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

2534.85 26.70 (1.06%)

Back to Option Chain


Historical option data for GRASIM

21 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 2740 CE
Delta: 0.02
Vega: 0.19
Theta: -0.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 0.8 -0.15 27.71 12.055 -1.048 139.413
20 Nov 2508.15 0.95 0.00 28.13 43.501 -12.579 140.461
19 Nov 2508.15 0.95 -0.15 28.13 43.501 -12.579 140.461
18 Nov 2517.15 1.1 -3.40 26.29 313.417 7.862 152.516
14 Nov 2523.95 4.5 0.30 26.27 321.279 44.549 145.702
13 Nov 2502.90 4.2 -0.50 25.32 272.013 13.627 105.346
12 Nov 2521.20 4.7 -1.25 26.52 111.111 -9.958 94.34
11 Nov 2519.50 5.95 -2.70 27.28 188.679 -4.717 106.394
8 Nov 2544.85 8.65 -3.40 24.89 175.577 -5.765 112.683
7 Nov 2562.70 12.05 -16.90 24.34 344.864 51.887 118.449
6 Nov 2645.95 28.95 -2.60 22.79 309.748 -47.17 68.658
5 Nov 2650.95 31.55 6.95 21.97 144.13 9.434 115.304
4 Nov 2590.60 24.6 -36.95 26.34 186.583 7.862 105.87
1 Nov 2698.90 61.55 -3.45 23.92 6.289 -2.621 98.008
31 Oct 2695.85 65 5.90 - 28.826 9.958 100.105
30 Oct 2672.55 59.1 0.35 - 190.776 82.809 91.195
29 Oct 2686.00 58.75 -3.25 - 11.006 3.669 8.386
28 Oct 2646.95 62 0.00 - 0 0 0
25 Oct 2615.20 62 0.00 - 0 0.524 0
24 Oct 2666.70 62 6.55 - 1.048 0.524 4.717
23 Oct 2633.20 55.45 0.00 - 0 4.193 0
22 Oct 2655.35 55.45 -90.45 - 4.193 3.669 3.669
21 Oct 2718.25 145.9 0.00 - 0 0 0
18 Oct 2760.95 145.9 0.00 - 0 0 0
17 Oct 2705.85 145.9 0.00 - 0 0 0
16 Oct 2764.10 145.9 0.00 - 0 0 0
15 Oct 2735.80 145.9 0.00 - 0 0 0
14 Oct 2726.90 145.9 0.00 - 0 0 0
11 Oct 2725.55 145.9 0.00 - 0 0 0
10 Oct 2722.45 145.9 0.00 - 0 0 0
8 Oct 2738.20 145.9 0.00 - 0 0 0
4 Oct 2745.10 145.9 0.00 - 0 0 0
1 Oct 2801.15 145.9 0.00 - 0 0 0
30 Sept 2795.55 145.9 0.00 - 0 0 0
27 Sept 2783.15 145.9 - 0 0 0


For Grasim Industries Ltd - strike price 2740 expiring on 28NOV2024

Delta for 2740 CE is 0.02

Historical price for 2740 CE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 27.71, the open interest changed by -2 which decreased total open position to 266


On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 28.13, the open interest changed by -24 which decreased total open position to 268


On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 28.13, the open interest changed by -24 which decreased total open position to 268


On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 1.1, which was -3.40 lower than the previous day. The implied volatity was 26.29, the open interest changed by 15 which increased total open position to 291


On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 4.5, which was 0.30 higher than the previous day. The implied volatity was 26.27, the open interest changed by 85 which increased total open position to 278


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 4.2, which was -0.50 lower than the previous day. The implied volatity was 25.32, the open interest changed by 26 which increased total open position to 201


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 4.7, which was -1.25 lower than the previous day. The implied volatity was 26.52, the open interest changed by -19 which decreased total open position to 180


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 5.95, which was -2.70 lower than the previous day. The implied volatity was 27.28, the open interest changed by -9 which decreased total open position to 203


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 8.65, which was -3.40 lower than the previous day. The implied volatity was 24.89, the open interest changed by -11 which decreased total open position to 215


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 12.05, which was -16.90 lower than the previous day. The implied volatity was 24.34, the open interest changed by 99 which increased total open position to 226


