GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
13 Mar 2026 04:11 PM IST
| GRASIM 30-MAR-2026 2700 CE | ||||||||||||||||
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Delta: 0.24
Vega: 1.71
Theta: -1.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 2568.60 | 20.9 | -30.7 | 27.82 | 1,641 | 183 | 529 | |||||||||
| 12 Mar | 2673.10 | 52.6 | -29.9 | 24.54 | 874 | 58 | 349 | |||||||||
| 11 Mar | 2735.60 | 79.25 | -8.2 | 23.34 | 248 | 6 | 295 | |||||||||
| 10 Mar | 2743.90 | 91 | 30.95 | 20.64 | 670 | -11 | 289 | |||||||||
| 9 Mar | 2681.20 | 56.9 | -18.2 | 25.06 | 967 | 23 | 302 | |||||||||
| 6 Mar | 2718.40 | 74.6 | -1.05 | 19.88 | 723 | -34 | 280 | |||||||||
| 5 Mar | 2724.10 | 70.45 | 6.5 | 18.02 | 1,575 | 67 | 311 | |||||||||
| 4 Mar | 2683.20 | 60.3 | -57.05 | 22.33 | 1,693 | 218 | 249 | |||||||||
| 2 Mar | 2777.30 | 117.35 | -15.9 | 20.51 | 45 | 26 | 30 | |||||||||
| 27 Feb | 2799.80 | 132 | -55.85 | 17.27 | 7 | 1 | 3 | |||||||||
| 26 Feb | 2863.50 | 187.85 | -30.15 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 2878.40 | 187.85 | -30.15 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 2879.30 | 187.85 | -30.15 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 2873.40 | 187.85 | -30.15 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 2832.80 | 187.85 | -30.15 | 23.1 | 1 | 0 | 1 | |||||||||
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| 19 Feb | 2864.30 | 218 | -11.7 | 27.93 | 1 | 0 | 0 | |||||||||
| 18 Feb | 2933.80 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2900.40 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2912.70 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2888.00 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2925.50 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2932.60 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2953.90 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2926.30 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2836.90 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2863.90 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2844.90 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2808.90 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2774.60 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2737.60 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2819.00 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2831.70 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2839.10 | 229.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2700 expiring on 30MAR2026
Delta for 2700 CE is 0.24
Historical price for 2700 CE is as follows
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was 20.9, which was -30.7 lower than the previous day. The implied volatity was 27.82, the open interest changed by 183 which increased total open position to 529
On 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 52.6, which was -29.9 lower than the previous day. The implied volatity was 24.54, the open interest changed by 58 which increased total open position to 349
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 79.25, which was -8.2 lower than the previous day. The implied volatity was 23.34, the open interest changed by 6 which increased total open position to 295
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 91, which was 30.95 higher than the previous day. The implied volatity was 20.64, the open interest changed by -11 which decreased total open position to 289
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 56.9, which was -18.2 lower than the previous day. The implied volatity was 25.06, the open interest changed by 23 which increased total open position to 302
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 74.6, which was -1.05 lower than the previous day. The implied volatity was 19.88, the open interest changed by -34 which decreased total open position to 280
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 70.45, which was 6.5 higher than the previous day. The implied volatity was 18.02, the open interest changed by 67 which increased total open position to 311
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 60.3, which was -57.05 lower than the previous day. The implied volatity was 22.33, the open interest changed by 218 which increased total open position to 249
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 117.35, which was -15.9 lower than the previous day. The implied volatity was 20.51, the open interest changed by 26 which increased total open position to 30
On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 132, which was -55.85 lower than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 3
On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 187.85, which was -30.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 187.85, which was -30.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 187.85, which was -30.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 187.85, which was -30.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 187.85, which was -30.15 lower than the previous day. The implied volatity was 23.1, the open interest changed by 0 which decreased total open position to 1
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 218, which was -11.7 lower than the previous day. The implied volatity was 27.93, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2900.40. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2912.70. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2888.00. The strike last trading price was 229.7, 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 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2932.60. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2953.90. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2926.30. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2836.90. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2863.90. The strike last trading price was 229.7, 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 Feb GRASIM was trading at 2844.90. The strike last trading price was 229.7, 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 229.7, 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 229.7, 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 229.7, 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 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 229.7, 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 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 229.7, 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 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 229.7, 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 30MAR2026 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 1.79
Theta: -1.02
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 2568.60 | 142.4 | 66.3 | 30.13 | 215 | -51 | 336 |
| 12 Mar | 2673.10 | 74.85 | 25.3 | 28.99 | 581 | -23 | 391 |
| 11 Mar | 2735.60 | 53.1 | 14.5 | 28.85 | 1,110 | -6 | 426 |
| 10 Mar | 2743.90 | 37 | -35.05 | 25.32 | 504 | 52 | 432 |
| 9 Mar | 2681.20 | 72 | 16.55 | 25.05 | 255 | -12 | 377 |
