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

2534.85 26.70 (1.06%)

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Historical option data for GRASIM

21 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 3000 CE
Delta: 0.00
Vega: 0.05
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 0.25 0.10 46.56 6.289 -3.669 74.948
20 Nov 2508.15 0.15 0.00 41.29 24.109 -8.386 78.616
19 Nov 2508.15 0.15 -0.05 41.29 24.109 -8.386 78.616
18 Nov 2517.15 0.2 -0.45 39.52 35.639 -25.157 88.05
14 Nov 2523.95 0.65 -0.35 36.13 44.025 19.916 121.593
13 Nov 2502.90 1 -0.80 37.21 1.048 -0.524 102.201
12 Nov 2521.20 1.8 0.30 40.32 7.338 4.193 102.725
11 Nov 2519.50 1.5 0.15 38.08 14.151 -1.048 98.532
8 Nov 2544.85 1.35 -0.10 32.60 26.205 0 100.105
7 Nov 2562.70 1.45 -0.85 30.52 105.346 -9.958 100.105
6 Nov 2645.95 2.3 -0.55 26.36 98.008 7.338 112.159
5 Nov 2650.95 2.85 -0.50 26.46 91.719 -13.103 106.918
4 Nov 2590.60 3.35 -4.75 30.72 312.893 33.543 119.497
1 Nov 2698.90 8.1 -0.65 26.35 90.671 28.302 85.954
31 Oct 2695.85 8.75 1.45 - 56.604 32.495 56.604
30 Oct 2672.55 7.3 -1.70 - 53.459 18.344 24.109
29 Oct 2686.00 9 2.55 - 0.524 0 5.241
28 Oct 2646.95 6.45 0.05 - 2.096 0 5.241
25 Oct 2615.20 6.4 -4.30 - 1.048 0 5.241
24 Oct 2666.70 10.7 -1.30 - 3.669 2.621 5.241
23 Oct 2633.20 12 5.00 - 0.524 0 2.096
22 Oct 2655.35 7 -3.00 - 0.524 0 2.096
14 Oct 2726.90 10 -20.00 - 1.048 0.524 2.096
4 Oct 2745.10 30 10.00 - 1.048 0 1.048
26 Sept 2745.85 20 - 1.048 0.524 0.524


For Grasim Industries Ltd - strike price 3000 expiring on 28NOV2024

Delta for 3000 CE is 0.00

Historical price for 3000 CE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 46.56, the open interest changed by -7 which decreased total open position to 143


On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 41.29, the open interest changed by -16 which decreased total open position to 150


On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.29, the open interest changed by -16 which decreased total open position to 150


On 18 Nov GRASIM was trading at 2517.15. The strike last trading price was 0.2, which was -0.45 lower than the previous day. The implied volatity was 39.52, the open interest changed by -48 which decreased total open position to 168


On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 36.13, the open interest changed by 38 which increased total open position to 232


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 37.21, the open interest changed by -1 which decreased total open position to 195


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 40.32, the open interest changed by 8 which increased total open position to 196


On 11 Nov GRASIM was trading at 2519.50. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 38.08, the open interest changed by -2 which decreased total open position to 188


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 32.60, the open interest changed by 0 which decreased total open position to 191


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 30.52, the open interest changed by -19 which decreased total open position to 191


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 26.36, the open interest changed by 14 which increased total open position to 214


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 2.85, which was -0.50 lower than the previous day. The implied volatity was 26.46, the open interest changed by -25 which decreased total open position to 204


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 3.35, which was -4.75 lower than the previous day. The implied volatity was 30.72, the open interest changed by 64 which increased total open position to 228


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 8.1, which was -0.65 lower than the previous day. The implied volatity was 26.35, the open interest changed by 54 which increased total open position to 164


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 8.75, which was 1.45 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 7.3, which was -1.70 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 9, which was 2.55 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 6.45, which was 0.05 higher 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 6.4, which was -4.30 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 10.7, which was -1.30 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 12, which was 5.00 higher 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 7, which was -3.00 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 10, which was -20.00 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 30, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 3000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2534.85 522 0.00 0.00 0 0 0
20 Nov 2508.15 522 0.00 0.00 0 0 0
19 Nov 2508.15 522 0.00 0.00 0 0 0
18 Nov 2517.15 522 0.00 0.00 0 0 0
14 Nov 2523.95 522 0.00 0.00 0 -0.524 0
13 Nov 2502.90 522 202.00 89.96 0.524 0 2.096
12 Nov 2521.20 320 0.00 0.00 0 0 0
11 Nov 2519.50 320 0.00 0.00 0 0 0
8 Nov 2544.85 320 0.00 0.00 0 0 0
7 Nov 2562.70 320 0.00 0.00 0 0 0
6 Nov 2645.95 320 0.00 0.00 0 0 0
5 Nov 2650.95 320 0.00 0.00 0 0 0
4 Nov 2590.60 320 0.00 0.00 0 0 0
1 Nov 2698.90 320 0.00 0.00 0 0 0
31 Oct 2695.85 320 0.00 - 0 0 0
30 Oct 2672.55 320 0.00 - 0 1.048 0
29 Oct 2686.00 320 0.00 - 1.048 0 1.048
28 Oct 2646.95 320 0.00 - 0 0 0
25 Oct 2615.20 320 0.00 - 0 0 0
24 Oct 2666.70 320 0.00 - 0 0 0
23 Oct 2633.20 320 0.00 - 0 0.524 0
22 Oct 2655.35 320 10.00 - 0.524 0 0.524
14 Oct 2726.90 310 0.00 - 0 0 0
4 Oct 2745.10 310 0.00 - 0 0 0
26 Sept 2745.85 310 - 0.524 0 0


For Grasim Industries Ltd - strike price 3000 expiring on 28NOV2024

Delta for 3000 PE is 0.00

Historical price for 3000 PE is as follows

On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 522, 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 522, 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 522, 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 522, 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 522, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 522, which was 202.00 higher than the previous day. The implied volatity was 89.96, the open interest changed by 0 which decreased total open position to 4


On 12 Nov GRASIM was trading at 2521.20. The strike last trading price was 320, 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 320, 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 320, 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 320, 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 320, 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 320, 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 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 320, 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 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 320, 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 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 320, 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 320, 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 320, 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 320, 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 320, 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 320, 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 320, 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 320, which was 10.00 higher 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 310, 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 310, 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 26 Sept GRASIM was trading at 2745.85. The strike last trading price was 310, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to