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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 2800 CE
Delta: 0.02
Vega: 0.13
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 0.75 -0.75 41.87 493 -134 840
19 Dec 2539.05 1.5 -0.60 36.77 624 28 975
18 Dec 2594.15 2.1 -0.40 30.10 502 -75 946
17 Dec 2599.70 2.5 -3.80 27.97 1,260 90 1,027
16 Dec 2685.15 6.3 -2.75 21.82 1,413 -58 936
13 Dec 2692.70 9.05 2.65 19.11 1,965 -96 995
12 Dec 2660.05 6.4 -2.80 20.89 1,800 90 1,245
11 Dec 2670.75 9.2 1.05 20.84 2,923 -43 1,154
10 Dec 2655.30 8.15 -4.55 21.19 1,921 102 1,201
9 Dec 2681.40 12.7 -7.95 20.57 1,978 151 1,132
6 Dec 2701.90 20.65 -0.35 20.20 647 2 982
5 Dec 2706.80 21 -3.10 19.19 1,013 15 986
4 Dec 2717.30 24.1 -2.40 19.38 746 21 971
3 Dec 2714.00 26.5 -1.60 20.34 2,412 -8 951
2 Dec 2693.55 28.1 19.70 23.26 4,151 591 961
29 Nov 2606.25 8.4 -0.10 20.19 1,033 336 374
28 Nov 2570.45 8.5 -5.20 21.26 51 16 38
27 Nov 2621.90 13.7 -1.10 21.51 30 10 22
26 Nov 2617.20 14.8 -134.50 22.11 13 11 11
25 Nov 2629.80 149.3 0.00 4.72 0 0 0
22 Nov 2598.65 149.3 149.30 5.70 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 2800 expiring on 26DEC2024

Delta for 2800 CE is 0.02

Historical price for 2800 CE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 41.87, the open interest changed by -134 which decreased total open position to 840


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 36.77, the open interest changed by 28 which increased total open position to 975


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 30.10, the open interest changed by -75 which decreased total open position to 946


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 2.5, which was -3.80 lower than the previous day. The implied volatity was 27.97, the open interest changed by 90 which increased total open position to 1027


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 6.3, which was -2.75 lower than the previous day. The implied volatity was 21.82, the open interest changed by -58 which decreased total open position to 936


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 9.05, which was 2.65 higher than the previous day. The implied volatity was 19.11, the open interest changed by -96 which decreased total open position to 995


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 6.4, which was -2.80 lower than the previous day. The implied volatity was 20.89, the open interest changed by 90 which increased total open position to 1245


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 9.2, which was 1.05 higher than the previous day. The implied volatity was 20.84, the open interest changed by -43 which decreased total open position to 1154


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 8.15, which was -4.55 lower than the previous day. The implied volatity was 21.19, the open interest changed by 102 which increased total open position to 1201


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 12.7, which was -7.95 lower than the previous day. The implied volatity was 20.57, the open interest changed by 151 which increased total open position to 1132


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 20.65, which was -0.35 lower than the previous day. The implied volatity was 20.20, the open interest changed by 2 which increased total open position to 982


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 21, which was -3.10 lower than the previous day. The implied volatity was 19.19, the open interest changed by 15 which increased total open position to 986


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 24.1, which was -2.40 lower than the previous day. The implied volatity was 19.38, the open interest changed by 21 which increased total open position to 971


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 26.5, which was -1.60 lower than the previous day. The implied volatity was 20.34, the open interest changed by -8 which decreased total open position to 951


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 28.1, which was 19.70 higher than the previous day. The implied volatity was 23.26, the open interest changed by 591 which increased total open position to 961


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 8.4, which was -0.10 lower than the previous day. The implied volatity was 20.19, the open interest changed by 336 which increased total open position to 374


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 8.5, which was -5.20 lower than the previous day. The implied volatity was 21.26, the open interest changed by 16 which increased total open position to 38


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 13.7, which was -1.10 lower than the previous day. The implied volatity was 21.51, the open interest changed by 10 which increased total open position to 22


