GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.25
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2523.95 | 1.25 | -0.45 | 32.51 | 110.063 | -0.524 | 187.631 | |||
| 13 Nov | 2502.90 | 1.7 | 0.10 | 33.24 | 132.6 | -12.579 | 188.155 | |||
| 12 Nov | 2521.20 | 1.6 | -0.35 | 32.95 | 40.356 | 0.524 | 201.258 | |||
| 11 Nov | 2519.50 | 1.95 | -0.40 | 33.04 | 59.748 | -14.675 | 200.734 | |||
| 8 Nov | 2544.85 | 2.35 | -0.15 | 29.26 | 155.66 | -37.212 | 219.078 | |||
| 7 Nov | 2562.70 | 2.5 | -3.45 | 27.07 | 362.683 | 15.199 | 255.765 | |||
| 6 Nov | 2645.95 | 5.95 | -1.30 | 24.67 | 248.428 | 14.151 | 242.138 | |||
| 5 Nov | 2650.95 | 7.25 | 0.95 | 24.47 | 317.086 | -0.524 | 231.132 | |||
| 4 Nov | 2590.60 | 6.3 | -11.75 | 28.18 | 516.771 | 9.434 | 230.608 | |||
| 1 Nov | 2698.90 | 18.05 | -0.95 | 25.12 | 103.774 | 26.73 | 222.222 | |||
| 31 Oct | 2695.85 | 19 | 2.95 | - | 213.836 | 45.597 | 196.541 | |||
| 30 Oct | 2672.55 | 16.05 | -1.90 | - | 480.608 | 47.17 | 150.943 | |||
| 29 Oct | 2686.00 | 17.95 | 4.70 | - | 70.755 | 35.115 | 104.298 | |||
| 28 Oct | 2646.95 | 13.25 | -1.25 | - | 11.53 | 3.669 | 69.182 | |||
| 25 Oct | 2615.20 | 14.5 | -5.50 | - | 17.82 | 2.621 | 65.514 | |||
| 24 Oct | 2666.70 | 20 | 4.20 | - | 51.887 | 31.447 | 62.893 | |||
| 23 Oct | 2633.20 | 15.8 | -2.10 | - | 2.621 | 0 | 31.447 | |||
| 22 Oct | 2655.35 | 17.9 | -10.10 | - | 24.109 | 4.717 | 29.874 | |||
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| 21 Oct | 2718.25 | 28 | -14.80 | - | 7.862 | 3.145 | 24.633 | |||
| 18 Oct | 2760.95 | 42.8 | 10.80 | - | 10.482 | 1.048 | 17.82 | |||
| 17 Oct | 2705.85 | 32 | -16.00 | - | 11.53 | 6.289 | 16.247 | |||
| 16 Oct | 2764.10 | 48 | 14.05 | - | 11.006 | 4.193 | 9.958 | |||
| 15 Oct | 2735.80 | 33.95 | -7.05 | - | 7.338 | 1.572 | 5.241 | |||
| 14 Oct | 2726.90 | 41 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2722.45 | 41 | -20.80 | - | 2.621 | 1.572 | 2.621 | |||
| 9 Oct | 2715.75 | 61.8 | 0.00 | - | 0 | 0 | 1.048 | |||
| 4 Oct | 2745.10 | 61.8 | 0.00 | - | 0 | 0.524 | 0 | |||
| 3 Oct | 2766.15 | 61.8 | -31.00 | - | 1.572 | 0.524 | 1.048 | |||
| 1 Oct | 2801.15 | 92.8 | - | 0 | 0.524 | 0 | ||||
For Grasim Industries Ltd - strike price 2900 expiring on 28NOV2024
Delta for 2900 CE is 0.02
Historical price for 2900 CE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 32.51, the open interest changed by -1 which decreased total open position to 358
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 33.24, the open interest changed by -24 which decreased total open position to 359
On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 32.95, the open interest changed by 1 which increased total open position to 384
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 1.95, which was -0.40 lower than the previous day. The implied volatity was 33.04, the open interest changed by -28 which decreased total open position to 383
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 29.26, the open interest changed by -71 which decreased total open position to 418
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 2.5, which was -3.45 lower than the previous day. The implied volatity was 27.07, the open interest changed by 29 which increased total open position to 488
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 5.95, which was -1.30 lower than the previous day. The implied volatity was 24.67, the open interest changed by 27 which increased total open position to 462
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 7.25, which was 0.95 higher than the previous day. The implied volatity was 24.47, the open interest changed by -1 which decreased total open position to 441
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 6.3, which was -11.75 lower than the previous day. The implied volatity was 28.18, the open interest changed by 18 which increased total open position to 440
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 18.05, which was -0.95 lower than the previous day. The implied volatity was 25.12, the open interest changed by 51 which increased total open position to 424
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 19, which was 2.95 higher 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 16.05, which was -1.90 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 17.95, which was 4.70 higher 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 13.25, which was -1.25 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 14.5, which was -5.50 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 20, which was 4.20 higher 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 15.8, which was -2.10 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 17.9, which was -10.10 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 28, which was -14.80 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 42.8, which was 10.80 higher 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 32, which was -16.00 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 48, which was 14.05 higher 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 33.95, which was -7.05 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 41, 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 41, which was -20.80 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 61.8, 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 61.8, 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 61.8, which was -31.00 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 92.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 14 Nov | 2523.95 | 305 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2502.90 | 305 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2521.20 | 305 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2519.50 | 305 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2544.85 | 305 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 2562.70 | 305 | 13.95 | - | 0.524 | 0 | 44.549 |
| 6 Nov | 2645.95 | 291.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 291.05 | 0.00 | 0.00 | 0 | 0.524 | 0 |
| 4 Nov | 2590.60 | 291.05 | 61.20 | 22.65 | 0.524 | 0 | 44.025 |
| 1 Nov | 2698.90 | 229.85 | 33.00 | 40.30 | 0.524 | 0 | 44.549 |
| 31 Oct | 2695.85 | 196.85 | -12.10 | - | 1.048 | 0.524 | 44.025 |
| 30 Oct | 2672.55 | 208.95 | 13.15 | - | 43.501 | 40.881 | 40.881 |
| 29 Oct | 2686.00 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2655.35 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2718.25 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2760.95 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2705.85 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2764.10 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2735.80 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2726.90 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2722.45 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2715.75 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2745.10 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2766.15 | 195.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2801.15 | 195.8 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2900 expiring on 28NOV2024
Delta for 2900 PE is 0.00
Historical price for 2900 PE is as follows
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 305, 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 Nov GRASIM was trading at 2502.90. The strike last trading price was 305, 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 Nov GRASIM was trading at 2521.20. The strike last trading price was 305, 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 305, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 305, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 305, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 291.05, 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 Nov GRASIM was trading at 2650.95. The strike last trading price was 291.05, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 291.05, which was 61.20 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 84
On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 229.85, which was 33.00 higher than the previous day. The implied volatity was 40.30, the open interest changed by 0 which decreased total open position to 85
On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 196.85, which was -12.10 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 208.95, which was 13.15 higher 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, 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 195.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
