GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
30 Dec 2024 04:12 PM IST
| GRASIM 30JAN2025 2820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.32
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 2443.50 | 1 | -0.75 | 21.68 | 121 | 4 | 326 | |||
| 27 Dec | 2480.30 | 1.75 | -2.15 | 19.89 | 479 | 292 | 322 | |||
| 26 Dec | 2482.05 | 3.9 | 0.00 | 0.00 | 0 | 27 | 0 | |||
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| 24 Dec | 2501.85 | 3.9 | -2.10 | 21.29 | 30 | 27 | 30 | |||
| 20 Dec | 2488.70 | 6 | 22.81 | 2 | 0 | 1 | ||||
For Grasim Industries Ltd - strike price 2820 expiring on 30JAN2025
Delta for 2820 CE is 0.02
Historical price for 2820 CE is as follows
On 30 Dec GRASIM was trading at 2443.50. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 21.68, the open interest changed by 4 which increased total open position to 326
On 27 Dec GRASIM was trading at 2480.30. The strike last trading price was 1.75, which was -2.15 lower than the previous day. The implied volatity was 19.89, the open interest changed by 292 which increased total open position to 322
On 26 Dec GRASIM was trading at 2482.05. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 24 Dec GRASIM was trading at 2501.85. The strike last trading price was 3.9, which was -2.10 lower than the previous day. The implied volatity was 21.29, the open interest changed by 27 which increased total open position to 30
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 1
| GRASIM 30JAN2025 2820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 2443.50 | 258.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 2480.30 | 258.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 2482.05 | 258.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 2501.85 | 258.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2488.70 | 258.7 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2820 expiring on 30JAN2025
Delta for 2820 PE is -
Historical price for 2820 PE is as follows
On 30 Dec GRASIM was trading at 2443.50. The strike last trading price was 258.7, 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 Dec GRASIM was trading at 2480.30. The strike last trading price was 258.7, 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 Dec GRASIM was trading at 2482.05. The strike last trading price was 258.7, 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 24 Dec GRASIM was trading at 2501.85. The strike last trading price was 258.7, 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 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 258.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
