GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
10 Apr 2026 11:50 PM IST
| GRASIM 28-Apr-2026 (17d) 2620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.02
Theta: -1.69
Gamma: 0.00149
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 2742.60 | 168.85 | 8.400000000000006 | 31.77 | 450 | 0 | 1,281 | |||||||||
| 9 Apr | 2740.50 | 161.6 | -12.8 | 31.16 | 10 | -1 | 1,281 | |||||||||
| 8 Apr | 2756.20 | 177.15 | 83.65 | 27.09 | 161 | -40 | 1,284 | |||||||||
| 7 Apr | 2621.00 | 93.4 | -1.45 | 35.19 | 507 | -20 | 1,334 | |||||||||
| 6 Apr | 2614.40 | 94 | 20.9 | 35.58 | 676 | 61 | 1,353 | |||||||||
| 2 Apr | 2564.10 | 71.75 | -7 | 34.28 | 1,617 | 799 | 1,293 | |||||||||
| 1 Apr | 2592.80 | 76.95 | 10.9 | 30.93 | 803 | 457 | 496 | |||||||||
| 30 Mar | 2557.70 | 64.6 | -26.45 | 31.42 | 46 | 10 | 44 | |||||||||
| 27 Mar | 2628.20 | 97 | -215.85 | 23.37 | 48 | 32 | 32 | |||||||||
| 25 Mar | 2647.80 | 312.85 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 24 Mar | 2549.40 | 312.85 | 0 | 1.08 | 0 | 0 | 0 | |||||||||
| 23 Mar | 2531.10 | 312.85 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 20 Mar | 2616.30 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 2607.90 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 2723.10 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 2683.30 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2654.40 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Mar | 2568.60 | 312.85 | 0 | 0.59 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2735.60 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2743.90 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2681.20 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2718.40 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2724.10 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2683.20 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2777.30 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2799.80 | 312.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2620 expiring on 28APR2026
Delta for 2620 CE is 0.78
Historical price for 2620 CE is as follows
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 168.85, which was 8.400000000000006 higher than the previous day. The implied volatity was 31.77, the open interest changed by 0 which decreased total open position to 1281
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 161.6, which was -12.8 lower than the previous day. The implied volatity was 31.16, the open interest changed by -1 which decreased total open position to 1281
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 177.15, which was 83.65 higher than the previous day. The implied volatity was 27.09, the open interest changed by -40 which decreased total open position to 1284
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 93.4, which was -1.45 lower than the previous day. The implied volatity was 35.19, the open interest changed by -20 which decreased total open position to 1334
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 94, which was 20.9 higher than the previous day. The implied volatity was 35.58, the open interest changed by 61 which increased total open position to 1353
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 71.75, which was -7 lower than the previous day. The implied volatity was 34.28, the open interest changed by 799 which increased total open position to 1293
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 76.95, which was 10.9 higher than the previous day. The implied volatity was 30.93, the open interest changed by 457 which increased total open position to 496
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 64.6, which was -26.45 lower than the previous day. The implied volatity was 31.42, the open interest changed by 10 which increased total open position to 44
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 97, which was -215.85 lower than the previous day. The implied volatity was 23.37, the open interest changed by 32 which increased total open position to 32
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 312.85, which was 0 lower than the previous day. The implied volatity was 0.49, 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 312.85, which was 0 lower than the previous day. The implied volatity was 1.08, 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 312.85, which was 0 lower than the previous day. The implied volatity was 1.57, 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 312.85, 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 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 312.85, 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 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 312.85, 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 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 312.85, 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 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 312.85, 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 13 Mar GRASIM was trading at 2568.60. The strike last trading price was 312.85, which was 0 lower than the previous day. The implied volatity was 0.59, 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 312.85, 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 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 312.85, 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 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 312.85, 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 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 312.85, 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 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 312.85, 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 312.85, 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 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 312.85, 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 Mar GRASIM was trading at 2777.30. The strike last trading price was 312.85, 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 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 312.85, 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 (17d) 2620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.2
