GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2780 CE | ||||||||||
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Delta: 0.02
Vega: 0.15
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 2488.70 | 0.9 | -0.85 | 40.74 | 46 | -18 | 245 | |||
| 19 Dec | 2539.05 | 1.75 | -0.60 | 35.46 | 120 | -27 | 264 | |||
| 18 Dec | 2594.15 | 2.35 | -0.60 | 28.46 | 255 | 4 | 290 | |||
| 17 Dec | 2599.70 | 2.95 | -5.65 | 26.68 | 1,106 | 1 | 291 | |||
| 16 Dec | 2685.15 | 8.6 | -4.50 | 21.29 | 462 | 30 | 293 | |||
| 13 Dec | 2692.70 | 13.1 | 4.50 | 19.24 | 1,000 | 2 | 261 | |||
| 12 Dec | 2660.05 | 8.6 | -3.65 | 20.55 | 663 | 6 | 259 | |||
| 11 Dec | 2670.75 | 12.25 | 1.35 | 20.63 | 599 | 18 | 246 | |||
| 10 Dec | 2655.30 | 10.9 | -5.95 | 21.07 | 735 | -108 | 229 | |||
| 9 Dec | 2681.40 | 16.85 | -9.80 | 20.59 | 516 | -180 | 337 | |||
| 6 Dec | 2701.90 | 26.65 | -0.30 | 20.39 | 672 | 348 | 516 | |||
| 5 Dec | 2706.80 | 26.95 | -3.90 | 19.27 | 480 | 4 | 170 | |||
| 4 Dec | 2717.30 | 30.85 | -1.60 | 19.61 | 543 | 53 | 167 | |||
| 3 Dec | 2714.00 | 32.45 | -1.95 | 20.23 | 394 | 9 | 113 | |||
| 2 Dec | 2693.55 | 34.4 | 23.50 | 23.49 | 671 | 74 | 105 | |||
| 29 Nov | 2606.25 | 10.9 | 1.75 | 20.22 | 87 | 30 | 31 | |||
| 28 Nov | 2570.45 | 9.15 | -82.75 | 20.19 | 32 | 2 | 2 | |||
| 27 Nov | 2621.90 | 91.9 | 0.00 | 4.86 | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 91.9 | 0.00 | 4.84 | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 91.9 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 22 Nov | 2598.65 | 91.9 | 91.90 | 4.77 | 0 | 0 | 0 | |||
| 1 Nov | 2698.90 | 0 | 1.52 | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2780 expiring on 26DEC2024
Delta for 2780 CE is 0.02
Historical price for 2780 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was 40.74, the open interest changed by -18 which decreased total open position to 245
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 35.46, the open interest changed by -27 which decreased total open position to 264
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 2.35, which was -0.60 lower than the previous day. The implied volatity was 28.46, the open interest changed by 4 which increased total open position to 290
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 2.95, which was -5.65 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1 which increased total open position to 291
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 8.6, which was -4.50 lower than the previous day. The implied volatity was 21.29, the open interest changed by 30 which increased total open position to 293
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 13.1, which was 4.50 higher than the previous day. The implied volatity was 19.24, the open interest changed by 2 which increased total open position to 261
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 8.6, which was -3.65 lower than the previous day. The implied volatity was 20.55, the open interest changed by 6 which increased total open position to 259
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 12.25, which was 1.35 higher than the previous day. The implied volatity was 20.63, the open interest changed by 18 which increased total open position to 246
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 10.9, which was -5.95 lower than the previous day. The implied volatity was 21.07, the open interest changed by -108 which decreased total open position to 229
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 16.85, which was -9.80 lower than the previous day. The implied volatity was 20.59, the open interest changed by -180 which decreased total open position to 337
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 26.65, which was -0.30 lower than the previous day. The implied volatity was 20.39, the open interest changed by 348 which increased total open position to 516
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 26.95, which was -3.90 lower than the previous day. The implied volatity was 19.27, the open interest changed by 4 which increased total open position to 170
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 30.85, which was -1.60 lower than the previous day. The implied volatity was 19.61, the open interest changed by 53 which increased total open position to 167
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 32.45, which was -1.95 lower than the previous day. The implied volatity was 20.23, the open interest changed by 9 which increased total open position to 113
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 34.4, which was 23.50 higher than the previous day. The implied volatity was 23.49, the open interest changed by 74 which increased total open position to 105
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 10.9, which was 1.75 higher than the previous day. The implied volatity was 20.22, the open interest changed by 30 which increased total open position to 31
