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

2523.95 21.05 (0.84%)

Back to Option Chain


Historical option data for GRASIM

14 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 2940 CE
Delta: 0.02
Vega: 0.26
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.02

Historical price for 2940 CE is as follows

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
Date Close Ltp Change IV Volume Change OI OI
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 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