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Related Pages for GRASIM
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GRASIM
Grasim Industries Ltd
2534.85 26.70 (1.06%)

Option Chain for GRASIM

21 Nov 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 477
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 524.85 0.00 2200 -0.05 0.55 44.70 15.723 -7 399 -0.01
0.00 0 0 0 0.00 0.00 0.00 2220 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 488.75 0.00 2240 0.00 0.40 38.08 0.524 0 63 -0.01
- 0 0 0 - 518.20 0.00 2260 -0.15 1.05 40.81 1.048 1 166 -0.02
- 0 0 0 - 453.45 0.00 2280 -0.80 0.75 36.23 18.344 -2 309 -0.02
- 0 0 0 - 480.55 0.00 2300 -0.80 1.25 36.45 101.677 -10 445 -0.03
- 0 0 0 - 419.15 0.00 2320 -0.75 1.90 36.29 20.964 14 152 -0.04
- 0 0 0 - 443.60 0.00 2340 -0.50 3.10 36.85 17.82 -14 88 -0.06
0.00 0 0 0 0.00 166.90 0.00 2360 -2.35 2.40 31.92 93.816 -7 250 -0.05
0.85 6 0 1.572 44.97 167.15 13.30 2380 -2.90 3.50 31.43 50.314 -9 158 -0.07
0.95 15 -2 4.717 24.15 136.55 -11.55 2400 -4.10 4.40 29.86 489.518 -14 724 -0.09
0.83 3 -1 1.572 36.49 126.95 11.70 2420 -5.85 5.20 27.70 261.53 -39 129 -0.11
0.81 25 0 3.145 32.63 107.30 27.40 2440 -7.45 6.75 26.17 236.897 -8 317 -0.14
0.77 24 1 9.434 30.16 89.30 24.05 2460 -10.70 9.15 24.97 411.426 4 1,114 -0.19
0.73 227 -13 253.145 26.04 69.95 18.20 2480 -12.90 12.95 24.23 1,114.78 -52 383 -0.25
0.67 1,016 -84 1,145.702 24.16 53.90 14.40 2500 -16.90 17.60 23.13 1,617.925 164 1,452 -0.33
0.58 599 10 748.952 23.09 40.25 10.85 2520 -19.85 23.65 21.94 1,010.482 90 568 -0.42
0.48 537 -149 1,875.262 22.45 29.00 8.20 2540 -23.10 32.00 21.06 1,132.075 98 342 -0.52
0.38 1,745 -30 2,300.314 21.63 19.55 5.70 2560 -25.05 42.95 20.51 724.843 40 539 -0.63
0.27 382 21 924.004 20.42 11.75 2.55 2580 -28.30 55.00 19.01 109.539 -45 163 -0.74
0.20 1,215 -124 1,453.878 21.40 8.30 2.50 2600 -30.25 70.75 18.87 84.906 -14 404 -0.83
0.13 380 -88 953.878 20.79 4.65 0.90 2620 -31.00 87.00 17.00 11.53 3 96 -0.92
0.09 804 22 667.191 22.00 3.35 1.10 2640 -21.00 105.00 13.51 21.488 0 173 -0.98
0.07 1,002 80 513.627 22.97 2.35 0.70 2660 -10.45 121.00 - 4.193 2 113 -
0.05 304 -20 187.107 24.44 1.85 0.45 2680 -16.80 127.05 - 2.621 0 102 -
0.04 1,574 -77 325.472 25.61 1.40 0.30 2700 -45.00 155.00 - 9.958 -2 150 -
0.03 254 -13 11.006 26.45 1.00 0.00 2720 0.00 156.35 0.00 0 0 0 0.00
0.02 266 -2 12.055 27.71 0.80 -0.15 2740 0.00 207.05 0.00 0 0 0 0.00
0.03 134 -9 12.055 32.06 1.30 0.60 2760 0.00 182.60 0.00 0 0 0 0.00
0.00 0 6 0 0.00 0.85 0.00 2780 0.00 212.90 0.00 0 0 0 0.00
0.02 438 -14 26.73 33.78 0.75 0.05 2800 -25.65 254.35 - 0.524 0 31 -
0.01 88 0 2.096 30.33 0.20 -0.50 2820 0.00 146.95 - 0 0 0 -
0.01 47 -2 2.096 33.43 0.30 -0.70 2840 0.00 243.00 0.00 0 0 0 0.00
0.01 75 0 0.524 33.53 0.20 -0.15 2860 0.00 170.45 - 0 0 0 -
0.01 77 -3 2.621 41.77 0.75 0.40 2880 0.00 240.75 - 0 0 0 -
0.01 392 -14 13.627 40.91 0.45 -0.05 2900 0.00 305.00 0.00 0 0 0 0.00
0.00 0 0 0 24.60 76.85 0.00 2920 0.00 270.00 0.00 0 0 0 0.00
0.01 51 -3 3.145 41.07 0.25 -0.05 2940 0.00 222.90 0.00 0 0 0 0.00
0.00 0 0 0 26.61 66.25 0.00 2960 0.00 296.80 - 0 0 0 -
0.00 0 0 0 0.00 54.75 0.00 2980 0.00 251.55 0.00 0 0 0 0.00
0.00 143 -7 6.289 46.56 0.25 0.10 3000 0.00 522.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 45.55 0.00 3020 0.00 281.90 0.00 0 0 0 0.00
0.00 157 -1 4.717 42.84 0.05 -0.05 3040 0.00 357.80 - 0 0 0 -
11,980 8,830
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.