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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 2760 CE
Delta: 0.02
Vega: 0.16
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 0.9 -1.00 38.46 130 -41 132
19 Dec 2539.05 1.9 -1.00 33.61 276 -61 173
18 Dec 2594.15 2.9 -0.95 27.30 470 -53 234
17 Dec 2599.70 3.85 -8.15 25.92 1,098 -34 293
16 Dec 2685.15 12 -6.10 20.99 402 18 329
13 Dec 2692.70 18.1 6.20 19.22 843 -54 315
12 Dec 2660.05 11.9 -4.85 20.51 497 15 372
11 Dec 2670.75 16.75 2.40 20.78 829 25 358
10 Dec 2655.30 14.35 -7.35 20.91 918 121 333
9 Dec 2681.40 21.7 -11.65 20.46 334 26 214
6 Dec 2701.90 33.35 -0.15 20.41 248 23 188
5 Dec 2706.80 33.5 -3.30 19.13 744 7 166
4 Dec 2717.30 36.8 -3.05 19.08 337 -10 162
3 Dec 2714.00 39.85 -1.30 20.28 575 10 169
2 Dec 2693.55 41.15 27.55 23.54 936 77 157
29 Nov 2606.25 13.6 0.30 20.03 170 56 80
28 Nov 2570.45 13.3 -8.70 21.06 83 10 25
27 Nov 2621.90 22 -0.50 21.98 23 8 15
26 Nov 2617.20 22.5 -146.05 22.26 11 6 6
25 Nov 2629.80 168.55 0.00 3.44 0 0 0
22 Nov 2598.65 168.55 168.55 4.21 0 0 0
1 Nov 2698.90 0 0.00 0.99 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 2760 expiring on 26DEC2024

Delta for 2760 CE is 0.02

Historical price for 2760 CE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 0.9, which was -1.00 lower than the previous day. The implied volatity was 38.46, the open interest changed by -41 which decreased total open position to 132


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.9, which was -1.00 lower than the previous day. The implied volatity was 33.61, the open interest changed by -61 which decreased total open position to 173


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 2.9, which was -0.95 lower than the previous day. The implied volatity was 27.30, the open interest changed by -53 which decreased total open position to 234


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 3.85, which was -8.15 lower than the previous day. The implied volatity was 25.92, the open interest changed by -34 which decreased total open position to 293


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 12, which was -6.10 lower than the previous day. The implied volatity was 20.99, the open interest changed by 18 which increased total open position to 329


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 18.1, which was 6.20 higher than the previous day. The implied volatity was 19.22, the open interest changed by -54 which decreased total open position to 315


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 11.9, which was -4.85 lower than the previous day. The implied volatity was 20.51, the open interest changed by 15 which increased total open position to 372


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 16.75, which was 2.40 higher than the previous day. The implied volatity was 20.78, the open interest changed by 25 which increased total open position to 358


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 14.35, which was -7.35 lower than the previous day. The implied volatity was 20.91, the open interest changed by 121 which increased total open position to 333


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 21.7, which was -11.65 lower than the previous day. The implied volatity was 20.46, the open interest changed by 26 which increased total open position to 214


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 33.35, which was -0.15 lower than the previous day. The implied volatity was 20.41, the open interest changed by 23 which increased total open position to 188


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 33.5, which was -3.30 lower than the previous day. The implied volatity was 19.13, the open interest changed by 7 which increased total open position to 166


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 36.8, which was -3.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by -10 which decreased total open position to 162


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 39.85, which was -1.30 lower than the previous day. The implied volatity was 20.28, the open interest changed by 10 which increased total open position to 169


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 41.15, which was 27.55 higher than the previous day. The implied volatity was 23.54, the open interest changed by 77 which increased total open position to 157


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 13.6, which was 0.30 higher than the previous day. The implied volatity was 20.03, the open interest changed by 56 which increased total open position to 80


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 13.3, which was -8.70 lower than the previous day. The implied volatity was 21.06, the open interest changed by 10 which increased total open position to 25


