GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:28 PM IST
| GRASIM 28-Apr-2026 (4d) 2500 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0
Theta: -2.82
Gamma: 0.00075
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2749.10 | 253 | 16 | 59.69 | 2 | 0 | 61 | |||||||||
| 23 Apr | 2735.00 | 237 | -26.600000000000023 | - | 0 | 0 | 61 | |||||||||
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| 22 Apr | 2776.60 | 237 | -26.600000000000023 | - | 0 | 0 | 61 | |||||||||
| 21 Apr | 2777.70 | 237 | -26.600000000000023 | 29.63 | 0 | 0 | 61 | |||||||||
| 20 Apr | 2760.10 | 237 | 0 | 29.63 | 1 | 0 | 62 | |||||||||
| 17 Apr | 2720.50 | 237 | 13.25 | - | 0 | 0 | 62 | |||||||||
| 16 Apr | 2717.30 | 237 | 13.25 | - | 0 | 0 | 62 | |||||||||
| 15 Apr | 2741.40 | 237 | 13.25 | - | 0 | 0 | 62 | |||||||||
| 13 Apr | 2713.00 | 237 | -18 | 38.15 | 2 | -1 | 63 | |||||||||
| 10 Apr | 2742.60 | 255 | 1.4000000000000057 | - | 0 | 0 | 64 | |||||||||
| 9 Apr | 2740.50 | 255 | -30 | 20.07 | 3 | 0 | 64 | |||||||||
| 8 Apr | 2756.20 | 285 | 117.9 | 28.67 | 6 | 1 | 65 | |||||||||
| 7 Apr | 2621.00 | 167.7 | -0.05 | 35.95 | 27 | 14 | 66 | |||||||||
| 6 Apr | 2614.40 | 167.45 | 18.35 | 36.09 | 58 | 32 | 50 | |||||||||
| 2 Apr | 2564.10 | 149.1 | 14.85 | - | 0 | 0 | 18 | |||||||||
| 1 Apr | 2592.80 | 149.1 | 14.85 | 33.37 | 24 | 9 | 18 | |||||||||
| 30 Mar | 2557.70 | 128.75 | -46.25 | 33.77 | 8 | 2 | 9 | |||||||||
| 27 Mar | 2628.20 | 175 | 55 | 20.18 | 2 | 1 | 6 | |||||||||
| 25 Mar | 2647.80 | 120 | 0 | - | 0 | 0 | 5 | |||||||||
| 24 Mar | 2549.40 | 120 | 0 | 21.3 | 2 | 0 | 3 | |||||||||
| 23 Mar | 2531.10 | 120 | -95 | 24.49 | 1 | 0 | 2 | |||||||||
| 20 Mar | 2616.30 | 215 | 5 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 2607.90 | 215 | 5 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 2723.10 | 215 | 5 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 2683.30 | 215 | 5 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 2654.40 | 215 | 5 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2568.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 210 | -207.05 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 2735.60 | 210 | -207.05 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 2743.90 | 210 | -207.05 | - | 1 | 0 | 1 | |||||||||
| 9 Mar | 2681.20 | 210 | -207.05 | 16.14 | 1 | 0 | 0 | |||||||||
| 6 Mar | 2718.40 | 417.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2724.10 | 417.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2500 expiring on 28APR2026
Delta for 2500 CE is 0.93
Historical price for 2500 CE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 253, which was 16 higher than the previous day. The implied volatity was 59.69, the open interest changed by 0 which decreased total open position to 61
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 237, which was -26.600000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 237, which was -26.600000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 237, which was -26.600000000000023 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 61
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 237, which was 0 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 62
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 237, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 237, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 237, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 237, which was -18 lower than the previous day. The implied volatity was 38.15, the open interest changed by -1 which decreased total open position to 63
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 255, which was 1.4000000000000057 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 255, which was -30 lower than the previous day. The implied volatity was 20.07, the open interest changed by 0 which decreased total open position to 64
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 285, which was 117.9 higher than the previous day. The implied volatity was 28.67, the open interest changed by 1 which increased total open position to 65
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 167.7, which was -0.05 lower than the previous day. The implied volatity was 35.95, the open interest changed by 14 which increased total open position to 66
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 167.45, which was 18.35 higher than the previous day. The implied volatity was 36.09, the open interest changed by 32 which increased total open position to 50
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 149.1, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 149.1, which was 14.85 higher than the previous day. The implied volatity was 33.37, the open interest changed by 9 which increased total open position to 18
