GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.17
Theta: -0.53
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 0.95 | -1.10 | 36.44 | 260 | -38 | 370 | |||
| 19 Dec | 2539.05 | 2.05 | -1.85 | 31.66 | 589 | -23 | 410 | |||
| 18 Dec | 2594.15 | 3.9 | -1.20 | 26.61 | 643 | -80 | 428 | |||
| 17 Dec | 2599.70 | 5.1 | -11.70 | 25.22 | 1,190 | 11 | 520 | |||
| 16 Dec | 2685.15 | 16.8 | -7.20 | 20.89 | 809 | 53 | 509 | |||
| 13 Dec | 2692.70 | 24 | 8.20 | 18.96 | 1,171 | -44 | 458 | |||
| 12 Dec | 2660.05 | 15.8 | -6.35 | 20.25 | 612 | 21 | 503 | |||
| 11 Dec | 2670.75 | 22.15 | 3.10 | 20.81 | 1,306 | 35 | 480 | |||
| 10 Dec | 2655.30 | 19.05 | -9.75 | 20.95 | 672 | 25 | 446 | |||
| 9 Dec | 2681.40 | 28.8 | -12.35 | 20.89 | 469 | -24 | 421 | |||
| 6 Dec | 2701.90 | 41.15 | 0.15 | 20.41 | 746 | -97 | 448 | |||
| 5 Dec | 2706.80 | 41 | -5.90 | 18.92 | 1,094 | -135 | 548 | |||
| 4 Dec | 2717.30 | 46.9 | -2.10 | 19.71 | 532 | 36 | 687 | |||
| 3 Dec | 2714.00 | 49 | 1.30 | 20.57 | 1,378 | -55 | 652 | |||
| 2 Dec | 2693.55 | 47.7 | 30.60 | 23.18 | 2,968 | 441 | 712 | |||
| 29 Nov | 2606.25 | 17.1 | 0.65 | 19.96 | 544 | 160 | 271 | |||
|
|
||||||||||
| 28 Nov | 2570.45 | 16.45 | -9.60 | 20.94 | 132 | 7 | 111 | |||
| 27 Nov | 2621.90 | 26.05 | 0.35 | 21.71 | 31 | 9 | 104 | |||
| 26 Nov | 2617.20 | 25.7 | -6.80 | 21.67 | 102 | 71 | 94 | |||
| 25 Nov | 2629.80 | 32.5 | -76.55 | 21.39 | 29 | 20 | 20 | |||
| 22 Nov | 2598.65 | 109.05 | 0.00 | 3.91 | 0 | 0 | 0 | |||
| 1 Nov | 2698.90 | 109.05 | 0.08 | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2740 expiring on 26DEC2024
Delta for 2740 CE is 0.02
Historical price for 2740 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 0.95, which was -1.10 lower than the previous day. The implied volatity was 36.44, the open interest changed by -38 which decreased total open position to 370
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 2.05, which was -1.85 lower than the previous day. The implied volatity was 31.66, the open interest changed by -23 which decreased total open position to 410
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 3.9, which was -1.20 lower than the previous day. The implied volatity was 26.61, the open interest changed by -80 which decreased total open position to 428
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 5.1, which was -11.70 lower than the previous day. The implied volatity was 25.22, the open interest changed by 11 which increased total open position to 520
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 16.8, which was -7.20 lower than the previous day. The implied volatity was 20.89, the open interest changed by 53 which increased total open position to 509
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 24, which was 8.20 higher than the previous day. The implied volatity was 18.96, the open interest changed by -44 which decreased total open position to 458
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 15.8, which was -6.35 lower than the previous day. The implied volatity was 20.25, the open interest changed by 21 which increased total open position to 503
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 22.15, which was 3.10 higher than the previous day. The implied volatity was 20.81, the open interest changed by 35 which increased total open position to 480
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 19.05, which was -9.75 lower than the previous day. The implied volatity was 20.95, the open interest changed by 25 which increased total open position to 446
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 28.8, which was -12.35 lower than the previous day. The implied volatity was 20.89, the open interest changed by -24 which decreased total open position to 421
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 41.15, which was 0.15 higher than the previous day. The implied volatity was 20.41, the open interest changed by -97 which decreased total open position to 448
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 41, which was -5.90 lower than the previous day. The implied volatity was 18.92, the open interest changed by -135 which decreased total open position to 548
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 46.9, which was -2.10 lower than the previous day. The implied volatity was 19.71, the open interest changed by 36 which increased total open position to 687
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 49, which was 1.30 higher than the previous day. The implied volatity was 20.57, the open interest changed by -55 which decreased total open position to 652
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 47.7, which was 30.60 higher than the previous day. The implied volatity was 23.18, the open interest changed by 441 which increased total open position to 712
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 17.1, which was 0.65 higher than the previous day. The implied volatity was 19.96, the open interest changed by 160 which increased total open position to 271
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 16.45, which was -9.60 lower than the previous day. The implied volatity was 20.94, the open interest changed by 7 which increased total open position to 111
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 26.05, which was 0.35 higher than the previous day. The implied volatity was 21.71, the open interest changed by 9 which increased total open position to 104
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 25.7, which was -6.80 lower than the previous day. The implied volatity was 21.67, the open interest changed by 71 which increased total open position to 94
