GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:31 PM IST
| GRASIM 28-Apr-2026 (4d) 2660 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.01
Theta: -2.45
Gamma: 0.00256
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2748.00 | 98.35 | -21.35000000000001 | 29.78 | 14 | -1 | 60 | |||||||||
| 23 Apr | 2735.00 | 118.35 | -1.3500000000000085 | 28.85 | 0 | 0 | 61 | |||||||||
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| 22 Apr | 2776.60 | 118.35 | -11.700000000000017 | 28.85 | 50 | -4 | 60 | |||||||||
| 21 Apr | 2777.70 | 128.9 | 12.050000000000011 | 31.83 | 17 | -8 | 64 | |||||||||
| 20 Apr | 2760.10 | 116.85 | 24 | 24.42 | 35 | -7 | 73 | |||||||||
| 17 Apr | 2720.50 | 92.85 | -2.450000000000003 | 29.03 | 34 | 1 | 81 | |||||||||
| 16 Apr | 2717.30 | 95.5 | -29.599999999999994 | 29.06 | 22 | 9 | 79 | |||||||||
| 15 Apr | 2741.40 | 125.1 | 18.099999999999994 | 33.82 | 7 | -1 | 70 | |||||||||
| 13 Apr | 2713.00 | 107 | -16.799999999999997 | 33.65 | 22 | 3 | 71 | |||||||||
| 10 Apr | 2742.60 | 123.8 | -4.250000000000014 | 31.45 | 13 | 8 | 69 | |||||||||
| 9 Apr | 2740.50 | 124 | -23.25 | 26.84 | 40 | 2 | 61 | |||||||||
| 8 Apr | 2756.20 | 147.25 | 73.45 | 27.8 | 48 | -2 | 59 | |||||||||
| 7 Apr | 2621.00 | 74.35 | -1.6 | 35 | 61 | 1 | 62 | |||||||||
| 6 Apr | 2614.40 | 75.9 | 18.8 | 35.37 | 140 | 23 | 61 | |||||||||
| 2 Apr | 2564.10 | 55.6 | -5.7 | 33.7 | 87 | 11 | 36 | |||||||||
| 1 Apr | 2592.80 | 61.3 | 10.95 | 31.16 | 35 | 6 | 24 | |||||||||
| 30 Mar | 2557.70 | 49.4 | -21.95 | 30.92 | 17 | -1 | 16 | |||||||||
| 27 Mar | 2628.20 | 71.35 | 12.05 | 22.03 | 17 | 13 | 15 | |||||||||
| 25 Mar | 2647.80 | 59.3 | -221.5 | - | 0 | 0 | 2 | |||||||||
| 24 Mar | 2549.40 | 59.3 | -221.5 | 27.99 | 2 | 0 | 0 | |||||||||
| 23 Mar | 2531.10 | 280.8 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
| 20 Mar | 2616.30 | 280.8 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 19 Mar | 2607.90 | 280.8 | 0 | 0.73 | 0 | 0 | 0 | |||||||||
| 18 Mar | 2723.10 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 2683.30 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2654.40 | 280.8 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 13 Mar | 2568.60 | 280.8 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2735.60 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2743.90 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2681.20 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2718.40 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2724.10 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2683.20 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2777.30 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2799.80 | 280.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2660 expiring on 28APR2026
Delta for 2660 CE is 0.85
Historical price for 2660 CE is as follows
On 24 Apr GRASIM was trading at 2748.00. The strike last trading price was 98.35, which was -21.35000000000001 lower than the previous day. The implied volatity was 29.78, the open interest changed by -1 which decreased total open position to 60
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 118.35, which was -1.3500000000000085 lower than the previous day. The implied volatity was 28.85, 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 118.35, which was -11.700000000000017 lower than the previous day. The implied volatity was 28.85, the open interest changed by -4 which decreased total open position to 60
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 128.9, which was 12.050000000000011 higher than the previous day. The implied volatity was 31.83, the open interest changed by -8 which decreased total open position to 64
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 116.85, which was 24 higher than the previous day. The implied volatity was 24.42, the open interest changed by -7 which decreased total open position to 73
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 92.85, which was -2.450000000000003 lower than the previous day. The implied volatity was 29.03, the open interest changed by 1 which increased total open position to 81
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 95.5, which was -29.599999999999994 lower than the previous day. The implied volatity was 29.06, the open interest changed by 9 which increased total open position to 79
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 125.1, which was 18.099999999999994 higher than the previous day. The implied volatity was 33.82, the open interest changed by -1 which decreased total open position to 70
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 107, which was -16.799999999999997 lower than the previous day. The implied volatity was 33.65, the open interest changed by 3 which increased total open position to 71
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 123.8, which was -4.250000000000014 lower than the previous day. The implied volatity was 31.45, the open interest changed by 8 which increased total open position to 69
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 124, which was -23.25 lower than the previous day. The implied volatity was 26.84, the open interest changed by 2 which increased total open position to 61
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 147.25, which was 73.45 higher than the previous day. The implied volatity was 27.8, the open interest changed by -2 which decreased total open position to 59
