GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:30 PM IST
| GRASIM 28-Apr-2026 (4d) 2540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0
Theta: -2.17
Gamma: 0.00099
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2749.10 | 206 | 1.9000000000000057 | 45.66 | 0 | 0 | 252 | |||||||||
| 23 Apr | 2735.00 | 206 | -11 | 45.66 | 6 | -4 | 254 | |||||||||
| 22 Apr | 2776.60 | 217 | 0 | - | 0 | 0 | 258 | |||||||||
| 21 Apr | 2777.70 | 217 | 0 | 35.89 | 0 | 0 | 258 | |||||||||
| 20 Apr | 2760.10 | 217 | 23.5 | 35.89 | 2 | 0 | 258 | |||||||||
| 17 Apr | 2720.50 | 193.8 | 0.30000000000001137 | 35.24 | 0 | 0 | 258 | |||||||||
| 16 Apr | 2717.30 | 193.8 | -34.19999999999999 | 35.24 | 31 | -6 | 259 | |||||||||
| 15 Apr | 2741.40 | 228 | 28.400000000000006 | 38.58 | 8 | -5 | 266 | |||||||||
| 13 Apr | 2713.00 | 198 | -45.5 | 37.04 | 44 | -28 | 273 | |||||||||
| 10 Apr | 2742.60 | 247.85 | 4.349999999999994 | - | 0 | 0 | 301 | |||||||||
| 9 Apr | 2740.50 | 247.85 | 106.65 | - | 0 | 0 | 301 | |||||||||
| 8 Apr | 2756.20 | 247.85 | 106.65 | 28.3 | 26 | 2 | 302 | |||||||||
| 7 Apr | 2621.00 | 141.75 | -0.2 | 36.36 | 67 | -2 | 299 | |||||||||
| 6 Apr | 2614.40 | 140.8 | 27.7 | 36.01 | 302 | -12 | 304 | |||||||||
| 2 Apr | 2564.10 | 111.7 | -56.8 | 35.34 | 839 | 322 | 323 | |||||||||
| 1 Apr | 2592.80 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 30 Mar | 2557.70 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 27 Mar | 2628.20 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 2647.80 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 2549.40 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 2531.10 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 2616.30 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 2607.90 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
|
|
||||||||||||||||
| 18 Mar | 2723.10 | 168.5 | -46.55 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 2683.30 | 168.5 | -46.55 | - | 1 | 0 | 1 | |||||||||
| 16 Mar | 2654.40 | 168.5 | -46.55 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 2568.60 | 168.5 | -46.55 | 37.67 | 1 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 215.05 | -166.1 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 2735.60 | 215.05 | -166.1 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 2743.90 | 215.05 | -166.1 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 2681.20 | 215.05 | -166.1 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 2718.40 | 215.05 | -166.1 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 2724.10 | 215.05 | -166.1 | 17.78 | 1 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2540 expiring on 28APR2026
Delta for 2540 CE is 0.92
Historical price for 2540 CE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 206, which was 1.9000000000000057 higher than the previous day. The implied volatity was 45.66, the open interest changed by 0 which decreased total open position to 252
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 206, which was -11 lower than the previous day. The implied volatity was 45.66, the open interest changed by -4 which decreased total open position to 254
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 217, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 258
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 217, which was 0 lower than the previous day. The implied volatity was 35.89, the open interest changed by 0 which decreased total open position to 258
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 217, which was 23.5 higher than the previous day. The implied volatity was 35.89, the open interest changed by 0 which decreased total open position to 258
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 193.8, which was 0.30000000000001137 higher than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 258
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 193.8, which was -34.19999999999999 lower than the previous day. The implied volatity was 35.24, the open interest changed by -6 which decreased total open position to 259
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 228, which was 28.400000000000006 higher than the previous day. The implied volatity was 38.58, the open interest changed by -5 which decreased total open position to 266
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 198, which was -45.5 lower than the previous day. The implied volatity was 37.04, the open interest changed by -28 which decreased total open position to 273
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 247.85, which was 4.349999999999994 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 301
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 247.85, which was 106.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 301
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 247.85, which was 106.65 higher than the previous day. The implied volatity was 28.3, the open interest changed by 2 which increased total open position to 302
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 141.75, which was -0.2 lower than the previous day. The implied volatity was 36.36, the open interest changed by -2 which decreased total open position to 299
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 140.8, which was 27.7 higher than the previous day. The implied volatity was 36.01, the open interest changed by -12 which decreased total open position to 304
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 111.7, which was -56.8 lower than the previous day. The implied volatity was 35.34, the open interest changed by 322 which increased total open position to 323
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 168.5, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 168.5, which was -46.55 lower 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 168.5, which was -46.55 lower than the previous day. The implied volatity was 37.67, 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 215.05, which was -166.1 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 215.05, which was -166.1 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 215.05, which was -166.1 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 215.05, which was -166.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 215.05, which was -166.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 215.05, which was -166.1 lower than the previous day. The implied volatity was 17.78, the open interest changed by 0 which decreased total open position to 0
| GRASIM 28-Apr-2026 (4d) 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0
Theta: -0.19
Gamma: 0.00044
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2749.10 | 0.75 | -1.4 | 34.88 | 9 | 0 | 103 |
| 23 Apr | 2735.00 | 2.05 | 0.4999999999999998 | 35.79 | 15 | -2 | 103 |
