GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
21 Sep 2025 04:12 PM IST
| GRASIM 28OCT2025 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.86
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2877.90 | 117.9 | 0 | 7.41 | 1 | -1 | 31 | |||||||||
| 14 Sept | 2802.00 | 93.65 | 9.05 | 18.84 | 13 | -4 | 30 | |||||||||
| 17 Aug | 2764.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2800 expiring on 28OCT2025
Delta for 2800 CE is 0.96
Historical price for 2800 CE is as follows
On 21 Sept GRASIM was trading at 2877.90. The strike last trading price was 117.9, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by -1 which decreased total open position to 31
On 14 Sept GRASIM was trading at 2802.00. The strike last trading price was 93.65, which was 9.05 higher than the previous day. The implied volatity was 18.84, the open interest changed by -4 which decreased total open position to 30
On 17 Aug GRASIM was trading at 2764.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GRASIM 28OCT2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 3.05
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2877.90 | 30.6 | -0.3 | 20.11 | 63 | -6 | 129 |
| 14 Sept | 2802.00 | 60 | -11.05 | 19.46 | 15 | -5 | 101 |
| 17 Aug | 2764.90 | 0 | 0 | 0.40 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2800 expiring on 28OCT2025
Delta for 2800 PE is -0.26
Historical price for 2800 PE is as follows
On 21 Sept GRASIM was trading at 2877.90. The strike last trading price was 30.6, which was -0.3 lower than the previous day. The implied volatity was 20.11, the open interest changed by -6 which decreased total open position to 129
On 14 Sept GRASIM was trading at 2802.00. The strike last trading price was 60, which was -11.05 lower than the previous day. The implied volatity was 19.46, the open interest changed by -5 which decreased total open position to 101
On 17 Aug GRASIM was trading at 2764.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
