GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 2940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2534.85 | 0.25 | -0.05 | 41.07 | 3.145 | -1.572 | 26.73 | |||
| 20 Nov | 2508.15 | 0.3 | 0.00 | 39.71 | 1.572 | 0 | 28.302 | |||
| 19 Nov | 2508.15 | 0.3 | -0.25 | 39.71 | 1.572 | 0 | 28.302 | |||
| 18 Nov | 2517.15 | 0.55 | -0.90 | 36.70 | 3.145 | 1.572 | 29.874 | |||
| 14 Nov | 2523.95 | 1.45 | -0.55 | 36.23 | 11.006 | 1.572 | 27.778 | |||
| 13 Nov | 2502.90 | 2 | 0.00 | 0.00 | 0 | 2.621 | 0 | |||
| 12 Nov | 2521.20 | 2 | 0.40 | 36.94 | 2.621 | 2.096 | 27.254 | |||
| 11 Nov | 2519.50 | 1.6 | 0.10 | 34.63 | 3.669 | 1.048 | 24.109 | |||
| 8 Nov | 2544.85 | 1.5 | -0.50 | 29.38 | 1.572 | -0.524 | 23.585 | |||
| 7 Nov | 2562.70 | 2 | -1.75 | 28.51 | 29.874 | -16.247 | 24.109 | |||
| 6 Nov | 2645.95 | 3.75 | -1.15 | 24.94 | 42.977 | 28.302 | 41.929 | |||
| 5 Nov | 2650.95 | 4.9 | 0.40 | 25.45 | 30.398 | 13.103 | 13.627 | |||
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| 4 Nov | 2590.60 | 4.5 | -61.05 | 28.75 | 0.524 | 0 | 0 | |||
| 1 Nov | 2698.90 | 65.55 | 0.00 | 7.11 | 0 | 0 | 0 | |||
| 31 Oct | 2695.85 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2672.55 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2686.00 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2646.95 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2615.20 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2666.70 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2633.20 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2655.35 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2726.90 | 65.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2745.10 | 65.55 | - | 0 | 0 | 0 | ||||
For Grasim Industries Ltd - strike price 2940 expiring on 28NOV2024
Delta for 2940 CE is 0.01
Historical price for 2940 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 41.07, the open interest changed by -3 which decreased total open position to 51
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.71, the open interest changed by 0 which decreased total open position to 54
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 39.71, the open interest changed by 0 which decreased total open position to 54
On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 0.55, which was -0.90 lower than the previous day. The implied volatity was 36.70, the open interest changed by 3 which increased total open position to 57
On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 36.23, the open interest changed by 3 which increased total open position to 53
On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 2, 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 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was 36.94, the open interest changed by 4 which increased total open position to 52
On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 34.63, the open interest changed by 2 which increased total open position to 46
On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 29.38, the open interest changed by -1 which decreased total open position to 45
On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 2, which was -1.75 lower than the previous day. The implied volatity was 28.51, the open interest changed by -31 which decreased total open position to 46
On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 3.75, which was -1.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by 54 which increased total open position to 80
On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 4.9, which was 0.40 higher than the previous day. The implied volatity was 25.45, the open interest changed by 25 which increased total open position to 26
On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 4.5, which was -61.05 lower than the previous day. The implied volatity was 28.75, 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 65.55, which was 0.00 lower than the previous day. The implied volatity was 7.11, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GRASIM 28NOV2024 2940 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 |
| 21 Nov | 2534.85 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 2508.15 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2508.15 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 2517.15 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2523.95 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2502.90 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2521.20 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2519.50 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2544.85 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 2562.70 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 2645.95 | 222.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2650.95 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2590.60 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 2698.90 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 2695.85 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2672.55 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2686.00 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2646.95 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2615.20 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2666.70 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2633.20 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2655.35 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2726.90 | 222.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2745.10 | 222.9 | - | 0 | 0 | 0 | |
For Grasim Industries Ltd - strike price 2940 expiring on 28NOV2024
Delta for 2940 PE is 0.00
Historical price for 2940 PE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 222.9, 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 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 222.9, 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 Nov GRASIM was trading at 2508.15. The strike last trading price was 222.9, 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 Nov GRASIM was trading at 2517.15. The strike last trading price was 222.9, 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 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, 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 Nov GRASIM was trading at 2645.95. The strike last trading price was 222.9, 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 222.9, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 222.9, 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 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 222.9, 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 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, 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 222.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
