GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
01 Apr 2026 04:11 PM IST
| GRASIM 28-Apr-2026 (27d) 2600 CE | ||||||||||||||||
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Delta: 0.52
Vega: 2.8
Theta: -1.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 2592.80 | 87.6 | 12.35 | 31.45 | 1,340 | 426 | 585 | |||||||||
| 30 Mar | 2557.70 | 69.3 | -41.2 | 30.29 | 527 | 72 | 157 | |||||||||
| 27 Mar | 2628.20 | 110 | -10.45 | 23.71 | 126 | 24 | 85 | |||||||||
| 25 Mar | 2647.80 | 119 | 43.65 | 22.81 | 170 | 24 | 60 | |||||||||
| 24 Mar | 2549.40 | 79.9 | 19 | 26.75 | 75 | 23 | 36 | |||||||||
| 23 Mar | 2531.10 | 60.9 | -44.1 | 22.58 | 7 | 4 | 14 | |||||||||
| 20 Mar | 2616.30 | 105 | -40 | - | 0 | 0 | 10 | |||||||||
| 19 Mar | 2607.90 | 105 | -40 | 24.86 | 3 | -2 | 10 | |||||||||
| 18 Mar | 2723.10 | 145 | 16.95 | - | 0 | 0 | 12 | |||||||||
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| 17 Mar | 2683.30 | 145 | 16.95 | 22.72 | 1 | 0 | 11 | |||||||||
| 16 Mar | 2654.40 | 128.05 | 18.05 | 21.41 | 1 | 0 | 10 | |||||||||
| 13 Mar | 2568.60 | 110 | -55 | 29.9 | 1 | -1 | 0 | |||||||||
| 12 Mar | 2673.10 | 165 | 21.05 | 24.42 | 1 | 0 | 0 | |||||||||
| 11 Mar | 2735.60 | 143.95 | -54.05 | - | 0 | 0 | 10 | |||||||||
| 10 Mar | 2743.90 | 143.95 | -54.05 | - | 0 | 0 | 10 | |||||||||
| 9 Mar | 2681.20 | 143.95 | -54.05 | - | 0 | 0 | 10 | |||||||||
| 6 Mar | 2718.40 | 143.95 | -54.05 | - | 0 | 0 | 10 | |||||||||
| 5 Mar | 2724.10 | 143.95 | -54.05 | - | 0 | 4 | 0 | |||||||||
| 4 Mar | 2683.20 | 143.95 | -54.05 | 18.48 | 7 | 3 | 9 | |||||||||
| 2 Mar | 2777.30 | 198 | -134.2 | 9.02 | 6 | 5 | 5 | |||||||||
| 4 Feb | 2844.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2808.90 | 0 | 0 | - | 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 2600 expiring on 28APR2026
Delta for 2600 CE is 0.52
Historical price for 2600 CE is as follows
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 87.6, which was 12.35 higher than the previous day. The implied volatity was 31.45, the open interest changed by 426 which increased total open position to 585
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 69.3, which was -41.2 lower than the previous day. The implied volatity was 30.29, the open interest changed by 72 which increased total open position to 157
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 110, which was -10.45 lower than the previous day. The implied volatity was 23.71, the open interest changed by 24 which increased total open position to 85
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 119, which was 43.65 higher than the previous day. The implied volatity was 22.81, the open interest changed by 24 which increased total open position to 60
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 79.9, which was 19 higher than the previous day. The implied volatity was 26.75, the open interest changed by 23 which increased total open position to 36
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 60.9, which was -44.1 lower than the previous day. The implied volatity was 22.58, the open interest changed by 4 which increased total open position to 14
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 105, which was -40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 105, which was -40 lower than the previous day. The implied volatity was 24.86, the open interest changed by -2 which decreased total open position to 10
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 145, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 145, which was 16.95 higher than the previous day. The implied volatity was 22.72, the open interest changed by 0 which decreased total open position to 11
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 128.05, which was 18.05 higher than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 10
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was 110, which was -55 lower than the previous day. The implied volatity was 29.9, the open interest changed by -1 which decreased total open position to 0
On 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 165, which was 21.05 higher than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 0
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 143.95, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 143.95, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 143.95, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 143.95, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 143.95, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 143.95, which was -54.05 lower than the previous day. The implied volatity was 18.48, the open interest changed by 3 which increased total open position to 9
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 198, which was -134.2 lower than the previous day. The implied volatity was 9.02, the open interest changed by 5 which increased total open position to 5
On 4 Feb GRASIM was trading at 2844.90. 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 3 Feb GRASIM was trading at 2808.90. 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
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 (27d) 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 2.8
Theta: -1.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 2592.80 | 87 | -27.25 | 30.93 | 409 | 60 | 320 |
