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[--[65.84.65.76]--]
GRASIM
Grasim Industries Ltd

2534.85 26.70 (1.06%)

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Historical option data for GRASIM

21 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 2860 CE
Delta: 0.01
Vega: 0.05
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 0.2 -0.15 33.53 0.524 0 39.308
20 Nov 2508.15 0.35 0.00 34.41 11.53 0 41.405
19 Nov 2508.15 0.35 -0.80 34.41 11.53 2.096 41.405
18 Nov 2517.15 1.15 -1.00 37.08 11.006 1.048 40.881
14 Nov 2523.95 2.15 1.10 32.36 28.826 -1.572 39.308
13 Nov 2502.90 1.05 -1.95 28.13 3.669 0 43.501
12 Nov 2521.20 3 0.00 0.00 0 0 0
11 Nov 2519.50 3 0.00 0.00 0 1.048 0
8 Nov 2544.85 3 -0.60 27.86 22.013 1.572 44.025
7 Nov 2562.70 3.6 -4.95 26.25 130.503 -37.212 41.929
6 Nov 2645.95 8.55 -2.20 23.85 66.562 14.675 79.665
5 Nov 2650.95 10.75 2.35 23.98 145.178 50.314 66.038
4 Nov 2590.60 8.4 -17.60 27.26 27.254 4.193 15.723
1 Nov 2698.90 26 2.50 25.21 12.579 9.958 11.53
31 Oct 2695.85 23.5 -18.60 - 2.621 1.048 1.048
30 Oct 2672.55 42.1 0.00 - 0 0 0
29 Oct 2686.00 42.1 0.00 - 0 0 0
28 Oct 2646.95 42.1 0.00 - 0 0 0
25 Oct 2615.20 42.1 0.00 - 0 0 0
24 Oct 2666.70 42.1 0.00 - 0 0 0
23 Oct 2633.20 42.1 0.00 - 0 0 0
22 Oct 2655.35 42.1 0.00 - 0 0 0
21 Oct 2718.25 42.1 0.00 - 0 0 0
18 Oct 2760.95 42.1 0.00 - 0 0 0
17 Oct 2705.85 42.1 0.00 - 0 0 0
16 Oct 2764.10 42.1 0.00 - 0 0 0
15 Oct 2735.80 42.1 0.00 - 0 0 0
14 Oct 2726.90 42.1 0.00 - 0 0 0
10 Oct 2722.45 42.1 0.00 - 0 0 0
8 Oct 2738.20 42.1 -72.00 - 0.524 0 0.524
4 Oct 2745.10 114.1 0.00 - 0 0 0
1 Oct 2801.15 114.1 0.00 - 0 0.524 0
30 Sept 2795.55 114.1 22.00 - 0.524 0 0
27 Sept 2783.15 92.1 - 0 0 0


For Grasim Industries Ltd - strike price 2860 expiring on 28NOV2024

Delta for 2860 CE is 0.01

Historical price for 2860 CE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 33.53, the open interest changed by 0 which decreased total open position to 75


On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 34.41, the open interest changed by 0 which decreased total open position to 79


On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.35, which was -0.80 lower than the previous day. The implied volatity was 34.41, the open interest changed by 4 which increased total open position to 79


On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 1.15, which was -1.00 lower than the previous day. The implied volatity was 37.08, the open interest changed by 2 which increased total open position to 78


On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 2.15, which was 1.10 higher than the previous day. The implied volatity was 32.36, the open interest changed by -3 which decreased total open position to 75


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 1.05, which was -1.95 lower than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 83


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 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 Nov GRASIM was trading at 2519.50. The strike last trading price was 3, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 27.86, the open interest changed by 3 which increased total open position to 84


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 3.6, which was -4.95 lower than the previous day. The implied volatity was 26.25, the open interest changed by -71 which decreased total open position to 80


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 8.55, which was -2.20 lower than the previous day. The implied volatity was 23.85, the open interest changed by 28 which increased total open position to 152


