GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.19
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 1.6 | 0.10 | 53.96 | 12 | -1 | 86 | |||
| 19 Dec | 2539.05 | 1.5 | 0.05 | 43.31 | 60 | -12 | 86 | |||
| 18 Dec | 2594.15 | 1.45 | -0.35 | 34.38 | 26 | -2 | 98 | |||
| 17 Dec | 2599.70 | 1.8 | -1.10 | 32.33 | 32 | 18 | 111 | |||
| 16 Dec | 2685.15 | 2.9 | -1.00 | 24.27 | 33 | -4 | 95 | |||
| 13 Dec | 2692.70 | 3.9 | 0.60 | 20.83 | 98 | -12 | 99 | |||
| 12 Dec | 2660.05 | 3.3 | -0.50 | 23.09 | 96 | 22 | 109 | |||
| 11 Dec | 2670.75 | 3.8 | -0.25 | 21.63 | 201 | 27 | 88 | |||
| 10 Dec | 2655.30 | 4.05 | -1.60 | 22.76 | 75 | 2 | 58 | |||
| 9 Dec | 2681.40 | 5.65 | -3.95 | 21.27 | 145 | 0 | 54 | |||
| 6 Dec | 2701.90 | 9.6 | -0.55 | 20.42 | 95 | 7 | 57 | |||
| 5 Dec | 2706.80 | 10.15 | -1.85 | 19.75 | 190 | 8 | 52 | |||
| 4 Dec | 2717.30 | 12 | -0.95 | 19.85 | 47 | 10 | 44 | |||
| 3 Dec | 2714.00 | 12.95 | -50.75 | 20.25 | 52 | 34 | 34 | |||
| 2 Dec | 2693.55 | 63.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2606.25 | 63.7 | 0.00 | 7.86 | 0 | 0 | 0 | |||
| 28 Nov | 2570.45 | 63.7 | 0.00 | 9.24 | 0 | 0 | 0 | |||
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| 27 Nov | 2621.90 | 63.7 | 0.00 | 7.02 | 0 | 0 | 0 | |||
| 26 Nov | 2617.20 | 63.7 | 0.00 | 7.14 | 0 | 0 | 0 | |||
| 25 Nov | 2629.80 | 63.7 | 0.00 | 6.47 | 0 | 0 | 0 | |||
| 22 Nov | 2598.65 | 63.7 | 6.96 | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2860 expiring on 26DEC2024
Delta for 2860 CE is 0.03
Historical price for 2860 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 53.96, the open interest changed by -1 which decreased total open position to 86
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 43.31, the open interest changed by -12 which decreased total open position to 86
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 34.38, the open interest changed by -2 which decreased total open position to 98
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 1.8, which was -1.10 lower than the previous day. The implied volatity was 32.33, the open interest changed by 18 which increased total open position to 111
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 2.9, which was -1.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by -4 which decreased total open position to 95
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 3.9, which was 0.60 higher than the previous day. The implied volatity was 20.83, the open interest changed by -12 which decreased total open position to 99
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 3.3, which was -0.50 lower than the previous day. The implied volatity was 23.09, the open interest changed by 22 which increased total open position to 109
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 3.8, which was -0.25 lower than the previous day. The implied volatity was 21.63, the open interest changed by 27 which increased total open position to 88
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 4.05, which was -1.60 lower than the previous day. The implied volatity was 22.76, the open interest changed by 2 which increased total open position to 58
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 5.65, which was -3.95 lower than the previous day. The implied volatity was 21.27, the open interest changed by 0 which decreased total open position to 54
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 9.6, which was -0.55 lower than the previous day. The implied volatity was 20.42, the open interest changed by 7 which increased total open position to 57
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 10.15, which was -1.85 lower than the previous day. The implied volatity was 19.75, the open interest changed by 8 which increased total open position to 52
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 12, which was -0.95 lower than the previous day. The implied volatity was 19.85, the open interest changed by 10 which increased total open position to 44
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 12.95, which was -50.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by 34 which increased total open position to 34
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 63.7, 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 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 63.7, which was 0.00 lower than the previous day. The implied volatity was 7.86, 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 63.7, which was 0.00 lower than the previous day. The implied volatity was 9.24, 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 63.7, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 63.7, which was 0.00 lower than the previous day. The implied volatity was 7.14, 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 63.7, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 63.7, which was lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
| GRASIM 26DEC2024 2860 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2539.05 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2594.15 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2599.70 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2685.15 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2692.70 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2660.05 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2670.75 | 169.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2655.30 | 169.3 | 0.00 | 0.00 | 0 | 3 | 0 |
| 9 Dec | 2681.40 | 169.3 | 13.35 | 19.52 | 4 | 1 | 2 |
| 6 Dec | 2701.90 | 155.95 | -9.40 | 25.75 | 2 | 0 | 2 |
| 5 Dec | 2706.80 | 165.35 | -59.65 | 29.75 | 4 | 0 | 1 |
| 4 Dec | 2717.30 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 2714.00 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2693.55 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2606.25 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 2570.45 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 2621.90 | 225 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 2617.20 | 225 | 28.90 | 14.49 | 1 | 0 | 0 |
| 25 Nov | 2629.80 | 196.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 196.1 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2860 expiring on 26DEC2024
Delta for 2860 PE is 0.00
Historical price for 2860 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 169.3, 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 169.3, 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 169.3, 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 169.3, 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 169.3, 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 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 169.3, 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 169.3, 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 169.3, 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 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 169.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 169.3, which was 13.35 higher than the previous day. The implied volatity was 19.52, the open interest changed by 1 which increased total open position to 2
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 155.95, which was -9.40 lower than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 2
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 165.35, which was -59.65 lower than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 1
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 225, 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 225, 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 225, 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 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 225, 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 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 225, 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 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 225, 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 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 225, which was 28.90 higher than the previous day. The implied volatity was 14.49, 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 196.1, 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 196.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
