GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Apr 2026 04:10 PM IST
| GRASIM 28-Apr-2026 (7d) 2700 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.01
Theta: -2.72
Gamma: 0.00296
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 2760.10 | 79.4 | 15.150000000000006 | 28.96 | 444 | -82 | 161 | |||||||||
| 17 Apr | 2720.50 | 62.25 | -7.25 | 24.93 | 247 | 19 | 246 | |||||||||
| 16 Apr | 2717.30 | 68.15 | -24.849999999999994 | 27.57 | 289 | 8 | 227 | |||||||||
| 15 Apr | 2741.40 | 92.15 | 11.950000000000003 | 33.63 | 201 | -65 | 219 | |||||||||
| 13 Apr | 2713.00 | 79.45 | -23.200000000000003 | 31.63 | 487 | 31 | 286 | |||||||||
| 10 Apr | 2742.60 | 109 | 8.450000000000003 | 29.38 | 97 | 9 | 255 | |||||||||
| 9 Apr | 2740.50 | 98 | -14.65 | 27.02 | 88 | 6 | 246 | |||||||||
| 8 Apr | 2756.20 | 113.25 | 56.2 | 25.19 | 300 | -9 | 240 | |||||||||
| 7 Apr | 2621.00 | 58.95 | -0.35 | 35.16 | 202 | 11 | 258 | |||||||||
| 6 Apr | 2614.40 | 59 | 14.2 | 34.87 | 273 | 39 | 253 | |||||||||
| 2 Apr | 2564.10 | 45 | -0.3 | 34.35 | 624 | 56 | 214 | |||||||||
| 1 Apr | 2592.80 | 44.5 | 6.3 | 29.93 | 472 | 16 | 161 | |||||||||
| 30 Mar | 2557.70 | 35.1 | -24.95 | 29.72 | 585 | -62 | 146 | |||||||||
| 27 Mar | 2628.20 | 60.9 | -2 | 24.47 | 287 | 72 | 209 | |||||||||
| 25 Mar | 2647.80 | 63.9 | 26.9 | 22.63 | 216 | 44 | 137 | |||||||||
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| 24 Mar | 2549.40 | 39.5 | 7.15 | 25.63 | 120 | 18 | 94 | |||||||||
| 23 Mar | 2531.10 | 34 | -20.5 | 24.84 | 60 | 25 | 76 | |||||||||
| 20 Mar | 2616.30 | 54.5 | 0.5 | 21.69 | 50 | 24 | 50 | |||||||||
| 19 Mar | 2607.90 | 54 | -31 | 23.27 | 23 | 16 | 22 | |||||||||
| 18 Mar | 2723.10 | 85 | 5 | - | 0 | 0 | 6 | |||||||||
| 17 Mar | 2683.30 | 85 | 5 | 22.4 | 2 | 0 | 6 | |||||||||
| 16 Mar | 2654.40 | 80 | 9 | 23.81 | 1 | 0 | 5 | |||||||||
| 13 Mar | 2568.60 | 71 | -24 | 30.39 | 1 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 95 | -41.45 | 23.59 | 3 | -1 | 5 | |||||||||
| 11 Mar | 2735.60 | 136.45 | 10.7 | 26.52 | 3 | -1 | 5 | |||||||||
| 10 Mar | 2743.90 | 129.55 | 42.55 | 20.03 | 4 | -1 | 8 | |||||||||
| 9 Mar | 2681.20 | 87 | -11.4 | 21.32 | 6 | 4 | 8 | |||||||||
| 6 Mar | 2718.40 | 98.4 | 0 | - | 0 | 0 | 4 | |||||||||
| 5 Mar | 2724.10 | 98.4 | 0 | 17.72 | 1 | 0 | 3 | |||||||||
| 4 Mar | 2683.20 | 98.4 | -41.6 | 22.05 | 3 | 1 | 2 | |||||||||
| 2 Mar | 2777.30 | 140 | -110.35 | 15.37 | 1 | 0 | 0 | |||||||||
| 27 Feb | 2799.80 | 250.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2700 expiring on 28APR2026
Delta for 2700 CE is 0.68
Historical price for 2700 CE is as follows
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 79.4, which was 15.150000000000006 higher than the previous day. The implied volatity was 28.96, the open interest changed by -82 which decreased total open position to 161
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 62.25, which was -7.25 lower than the previous day. The implied volatity was 24.93, the open interest changed by 19 which increased total open position to 246
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 68.15, which was -24.849999999999994 lower than the previous day. The implied volatity was 27.57, the open interest changed by 8 which increased total open position to 227
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 92.15, which was 11.950000000000003 higher than the previous day. The implied volatity was 33.63, the open interest changed by -65 which decreased total open position to 219
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 79.45, which was -23.200000000000003 lower than the previous day. The implied volatity was 31.63, the open interest changed by 31 which increased total open position to 286
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 109, which was 8.450000000000003 higher than the previous day. The implied volatity was 29.38, the open interest changed by 9 which increased total open position to 255
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 98, which was -14.65 lower than the previous day. The implied volatity was 27.02, the open interest changed by 6 which increased total open position to 246
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 113.25, which was 56.2 higher than the previous day. The implied volatity was 25.19, the open interest changed by -9 which decreased total open position to 240
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 58.95, which was -0.35 lower than the previous day. The implied volatity was 35.16, the open interest changed by 11 which increased total open position to 258
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 59, which was 14.2 higher than the previous day. The implied volatity was 34.87, the open interest changed by 39 which increased total open position to 253
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 45, which was -0.3 lower than the previous day. The implied volatity was 34.35, the open interest changed by 56 which increased total open position to 214
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 44.5, which was 6.3 higher than the previous day. The implied volatity was 29.93, the open interest changed by 16 which increased total open position to 161
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 35.1, which was -24.95 lower than the previous day. The implied volatity was 29.72, the open interest changed by -62 which decreased total open position to 146
