GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.12
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 0.8 | -0.40 | 49.93 | 31 | -15 | 141 | |||
| 19 Dec | 2539.05 | 1.2 | -0.05 | 43.88 | 61 | -34 | 156 | |||
| 18 Dec | 2594.15 | 1.25 | -0.20 | 35.54 | 92 | -48 | 191 | |||
| 17 Dec | 2599.70 | 1.45 | -0.85 | 33.06 | 256 | 57 | 247 | |||
| 16 Dec | 2685.15 | 2.3 | -0.60 | 25.13 | 77 | -7 | 190 | |||
| 13 Dec | 2692.70 | 2.9 | 0.35 | 21.30 | 185 | 23 | 188 | |||
| 12 Dec | 2660.05 | 2.55 | -0.60 | 23.58 | 39 | 3 | 165 | |||
| 11 Dec | 2670.75 | 3.15 | -0.20 | 22.45 | 209 | -8 | 164 | |||
| 10 Dec | 2655.30 | 3.35 | -1.15 | 23.47 | 209 | 7 | 172 | |||
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| 9 Dec | 2681.40 | 4.5 | -2.90 | 21.79 | 192 | -19 | 164 | |||
| 6 Dec | 2701.90 | 7.4 | 0.25 | 20.59 | 542 | -41 | 184 | |||
| 5 Dec | 2706.80 | 7.15 | -2.20 | 19.40 | 462 | -36 | 230 | |||
| 4 Dec | 2717.30 | 9.35 | -1.15 | 19.99 | 459 | 10 | 270 | |||
| 3 Dec | 2714.00 | 10.5 | -1.65 | 20.57 | 612 | -5 | 263 | |||
| 2 Dec | 2693.55 | 12.15 | 8.75 | 23.17 | 1,289 | 128 | 274 | |||
| 29 Nov | 2606.25 | 3.4 | -3.45 | 21.15 | 252 | 78 | 149 | |||
| 28 Nov | 2570.45 | 6.85 | 1.85 | 25.55 | 5 | -3 | 72 | |||
| 27 Nov | 2621.90 | 5 | -1.00 | 20.76 | 3 | 2 | 74 | |||
| 26 Nov | 2617.20 | 6 | -2.00 | 22.09 | 34 | 7 | 53 | |||
| 25 Nov | 2629.80 | 8 | 5.20 | 21.65 | 35 | 46 | 46 | |||
| 22 Nov | 2598.65 | 2.8 | 2.80 | 18.56 | 32 | 17 | 17 | |||
| 31 Oct | 2695.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 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 2880 expiring on 26DEC2024
Delta for 2880 CE is 0.01
Historical price for 2880 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 49.93, the open interest changed by -15 which decreased total open position to 141
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 43.88, the open interest changed by -34 which decreased total open position to 156
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 35.54, the open interest changed by -48 which decreased total open position to 191
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 33.06, the open interest changed by 57 which increased total open position to 247
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 25.13, the open interest changed by -7 which decreased total open position to 190
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 2.9, which was 0.35 higher than the previous day. The implied volatity was 21.30, the open interest changed by 23 which increased total open position to 188
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 2.55, which was -0.60 lower than the previous day. The implied volatity was 23.58, the open interest changed by 3 which increased total open position to 165
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 3.15, which was -0.20 lower than the previous day. The implied volatity was 22.45, the open interest changed by -8 which decreased total open position to 164
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 23.47, the open interest changed by 7 which increased total open position to 172
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 4.5, which was -2.90 lower than the previous day. The implied volatity was 21.79, the open interest changed by -19 which decreased total open position to 164
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 7.4, which was 0.25 higher than the previous day. The implied volatity was 20.59, the open interest changed by -41 which decreased total open position to 184
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 7.15, which was -2.20 lower than the previous day. The implied volatity was 19.40, the open interest changed by -36 which decreased total open position to 230
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 9.35, which was -1.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by 10 which increased total open position to 270
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 10.5, which was -1.65 lower than the previous day. The implied volatity was 20.57, the open interest changed by -5 which decreased total open position to 263
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 12.15, which was 8.75 higher than the previous day. The implied volatity was 23.17, the open interest changed by 128 which increased total open position to 274
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 3.4, which was -3.45 lower than the previous day. The implied volatity was 21.15, the open interest changed by 78 which increased total open position to 149
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 6.85, which was 1.85 higher than the previous day. The implied volatity was 25.55, the open interest changed by -3 which decreased total open position to 72
On 27 Nov GRASIM was trading at 2621.90. The strike last trading price was 5, which was -1.00 lower than the previous day. The implied volatity was 20.76, the open interest changed by 2 which increased total open position to 74
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 6, which was -2.00 lower than the previous day. The implied volatity was 22.09, the open interest changed by 7 which increased total open position to 53
On 25 Nov GRASIM was trading at 2629.80. The strike last trading price was 8, which was 5.20 higher than the previous day. The implied volatity was 21.65, the open interest changed by 46 which increased total open position to 46
On 22 Nov GRASIM was trading at 2598.65. The strike last trading price was 2.8, which was 2.80 higher than the previous day. The implied volatity was 18.56, the open interest changed by 17 which increased total open position to 17
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 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 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 2880 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 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2539.05 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2594.15 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2599.70 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2685.15 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2692.70 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2660.05 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2670.75 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2655.30 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2681.40 | 156.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2701.90 | 156.6 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 2706.80 | 156.6 | -10.85 | 9.35 | 22 | 3 | 9 |
| 4 Dec | 2717.30 | 167.45 | -3.45 | 24.45 | 1 | 0 | 5 |
| 3 Dec | 2714.00 | 170.9 | -6.15 | 24.50 | 9 | 2 | 4 |
| 2 Dec | 2693.55 | 177.05 | -20.85 | 14.55 | 13 | 2 | 2 |
| 29 Nov | 2606.25 | 197.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 2570.45 | 197.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2621.90 | 197.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2617.20 | 197.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2629.80 | 197.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2598.65 | 197.9 | 197.90 | - | 0 | 0 | 0 |
| 31 Oct | 2695.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 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 2880 expiring on 26DEC2024
Delta for 2880 PE is 0.00
Historical price for 2880 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 156.6, 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 156.6, 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 156.6, 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 156.6, 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 156.6, 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 156.6, 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 156.6, 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 156.6, 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 156.6, 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 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 156.6, 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 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 156.6, 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 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 156.6, which was -10.85 lower than the previous day. The implied volatity was 9.35, the open interest changed by 3 which increased total open position to 9
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 167.45, which was -3.45 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 5
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 170.9, which was -6.15 lower than the previous day. The implied volatity was 24.50, the open interest changed by 2 which increased total open position to 4
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 177.05, which was -20.85 lower than the previous day. The implied volatity was 14.55, 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 197.9, 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 197.9, 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 197.9, 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 197.9, 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 197.9, 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 197.9, which was 197.90 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 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 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
