GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
17 Aug 2025 12:56 AM IST
| GRASIM 30SEP2025 2700 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 2764.90 | 116.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is 0.00
Historical price for 2700 CE is as follows
On 17 Aug GRASIM was trading at 2764.90. The strike last trading price was 116.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GRASIM 30SEP2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 3.55
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 2764.90 | 50 | 0 | 23.05 | 1 | 1 | 7 |
For Grasim Industries Ltd - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is -0.32
Historical price for 2700 PE is as follows
On 17 Aug GRASIM was trading at 2764.90. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 23.05, the open interest changed by 1 which increased total open position to 7
