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Related Pages for GRASIM
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GRASIM
Grasim Industries Ltd
2512.05 9.15 (0.37%)

Option Chain for GRASIM

14 Nov 2024 09:22 AM 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 -0.90 3.00 39.27 6.289 -2 399 -0.04
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 4.55 0.00 0 33 0 0.00
- 0 0 0 - 518.20 518.20 2260 4.05 4.05 13.90 0 0 0 -0.00
- 0 0 0 - 453.45 0.00 2280 -0.15 6.35 36.14 6.813 0 320 -0.08
- 0 0 0 - 480.55 0.00 2300 -1.15 6.95 34.48 45.073 10 217 -0.09
- 0 0 0 - 419.15 0.00 2320 0.00 10.00 0.00 0 39 0 0.00
- 0 0 0 - 443.60 0.00 2340 2.25 11.10 33.82 9.958 2 23 -0.13
0.00 0 0 0 0.00 166.90 0.00 2360 -2.40 11.90 31.79 47.17 18 328 -0.14
0.00 0 1 0 0.00 135.40 0.00 2380 0.20 16.60 32.73 24.109 11 113 -0.18
0.92 26 0 0.524 17.35 121.00 -3.80 2400 -2.65 18.00 30.66 92.767 19 1,095 -0.20
0.00 0 3 0 0.00 101.45 0.00 2420 -1.10 23.10 30.82 26.73 10 157 -0.25
0.79 30 1 1.048 20.36 90.35 -2.45 2440 -3.00 26.50 29.43 29.35 1 111 -0.28
0.70 17 -1 3.669 23.02 79.95 -5.05 2460 -0.60 33.10 29.46 60.273 17 369 -0.33
0.65 213 3 13.103 21.90 64.80 -6.90 2480 -0.80 40.20 29.21 43.501 22 190 -0.38
0.57 1,042 32 70.231 25.19 59.35 -2.25 2500 -1.35 47.20 28.37 77.568 15 1,364 -0.44
0.50 247 17 85.954 24.03 46.75 -4.15 2520 -1.45 57.10 28.46 28.302 -3 209 -0.49
0.44 320 12 50.839 24.83 39.30 -0.70 2540 3.70 73.10 31.10 9.434 -4 117 -0.54
0.37 908 5 45.597 24.12 30.20 -1.80 2560 -14.65 66.45 21.35 1.572 0 411 -0.64
0.32 320 3 25.681 24.41 24.20 -3.00 2580 0.00 93.95 0.00 0 -18 0 0.00
0.26 1,418 19 114.78 24.47 18.85 -0.35 2600 0.00 106.00 0.00 0 -334 0 0.00
0.22 333 -1 21.488 24.77 14.85 0.15 2620 -9.50 125.80 31.05 4.717 3 103 -0.73
0.17 732 13 39.832 24.79 11.25 0.05 2640 -8.15 141.85 31.53 6.289 10 188 -0.77
0.14 899 4 22.013 25.43 9.10 0.60 2660 0.00 170.00 0.00 0 1 0 0.00
0.12 205 -2 12.055 25.90 7.20 0.90 2680 0.00 180.30 0.00 0 0 0 0.00
0.10 1,839 12 71.279 26.89 6.15 0.15 2700 0.00 205.00 0.00 0 -5 0 0.00
0.08 156 0 8.386 27.02 4.65 -0.15 2720 0.00 156.35 0.00 0 0 0 0.00
0.07 194 1 2.621 28.21 4.15 -0.05 2740 0.00 207.05 0.00 0 0 0 0.00
0.05 151 0 4.717 28.26 3.10 -0.35 2760 0.00 182.60 0.00 0 0 0 0.00
0.00 0 29 0 0.00 2.70 0.00 2780 0.00 212.90 0.00 0 0 0 0.00
0.04 516 4 11.006 30.33 2.45 0.00 2800 0.00 251.25 0.00 0 0 0 0.00
0.00 0 -32 0 0.00 2.05 0.00 2820 0.00 146.95 - 0 0 0 -
0.00 0 -10 0 0.00 2.05 0.00 2840 0.00 243.00 0.00 0 0 0 0.00
0.00 0 -5 0 0.00 1.05 0.00 2860 0.00 170.45 - 0 0 0 -
0.00 0 0 0 0.00 1.80 0.00 2880 0.00 240.75 - 0 0 0 -
0.02 359 0 2.096 36.42 1.55 -0.15 2900 0.00 305.00 0.00 0 0 0 0.00
0.00 0 0 0 18.26 76.85 0.00 2920 0.00 270.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.00 0.00 2940 0.00 222.90 0.00 0 0 0 0.00
0.00 0 0 0 20.46 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
0.02 194 0 3.145 42.27 1.50 0.50 3000 0.00 522.00 0.00 0 -1 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
0.01 158 0 1.048 38.75 0.40 0.00 3040 0.00 357.80 - 0 0 0 -
10,277 5,714
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.