GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.72
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.08
Historical price for 2740 CE is as follows
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
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
