GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.53
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2523.95 | 2.95 | 0.25 | 27.49 | 61.845 | 25.681 | 77.044 | |||
| 13 Nov | 2502.90 | 2.7 | -0.30 | 26.41 | 42.977 | 13.103 | 49.266 | |||
| 12 Nov | 2521.20 | 3 | -0.70 | 27.34 | 30.922 | 4.193 | 36.164 | |||
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| 11 Nov | 2519.50 | 3.7 | -1.70 | 27.73 | 50.314 | -9.958 | 26.73 | |||
| 8 Nov | 2544.85 | 5.4 | -2.20 | 25.21 | 120.545 | -12.055 | 40.881 | |||
| 7 Nov | 2562.70 | 7.6 | -12.05 | 24.56 | 264.675 | -31.447 | 53.983 | |||
| 6 Nov | 2645.95 | 19.65 | -2.55 | 23.13 | 81.237 | 4.193 | 87.002 | |||
| 5 Nov | 2650.95 | 22.2 | 5.10 | 22.64 | 110.587 | 51.363 | 81.761 | |||
| 4 Nov | 2590.60 | 17.1 | -108.90 | 26.46 | 95.388 | 30.398 | 30.398 | |||
| 1 Nov | 2698.90 | 126 | 0.00 | 2.21 | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2718.25 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2760.95 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2705.85 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2764.10 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2735.80 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2726.90 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2725.55 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2722.45 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2738.20 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2745.10 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2801.15 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2795.55 | 126 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 2783.15 | 126 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2780 expiring on 28NOV2024
Delta for 2780 CE is 0.05
Historical price for 2780 CE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 27.49, the open interest changed by 49 which increased total open position to 147
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 2.7, which was -0.30 lower than the previous day. The implied volatity was 26.41, the open interest changed by 25 which increased total open position to 94
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 3, which was -0.70 lower than the previous day. The implied volatity was 27.34, the open interest changed by 8 which increased total open position to 69
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 3.7, which was -1.70 lower than the previous day. The implied volatity was 27.73, the open interest changed by -19 which decreased total open position to 51
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 5.4, which was -2.20 lower than the previous day. The implied volatity was 25.21, the open interest changed by -23 which decreased total open position to 78
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 7.6, which was -12.05 lower than the previous day. The implied volatity was 24.56, the open interest changed by -60 which decreased total open position to 103
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 19.65, which was -2.55 lower than the previous day. The implied volatity was 23.13, the open interest changed by 8 which increased total open position to 166
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 22.2, which was 5.10 higher than the previous day. The implied volatity was 22.64, the open interest changed by 98 which increased total open position to 156
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 17.1, which was -108.90 lower than the previous day. The implied volatity was 26.46, the open interest changed by 58 which increased total open position to 58
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 126, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, 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 126, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2780 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 | 212.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2502.90 | 212.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2521.20 | 212.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2519.50 | 212.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2544.85 | 212.9 | 0.00 | 0.00 | 0 | 5.241 | 0 |
| 7 Nov | 2562.70 | 212.9 | 70.75 | 29.19 | 5.765 | 4.717 | 11.53 |
| 6 Nov | 2645.95 | 142.15 | -34.85 | 25.68 | 1.048 | 0 | 6.289 |
| 5 Nov | 2650.95 | 177 | 11.65 | 42.71 | 0.524 | 0 | 5.765 |
| 4 Nov | 2590.60 | 165.35 | 44.45 | - | 0.524 | 0 | 5.765 |
| 1 Nov | 2698.90 | 120.9 | 0.00 | 0.00 | 0 | 1.572 | 0 |
| 31 Oct | 2695.85 | 120.9 | 24.75 | - | 5.241 | 1.572 | 5.765 |
| 30 Oct | 2672.55 | 96.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 96.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 96.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 96.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 96.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 96.15 | 0.00 | - | 0 | 0 | 4.193 |
| 22 Oct | 2655.35 | 96.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2718.25 | 96.15 | -1.85 | - | 0.524 | 0 | 4.193 |
| 18 Oct | 2760.95 | 98 | 4.25 | - | 4.193 | 2.621 | 3.145 |
| 17 Oct | 2705.85 | 93.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2764.10 | 93.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2735.80 | 93.75 | -1.40 | - | 0.524 | 0 | 0.524 |
| 14 Oct | 2726.90 | 95.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2725.55 | 95.15 | 0.00 | - | 0 | 0.524 | 0 |
| 10 Oct | 2722.45 | 95.15 | -30.20 | - | 0.524 | 0 | 0 |
| 8 Oct | 2738.20 | 125.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2745.10 | 125.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2801.15 | 125.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2795.55 | 125.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 2783.15 | 125.35 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2780 expiring on 28NOV2024
Delta for 2780 PE is 0.00
Historical price for 2780 PE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 212.9, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 212.9, 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 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 212.9, 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 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 212.9, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 212.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 212.9, which was 70.75 higher than the previous day. The implied volatity was 29.19, the open interest changed by 9 which increased total open position to 22
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 142.15, which was -34.85 lower than the previous day. The implied volatity was 25.68, the open interest changed by 0 which decreased total open position to 12
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 177, which was 11.65 higher than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 11
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 165.35, which was 44.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 120.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 120.9, which was 24.75 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, which was -1.85 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 98, which was 4.25 higher 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 93.75, 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 16 Oct GRASIM was trading at 2764.10. The strike last trading price was 93.75, 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 15 Oct GRASIM was trading at 2735.80. The strike last trading price was 93.75, which was -1.40 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 95.15, 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 95.15, 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 95.15, which was -30.20 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 125.35, 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 125.35, 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 125.35, 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 125.35, 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 125.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