| 6 Mar | 2718.40 | 55.95 | 9.1 | 26.22 | 1,141 | 13 | 403 |
| 5 Mar | 2724.10 | 50.65 | -24.75 | 23.73 | 714 | 17 | 389 |
| 4 Mar | 2683.20 | 78.9 | 50.15 | 26.47 | 1,289 | 67 | 379 |
| 2 Mar | 2777.30 | 29.75 | 9.8 | 21.7 | 680 | 15 | 310 |
| 27 Feb | 2799.80 | 21 | 12.1 | 19.78 | 595 | 16 | 297 |
| 26 Feb | 2863.50 | 8.85 | 0.45 | 19.54 | 104 | 53 | 281 |
| 25 Feb | 2878.40 | 8.4 | -1.45 | 19.53 | 161 | -21 | 229 |
| 24 Feb | 2879.30 | 10.35 | -5.8 | 20.58 | 380 | 151 | 247 |
| 23 Feb | 2873.40 | 15.95 | -5.35 | 22.89 | 131 | 8 | 96 |
| 20 Feb | 2832.80 | 21.75 | 3.15 | 21.86 | 148 | 48 | 87 |
| 19 Feb | 2864.30 | 18 | 5.55 | 22 | 32 | 8 | 38 |
| 18 Feb | 2933.80 | 12.45 | -5.3 | 23.71 | 19 | 15 | 29 |
| 17 Feb | 2900.40 | 17.75 | 2.1 | - | 0 | 0 | 14 |
| 16 Feb | 2912.70 | 17.75 | 2.1 | - | 0 | 0 | 14 |
| 13 Feb | 2888.00 | 17.75 | 2.1 | - | 0 | 0 | 14 |
| 12 Feb | 2925.50 | 17.75 | 2.1 | 24.88 | 4 | 1 | 13 |
| 11 Feb | 2932.60 | 15.65 | -0.85 | 23.53 | 2 | 1 | 12 |
| 10 Feb | 2953.90 | 16.5 | -13.65 | 25.14 | 3 | 2 | 11 |
| 9 Feb | 2926.30 | 30.15 | 3.3 | - | 0 | 0 | 9 |
| 6 Feb | 2836.90 | 30.15 | 3.3 | 22.88 | 2 | 0 | 7 |
| 5 Feb | 2863.90 | 26.85 | -6.7 | - | 0 | 0 | 7 |
| 4 Feb | 2844.90 | 26.85 | -6.7 | 21.52 | 7 | 3 | 5 |
| 3 Feb | 2808.90 | 33.55 | -11.7 | - | 0 | 0 | 2 |
| 2 Feb | 2774.60 | 33.55 | -11.7 | - | 0 | 0 | 2 |
| 1 Feb | 2737.60 | 33.55 | -11.7 | - | 0 | 0 | 2 |
| 30 Jan | 2819.00 | 33.55 | -11.7 | - | 0 | 0 | 2 |
| 29 Jan | 2831.70 | 33.55 | -11.7 | - | 0 | 0 | 2 |
| 28 Jan | 2839.10 | 33.55 | -11.7 | 22.1 | 2 | 0 | 0 |
For Grasim Industries Ltd - strike price 2700 expiring on 30MAR2026
Delta for 2700 PE is -0.74
Historical price for 2700 PE is as follows
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was 142.4, which was 66.3 higher than the previous day. The implied volatity was 30.13, the open interest changed by -51 which decreased total open position to 336
On 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 74.85, which was 25.3 higher than the previous day. The implied volatity was 28.99, the open interest changed by -23 which decreased total open position to 391
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 53.1, which was 14.5 higher than the previous day. The implied volatity was 28.85, the open interest changed by -6 which decreased total open position to 426
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 37, which was -35.05 lower than the previous day. The implied volatity was 25.32, the open interest changed by 52 which increased total open position to 432
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 72, which was 16.55 higher than the previous day. The implied volatity was 25.05, the open interest changed by -12 which decreased total open position to 377
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 55.95, which was 9.1 higher than the previous day. The implied volatity was 26.22, the open interest changed by 13 which increased total open position to 403
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 50.65, which was -24.75 lower than the previous day. The implied volatity was 23.73, the open interest changed by 17 which increased total open position to 389
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 78.9, which was 50.15 higher than the previous day. The implied volatity was 26.47, the open interest changed by 67 which increased total open position to 379
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 29.75, which was 9.8 higher than the previous day. The implied volatity was 21.7, the open interest changed by 15 which increased total open position to 310
On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 21, which was 12.1 higher than the previous day. The implied volatity was 19.78, the open interest changed by 16 which increased total open position to 297
On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 8.85, which was 0.45 higher than the previous day. The implied volatity was 19.54, the open interest changed by 53 which increased total open position to 281
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 8.4, which was -1.45 lower than the previous day. The implied volatity was 19.53, the open interest changed by -21 which decreased total open position to 229
On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 10.35, which was -5.8 lower than the previous day. The implied volatity was 20.58, the open interest changed by 151 which increased total open position to 247
On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 15.95, which was -5.35 lower than the previous day. The implied volatity was 22.89, the open interest changed by 8 which increased total open position to 96
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 21.75, which was 3.15 higher than the previous day. The implied volatity was 21.86, the open interest changed by 48 which increased total open position to 87
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 18, which was 5.55 higher than the previous day. The implied volatity was 22, the open interest changed by 8 which increased total open position to 38
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 12.45, which was -5.3 lower than the previous day. The implied volatity was 23.71, the open interest changed by 15 which increased total open position to 29
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 17.75, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 17.75, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 17.75, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 17.75, which was 2.1 higher than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 13
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 15.65, which was -0.85 lower than the previous day. The implied volatity was 23.53, the open interest changed by 1 which increased total open position to 12
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 16.5, which was -13.65 lower than the previous day. The implied volatity was 25.14, the open interest changed by 2 which increased total open position to 11
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 30.15, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 30.15, which was 3.3 higher than the previous day. The implied volatity was 22.88, the open interest changed by 0 which decreased total open position to 7
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 26.85, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 26.85, which was -6.7 lower than the previous day. The implied volatity was 21.52, the open interest changed by 3 which increased total open position to 5
On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 33.55, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 33.55, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 33.55, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 33.55, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 33.55, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 33.55, which was -11.7 lower than the previous day. The implied volatity was 22.1, the open interest changed by 0 which decreased total open position to 0