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 10.75, which was 2.35 higher than the previous day. The implied volatity was 23.98, the open interest changed by 96 which increased total open position to 126


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 8.4, which was -17.60 lower than the previous day. The implied volatity was 27.26, the open interest changed by 8 which increased total open position to 30


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 26, which was 2.50 higher than the previous day. The implied volatity was 25.21, the open interest changed by 19 which increased total open position to 22


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 23.5, which was -18.60 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 42.1, 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 42.1, 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 42.1, 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 25 Oct GRASIM was trading at 2615.20. The strike last trading price was 42.1, 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 42.1, 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 23 Oct GRASIM was trading at 2633.20. The strike last trading price was 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, 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 42.1, which was -72.00 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 114.1, 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 114.1, 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 114.1, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept GRASIM was trading at 2783.15. The strike last trading price was 92.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 2860 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 170.45 0.00 - 0 0 0
20 Nov 2508.15 170.45 0.00 - 0 0 0
19 Nov 2508.15 170.45 0.00 - 0 0 0
18 Nov 2517.15 170.45 0.00 - 0 0 0
14 Nov 2523.95 170.45 0.00 - 0 0 0
13 Nov 2502.90 170.45 0.00 - 0 0 0
12 Nov 2521.20 170.45 0.00 - 0 0 0
11 Nov 2519.50 170.45 0.00 - 0 0 0
8 Nov 2544.85 170.45 0.00 - 0 0 0
7 Nov 2562.70 170.45 0.00 - 0 0 0
6 Nov 2645.95 170.45 0.00 - 0 0 0
5 Nov 2650.95 170.45 0.00 - 0 0 0
4 Nov 2590.60 170.45 0.00 - 0 0 0
1 Nov 2698.90 170.45 0.00 - 0 0 0
31 Oct 2695.85 170.45 0.00 - 0 0 0
30 Oct 2672.55 170.45 0.00 - 0 0 0
29 Oct 2686.00 170.45 0.00 - 0 0 0
28 Oct 2646.95 170.45 0.00 - 0 0 0
25 Oct 2615.20 170.45 0.00 - 0 0 0
24 Oct 2666.70 170.45 0.00 - 0 0 0
23 Oct 2633.20 170.45 0.00 - 0 0 0
22 Oct 2655.35 170.45 0.00 - 0 0 0
21 Oct 2718.25 170.45 0.00 - 0 0 0
18 Oct 2760.95 170.45 0.00 - 0 0 0
17 Oct 2705.85 170.45 0.00 - 0 0 0
16 Oct 2764.10 170.45 0.00 - 0 0 0
15 Oct 2735.80 170.45 0.00 - 0 0 0
14 Oct 2726.90 170.45 0.00 - 0 0 0
10 Oct 2722.45 170.45 0.00 - 0 0 0
8 Oct 2738.20 170.45 0.00 - 0 0 0
4 Oct 2745.10 170.45 0.00 - 0 0 0
1 Oct 2801.15 170.45 0.00 - 0 0 0
30 Sept 2795.55 170.45 0.00 - 0 0 0
27 Sept 2783.15 170.45 - 0 0 0


For Grasim Industries Ltd - strike price 2860 expiring on 28NOV2024

Delta for 2860 PE is -

Historical price for 2860 PE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 170.45, 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 Nov GRASIM was trading at 2508.15. The strike last trading price was 170.45, 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 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 170.45, 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 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 170.45, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 170.45, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 170.45, 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 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 170.45, 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 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 170.45, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 170.45, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 170.45, 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 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 170.45, 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 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 170.45, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 170.45, 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 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 170.45, 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 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 170.45, 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 170.45, 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 170.45, 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 170.45, 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 25 Oct GRASIM was trading at 2615.20. The strike last trading price was 170.45, 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 170.45, 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 23 Oct GRASIM was trading at 2633.20. The strike last trading price was 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 170.45, 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 27 Sept GRASIM was trading at 2783.15. The strike last trading price was 170.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to