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 22, which was -0.50 lower than the previous day. The implied volatity was 21.98, the open interest changed by 8 which increased total open position to 15


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 22.5, which was -146.05 lower than the previous day. The implied volatity was 22.26, the open interest changed by 6 which increased total open position to 6


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 168.55, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 168.55, which was 168.55 higher than the previous day. The implied volatity was 4.21, 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 0.99, 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


GRASIM 26DEC2024 2760 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 230 55.15 - 2 0 42
19 Dec 2539.05 174.85 0.00 0.00 0 -2 0
18 Dec 2594.15 174.85 60.90 36.43 2 0 44
17 Dec 2599.70 113.95 32.60 - 7 0 44
16 Dec 2685.15 81.35 10.30 18.58 7 2 43
13 Dec 2692.70 71.05 -38.95 18.54 11 2 40
12 Dec 2660.05 110 15.15 24.13 6 -3 39
11 Dec 2670.75 94.85 -12.15 20.79 9 -1 42
10 Dec 2655.30 107 17.15 20.12 30 9 46
9 Dec 2681.40 89.85 11.70 21.22 14 2 36
6 Dec 2701.90 78.15 0.95 21.31 31 -4 34
5 Dec 2706.80 77.2 2.45 21.74 121 15 38
4 Dec 2717.30 74.75 -5.55 21.60 45 -5 22
3 Dec 2714.00 80.3 -11.75 22.57 45 13 28
2 Dec 2693.55 92.05 -53.05 21.61 54 14 16
29 Nov 2606.25 145.1 12.20 17.08 2 1 1
28 Nov 2570.45 132.9 0.00 - 0 0 0
27 Nov 2621.90 132.9 0.00 - 0 0 0
26 Nov 2617.20 132.9 0.00 - 0 0 0
25 Nov 2629.80 132.9 0.00 - 0 0 0
22 Nov 2598.65 132.9 132.90 - 0 0 0
1 Nov 2698.90 0 0.00 - 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 2760 expiring on 26DEC2024

Delta for 2760 PE is -

Historical price for 2760 PE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 230, which was 55.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 174.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 174.85, which was 60.90 higher than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 44


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 113.95, which was 32.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 81.35, which was 10.30 higher than the previous day. The implied volatity was 18.58, the open interest changed by 2 which increased total open position to 43


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 71.05, which was -38.95 lower than the previous day. The implied volatity was 18.54, the open interest changed by 2 which increased total open position to 40


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 110, which was 15.15 higher than the previous day. The implied volatity was 24.13, the open interest changed by -3 which decreased total open position to 39


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 94.85, which was -12.15 lower than the previous day. The implied volatity was 20.79, the open interest changed by -1 which decreased total open position to 42


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 107, which was 17.15 higher than the previous day. The implied volatity was 20.12, the open interest changed by 9 which increased total open position to 46


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 89.85, which was 11.70 higher than the previous day. The implied volatity was 21.22, the open interest changed by 2 which increased total open position to 36


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 78.15, which was 0.95 higher than the previous day. The implied volatity was 21.31, the open interest changed by -4 which decreased total open position to 34


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 77.2, which was 2.45 higher than the previous day. The implied volatity was 21.74, the open interest changed by 15 which increased total open position to 38


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 74.75, which was -5.55 lower than the previous day. The implied volatity was 21.60, the open interest changed by -5 which decreased total open position to 22


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 80.3, which was -11.75 lower than the previous day. The implied volatity was 22.57, the open interest changed by 13 which increased total open position to 28


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 92.05, which was -53.05 lower than the previous day. The implied volatity was 21.61, the open interest changed by 14 which increased total open position to 16


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 145.1, which was 12.20 higher than the previous day. The implied volatity was 17.08, the open interest changed by 1 which increased total open position to 1


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 132.9, 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 132.9, 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 132.9, 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 132.9, 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 132.9, which was 132.90 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 -, 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