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 60.9, which was -2 lower than the previous day. The implied volatity was 24.47, the open interest changed by 72 which increased total open position to 209
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 63.9, which was 26.9 higher than the previous day. The implied volatity was 22.63, the open interest changed by 44 which increased total open position to 137
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 39.5, which was 7.15 higher than the previous day. The implied volatity was 25.63, the open interest changed by 18 which increased total open position to 94
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 34, which was -20.5 lower than the previous day. The implied volatity was 24.84, the open interest changed by 25 which increased total open position to 76
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 54.5, which was 0.5 higher than the previous day. The implied volatity was 21.69, the open interest changed by 24 which increased total open position to 50
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 54, which was -31 lower than the previous day. The implied volatity was 23.27, the open interest changed by 16 which increased total open position to 22
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 85, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 85, which was 5 higher than the previous day. The implied volatity was 22.4, the open interest changed by 0 which decreased total open position to 6
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 80, which was 9 higher than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 5
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was 71, which was -24 lower than the previous day. The implied volatity was 30.39, 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 95, which was -41.45 lower than the previous day. The implied volatity was 23.59, the open interest changed by -1 which decreased total open position to 5
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 136.45, which was 10.7 higher than the previous day. The implied volatity was 26.52, the open interest changed by -1 which decreased total open position to 5
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 129.55, which was 42.55 higher than the previous day. The implied volatity was 20.03, the open interest changed by -1 which decreased total open position to 8
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 87, which was -11.4 lower than the previous day. The implied volatity was 21.32, the open interest changed by 4 which increased total open position to 8
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 98.4, which was 0 lower 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 98.4, which was 0 lower than the previous day. The implied volatity was 17.72, the open interest changed by 0 which decreased total open position to 3
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 98.4, which was -41.6 lower than the previous day. The implied volatity was 22.05, the open interest changed by 1 which increased total open position to 2
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 140, which was -110.35 lower than the previous day. The implied volatity was 15.37, 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 250.35, 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 (7d) 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.01
Theta: -2.35
Gamma: 0.00291
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 2760.10 | 25.6 | -13.299999999999997 | 29.43 | 615 | -42 | 347 |
| 17 Apr | 2720.50 | 37 | -8.25 | 25.93 | 331 | -4 | 388 |
| 16 Apr | 2717.30 | 45.95 | 3 | 29.01 | 899 | -44 | 392 |
| 15 Apr | 2741.40 | 43.95 | -13.199999999999996 | 30.15 | 268 | 36 | 433 |
| 13 Apr | 2713.00 | 55 | 9.75 | 28.97 | 888 | 82 | 401 |
| 10 Apr | 2742.60 | 39.55 | -14.450000000000003 | 27.55 | 454 | 94 | 323 |
| 9 Apr | 2740.50 | 55.6 | 7.5 | 30.34 | 388 | -1 | 229 |
| 8 Apr | 2756.20 | 46 | -81.15 | 31.6 | 481 | 138 | 231 |
| 7 Apr | 2621.00 | 126.8 | -4 | 34.8 | 29 | 15 | 93 |
| 6 Apr | 2614.40 | 129.55 | -42.4 | 34.37 | 15 | -2 | 77 |
| 2 Apr | 2564.10 | 174.8 | 29.85 | 35.12 | 19 | -4 | 78 |
| 1 Apr | 2592.80 | 144.95 | -32.25 | 30.07 | 25 | 4 | 81 |
| 30 Mar | 2557.70 | 177.2 | 45.2 | 31.56 | 50 | 16 | 77 |
| 27 Mar | 2628.20 | 132 | 30.55 | 36.31 | 7 | 3 | 60 |
| 25 Mar | 2647.80 | 102.2 | -35.8 | 28.34 | 64 | 15 | 48 |
| 24 Mar | 2549.40 | 138 | -44 | 21.73 | 3 | 2 | 32 |
| 23 Mar | 2531.10 | 182 | 81 | 33.43 | 16 | 6 | 28 |
| 20 Mar | 2616.30 | 101 | -10.7 | 22.11 | 4 | 2 | 21 |
| 19 Mar | 2607.90 | 111.7 | 46.7 | 22.1 | 9 | -3 | 19 |
| 18 Mar | 2723.10 | 65 | -35 | 23.92 | 9 | 5 | 22 |
| 17 Mar | 2683.30 | 100 | -30 | 28.73 | 2 | 0 | 16 |
| 16 Mar | 2654.40 | 130 | 66 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 130 | 66 | 19.4 | 1 | 0 | 0 |
| 12 Mar | 2673.10 | 64 | -6 | - | 0 | 2 | 0 |
| 11 Mar | 2735.60 | 64 | -6 | 23.37 | 12 | 1 | 15 |
| 10 Mar | 2743.90 | 70 | 17 | - | 0 | 0 | 14 |
| 9 Mar | 2681.20 | 70 | 17 | - | 0 | 0 | 14 |
| 6 Mar | 2718.40 | 70 | 17 | 23.44 | 12 | 11 | 14 |
| 5 Mar | 2724.10 | 53 | 12.8 | - | 4 | 0 | 0 |
| 4 Mar | 2683.20 | 53 | 12.8 | - | 4 | 0 | 3 |
| 2 Mar | 2777.30 | 53 | 12.8 | 23.48 | 4 | 2 | 2 |
| 27 Feb | 2799.80 | 40.2 | 0 | 3.29 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2700 expiring on 28APR2026
Delta for 2700 PE is -0.32
Historical price for 2700 PE is as follows
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 25.6, which was -13.299999999999997 lower than the previous day. The implied volatity was 29.43, the open interest changed by -42 which decreased total open position to 347
