GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:31 PM IST
| GRASIM 28-Apr-2026 (4d) 2560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0
Theta: -0.41
Gamma: 0.00063
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2748.00 | 199.35 | 0 | 34.14 | 0 | 0 | 120 | |||||||||
| 23 Apr | 2735.00 | 199.35 | -3.6500000000000057 | 34.14 | 18 | -13 | 124 | |||||||||
| 22 Apr | 2776.60 | 203 | 32.400000000000006 | - | 0 | 0 | 137 | |||||||||
| 21 Apr | 2777.70 | 203 | 32.400000000000006 | - | 0 | 0 | 137 | |||||||||
| 20 Apr | 2760.10 | 203 | 32.400000000000006 | - | 0 | 0 | 137 | |||||||||
| 17 Apr | 2720.50 | 203 | 32.400000000000006 | - | 0 | 0 | 137 | |||||||||
| 16 Apr | 2717.30 | 203 | 32.400000000000006 | - | 0 | 0 | 137 | |||||||||
| 15 Apr | 2741.40 | 203 | 32.400000000000006 | - | 0 | 0 | 137 | |||||||||
| 13 Apr | 2713.00 | 203 | -5.150000000000006 | 37.34 | 2 | 0 | 137 | |||||||||
| 10 Apr | 2742.60 | 208.15 | -7.299999999999983 | - | 0 | 0 | 137 | |||||||||
| 9 Apr | 2740.50 | 208.15 | 78.15 | - | 0 | 0 | 137 | |||||||||
| 8 Apr | 2756.20 | 208.15 | 78.15 | 35.15 | 5 | -3 | 138 | |||||||||
| 7 Apr | 2621.00 | 130 | -1.3 | 36.63 | 1 | 0 | 141 | |||||||||
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| 6 Apr | 2614.40 | 127.85 | 26.1 | 35.72 | 192 | 70 | 142 | |||||||||
| 2 Apr | 2564.10 | 99.9 | -93.3 | 34.77 | 277 | 73 | 74 | |||||||||
| 1 Apr | 2592.80 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 30 Mar | 2557.70 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 27 Mar | 2628.20 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 2647.80 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 2549.40 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 2531.10 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 2616.30 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 2607.90 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 2723.10 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 2683.30 | 193.2 | -6.6 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 2654.40 | 193.2 | -6.6 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2568.60 | 193.2 | -6.6 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 199.8 | -164.2 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 2735.60 | 199.8 | -164.2 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 2743.90 | 199.8 | -164.2 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 2681.20 | 199.8 | -164.2 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 2718.40 | 199.8 | -164.2 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 2724.10 | 199.8 | -164.2 | 18.43 | 1 | 0 | 0 | |||||||||
| 4 Mar | 2683.20 | 364 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2808.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2774.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2737.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2560 expiring on 28APR2026
Delta for 2560 CE is 0.97
Historical price for 2560 CE is as follows
On 24 Apr GRASIM was trading at 2748.00. The strike last trading price was 199.35, which was 0 lower than the previous day. The implied volatity was 34.14, the open interest changed by 0 which decreased total open position to 120
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 199.35, which was -3.6500000000000057 lower than the previous day. The implied volatity was 34.14, the open interest changed by -13 which decreased total open position to 124
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 203, which was 32.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 203, which was 32.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 203, which was 32.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 203, which was 32.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 203, which was 32.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 203, which was 32.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 203, which was -5.150000000000006 lower than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 137
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 208.15, which was -7.299999999999983 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 208.15, which was 78.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 208.15, which was 78.15 higher than the previous day. The implied volatity was 35.15, the open interest changed by -3 which decreased total open position to 138
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 130, which was -1.3 lower than the previous day. The implied volatity was 36.63, the open interest changed by 0 which decreased total open position to 141
