GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.13
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 0.8 | -0.60 | 44.44 | 162 | -43 | 187 | |||
| 19 Dec | 2539.05 | 1.4 | -0.40 | 38.55 | 228 | 69 | 228 | |||
| 18 Dec | 2594.15 | 1.8 | -0.30 | 31.43 | 55 | -9 | 159 | |||
| 17 Dec | 2599.70 | 2.1 | -2.65 | 29.13 | 309 | 6 | 170 | |||
| 16 Dec | 2685.15 | 4.75 | -2.00 | 22.54 | 462 | 17 | 164 | |||
| 13 Dec | 2692.70 | 6.75 | 1.95 | 19.62 | 525 | 10 | 147 | |||
| 12 Dec | 2660.05 | 4.8 | -2.00 | 21.29 | 297 | -41 | 141 | |||
| 11 Dec | 2670.75 | 6.8 | 0.60 | 21.02 | 508 | 40 | 180 | |||
| 10 Dec | 2655.30 | 6.2 | -3.65 | 21.49 | 382 | 12 | 141 | |||
| 9 Dec | 2681.40 | 9.85 | -6.85 | 20.87 | 258 | -5 | 131 | |||
| 6 Dec | 2701.90 | 16.7 | 0.85 | 20.55 | 176 | 23 | 137 | |||
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| 5 Dec | 2706.80 | 15.85 | -3.65 | 18.99 | 497 | 11 | 113 | |||
| 4 Dec | 2717.30 | 19.5 | -1.45 | 19.65 | 168 | -8 | 102 | |||
| 3 Dec | 2714.00 | 20.95 | -2.35 | 20.23 | 483 | 12 | 112 | |||
| 2 Dec | 2693.55 | 23.3 | 16.40 | 23.34 | 525 | 90 | 107 | |||
| 29 Nov | 2606.25 | 6.9 | -69.95 | 20.58 | 25 | 15 | 15 | |||
| 28 Nov | 2570.45 | 76.85 | 0.00 | 7.13 | 0 | 0 | 0 | |||
| 27 Nov | 2621.90 | 76.85 | 0.00 | 6.08 | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 76.85 | 0.00 | 6.12 | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 76.85 | 0.00 | 5.33 | 0 | 0 | 0 | |||
| 22 Nov | 2598.65 | 76.85 | 5.89 | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2820 expiring on 26DEC2024
Delta for 2820 CE is 0.02
Historical price for 2820 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 44.44, the open interest changed by -43 which decreased total open position to 187
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was 38.55, the open interest changed by 69 which increased total open position to 228
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 31.43, the open interest changed by -9 which decreased total open position to 159
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 2.1, which was -2.65 lower than the previous day. The implied volatity was 29.13, the open interest changed by 6 which increased total open position to 170
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 4.75, which was -2.00 lower than the previous day. The implied volatity was 22.54, the open interest changed by 17 which increased total open position to 164
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 6.75, which was 1.95 higher than the previous day. The implied volatity was 19.62, the open interest changed by 10 which increased total open position to 147
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 4.8, which was -2.00 lower than the previous day. The implied volatity was 21.29, the open interest changed by -41 which decreased total open position to 141
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 6.8, which was 0.60 higher than the previous day. The implied volatity was 21.02, the open interest changed by 40 which increased total open position to 180
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 6.2, which was -3.65 lower than the previous day. The implied volatity was 21.49, the open interest changed by 12 which increased total open position to 141
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 9.85, which was -6.85 lower than the previous day. The implied volatity was 20.87, the open interest changed by -5 which decreased total open position to 131
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 16.7, which was 0.85 higher than the previous day. The implied volatity was 20.55, the open interest changed by 23 which increased total open position to 137
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 15.85, which was -3.65 lower than the previous day. The implied volatity was 18.99, the open interest changed by 11 which increased total open position to 113
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 19.5, which was -1.45 lower than the previous day. The implied volatity was 19.65, the open interest changed by -8 which decreased total open position to 102
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 20.95, which was -2.35 lower than the previous day. The implied volatity was 20.23, the open interest changed by 12 which increased total open position to 112
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 23.3, which was 16.40 higher than the previous day. The implied volatity was 23.34, the open interest changed by 90 which increased total open position to 107
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 6.9, which was -69.95 lower than the previous day. The implied volatity was 20.58, the open interest changed by 15 which increased total open position to 15
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 76.85, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 76.85, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 76.85, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 76.85, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 76.85, which was lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
| GRASIM 26DEC2024 2820 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 |
| 20 Dec | 2488.70 | 131.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2539.05 | 131.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2594.15 | 131.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2599.70 | 131.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2685.15 | 131.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 2692.70 | 131.85 | -14.50 | 27.95 | 4 | 1 | 10 |
| 12 Dec | 2660.05 | 146.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 2670.75 | 146.35 | 30.95 | 22.50 | 4 | 0 | 8 |
| 10 Dec | 2655.30 | 115.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2681.40 | 115.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2701.90 | 115.4 | 0.00 | 0.00 | 0 | 5 | 0 |
| 5 Dec | 2706.80 | 115.4 | -0.15 | 20.35 | 7 | 3 | 6 |
| 4 Dec | 2717.30 | 115.55 | 0.00 | 0.00 | 0 | -1 | 0 |
| 3 Dec | 2714.00 | 115.55 | -25.25 | 20.50 | 4 | 0 | 4 |
| 2 Dec | 2693.55 | 140.8 | -28.85 | 24.23 | 4 | 2 | 2 |
| 29 Nov | 2606.25 | 169.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 2570.45 | 169.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2621.90 | 169.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2617.20 | 169.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 169.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 169.65 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2820 expiring on 26DEC2024
Delta for 2820 PE is 0.00
Historical price for 2820 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 131.85, 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 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 131.85, 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 131.85, 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 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 131.85, 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 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 131.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 131.85, which was -14.50 lower than the previous day. The implied volatity was 27.95, the open interest changed by 1 which increased total open position to 10
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 146.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 146.35, which was 30.95 higher than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 8
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 115.4, 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 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 115.4, 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 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 115.4, 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 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 115.4, which was -0.15 lower than the previous day. The implied volatity was 20.35, the open interest changed by 3 which increased total open position to 6
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 115.55, 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 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 115.55, which was -25.25 lower than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 4
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 140.8, which was -28.85 lower than the previous day. The implied volatity was 24.23, the open interest changed by 2 which increased total open position to 2
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 169.65, 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 169.65, 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 169.65, 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 169.65, 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 169.65, 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 169.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
