47, the open interest changed by 206 which increased total open position to 284


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 21.8, which was 1.30 higher than the previous day. The implied volatity was 20.09, the open interest changed by 13 which increased total open position to 79


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 20.5, which was -9.50 lower than the previous day. The implied volatity was 20.95, the open interest changed by 7 which increased total open position to 29


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 30, which was -3.00 lower than the previous day. The implied volatity was 21.14, the open interest changed by 18 which increased total open position to 21


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 33, which was -0.60 lower than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 1


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 33.6, which was -155.80 lower than the previous day. The implied volatity was 18.96, 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 189.4, which was 0.00 lower than the previous day. The implied volatity was 3.25, 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 189.4, 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 189.4, 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 189.4, 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 189.4, which was 189.40 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 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 2720 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 185.5 -0.45 - 1 0 182
19 Dec 2539.05 185.95 63.90 40.55 2 -1 183
18 Dec 2594.15 122.05 2.05 - 7 1 185
17 Dec 2599.70 120 63.35 23.27 73 -22 183
16 Dec 2685.15 56.65 12.80 21.45 303 9 204
13 Dec 2692.70 43.85 -24.95 17.82 150 -3 195
12 Dec 2660.05 68.8 1.70 17.47 25 1 198
11 Dec 2670.75 67.1 -10.15 20.89 49 -10 199
10 Dec 2655.30 77.25 12.50 20.16 105 -4 209
9 Dec 2681.40 64.75 10.75 21.65 174 -8 214
6 Dec 2701.90 54 -1.10 20.82 258 5 221
5 Dec 2706.80 55.1 1.80 21.78 839 22 216
4 Dec 2717.30 53.3 -3.80 21.64 675 54 197
3 Dec 2714.00 57.1 -12.35 22.06 488 84 143
2 Dec 2693.55 69.45 -45.05 22.14 235 61 61
29 Nov 2606.25 114.5 0.00 - 0 0 0
28 Nov 2570.45 114.5 0.00 - 0 0 0
27 Nov 2621.90 114.5 0.00 - 0 0 0
26 Nov 2617.20 114.5 0.00 - 0 0 0
25 Nov 2629.80 114.5 0.00 - 0 0 0
22 Nov 2598.65 114.5 114.50 - 0 0 0
1 Nov 2698.90 0 0.00 0.11 0 0 0
31 Oct 2695.85 0 0.00 - 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 2720 expiring on 26DEC2024

Delta for 2720 PE is -

Historical price for 2720 PE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 185.5, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 182


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 185.95, which was 63.90 higher than the previous day. The implied volatity was 40.55, the open interest changed by -1 which decreased total open position to 183


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 122.05, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 185


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 120, which was 63.35 higher than the previous day. The implied volatity was 23.27, the open interest changed by -22 which decreased total open position to 183


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 56.65, which was 12.80 higher than the previous day. The implied volatity was 21.45, the open interest changed by 9 which increased total open position to 204


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 43.85, which was -24.95 lower than the previous day. The implied volatity was 17.82, the open interest changed by -3 which decreased total open position to 195


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 68.8, which was 1.70 higher than the previous day. The implied volatity was 17.47, the open interest changed by 1 which increased total open position to 198


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 67.1, which was -10.15 lower than the previous day. The implied volatity was 20.89, the open interest changed by -10 which decreased total open position to 199


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 77.25, which was 12.50 higher than the previous day. The implied volatity was 20.16, the open interest changed by -4 which decreased total open position to 209


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 64.75, which was 10.75 higher than the previous day. The implied volatity was 21.65, the open interest changed by -8 which decreased total open position to 214


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 54, which was -1.10 lower than the previous day. The implied volatity was 20.82, the open interest changed by 5 which increased total open position to 221


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 55.1, which was 1.80 higher than the previous day. The implied volatity was 21.78, the open interest changed by 22 which increased total open position to 216


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 53.3, which was -3.80 lower than the previous day. The implied volatity was 21.64, the open interest changed by 54 which increased total open position to 197


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 57.1, which was -12.35 lower than the previous day. The implied volatity was 22.06, the open interest changed by 84 which increased total open position to 143


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 69.45, which was -45.05 lower than the previous day. The implied volatity was 22.14, the open interest changed by 61 which increased total open position to 61


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 114.5, 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 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 114.5, 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 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 114.5, 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 114.5, 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 114.5, 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 114.5, which was 114.50 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 0.00 lower than the previous day. The implied volatity was 0.11, 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 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 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