GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
28 Sep 2025 10:08 PM IST
| GRASIM 28OCT2025 2820 CE | ||||||||||||||||
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Delta: 0.39
Vega: 3.11
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 2746.80 | 42.05 | -19.75 | 19.60 | 49 | 10 | 44 | |||||||||
| 21 Sept | 2877.90 | 119.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 2802.00 | 119.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2820 expiring on 28OCT2025
Delta for 2820 CE is 0.39
Historical price for 2820 CE is as follows
On 28 Sept GRASIM was trading at 2746.80. The strike last trading price was 42.05, which was -19.75 lower than the previous day. The implied volatity was 19.60, the open interest changed by 10 which increased total open position to 44
On 21 Sept GRASIM was trading at 2877.90. The strike last trading price was 119.2, 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
On 14 Sept GRASIM was trading at 2802.00. The strike last trading price was 119.2, 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 2820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 2746.80 | 126.3 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 2877.90 | 126.3 | 0 | 2.68 | 0 | 0 | 0 |
| 14 Sept | 2802.00 | 126.3 | 0 | 0.53 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2820 expiring on 28OCT2025
Delta for 2820 PE is -
Historical price for 2820 PE is as follows
On 28 Sept GRASIM was trading at 2746.80. The strike last trading price was 126.3, 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
On 21 Sept GRASIM was trading at 2877.90. The strike last trading price was 126.3, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GRASIM was trading at 2802.00. The strike last trading price was 126.3, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