| 30 Mar | 2557.70 | 115.85 | 36.55 | 33.15 | 564 | 82 | 319 |
| 27 Mar | 2628.20 | 76.25 | 19 | 34.24 | 390 | 96 | 218 |
| 25 Mar | 2647.80 | 57.55 | -38.5 | 28.83 | 81 | 24 | 122 |
| 24 Mar | 2549.40 | 92 | -27.25 | 27.35 | 30 | -2 | 99 |
| 23 Mar | 2531.10 | 119.65 | 52.65 | 33.34 | 29 | -16 | 102 |
| 20 Mar | 2616.30 | 67 | -7.85 | 26.98 | 29 | -1 | 117 |
| 19 Mar | 2607.90 | 78.45 | 44.65 | 28.06 | 119 | 72 | 120 |
| 18 Mar | 2723.10 | 35.1 | -14.9 | 25.35 | 25 | 0 | 43 |
| 17 Mar | 2683.30 | 50 | -16 | 26.45 | 27 | 11 | 42 |
| 16 Mar | 2654.40 | 66 | -29.85 | 29.05 | 30 | 21 | 31 |
| 13 Mar | 2568.60 | 95.85 | 63 | 26.71 | 3 | 0 | 0 |
| 12 Mar | 2673.10 | 32.85 | -3.6 | - | 0 | 1 | 0 |
| 11 Mar | 2735.60 | 32.85 | -3.6 | 23.84 | 2 | 0 | 9 |
| 10 Mar | 2743.90 | 36.45 | -13.1 | - | 0 | 0 | 9 |
| 9 Mar | 2681.20 | 36.45 | -13.1 | - | 0 | 0 | 9 |
| 6 Mar | 2718.40 | 36.45 | -13.1 | 23.57 | 1 | 0 | 10 |
| 5 Mar | 2724.10 | 49.55 | -1.15 | 27.23 | 4 | -2 | 10 |
| 4 Mar | 2683.20 | 50.7 | 25.4 | 23.91 | 11 | 8 | 10 |
| 2 Mar | 2777.30 | 25.3 | -10.85 | 22.89 | 2 | 0 | 0 |
| 4 Feb | 2844.90 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 2808.90 | 0 | 0 | 4.73 | 0 | 0 | 0 |
| 2 Feb | 2774.60 | 0 | 0 | 4.71 | 0 | 0 | 0 |
| 1 Feb | 2737.60 | 0 | 0 | 4.69 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2600 expiring on 28APR2026
Delta for 2600 PE is -0.48
Historical price for 2600 PE is as follows
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 87, which was -27.25 lower than the previous day. The implied volatity was 30.93, the open interest changed by 60 which increased total open position to 320
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 115.85, which was 36.55 higher than the previous day. The implied volatity was 33.15, the open interest changed by 82 which increased total open position to 319
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 76.25, which was 19 higher than the previous day. The implied volatity was 34.24, the open interest changed by 96 which increased total open position to 218
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 57.55, which was -38.5 lower than the previous day. The implied volatity was 28.83, the open interest changed by 24 which increased total open position to 122
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 92, which was -27.25 lower than the previous day. The implied volatity was 27.35, the open interest changed by -2 which decreased total open position to 99
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 119.65, which was 52.65 higher than the previous day. The implied volatity was 33.34, the open interest changed by -16 which decreased total open position to 102
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 67, which was -7.85 lower than the previous day. The implied volatity was 26.98, the open interest changed by -1 which decreased total open position to 117
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 78.45, which was 44.65 higher than the previous day. The implied volatity was 28.06, the open interest changed by 72 which increased total open position to 120
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 35.1, which was -14.9 lower than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 43
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 50, which was -16 lower than the previous day. The implied volatity was 26.45, the open interest changed by 11 which increased total open position to 42
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 66, which was -29.85 lower than the previous day. The implied volatity was 29.05, the open interest changed by 21 which increased total open position to 31
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was 95.85, which was 63 higher than the previous day. The implied volatity was 26.71, 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 32.85, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 32.85, which was -3.6 lower than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 9
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 36.45, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 36.45, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 36.45, which was -13.1 lower than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 10
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 49.55, which was -1.15 lower than the previous day. The implied volatity was 27.23, the open interest changed by -2 which decreased total open position to 10
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 50.7, which was 25.4 higher than the previous day. The implied volatity was 23.91, the open interest changed by 8 which increased total open position to 10
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 25.3, which was -10.85 lower than the previous day. The implied volatity was 22.89, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GRASIM was trading at 2844.90. 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 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.73, 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 4.71, 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 4.69, the open interest changed by 0 which decreased total open position to 0