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 37, which was -8.25 lower than the previous day. The implied volatity was 25.93, the open interest changed by -4 which decreased total open position to 388
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 45.95, which was 3 higher than the previous day. The implied volatity was 29.01, the open interest changed by -44 which decreased total open position to 392
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 43.95, which was -13.199999999999996 lower than the previous day. The implied volatity was 30.15, the open interest changed by 36 which increased total open position to 433
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 55, which was 9.75 higher than the previous day. The implied volatity was 28.97, the open interest changed by 82 which increased total open position to 401
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 39.55, which was -14.450000000000003 lower than the previous day. The implied volatity was 27.55, the open interest changed by 94 which increased total open position to 323
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 55.6, which was 7.5 higher than the previous day. The implied volatity was 30.34, the open interest changed by -1 which decreased total open position to 229
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 46, which was -81.15 lower than the previous day. The implied volatity was 31.6, the open interest changed by 138 which increased total open position to 231
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 126.8, which was -4 lower than the previous day. The implied volatity was 34.8, the open interest changed by 15 which increased total open position to 93
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 129.55, which was -42.4 lower than the previous day. The implied volatity was 34.37, the open interest changed by -2 which decreased total open position to 77
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 174.8, which was 29.85 higher than the previous day. The implied volatity was 35.12, the open interest changed by -4 which decreased total open position to 78
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 144.95, which was -32.25 lower than the previous day. The implied volatity was 30.07, the open interest changed by 4 which increased total open position to 81
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 177.2, which was 45.2 higher than the previous day. The implied volatity was 31.56, the open interest changed by 16 which increased total open position to 77
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 132, which was 30.55 higher than the previous day. The implied volatity was 36.31, the open interest changed by 3 which increased total open position to 60
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 102.2, which was -35.8 lower than the previous day. The implied volatity was 28.34, the open interest changed by 15 which increased total open position to 48
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 138, which was -44 lower than the previous day. The implied volatity was 21.73, the open interest changed by 2 which increased total open position to 32
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 182, which was 81 higher than the previous day. The implied volatity was 33.43, the open interest changed by 6 which increased total open position to 28
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 101, which was -10.7 lower than the previous day. The implied volatity was 22.11, the open interest changed by 2 which increased total open position to 21
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 111.7, which was 46.7 higher than the previous day. The implied volatity was 22.1, the open interest changed by -3 which decreased total open position to 19
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 65, which was -35 lower than the previous day. The implied volatity was 23.92, the open interest changed by 5 which increased total open position to 22
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 100, which was -30 lower than the previous day. The implied volatity was 28.73, the open interest changed by 0 which decreased total open position to 16
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 130, which was 66 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 130, which was 66 higher than the previous day. The implied volatity was 19.4, 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 64, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 64, which was -6 lower than the previous day. The implied volatity was 23.37, the open interest changed by 1 which increased total open position to 15
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 70, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 70, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 70, which was 17 higher than the previous day. The implied volatity was 23.44, the open interest changed by 11 which increased total open position to 14
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 53, which was 12.8 higher 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 53, which was 12.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 53, which was 12.8 higher than the previous day. The implied volatity was 23.48, the open interest changed by 2 which increased total open position to 2
On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
