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Related Pages for GRASIM
[--[65.84.65.76]--]
GRASIM
Grasim Industries Ltd
2488.7 -50.35 (-1.98%)

Option Chain for GRASIM

20 Dec 2024 04:12 PM IST

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

Call
Put

Lot Size : 250
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 427.90 0.00 2300 0.00 0.75 30.86 15 0 84 -0.02
- 0 0 0 - 481.75 0.00 2320 0.00 14.05 14.08 0 0 0 -0.00
- 0 0 0 - 391.25 0.00 2340 0.00 1.00 0.00 0 0 0 0.00
- 0 0 0 - 446.85 0.00 2360 0.00 18.45 11.39 0 0 0 -0.00
- 0 0 0 - 355.65 0.00 2380 0.00 13.35 9.27 0 0 0 -0.00
0.68 170 0 3 69.42 140.15 -3.00 2400 0.25 3.00 22.14 849 -48 459 -0.09
0.00 0 7 0 0.00 122.35 0.00 2420 1.00 4.75 21.15 279 58 84 -0.14
0.00 0 5 0 0.00 103.60 0.00 2440 2.60 7.80 20.54 701 49 154 -0.21
0.68 12 9 30 22.84 47.55 -38.20 2460 3.70 11.05 18.70 734 -54 160 -0.29
0.57 40 36 65 21.63 33.80 -33.90 2480 9.15 18.80 19.12 840 24 154 -0.42
0.46 175 104 380 20.56 22.35 -33.30 2500 11.90 27.15 17.95 1,552 -80 308 -0.55
0.34 153 55 580 20.75 14.85 -27.25 2520 16.60 38.30 16.73 1,102 -44 146 -0.70
0.24 212 30 1,300 20.35 8.85 -21.65 2540 22.75 53.20 16.35 555 -76 307 -0.82
0.16 258 10 1,314 20.76 5.45 -16.55 2560 27.60 68.60 11.94 382 3 315 -0.96
0.10 188 -16 1,243 21.32 3.35 -11.65 2580 36.50 91.50 21.64 81 0 282 -0.89
0.07 809 100 2,610 22.53 2.30 -8.00 2600 35.75 104.80 - 79 -8 530 -
0.05 366 4 927 23.99 1.70 -5.30 2620 46.25 133.00 31.16 5 -1 428 -0.89
0.03 1,003 -13 942 24.32 1.00 -4.05 2640 42.85 147.00 - 8 -2 335 -
0.03 333 -30 675 27.56 1.15 -2.80 2660 12.75 142.35 - 2 0 193 -
0.03 925 -15 511 29.19 0.95 -2.25 2680 34.75 176.25 - 2 0 322 -
0.03 1,660 -55 902 32.42 1.10 -1.65 2700 52.00 210.00 36.80 11 -7 400 -0.95
0.03 1,020 108 636 34.61 1.05 -1.45 2720 -0.45 185.50 - 1 0 182 -
0.02 370 -38 260 36.44 0.95 -1.10 2740 34.00 240.00 - 3 1 71 -
0.02 132 -41 130 38.46 0.90 -1.00 2760 55.15 230.00 - 2 0 42 -
0.02 245 -18 46 40.74 0.90 -0.85 2780 71.35 239.85 - 6 3 22 -
0.02 840 -134 493 41.87 0.75 -0.75 2800 35.50 280.50 - 1 0 106 -
0.02 187 -43 162 44.44 0.80 -0.60 2820 0.00 131.85 0.00 0 0 0 0.00
0.02 112 -7 44 47.17 1.00 -0.40 2840 0.00 154.15 0.00 0 0 0 0.00
0.03 86 -1 12 53.96 1.60 0.10 2860 0.00 169.30 0.00 0 0 0 0.00
0.01 141 -15 31 49.93 0.80 -0.40 2880 0.00 156.60 0.00 0 0 0 0.00
0.01 330 -38 97 52.43 0.75 -0.40 2900 194.00 400.00 - 2 0 14 -
- 130 0 1 - 1.00 0.00 2920 0.00 222.65 - 0 0 0 -
0.00 0 0 0 0.00 2.95 0.00 2940 0.00 254.35 - 0 0 0 -
- 106 -3 11 - 0.65 0.25 2960 0.00 248.85 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2980 0.00 0.00 0.00 0 0 0 0.00
- 297 -9 150 - 0.15 -0.10 3000 0.00 276.40 - 0 0 0 -
10,300 5,098
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.