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 32.5, which was -76.55 lower than the previous day. The implied volatity was 21.39, the open interest changed by 20 which increased total open position to 20
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 109.05, which was 0.00 lower than the previous day. The implied volatity was 3.91, 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 109.05, which was lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
| GRASIM 26DEC2024 2740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 240 | 34.00 | - | 3 | 1 | 71 |
| 19 Dec | 2539.05 | 206 | 83.00 | 43.73 | 3 | 0 | 72 |
| 18 Dec | 2594.15 | 123 | 0.00 | 0.00 | 0 | -12 | 0 |
| 17 Dec | 2599.70 | 123 | 56.30 | - | 13 | -5 | 79 |
| 16 Dec | 2685.15 | 66.7 | 9.15 | 19.16 | 8 | -1 | 85 |
| 13 Dec | 2692.70 | 57.55 | -36.15 | 18.62 | 26 | -4 | 87 |
| 12 Dec | 2660.05 | 93.7 | 12.45 | 23.35 | 22 | -3 | 91 |
| 11 Dec | 2670.75 | 81.25 | -11.50 | 21.30 | 59 | -3 | 93 |
| 10 Dec | 2655.30 | 92.75 | 16.60 | 20.78 | 36 | -15 | 96 |
| 9 Dec | 2681.40 | 76.15 | 11.90 | 21.18 | 87 | -38 | 112 |
| 6 Dec | 2701.90 | 64.25 | -4.25 | 20.56 | 214 | -12 | 150 |
| 5 Dec | 2706.80 | 68.5 | 3.25 | 22.88 | 386 | -5 | 165 |
| 4 Dec | 2717.30 | 65.25 | -2.40 | 22.28 | 114 | 3 | 172 |
| 3 Dec | 2714.00 | 67.65 | -13.30 | 22.11 | 224 | 15 | 171 |
| 2 Dec | 2693.55 | 80.95 | -39.65 | 22.15 | 248 | 49 | 157 |
| 29 Nov | 2606.25 | 120.6 | 10.65 | 12.21 | 66 | 27 | 109 |
| 28 Nov | 2570.45 | 109.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 2621.90 | 109.95 | 0.00 | 0.00 | 0 | 79 | 0 |
| 26 Nov | 2617.20 | 109.95 | -20.45 | 9.66 | 81 | 78 | 81 |
| 25 Nov | 2629.80 | 130.4 | 7.65 | 26.30 | 3 | 2 | 2 |
| 22 Nov | 2598.65 | 122.75 | 122.75 | - | 0 | 0 | 0 |
| 1 Nov | 2698.90 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2740 expiring on 26DEC2024
Delta for 2740 PE is -
Historical price for 2740 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 240, which was 34.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 71
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 206, which was 83.00 higher than the previous day. The implied volatity was 43.73, the open interest changed by 0 which decreased total open position to 72
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 123, which was 56.30 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 79
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 66.7, which was 9.15 higher than the previous day. The implied volatity was 19.16, the open interest changed by -1 which decreased total open position to 85
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 57.55, which was -36.15 lower than the previous day. The implied volatity was 18.62, the open interest changed by -4 which decreased total open position to 87
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 93.7, which was 12.45 higher than the previous day. The implied volatity was 23.35, the open interest changed by -3 which decreased total open position to 91
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 81.25, which was -11.50 lower than the previous day. The implied volatity was 21.30, the open interest changed by -3 which decreased total open position to 93
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 92.75, which was 16.60 higher than the previous day. The implied volatity was 20.78, the open interest changed by -15 which decreased total open position to 96
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 76.15, which was 11.90 higher than the previous day. The implied volatity was 21.18, the open interest changed by -38 which decreased total open position to 112
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 64.25, which was -4.25 lower than the previous day. The implied volatity was 20.56, the open interest changed by -12 which decreased total open position to 150
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 68.5, which was 3.25 higher than the previous day. The implied volatity was 22.88, the open interest changed by -5 which decreased total open position to 165
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 65.25, which was -2.40 lower than the previous day. The implied volatity was 22.28, the open interest changed by 3 which increased total open position to 172
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 67.65, which was -13.30 lower than the previous day. The implied volatity was 22.11, the open interest changed by 15 which increased total open position to 171
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 80.95, which was -39.65 lower than the previous day. The implied volatity was 22.15, the open interest changed by 49 which increased total open position to 157
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 120.6, which was 10.65 higher than the previous day. The implied volatity was 12.21, the open interest changed by 27 which increased total open position to 109
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 109.95, 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 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 109.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 79 which increased total open position to 0
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 109.95, which was -20.45 lower than the previous day. The implied volatity was 9.66, the open interest changed by 78 which increased total open position to 81
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 130.4, which was 7.65 higher than the previous day. The implied volatity was 26.30, the open interest changed by 2 which increased total open position to 2
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 122.75, which was 122.75 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 -, the open interest changed by 0 which decreased total open position to 0