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 14.8, which was -134.50 lower than the previous day. The implied volatity was 22.11, the open interest changed by 11 which increased total open position to 11


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 149.3, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 149.3, which was 149.30 higher than the previous day. The implied volatity was 5.70, 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 2800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 280.5 35.50 - 1 0 106
19 Dec 2539.05 245 41.50 - 1 0 106
18 Dec 2594.15 203.5 40.75 - 2 0 106
17 Dec 2599.70 162.75 44.75 - 1 0 107
16 Dec 2685.15 118 17.30 21.13 3 0 109
13 Dec 2692.70 100.7 -21.80 17.24 17 -3 108
12 Dec 2660.05 122.5 0.00 0.00 0 -4 0
11 Dec 2670.75 122.5 -15.50 16.86 8 -4 111
10 Dec 2655.30 138 14.35 17.61 17 -4 115
9 Dec 2681.40 123.65 22.65 23.26 14 2 120
6 Dec 2701.90 101 0.05 19.21 32 18 116
5 Dec 2706.80 100.95 -3.85 20.55 86 63 97
4 Dec 2717.30 104.8 3.70 23.38 7 2 32
3 Dec 2714.00 101.1 -17.55 20.55 5 1 30
2 Dec 2693.55 118.65 -63.35 21.06 42 10 30
29 Nov 2606.25 182 -19.15 18.14 13 8 20
28 Nov 2570.45 201.15 30.15 21.30 3 1 11
27 Nov 2621.90 171 -11.90 18.23 2 1 10
26 Nov 2617.20 182.9 -19.10 22.64 7 5 8
25 Nov 2629.80 202 0.00 0.00 0 0 0
22 Nov 2598.65 202 202.00 24.18 3 2 2
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 2800 expiring on 26DEC2024

Delta for 2800 PE is -

Historical price for 2800 PE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 280.5, which was 35.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 106


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 245, which was 41.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 106


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 203.5, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 106


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 162.75, which was 44.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 118, which was 17.30 higher than the previous day. The implied volatity was 21.13, the open interest changed by 0 which decreased total open position to 109


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 100.7, which was -21.80 lower than the previous day. The implied volatity was 17.24, the open interest changed by -3 which decreased total open position to 108


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 122.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 122.5, which was -15.50 lower than the previous day. The implied volatity was 16.86, the open interest changed by -4 which decreased total open position to 111


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 138, which was 14.35 higher than the previous day. The implied volatity was 17.61, the open interest changed by -4 which decreased total open position to 115


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 123.65, which was 22.65 higher than the previous day. The implied volatity was 23.26, the open interest changed by 2 which increased total open position to 120


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 101, which was 0.05 higher than the previous day. The implied volatity was 19.21, the open interest changed by 18 which increased total open position to 116


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 100.95, which was -3.85 lower than the previous day. The implied volatity was 20.55, the open interest changed by 63 which increased total open position to 97


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 104.8, which was 3.70 higher than the previous day. The implied volatity was 23.38, the open interest changed by 2 which increased total open position to 32


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 101.1, which was -17.55 lower than the previous day. The implied volatity was 20.55, the open interest changed by 1 which increased total open position to 30


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 118.65, which was -63.35 lower than the previous day. The implied volatity was 21.06, the open interest changed by 10 which increased total open position to 30


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 182, which was -19.15 lower than the previous day. The implied volatity was 18.14, the open interest changed by 8 which increased total open position to 20


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 201.15, which was 30.15 higher than the previous day. The implied volatity was 21.30, the open interest changed by 1 which increased total open position to 11


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 171, which was -11.90 lower than the previous day. The implied volatity was 18.23, the open interest changed by 1 which increased total open position to 10


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 182.9, which was -19.10 lower than the previous day. The implied volatity was 22.64, the open interest changed by 5 which increased total open position to 8


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 202, 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 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 202, which was 202.00 higher than the previous day. The implied volatity was 24.18, the open interest changed by 2 which increased total open position to 2


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