GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Nov 2024 04:12 PM IST
GRASIM 28NOV2024 3040 CE | ||||||||||
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Delta: 0.00
Vega: 0.01
Theta: -0.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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21 Nov | 2534.85 | 0.05 | -0.05 | 42.84 | 4.717 | -0.524 | 82.285 | |||
20 Nov | 2508.15 | 0.1 | 0.00 | 42.13 | 1.048 | 0 | 82.809 | |||
19 Nov | 2508.15 | 0.1 | -0.30 | 42.13 | 1.048 | 0 | 82.809 | |||
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 0.00
Historical price for 3040 CE is as follows
On 21 Nov GRASIM was trading at 2534.85. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 42.84, the open interest changed by -1 which decreased total open position to 157
On 20 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 42.13, the open interest changed by 0 which decreased total open position to 158
On 19 Nov GRASIM was trading at 2508.15. The strike last trading price was 0.1, which was -0.30 lower than the previous day. The implied volatity was 42.13, the open interest changed by 0 which decreased total open position to 158
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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 2534.85 | 357.8 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 2508.15 | 357.8 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 2508.15 | 357.8 | 0.00 | - | 0 | 0 | 0 |
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 21 Nov GRASIM was trading at 2534.85. 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 20 Nov GRASIM was trading at 2508.15. 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 19 Nov GRASIM was trading at 2508.15. 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 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