GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
03 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2820 CE | ||||||||||
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Delta: 0.26
Vega: 2.20
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.26
Historical price for 2820 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 2.21
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.74
Historical price for 2820 PE is as follows
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