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 28.95, which was -2.60 lower than the previous day. The implied volatity was 22.79, the open interest changed by -90 which decreased total open position to 131


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 31.55, which was 6.95 higher than the previous day. The implied volatity was 21.97, the open interest changed by 18 which increased total open position to 220


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 24.6, which was -36.95 lower than the previous day. The implied volatity was 26.34, the open interest changed by 15 which increased total open position to 202


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 61.55, which was -3.45 lower than the previous day. The implied volatity was 23.92, the open interest changed by -5 which decreased total open position to 187


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 65, which was 5.90 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 59.1, which was 0.35 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 58.75, which was -3.25 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 62, 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 62, 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 62, which was 6.55 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 55.45, 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 55.45, which was -90.45 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, 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 145.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 2740 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 207.05 0.00 0.00 0 0 0
20 Nov 2508.15 207.05 0.00 0.00 0 0 0
19 Nov 2508.15 207.05 0.00 0.00 0 0 0
18 Nov 2517.15 207.05 0.00 0.00 0 0 0
14 Nov 2523.95 207.05 0.00 0.00 0 0 0
13 Nov 2502.90 207.05 0.00 0.00 0 0 0
12 Nov 2521.20 207.05 0.00 0.00 0 0 0
11 Nov 2519.50 207.05 88.15 - 1.048 0 8.91
8 Nov 2544.85 118.9 0.00 0.00 0 0 0
7 Nov 2562.70 118.9 -2.10 - 1.048 0 8.91
6 Nov 2645.95 121 5.05 28.92 1.048 0 9.434
5 Nov 2650.95 115.95 -40.75 28.90 2.096 -1.048 8.91
4 Nov 2590.60 156.7 65.70 27.37 26.205 5.241 8.91
1 Nov 2698.90 91 0.00 0.00 0 0 0
31 Oct 2695.85 91 0.50 - 1.048 0 3.669
30 Oct 2672.55 90.5 -24.70 - 0.524 0 3.669
29 Oct 2686.00 115.2 0.00 - 0 0 0
28 Oct 2646.95 115.2 0.00 - 0 0 0
25 Oct 2615.20 115.2 0.00 - 0 0 0
24 Oct 2666.70 115.2 0.00 - 0 0 0
23 Oct 2633.20 115.2 0.00 - 0 0 0
22 Oct 2655.35 115.2 43.00 - 1.572 0 3.669
21 Oct 2718.25 72.2 0.00 - 0 1.048 0
18 Oct 2760.95 72.2 -7.85 - 1.048 0.524 3.145
17 Oct 2705.85 80.05 0.00 - 0 0 0
16 Oct 2764.10 80.05 0.00 - 0 0 0
15 Oct 2735.80 80.05 0.00 - 0 0 0
14 Oct 2726.90 80.05 0.00 - 0 0 0
11 Oct 2725.55 80.05 0.00 - 0 0 0
10 Oct 2722.45 80.05 0.00 - 0 0 0
8 Oct 2738.20 80.05 -25.70 - 5.241 2.621 2.621
4 Oct 2745.10 105.75 0.00 - 0 0 0
1 Oct 2801.15 105.75 0.00 - 0 0 0
30 Sept 2795.55 105.75 0.00 - 0 0 0
27 Sept 2783.15 105.75 - 0 0 0


For Grasim Industries Ltd - strike price 2740 expiring on 28NOV2024

Delta for 2740 PE is 0.00

Historical price for 2740 PE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 207.05, 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 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 207.05, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 207.05, 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 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 207.05, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 207.05, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 207.05, 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 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 207.05, 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 207.05, which was 88.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 118.9, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 118.9, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 121, which was 5.05 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 18


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 115.95, which was -40.75 lower than the previous day. The implied volatity was 28.90, the open interest changed by -2 which decreased total open position to 17


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 156.7, which was 65.70 higher than the previous day. The implied volatity was 27.37, the open interest changed by 10 which increased total open position to 17


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 91, 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 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 91, which was 0.50 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 90.5, which was -24.70 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 115.2, 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 115.2, 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 115.2, 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 115.2, 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 115.2, 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 115.2, which was 43.00 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 72.2, 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 72.2, which was -7.85 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, 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 80.05, which was -25.70 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 105.75, 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 1 Oct GRASIM was trading at 2801.15. The strike last trading price was 105.75, 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 105.75, 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 105.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to