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Related Pages for GRASIM
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GRASIM
Grasim Industries Ltd
2523.95 21.05 (0.84%)

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Historical option data for GRASIM

14 Nov 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GRASIM 28NOV2024 3040 CE
Delta: 0.01
Vega: 0.09
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 0.4 0.00 37.49 1.048 0 82.809
13 Nov 2502.90 0.4 -0.25 35.45 1.048 0 82.809
8 Nov 2544.85 0.65 -0.50 31.44 7.862 0 82.809
7 Nov 2562.70 1.15 -0.50 31.67 19.916 0 82.809
6 Nov 2645.95 1.65 -0.45 27.19 8.386 -2.621 82.809
5 Nov 2650.95 2.1 -0.40 27.40 62.369 50.314 85.43
4 Nov 2590.60 2.5 -3.50 31.40 57.652 17.296 35.639
1 Nov 2698.90 6 0.75 27.00 4.717 3.669 18.344
31 Oct 2695.85 5.25 -0.70 - 1.048 0 14.675
30 Oct 2672.55 5.95 - 16.771 14.675 14.675

For Grasim Industries Ltd - strike price 3040 expiring on 28NOV2024

Delta for 3040 CE is 0.01

Historical price for 3040 CE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 158


On 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 35.45, the open interest changed by 0 which decreased total open position to 158


On 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 31.44, the open interest changed by 0 which decreased total open position to 158


On 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 158


On 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 27.19, the open interest changed by -5 which decreased total open position to 158


On 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 27.40, the open interest changed by 96 which increased total open position to 163


On 4 Nov GRASIM was trading at 2590.60. The strike last trading price was 2.5, which was -3.50 lower than the previous day. The implied volatity was 31.40, the open interest changed by 33 which increased total open position to 68


On 1 Nov GRASIM was trading at 2698.90. The strike last trading price was 6, which was 0.75 higher than the previous day. The implied volatity was 27.00, the open interest changed by 7 which increased total open position to 35


On 31 Oct GRASIM was trading at 2695.85. The strike last trading price was 5.25, which was -0.70 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 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GRASIM 28NOV2024 3040 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2523.95 357.8 0.00 - 0 0 0
13 Nov 2502.90 357.8 0.00 - 0 0 0
8 Nov 2544.85 357.8 0.00 - 0 0 0
7 Nov 2562.70 357.8 0.00 - 0 0 0
6 Nov 2645.95 357.8 0.00 - 0 0 0
5 Nov 2650.95 357.8 0.00 - 0 0 0
4 Nov 2590.60 357.8 0.00 - 0 0 0
1 Nov 2698.90 357.8 0.00 - 0 0 0
31 Oct 2695.85 357.8 0.00 - 0 0 0
30 Oct 2672.55 357.8 - 0 0 0

For Grasim Industries Ltd - strike price 3040 expiring on 28NOV2024

Delta for 3040 PE is -

Historical price for 3040 PE is as follows

On 14 Nov GRASIM was trading at 2523.95. The strike last trading price was 357.8, 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 13 Nov GRASIM was trading at 2502.90. The strike last trading price was 357.8, 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 8 Nov GRASIM was trading at 2544.85. The strike last trading price was 357.8, 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 7 Nov GRASIM was trading at 2562.70. The strike last trading price was 357.8, 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 6 Nov GRASIM was trading at 2645.95. The strike last trading price was 357.8, 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 5 Nov GRASIM was trading at 2650.95. The strike last trading price was 357.8, 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 357.8, 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 357.8, 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 357.8, 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 30 Oct GRASIM was trading at 2672.55. The strike last trading price was 357.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to