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 127.85, which was 26.1 higher than the previous day. The implied volatity was 35.72, the open interest changed by 70 which increased total open position to 142
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 99.9, which was -93.3 lower than the previous day. The implied volatity was 34.77, the open interest changed by 73 which increased total open position to 74
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 193.2, which was -6.6 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 199.8, which was -164.2 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 199.8, which was -164.2 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 199.8, which was -164.2 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 199.8, which was -164.2 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 199.8, which was -164.2 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 199.8, which was -164.2 lower than the previous day. The implied volatity was 18.43, the open interest changed by 0 which decreased total open position to 0
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 364, 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 3 Feb GRASIM was trading at 2808.90. 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 2 Feb GRASIM was trading at 2774.60. 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
On 1 Feb GRASIM was trading at 2737.60. 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 28-Apr-2026 (4d) 2560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0
Theta: -0.66
Gamma: 0.0007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2748.00 | 1.65 | -0.5500000000000003 | 37.18 | 3 | -2 | 168 |
| 23 Apr | 2735.00 | 2.35 | -0.3500000000000001 | 33.6 | 49 | -2 | 172 |
| 22 Apr | 2776.60 | 2.7 | 1.0500000000000003 | 37.43 | 1 | 0 | 175 |
| 21 Apr | 2777.70 | 1.65 | -2.9 | 32.35 | 5 | 0 | 178 |
| 20 Apr | 2760.10 | 4.9 | -13.85 | 34.27 | 71 | 0 | 179 |
| 17 Apr | 2720.50 | 18.5 | 18.5 | - | 0 | 0 | 179 |
| 16 Apr | 2717.30 | 18.5 | 18.5 | - | 0 | 0 | 179 |
| 15 Apr | 2741.40 | 18.5 | 18.5 | - | 0 | 0 | 179 |
| 13 Apr | 2713.00 | 18.5 | 2.3500000000000014 | 33.56 | 5 | 0 | 179 |
| 10 Apr | 2742.60 | 15.25 | -5.399999999999999 | 31.51 | 67 | -10 | 179 |
| 9 Apr | 2740.50 | 20.65 | 2.55 | 35.2 | 4 | -1 | 188 |
| 8 Apr | 2756.20 | 18.1 | -40.4 | 35.38 | 139 | -26 | 190 |
| 7 Apr | 2621.00 | 56.65 | -4.25 | 35.41 | 115 | -2 | 219 |
| 6 Apr | 2614.40 | 62.5 | -25.75 | 36.57 | 333 | -12 | 218 |
| 2 Apr | 2564.10 | 93.9 | 22.5 | 36.64 | 455 | 200 | 231 |
| 1 Apr | 2592.80 | 71.4 | -22.4 | 32.22 | 75 | -1 | 30 |
| 30 Mar | 2557.70 | 94 | 49 | 33.14 | 41 | 10 | 31 |
| 27 Mar | 2628.20 | 45 | -34.15 | - | 0 | 0 | 21 |
| 25 Mar | 2647.80 | 45 | -34.15 | 29.29 | 7 | 3 | 22 |
| 24 Mar | 2549.40 | 77.2 | -31.65 | 28.95 | 14 | 9 | 18 |
| 23 Mar | 2531.10 | 108.85 | 56.65 | 34.59 | 8 | 4 | 10 |
| 20 Mar | 2616.30 | 52.2 | 6.05 | 26.57 | 1 | 0 | 5 |
| 19 Mar | 2607.90 | 46.15 | -15.95 | - | 0 | 0 | 5 |
| 18 Mar | 2723.10 | 46.15 | -15.95 | - | 0 | 0 | 5 |
| 17 Mar | 2683.30 | 46.15 | -15.95 | 29.59 | 0 | 0 | 5 |
| 16 Mar | 2654.40 | 62.1 | 25.1 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 62.1 | 25.1 | - | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 62.1 | 25.1 | - | 0 | 0 | 5 |
| 11 Mar | 2735.60 | 62.1 | 25.1 | - | 0 | 0 | 5 |
| 10 Mar | 2743.90 | 62.1 | 25.1 | - | 1 | 0 | 5 |
| 9 Mar | 2681.20 | 62.1 | 25.1 | 31.81 | 1 | 0 | 4 |
| 6 Mar | 2718.40 | 37 | 2 | - | 0 | 0 | 4 |
| 5 Mar | 2724.10 | 37 | 2 | 26 | 1 | 0 | 4 |
| 4 Mar | 2683.20 | 35 | 21 | 22.4 | 2 | 0 | 2 |
| 3 Feb | 2808.90 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 2774.60 | 0 | 0 | 5.2 | 0 | 0 | 0 |
| 1 Feb | 2737.60 | 0 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2560 expiring on 28APR2026
Delta for 2560 PE is -0.04
Historical price for 2560 PE is as follows
On 24 Apr GRASIM was trading at 2748.00. The strike last trading price was 1.65, which was -0.5500000000000003 lower than the previous day. The implied volatity was 37.18, the open interest changed by -2 which decreased total open position to 168
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 2.35, which was -0.3500000000000001 lower than the previous day. The implied volatity was 33.6, the open interest changed by -2 which decreased total open position to 172
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 2.7, which was 1.0500000000000003 higher than the previous day. The implied volatity was 37.43, the open interest changed by 0 which decreased total open position to 175
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 1.65, which was -2.9 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 178