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 74.35, which was -1.6 lower than the previous day. The implied volatity was 35, the open interest changed by 1 which increased total open position to 62
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 75.9, which was 18.8 higher than the previous day. The implied volatity was 35.37, the open interest changed by 23 which increased total open position to 61
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 55.6, which was -5.7 lower than the previous day. The implied volatity was 33.7, the open interest changed by 11 which increased total open position to 36
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 61.3, which was 10.95 higher than the previous day. The implied volatity was 31.16, the open interest changed by 6 which increased total open position to 24
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 49.4, which was -21.95 lower than the previous day. The implied volatity was 30.92, the open interest changed by -1 which decreased total open position to 16
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 71.35, which was 12.05 higher than the previous day. The implied volatity was 22.03, the open interest changed by 13 which increased total open position to 15
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 59.3, which was -221.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 59.3, which was -221.5 lower than the previous day. The implied volatity was 27.99, 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 280.8, which was 0 lower than the previous day. The implied volatity was 3.36, 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 280.8, which was 0 lower than the previous day. The implied volatity was 0.2, 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 280.8, which was 0 lower than the previous day. The implied volatity was 0.73, 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 280.8, 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 280.8, 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 280.8, which was 0 lower than the previous day. The implied volatity was 0.02, 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 280.8, which was 0 lower than the previous day. The implied volatity was 1.75, 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 280.8, 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 280.8, 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 280.8, 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 280.8, 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 280.8, 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 280.8, 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 280.8, 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 280.8, 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 280.8, 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) 2660 PE | |||||||
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Delta: -0.11
Vega: 0.01
Theta: -1.26
Gamma: 0.00249
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2748.00 | 4 | -2.95 | 24.8 | 107 | -48 | 183 |
| 23 Apr | 2735.00 | 6.5 | 1.9000000000000004 | 23.26 | 219 | 66 | 230 |
| 22 Apr | 2776.60 | 4.8 | -2 | 25.31 | 234 | 30 | 164 |
| 21 Apr | 2777.70 | 7 | -7.85 | 27.53 | 153 | 37 | 134 |
| 20 Apr | 2760.10 | 16.3 | -8.55 | 30.48 | 35 | 6 | 97 |
| 17 Apr | 2720.50 | 25.45 | -5.699999999999999 | 27.74 | 89 | 14 | 94 |
| 16 Apr | 2717.30 | 31.3 | 0.6000000000000014 | 29.08 | 268 | -4 | 81 |
| 15 Apr | 2741.40 | 31.75 | -10.399999999999999 | 31.64 | 41 | 5 | 84 |
| 13 Apr | 2713.00 | 41.8 | 7.899999999999999 | 30.51 | 100 | 12 | 79 |
| 10 Apr | 2742.60 | 29.95 | -11.400000000000002 | 28.88 | 57 | 1 | 69 |
| 9 Apr | 2740.50 | 42.55 | 6.25 | 33.22 | 76 | 10 | 68 |
| 8 Apr | 2756.20 | 34 | -70.45 | 31.93 | 148 | 48 | 58 |
| 7 Apr | 2621.00 | 100.6 | -7.15 | 33.92 | 9 | -1 | 9 |
| 6 Apr | 2614.40 | 107.7 | -42.3 | 34.97 | 11 | 6 | 8 |
| 2 Apr | 2564.10 | 150 | 118.9 | - | 0 | 0 | 2 |
| 1 Apr | 2592.80 | 150 | 118.9 | - | 0 | 0 | 2 |
| 30 Mar | 2557.70 | 150 | 118.9 | - | 0 | 0 | 2 |
| 27 Mar | 2628.20 | 150 | 118.9 | - | 0 | 0 | 2 |
| 25 Mar | 2647.80 | 150 | 118.9 | - | 0 | 0 | 2 |
| 24 Mar | 2549.40 | 150 | 118.9 | - | 0 | 0 | 2 |
| 23 Mar | 2531.10 | 150 | 118.9 | 27.38 | 2 | 0 | 0 |
| 20 Mar | 2616.30 | 31.1 | 0 | 0.12 | 0 | 0 | 0 |
| 19 Mar | 2607.90 | 31.1 | 0 | 0.29 | 0 | 0 | 0 |
| 18 Mar | 2723.10 | 31.1 | 0 | 2.6 | 0 | 0 | 0 |
| 17 Mar | 2683.30 | 31.1 | 0 | 1.51 | 0 | 0 | 0 |
| 16 Mar | 2654.40 | 31.1 | 0 | 0.67 | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 31.1 | 0 | 0.7 | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 31.1 | 0 | 1.73 | 0 | 0 | 0 |
| 11 Mar | 2735.60 | 31.1 | 0 | 2.53 | 0 | 0 | 0 |
| 10 Mar | 2743.90 | 31.1 | 0 | 3.19 | 0 | 0 | 0 |
| 9 Mar | 2681.20 | 31.1 | 0 | 1.3 | 0 | 0 | 0 |
| 6 Mar | 2718.40 | 31.1 | 0 | 2.53 | 0 | 0 | 0 |
| 5 Mar | 2724.10 | 31.1 | 0 | 2.38 | 0 | 0 | 0 |
| 4 Mar | 2683.20 | 31.1 | 0 | 1.5 | 0 | 0 | 0 |
| 2 Mar | 2777.30 | 31.1 | 0 | 3.87 | 0 | 0 | 0 |
| 27 Feb | 2799.80 | 31.1 | 0 | 4.34 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2660 expiring on 28APR2026
Delta for 2660 PE is -0.11
Historical price for 2660 PE is as follows
On 24 Apr GRASIM was trading at 2748.00. The strike last trading price was 4, which was -2.95 lower than the previous day. The implied volatity was 24.8, the open interest changed by -48 which decreased total open position to 183