Vega: 0.02
Theta: -1.13
Gamma: 0.00152
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 2742.60 | 21.2 | -10.2 | 29.77 | 51 | -18 | 177 |
| 9 Apr | 2740.50 | 32.5 | 4.9 | 34.17 | 26 | -2 | 195 |
| 8 Apr | 2756.20 | 26.5 | -57.65 | 33.33 | 53 | -2 | 197 |
| 7 Apr | 2621.00 | 82.1 | -4.45 | 35 | 181 | 99 | 201 |
| 6 Apr | 2614.40 | 88.05 | -31.35 | 35.98 | 27 | 13 | 96 |
| 2 Apr | 2564.10 | 122.9 | 25.4 | 35.26 | 84 | 29 | 82 |
| 1 Apr | 2592.80 | 98 | -20.8 | 31.06 | 95 | 24 | 54 |
| 30 Mar | 2557.70 | 118.8 | 31.65 | 29.96 | 39 | 11 | 30 |
| 27 Mar | 2628.20 | 87.15 | 49.5 | 34.97 | 9 | 4 | 18 |
| 25 Mar | 2647.80 | 37.65 | 0 | - | 0 | 0 | 14 |
| 24 Mar | 2549.40 | 37.65 | 0 | - | 0 | 0 | 14 |
| 23 Mar | 2531.10 | 37.65 | 0 | - | 0 | 0 | 14 |
| 20 Mar | 2616.30 | 37.65 | 0 | - | 0 | 0 | 14 |
| 19 Mar | 2607.90 | 37.65 | 0 | - | 1 | 0 | 14 |
| 18 Mar | 2723.10 | 37.65 | 0 | 24.66 | 1 | 0 | 13 |
| 17 Mar | 2683.30 | 37.65 | -12.8 | - | 0 | 0 | 13 |
| 16 Mar | 2654.40 | 37.65 | -12.8 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 37.65 | -12.8 | - | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 37.65 | -12.8 | - | 0 | 0 | 0 |
| 11 Mar | 2735.60 | 37.65 | -12.8 | - | 0 | 0 | 13 |
| 10 Mar | 2743.90 | 37.65 | -12.8 | - | 0 | 0 | 13 |
| 9 Mar | 2681.20 | 37.65 | -12.8 | - | 0 | 0 | 13 |
| 6 Mar | 2718.40 | 37.65 | -12.8 | 22.37 | 1 | 0 | 13 |
| 5 Mar | 2724.10 | 50.45 | 21.2 | - | 6 | 4 | 0 |
| 4 Mar | 2683.20 | 50.45 | 21.2 | 21.99 | 6 | 4 | 13 |
| 2 Mar | 2777.30 | 29.25 | 7.7 | 22.76 | 2 | 1 | 8 |
| 27 Feb | 2799.80 | 21.55 | -2.05 | 21.49 | 7 | 6 | 6 |
For Grasim Industries Ltd - strike price 2620 expiring on 28APR2026
Delta for 2620 PE is -0.2
Historical price for 2620 PE is as follows
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 21.2, which was -10.2 lower than the previous day. The implied volatity was 29.77, the open interest changed by -18 which decreased total open position to 177
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 32.5, which was 4.9 higher than the previous day. The implied volatity was 34.17, the open interest changed by -2 which decreased total open position to 195
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 26.5, which was -57.65 lower than the previous day. The implied volatity was 33.33, the open interest changed by -2 which decreased total open position to 197
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 82.1, which was -4.45 lower than the previous day. The implied volatity was 35, the open interest changed by 99 which increased total open position to 201
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 88.05, which was -31.35 lower than the previous day. The implied volatity was 35.98, the open interest changed by 13 which increased total open position to 96
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 122.9, which was 25.4 higher than the previous day. The implied volatity was 35.26, the open interest changed by 29 which increased total open position to 82
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 98, which was -20.8 lower than the previous day. The implied volatity was 31.06, the open interest changed by 24 which increased total open position to 54
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 118.8, which was 31.65 higher than the previous day. The implied volatity was 29.96, the open interest changed by 11 which increased total open position to 30
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 87.15, which was 49.5 higher than the previous day. The implied volatity was 34.97, the open interest changed by 4 which increased total open position to 18
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 13
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 37.65, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 37.65, which was -12.8 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 37.65, which was -12.8 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 37.65, which was -12.8 lower than the previous day. The implied volatity was -, 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 37.65, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 37.65, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 37.65, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 37.65, which was -12.8 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 13
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 50.45, which was 21.2 higher 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 50.45, which was 21.2 higher than the previous day. The implied volatity was 21.99, the open interest changed by 4 which increased total open position to 13
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 29.25, which was 7.7 higher than the previous day. The implied volatity was 22.76, the open interest changed by 1 which increased total open position to 8
On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 21.55, which was -2.05 lower than the previous day. The implied volatity was 21.49, the open interest changed by 6 which increased total open position to 6