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 4.9, which was -13.85 lower than the previous day. The implied volatity was 34.27, the open interest changed by 0 which decreased total open position to 179
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 18.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 18.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 18.5, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 18.5, which was 2.3500000000000014 higher than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 179
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 15.25, which was -5.399999999999999 lower than the previous day. The implied volatity was 31.51, the open interest changed by -10 which decreased total open position to 179
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 20.65, which was 2.55 higher than the previous day. The implied volatity was 35.2, the open interest changed by -1 which decreased total open position to 188
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 18.1, which was -40.4 lower than the previous day. The implied volatity was 35.38, the open interest changed by -26 which decreased total open position to 190
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 56.65, which was -4.25 lower than the previous day. The implied volatity was 35.41, the open interest changed by -2 which decreased total open position to 219
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 62.5, which was -25.75 lower than the previous day. The implied volatity was 36.57, the open interest changed by -12 which decreased total open position to 218
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 93.9, which was 22.5 higher than the previous day. The implied volatity was 36.64, the open interest changed by 200 which increased total open position to 231
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 71.4, which was -22.4 lower than the previous day. The implied volatity was 32.22, the open interest changed by -1 which decreased total open position to 30
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 94, which was 49 higher than the previous day. The implied volatity was 33.14, the open interest changed by 10 which increased total open position to 31
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 45, which was -34.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 45, which was -34.15 lower than the previous day. The implied volatity was 29.29, the open interest changed by 3 which increased total open position to 22
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 77.2, which was -31.65 lower than the previous day. The implied volatity was 28.95, the open interest changed by 9 which increased total open position to 18
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 108.85, which was 56.65 higher than the previous day. The implied volatity was 34.59, the open interest changed by 4 which increased total open position to 10
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 52.2, which was 6.05 higher than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 5
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 46.15, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 46.15, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 46.15, which was -15.95 lower than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 5
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 62.1, which was 25.1 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 62.1, which was 25.1 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 62.1, which was 25.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 62.1, which was 25.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 62.1, which was 25.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 62.1, which was 25.1 higher than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 4
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 37, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 37, which was 2 higher than the previous day. The implied volatity was 26, the open interest changed by 0 which decreased total open position to 4
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 35, which was 21 higher than the previous day. The implied volatity was 22.4, the open interest changed by 0 which decreased total open position to 2
On 3 Feb GRASIM was trading at 2808.90. 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 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.2, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GRASIM was trading at 2737.60. 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
