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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 2840 CE
Delta: 0.02
Vega: 0.15
Theta: -0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 1 -0.40 47.17 44 -7 112
19 Dec 2539.05 1.4 -0.25 40.71 54 -15 118
18 Dec 2594.15 1.65 -0.10 33.06 37 -4 134
17 Dec 2599.70 1.75 -1.80 30.19 284 13 145
16 Dec 2685.15 3.55 -1.65 23.18 221 -8 133
13 Dec 2692.70 5.2 1.55 20.31 554 2 136
12 Dec 2660.05 3.65 -1.65 21.78 312 -58 135
11 Dec 2670.75 5.3 0.60 21.54 527 40 194
10 Dec 2655.30 4.7 -2.75 21.79 562 -58 152
9 Dec 2681.40 7.45 -4.95 21.04 689 -5 215
6 Dec 2701.90 12.4 -0.05 20.26 329 -5 221
5 Dec 2706.80 12.45 -2.40 19.23 520 18 226
4 Dec 2717.30 14.85 -1.95 19.48 380 55 212
3 Dec 2714.00 16.8 -1.45 20.36 518 -35 155
2 Dec 2693.55 18.25 12.80 22.94 1,065 158 193
29 Nov 2606.25 5.45 -0.35 20.75 95 21 35
28 Nov 2570.45 5.8 -5.15 21.93 16 10 13
27 Nov 2621.90 10.95 -0.15 23.02 1 0 2
26 Nov 2617.20 11.1 0.00 0.00 0 2 0
25 Nov 2629.80 11.1 -120.60 20.86 2 0 0
22 Nov 2598.65 131.7 131.70 6.46 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
24 Oct 2666.70 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 2840 expiring on 26DEC2024

Delta for 2840 CE is 0.02

Historical price for 2840 CE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 47.17, the open interest changed by -7 which decreased total open position to 112


On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 40.71, the open interest changed by -15 which decreased total open position to 118


On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 33.06, the open interest changed by -4 which decreased total open position to 134


On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 1.75, which was -1.80 lower than the previous day. The implied volatity was 30.19, the open interest changed by 13 which increased total open position to 145


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 3.55, which was -1.65 lower than the previous day. The implied volatity was 23.18, the open interest changed by -8 which decreased total open position to 133


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 5.2, which was 1.55 higher than the previous day. The implied volatity was 20.31, the open interest changed by 2 which increased total open position to 136


On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 3.65, which was -1.65 lower than the previous day. The implied volatity was 21.78, the open interest changed by -58 which decreased total open position to 135


On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 5.3, which was 0.60 higher than the previous day. The implied volatity was 21.54, the open interest changed by 40 which increased total open position to 194


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 4.7, which was -2.75 lower than the previous day. The implied volatity was 21.79, the open interest changed by -58 which decreased total open position to 152


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 7.45, which was -4.95 lower than the previous day. The implied volatity was 21.04, the open interest changed by -5 which decreased total open position to 215


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 12.4, which was -0.05 lower than the previous day. The implied volatity was 20.26, the open interest changed by -5 which decreased total open position to 221


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 12.45, which was -2.40 lower than the previous day. The implied volatity was 19.23, the open interest changed by 18 which increased total open position to 226


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 14.85, which was -1.95 lower than the previous day. The implied volatity was 19.48, the open interest changed by 55 which increased total open position to 212


On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 16.8, which was -1.45 lower than the previous day. The implied volatity was 20.36, the open interest changed by -35 which decreased total open position to 155


On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 18.25, which was 12.80 higher than the previous day. The implied volatity was 22.94, the open interest changed by 158 which increased total open position to 193


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 5.45, which was -0.35 lower than the previous day. The implied volatity was 20.75, the open interest changed by 21 which increased total open position to 35


On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 5.8, which was -5.15 lower than the previous day. The implied volatity was 21.93, the open interest changed by 10 which increased total open position to 13


On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 10.95, which was -0.15 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 2


On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 11.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 11.1, which was -120.60 lower than the previous day. The implied volatity was 20.86, 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 131.7, which was 131.70 higher than the previous day. The implied volatity was 6.46, 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 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 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 2840 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2488.70 154.15 0.00 0.00 0 0 0
19 Dec 2539.05 154.15 0.00 0.00 0 0 0
18 Dec 2594.15 154.15 0.00 0.00 0 0 0
17 Dec 2599.70 154.15 0.00 0.00 0 2 0
16 Dec 2685.15 154.15 -7.25 20.26 2 0 17
13 Dec 2692.70 161.4 0.00 0.00 0 0 0
12 Dec 2660.05 161.4 0.00 0.00 0 0 0
11 Dec 2670.75 161.4 7.40 19.62 4 0 17
10 Dec 2655.30 154 0.00 0.00 0 15 0
9 Dec 2681.40 154 20.20 22.51 16 14 16
6 Dec 2701.90 133.8 0.00 0.00 0 2 0
5 Dec 2706.80 133.8 -27.00 21.77 9 1 1
4 Dec 2717.30 160.8 0.00 0.00 0 0 0
3 Dec 2714.00 160.8 0.00 0.00 0 0 0
2 Dec 2693.55 160.8 -13.85 26.38 2 1 1
29 Nov 2606.25 174.65 0.00 - 0 0 0
28 Nov 2570.45 174.65 0.00 - 0 0 0
27 Nov 2621.90 174.65 0.00 - 0 0 0
26 Nov 2617.20 174.65 0.00 - 0 0 0
25 Nov 2629.80 174.65 0.00 - 0 0 0
22 Nov 2598.65 174.65 174.65 - 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
24 Oct 2666.70 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 2840 expiring on 26DEC2024

Delta for 2840 PE is 0.00

Historical price for 2840 PE is as follows

On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 154.15, 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 154.15, 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 154.15, 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 154.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 154.15, which was -7.25 lower than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 17


On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 161.4, 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 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 161.4, 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 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 161.4, which was 7.40 higher than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 17


On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 154, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0


On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 154, which was 20.20 higher than the previous day. The implied volatity was 22.51, the open interest changed by 14 which increased total open position to 16


On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 133.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 133.8, which was -27.00 lower than the previous day. The implied volatity was 21.77, the open interest changed by 1 which increased total open position to 1


On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 160.8, 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 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 160.8, 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 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 160.8, which was -13.85 lower than the previous day. The implied volatity was 26.38, the open interest changed by 1 which increased total open position to 1


On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 174.65, 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 174.65, 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 174.65, 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 174.65, 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 174.65, 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 174.65, which was 174.65 higher than the previous day. The implied volatity was -, 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 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 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