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 128.75, which was -46.25 lower than the previous day. The implied volatity was 33.77, the open interest changed by 2 which increased total open position to 9
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 175, which was 55 higher than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 6
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 21.3, the open interest changed by 0 which decreased total open position to 3
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 120, which was -95 lower than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 2
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 215, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 215, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 215, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 215, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 215, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 210, which was -207.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 210, which was -207.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 210, which was -207.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 210, which was -207.05 lower than the previous day. The implied volatity was 16.14, the open interest changed by 0 which decreased total open position to 0
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 417.05, 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 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 417.05, 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 28-Apr-2026 (4d) 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0
Theta: -0.31
Gamma: 0.00036
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2749.10 | 0.9 | -0.5499999999999999 | 42.11 | 257 | -71 | 215 |
| 23 Apr | 2735.00 | 1.4 | 0.25 | 39.08 | 210 | 99 | 285 |
| 22 Apr | 2776.60 | 1.15 | -0.40000000000000013 | 39.8 | 124 | -69 | 186 |
| 21 Apr | 2777.70 | 1.6 | -1.35 | 39.13 | 250 | -20 | 260 |
| 20 Apr | 2760.10 | 3 | -1.2000000000000002 | 38.55 | 77 | 1 | 278 |
| 17 Apr | 2720.50 | 4 | -1.7999999999999998 | 32.16 | 29 | 2 | 276 |
| 16 Apr | 2717.30 | 5.8 | -2 | 33.59 | 164 | 5 | 275 |
| 15 Apr | 2741.40 | 8.1 | -2.8499999999999996 | 37.05 | 106 | -35 | 270 |
| 13 Apr | 2713.00 | 10.8 | 1.25 | 34.63 | 265 | -91 | 308 |
| 10 Apr | 2742.60 | 8.15 | -4.85 | 33.34 | 222 | 41 | 397 |
| 9 Apr | 2740.50 | 13.7 | 2.15 | 37.09 | 127 | -5 | 356 |
| 8 Apr | 2756.20 | 11 | -28.9 | 36.26 | 768 | 101 | 356 |
| 7 Apr | 2621.00 | 39.95 | -2.1 | 37.11 | 119 | 32 | 255 |
| 6 Apr | 2614.40 | 42.15 | -20.5 | 36.9 | 261 | 72 | 222 |
| 2 Apr | 2564.10 | 63.15 | 13.95 | 35.19 | 263 | 16 | 152 |
| 1 Apr | 2592.80 | 49.7 | -18.7 | 32.98 | 319 | -9 | 134 |
| 30 Mar | 2557.70 | 70 | 24.2 | 34.51 | 295 | 40 | 144 |
| 27 Mar | 2628.20 | 45 | 13.45 | 35.64 | 132 | 24 | 106 |
| 25 Mar | 2647.80 | 30.55 | -28.55 | 30.11 | 119 | 17 | 82 |
| 24 Mar | 2549.40 | 58.7 | -13.1 | 31.07 | 97 | 10 | 64 |
| 23 Mar | 2531.10 | 71.8 | 36 | 33.33 | 104 | 13 | 54 |
| 20 Mar | 2616.30 | 35.25 | -4 | 27.74 | 7 | 2 | 41 |
| 19 Mar | 2607.90 | 39.25 | 20.95 | 27.35 | 12 | -8 | 40 |
| 18 Mar | 2723.10 | 18.3 | -8 | 27.11 | 21 | 11 | 53 |
| 17 Mar | 2683.30 | 26.3 | -16.7 | 27.6 | 17 | 14 | 41 |
| 16 Mar | 2654.40 | 43 | -15 | 31.85 | 25 | 20 | 23 |
| 13 Mar | 2568.60 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 20.6 | 11.45 | - | 0 | 0 | 2 |
| 11 Mar | 2735.60 | 20.6 | 11.45 | - | 0 | 0 | 2 |
| 10 Mar | 2743.90 | 20.6 | 11.45 | - | 0 | 0 | 2 |
| 9 Mar | 2681.20 | 20.6 | 11.45 | - | 0 | 0 | 2 |
| 6 Mar | 2718.40 | 20.6 | 11.45 | - | 0 | 0 | 2 |
| 5 Mar | 2724.10 | 20.6 | 11.45 | 25.27 | 2 | 0 | 0 |
For Grasim Industries Ltd - strike price 2500 expiring on 28APR2026
Delta for 2500 PE is -0.02
Historical price for 2500 PE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 0.9, which was -0.5499999999999999 lower than the previous day. The implied volatity was 42.11, the open interest changed by -71 which decreased total open position to 215
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 39.08, the open interest changed by 99 which increased total open position to 285
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 1.15, which was -0.40000000000000013 lower than the previous day. The implied volatity was 39.8, the open interest changed by -69 which decreased total open position to 186
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 1.6, which was -1.35 lower than the previous day. The implied volatity was 39.13, the open interest changed by -20 which decreased total open position to 260
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 3, which was -1.2000000000000002 lower than the previous day. The implied volatity was 38.55, the open interest changed by 1 which increased total open position to 278