| 22 Apr | 2776.60 | 1.55 | -0.5999999999999999 | 36.4 | 12 | -10 | 104 |
| 21 Apr | 2777.70 | 2.15 | -1.85 | 36.16 | 6 | 0 | 115 |
| 20 Apr | 2760.10 | 4 | -2.45 | 35.11 | 9 | 0 | 115 |
| 17 Apr | 2720.50 | 6.2 | -3.1499999999999995 | 30.34 | 107 | -20 | 114 |
| 16 Apr | 2717.30 | 9.35 | -1.5999999999999996 | 32.16 | 13 | -5 | 134 |
| 15 Apr | 2741.40 | 11.5 | -4.15 | 35.66 | 62 | -19 | 138 |
| 13 Apr | 2713.00 | 15.65 | 3 | 34.24 | 60 | 3 | 155 |
| 10 Apr | 2742.60 | 11.25 | -3.3499999999999996 | 32.24 | 25 | 11 | 152 |
| 9 Apr | 2740.50 | 14.6 | -36.7 | - | 0 | 0 | 141 |
| 8 Apr | 2756.20 | 14.6 | -36.7 | 35.08 | 56 | 8 | 140 |
| 7 Apr | 2621.00 | 49.65 | -4.9 | 35.59 | 31 | 10 | 134 |
| 6 Apr | 2614.40 | 54.25 | -24.9 | 36.32 | 163 | 66 | 124 |
| 2 Apr | 2564.10 | 85.4 | 23.65 | 37.07 | 179 | 40 | 57 |
| 1 Apr | 2592.80 | 61.65 | -19.95 | 31.77 | 48 | 1 | 18 |
| 30 Mar | 2557.70 | 83.85 | 25.95 | 33.06 | 13 | 6 | 19 |
| 27 Mar | 2628.20 | 57.9 | 5.7 | 35.77 | 14 | 11 | 11 |
| 25 Mar | 2647.80 | 52.2 | 21.5 | - | 0 | 0 | 0 |
| 24 Mar | 2549.40 | 52.2 | 21.5 | - | 0 | 0 | 0 |
| 23 Mar | 2531.10 | 52.2 | 21.5 | - | 0 | 0 | 0 |
| 20 Mar | 2616.30 | 52.2 | 21.5 | - | 0 | 0 | 0 |
| 19 Mar | 2607.90 | 52.2 | 21.5 | 27.4 | 2 | 0 | 2 |
| 18 Mar | 2723.10 | 30.7 | 17.85 | - | 0 | 0 | 2 |
| 17 Mar | 2683.30 | 30.7 | 17.85 | - | 0 | 0 | 2 |
| 16 Mar | 2654.40 | 30.7 | 17.85 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 30.7 | 17.85 | - | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 30.7 | 17.85 | - | 0 | 0 | 2 |
| 11 Mar | 2735.60 | 30.7 | 17.85 | - | 0 | 0 | 2 |
| 10 Mar | 2743.90 | 30.7 | 17.85 | - | 0 | 0 | 2 |
| 9 Mar | 2681.20 | 30.7 | 17.85 | - | 0 | 0 | 2 |
| 6 Mar | 2718.40 | 30.7 | 17.85 | - | 0 | 0 | 2 |
| 5 Mar | 2724.10 | 30.7 | 17.85 | - | 2 | 2 | 0 |
For Grasim Industries Ltd - strike price 2540 expiring on 28APR2026
Delta for 2540 PE is -0.02
Historical price for 2540 PE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 0.75, which was -1.4 lower than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 103
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 2.05, which was 0.4999999999999998 higher than the previous day. The implied volatity was 35.79, the open interest changed by -2 which decreased total open position to 103
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 1.55, which was -0.5999999999999999 lower than the previous day. The implied volatity was 36.4, the open interest changed by -10 which decreased total open position to 104
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 2.15, which was -1.85 lower than the previous day. The implied volatity was 36.16, the open interest changed by 0 which decreased total open position to 115
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 4, which was -2.45 lower than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 115
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 6.2, which was -3.1499999999999995 lower than the previous day. The implied volatity was 30.34, the open interest changed by -20 which decreased total open position to 114
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 9.35, which was -1.5999999999999996 lower than the previous day. The implied volatity was 32.16, the open interest changed by -5 which decreased total open position to 134
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 11.5, which was -4.15 lower than the previous day. The implied volatity was 35.66, the open interest changed by -19 which decreased total open position to 138
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 15.65, which was 3 higher than the previous day. The implied volatity was 34.24, the open interest changed by 3 which increased total open position to 155
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 11.25, which was -3.3499999999999996 lower than the previous day. The implied volatity was 32.24, the open interest changed by 11 which increased total open position to 152
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 14.6, which was -36.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 141
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 14.6, which was -36.7 lower than the previous day. The implied volatity was 35.08, the open interest changed by 8 which increased total open position to 140
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 49.65, which was -4.9 lower than the previous day. The implied volatity was 35.59, the open interest changed by 10 which increased total open position to 134
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 54.25, which was -24.9 lower than the previous day. The implied volatity was 36.32, the open interest changed by 66 which increased total open position to 124
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 85.4, which was 23.65 higher than the previous day. The implied volatity was 37.07, the open interest changed by 40 which increased total open position to 57
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 61.65, which was -19.95 lower than the previous day. The implied volatity was 31.77, the open interest changed by 1 which increased total open position to 18
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 83.85, which was 25.95 higher than the previous day. The implied volatity was 33.06, the open interest changed by 6 which increased total open position to 19
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 57.9, which was 5.7 higher than the previous day. The implied volatity was 35.77, the open interest changed by 11 which increased total open position to 11
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 52.2, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 52.2, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 52.2, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 52.2, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 52.2, which was 21.5 higher than the previous day. The implied volatity was 27.4, 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 30.7, which was 17.85 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 30.7, which was 17.85 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 30.7, which was 17.85 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 30.7, which was 17.85 higher 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 30.7, which was 17.85 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 30.7, which was 17.85 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 30.7, which was 17.85 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 30.7, which was 17.85 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 30.7, which was 17.85 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 30.7, which was 17.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