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 9.15, which was -82.75 lower than the previous day. The implied volatity was 20.19, the open interest changed by 2 which increased total open position to 2
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 91.9, which was 0.00 lower than the previous day. The implied volatity was 4.86, 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 91.9, which was 0.00 lower than the previous day. The implied volatity was 4.84, 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 91.9, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 91.9, which was 91.90 higher than the previous day. The implied volatity was 4.77, 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 1.52, the open interest changed by 0 which decreased total open position to 0
| GRASIM 26DEC2024 2780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 239.85 | 71.35 | - | 6 | 3 | 22 |
| 19 Dec | 2539.05 | 168.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2594.15 | 168.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 2599.70 | 168.5 | 82.60 | - | 3 | 0 | 20 |
| 16 Dec | 2685.15 | 85.9 | 0.00 | 0.00 | 0 | 8 | 0 |
| 13 Dec | 2692.70 | 85.9 | -40.45 | 18.42 | 29 | 8 | 20 |
| 12 Dec | 2660.05 | 126.35 | 14.90 | 24.48 | 1 | 0 | 12 |
| 11 Dec | 2670.75 | 111.45 | -17.40 | 21.42 | 6 | 2 | 13 |
| 10 Dec | 2655.30 | 128.85 | 24.70 | 23.78 | 1 | 0 | 12 |
| 9 Dec | 2681.40 | 104.15 | 17.40 | 21.01 | 8 | 3 | 12 |
| 6 Dec | 2701.90 | 86.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2706.80 | 86.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 2717.30 | 86.75 | 0.00 | 0.00 | 0 | 5 | 0 |
| 3 Dec | 2714.00 | 86.75 | -18.15 | 20.25 | 17 | 4 | 8 |
| 2 Dec | 2693.55 | 104.9 | -40.30 | 21.35 | 9 | 3 | 3 |
| 29 Nov | 2606.25 | 145.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 2570.45 | 145.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2621.90 | 145.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2617.20 | 145.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 145.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 145.2 | 145.20 | - | 0 | 0 | 0 |
| 1 Nov | 2698.90 | 0 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2780 expiring on 26DEC2024
Delta for 2780 PE is -
Historical price for 2780 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 239.85, which was 71.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 22
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 168.5, 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 Dec GRASIM was trading at 2594.15. The strike last trading price was 168.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 168.5, which was 82.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 85.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 85.9, which was -40.45 lower than the previous day. The implied volatity was 18.42, the open interest changed by 8 which increased total open position to 20
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 126.35, which was 14.90 higher than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 12
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 111.45, which was -17.40 lower than the previous day. The implied volatity was 21.42, the open interest changed by 2 which increased total open position to 13
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 128.85, which was 24.70 higher than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 12
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 104.15, which was 17.40 higher than the previous day. The implied volatity was 21.01, the open interest changed by 3 which increased total open position to 12
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 86.75, 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 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 86.75, 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 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 86.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 86.75, which was -18.15 lower than the previous day. The implied volatity was 20.25, the open interest changed by 4 which increased total open position to 8
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 104.9, which was -40.30 lower than the previous day. The implied volatity was 21.35, the open interest changed by 3 which increased total open position to 3
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 145.2, 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 145.2, 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 145.2, 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 145.2, 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 145.2, 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 145.2, which was 145.20 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
