GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Dec 2024 04:12 PM IST
| GRASIM 26DEC2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.11
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2488.70 | 0.75 | -0.40 | 52.43 | 97 | -38 | 330 | |||
| 19 Dec | 2539.05 | 1.15 | -0.05 | 45.62 | 121 | -39 | 369 | |||
| 18 Dec | 2594.15 | 1.2 | -0.10 | 37.25 | 69 | -12 | 409 | |||
| 17 Dec | 2599.70 | 1.3 | -0.50 | 34.34 | 353 | -67 | 421 | |||
| 16 Dec | 2685.15 | 1.8 | -0.65 | 25.88 | 363 | -108 | 488 | |||
| 13 Dec | 2692.70 | 2.45 | 0.30 | 22.33 | 371 | -37 | 595 | |||
| 12 Dec | 2660.05 | 2.15 | -0.55 | 24.44 | 271 | 28 | 634 | |||
| 11 Dec | 2670.75 | 2.7 | -0.10 | 23.38 | 692 | 4 | 606 | |||
| 10 Dec | 2655.30 | 2.8 | -0.70 | 24.19 | 502 | -12 | 605 | |||
| 9 Dec | 2681.40 | 3.5 | -2.35 | 22.17 | 511 | 4 | 616 | |||
| 6 Dec | 2701.90 | 5.85 | 0.30 | 20.93 | 843 | -56 | 613 | |||
| 5 Dec | 2706.80 | 5.55 | -1.75 | 19.69 | 1,213 | -47 | 670 | |||
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| 4 Dec | 2717.30 | 7.3 | -0.90 | 20.19 | 433 | 3 | 725 | |||
| 3 Dec | 2714.00 | 8.2 | -1.65 | 20.68 | 1,056 | -46 | 732 | |||
| 2 Dec | 2693.55 | 9.85 | 7.35 | 23.30 | 3,326 | 568 | 780 | |||
| 29 Nov | 2606.25 | 2.5 | 0.60 | 21.07 | 312 | 181 | 212 | |||
| 28 Nov | 2570.45 | 1.9 | -3.10 | 20.72 | 4 | 1 | 31 | |||
| 26 Nov | 2617.20 | 5 | 22.39 | 30 | 12 | 12 | ||||
For Grasim Industries Ltd - strike price 2900 expiring on 26DEC2024
Delta for 2900 CE is 0.01
Historical price for 2900 CE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 52.43, the open interest changed by -38 which decreased total open position to 330
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 45.62, the open interest changed by -39 which decreased total open position to 369
On 18 Dec GRASIM was trading at 2594.15. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 37.25, the open interest changed by -12 which decreased total open position to 409
On 17 Dec GRASIM was trading at 2599.70. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was 34.34, the open interest changed by -67 which decreased total open position to 421
On 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 25.88, the open interest changed by -108 which decreased total open position to 488
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 22.33, the open interest changed by -37 which decreased total open position to 595
On 12 Dec GRASIM was trading at 2660.05. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 24.44, the open interest changed by 28 which increased total open position to 634
On 11 Dec GRASIM was trading at 2670.75. The strike last trading price was 2.7, which was -0.10 lower than the previous day. The implied volatity was 23.38, the open interest changed by 4 which increased total open position to 606
On 10 Dec GRASIM was trading at 2655.30. The strike last trading price was 2.8, which was -0.70 lower than the previous day. The implied volatity was 24.19, the open interest changed by -12 which decreased total open position to 605
On 9 Dec GRASIM was trading at 2681.40. The strike last trading price was 3.5, which was -2.35 lower than the previous day. The implied volatity was 22.17, the open interest changed by 4 which increased total open position to 616
On 6 Dec GRASIM was trading at 2701.90. The strike last trading price was 5.85, which was 0.30 higher than the previous day. The implied volatity was 20.93, the open interest changed by -56 which decreased total open position to 613
On 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 5.55, which was -1.75 lower than the previous day. The implied volatity was 19.69, the open interest changed by -47 which decreased total open position to 670
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 7.3, which was -0.90 lower than the previous day. The implied volatity was 20.19, the open interest changed by 3 which increased total open position to 725
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 8.2, which was -1.65 lower than the previous day. The implied volatity was 20.68, the open interest changed by -46 which decreased total open position to 732
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 9.85, which was 7.35 higher than the previous day. The implied volatity was 23.30, the open interest changed by 568 which increased total open position to 780
On 29 Nov GRASIM was trading at 2606.25. The strike last trading price was 2.5, which was 0.60 higher than the previous day. The implied volatity was 21.07, the open interest changed by 181 which increased total open position to 212
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 1.9, which was -3.10 lower than the previous day. The implied volatity was 20.72, the open interest changed by 1 which increased total open position to 31
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 22.39, the open interest changed by 12 which increased total open position to 12
| GRASIM 26DEC2024 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2488.70 | 400 | 194.00 | - | 2 | 0 | 14 |
| 19 Dec | 2539.05 | 206 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2594.15 | 206 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2599.70 | 206 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 2685.15 | 206 | 22.75 | - | 4 | -1 | 12 |
| 13 Dec | 2692.70 | 183.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2660.05 | 183.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2670.75 | 183.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2655.30 | 183.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2681.40 | 183.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2701.90 | 183.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2706.80 | 183.25 | 0.00 | 0.00 | 0 | 5 | 0 |
| 4 Dec | 2717.30 | 183.25 | 3.00 | 23.91 | 8 | 6 | 14 |
| 3 Dec | 2714.00 | 180.25 | -106.75 | 19.59 | 4 | 1 | 6 |
| 2 Dec | 2693.55 | 287 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2606.25 | 287 | 0.00 | 0.00 | 0 | 5 | 0 |
| 28 Nov | 2570.45 | 287 | 62.70 | - | 5 | 2 | 2 |
| 26 Nov | 2617.20 | 224.3 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2900 expiring on 26DEC2024
Delta for 2900 PE is -
Historical price for 2900 PE is as follows
On 20 Dec GRASIM was trading at 2488.70. The strike last trading price was 400, which was 194.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Dec GRASIM was trading at 2539.05. The strike last trading price was 206, 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 206, 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 206, 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 16 Dec GRASIM was trading at 2685.15. The strike last trading price was 206, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 13 Dec GRASIM was trading at 2692.70. The strike last trading price was 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 5 Dec GRASIM was trading at 2706.80. The strike last trading price was 183.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 4 Dec GRASIM was trading at 2717.30. The strike last trading price was 183.25, which was 3.00 higher than the previous day. The implied volatity was 23.91, the open interest changed by 6 which increased total open position to 14
On 3 Dec GRASIM was trading at 2714.00. The strike last trading price was 180.25, which was -106.75 lower than the previous day. The implied volatity was 19.59, the open interest changed by 1 which increased total open position to 6
On 2 Dec GRASIM was trading at 2693.55. The strike last trading price was 287, 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 287, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Nov GRASIM was trading at 2570.45. The strike last trading price was 287, which was 62.70 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 26 Nov GRASIM was trading at 2617.20. The strike last trading price was 224.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