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 6.5, which was 1.9000000000000004 higher than the previous day. The implied volatity was 23.26, the open interest changed by 66 which increased total open position to 230
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 4.8, which was -2 lower than the previous day. The implied volatity was 25.31, the open interest changed by 30 which increased total open position to 164
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 7, which was -7.85 lower than the previous day. The implied volatity was 27.53, the open interest changed by 37 which increased total open position to 134
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 16.3, which was -8.55 lower than the previous day. The implied volatity was 30.48, the open interest changed by 6 which increased total open position to 97
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 25.45, which was -5.699999999999999 lower than the previous day. The implied volatity was 27.74, the open interest changed by 14 which increased total open position to 94
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 31.3, which was 0.6000000000000014 higher than the previous day. The implied volatity was 29.08, the open interest changed by -4 which decreased total open position to 81
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 31.75, which was -10.399999999999999 lower than the previous day. The implied volatity was 31.64, the open interest changed by 5 which increased total open position to 84
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 41.8, which was 7.899999999999999 higher than the previous day. The implied volatity was 30.51, the open interest changed by 12 which increased total open position to 79
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 29.95, which was -11.400000000000002 lower than the previous day. The implied volatity was 28.88, the open interest changed by 1 which increased total open position to 69
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 42.55, which was 6.25 higher than the previous day. The implied volatity was 33.22, the open interest changed by 10 which increased total open position to 68
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 34, which was -70.45 lower than the previous day. The implied volatity was 31.93, the open interest changed by 48 which increased total open position to 58
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 100.6, which was -7.15 lower than the previous day. The implied volatity was 33.92, the open interest changed by -1 which decreased total open position to 9
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 107.7, which was -42.3 lower than the previous day. The implied volatity was 34.97, the open interest changed by 6 which increased total open position to 8
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 150, which was 118.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 150, which was 118.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 150, which was 118.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 150, which was 118.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 150, which was 118.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 150, which was 118.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 150, which was 118.9 higher than the previous day. The implied volatity was 27.38, 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 31.1, which was 0 lower than the previous day. The implied volatity was 0.12, 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 31.1, which was 0 lower than the previous day. The implied volatity was 0.29, 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 31.1, which was 0 lower than the previous day. The implied volatity was 2.6, 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 31.1, which was 0 lower than the previous day. The implied volatity was 1.51, 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 31.1, which was 0 lower than the previous day. The implied volatity was 0.67, 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 31.1, which was 0 lower than the previous day. The implied volatity was 0.7, 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 31.1, which was 0 lower than the previous day. The implied volatity was 1.73, 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 31.1, which was 0 lower than the previous day. The implied volatity was 2.53, 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 31.1, which was 0 lower than the previous day. The implied volatity was 3.19, 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 31.1, which was 0 lower than the previous day. The implied volatity was 1.3, 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 31.1, which was 0 lower than the previous day. The implied volatity was 2.53, 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 31.1, which was 0 lower than the previous day. The implied volatity was 2.38, 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 31.1, which was 0 lower than the previous day. The implied volatity was 1.5, 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 31.1, which was 0 lower than the previous day. The implied volatity was 3.87, 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 31.1, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