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 4, which was -1.7999999999999998 lower than the previous day. The implied volatity was 32.16, the open interest changed by 2 which increased total open position to 276
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 5.8, which was -2 lower than the previous day. The implied volatity was 33.59, the open interest changed by 5 which increased total open position to 275
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 8.1, which was -2.8499999999999996 lower than the previous day. The implied volatity was 37.05, the open interest changed by -35 which decreased total open position to 270
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 10.8, which was 1.25 higher than the previous day. The implied volatity was 34.63, the open interest changed by -91 which decreased total open position to 308
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 8.15, which was -4.85 lower than the previous day. The implied volatity was 33.34, the open interest changed by 41 which increased total open position to 397
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 13.7, which was 2.15 higher than the previous day. The implied volatity was 37.09, the open interest changed by -5 which decreased total open position to 356
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 11, which was -28.9 lower than the previous day. The implied volatity was 36.26, the open interest changed by 101 which increased total open position to 356
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 39.95, which was -2.1 lower than the previous day. The implied volatity was 37.11, the open interest changed by 32 which increased total open position to 255
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 42.15, which was -20.5 lower than the previous day. The implied volatity was 36.9, the open interest changed by 72 which increased total open position to 222
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 63.15, which was 13.95 higher than the previous day. The implied volatity was 35.19, the open interest changed by 16 which increased total open position to 152
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 49.7, which was -18.7 lower than the previous day. The implied volatity was 32.98, the open interest changed by -9 which decreased total open position to 134
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 70, which was 24.2 higher than the previous day. The implied volatity was 34.51, the open interest changed by 40 which increased total open position to 144
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 45, which was 13.45 higher than the previous day. The implied volatity was 35.64, the open interest changed by 24 which increased total open position to 106
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 30.55, which was -28.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by 17 which increased total open position to 82
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 58.7, which was -13.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 10 which increased total open position to 64
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 71.8, which was 36 higher than the previous day. The implied volatity was 33.33, the open interest changed by 13 which increased total open position to 54
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 35.25, which was -4 lower than the previous day. The implied volatity was 27.74, the open interest changed by 2 which increased total open position to 41
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 39.25, which was 20.95 higher than the previous day. The implied volatity was 27.35, the open interest changed by -8 which decreased total open position to 40
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 18.3, which was -8 lower than the previous day. The implied volatity was 27.11, the open interest changed by 11 which increased total open position to 53
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 26.3, which was -16.7 lower than the previous day. The implied volatity was 27.6, the open interest changed by 14 which increased total open position to 41
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 43, which was -15 lower than the previous day. The implied volatity was 31.85, the open interest changed by 20 which increased total open position to 23
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 20.6, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 20.6, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 20.6, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 20.6, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 20.6, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 20.6, which was 11.45 higher than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 0
