GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
14 Nov 2024 04:12 PM IST
| GRASIM 28NOV2024 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.14
Theta: -0.19
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 0.01
Historical price for 3000 CE is as follows
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 |
| 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 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
