GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:29 PM IST
| GRASIM 28-Apr-2026 (4d) 2740 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.01
Theta: -3.26
Gamma: 0.00566
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2748.90 | 33.2 | 4.550000000000004 | 22.99 | 501 | -47 | 162 | |||||||||
| 23 Apr | 2735.00 | 27.95 | -28.8 | 22.89 | 237 | -31 | 207 | |||||||||
| 22 Apr | 2776.60 | 52.55 | -13.299999999999997 | 24.1 | 99 | -9 | 238 | |||||||||
| 21 Apr | 2777.70 | 66 | 10.75 | 29.75 | 250 | -37 | 253 | |||||||||
| 20 Apr | 2760.10 | 52.5 | 9.149999999999999 | 27.5 | 888 | -104 | 293 | |||||||||
| 17 Apr | 2720.50 | 42.05 | -6.150000000000006 | 25.12 | 317 | 4 | 398 | |||||||||
| 16 Apr | 2717.30 | 48.7 | -20.200000000000003 | 28.65 | 787 | 72 | 398 | |||||||||
| 15 Apr | 2741.40 | 68 | 9.649999999999999 | 32.3 | 204 | 11 | 328 | |||||||||
| 13 Apr | 2713.00 | 59.45 | -17.64999999999999 | 31.31 | 444 | 27 | 322 | |||||||||
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| 10 Apr | 2742.60 | 82.6 | 5.549999999999997 | 28.24 | 328 | 32 | 297 | |||||||||
| 9 Apr | 2740.50 | 73.95 | -15.45 | 26.49 | 416 | 85 | 265 | |||||||||
| 8 Apr | 2756.20 | 91 | 48.3 | 26.46 | 549 | 112 | 181 | |||||||||
| 7 Apr | 2621.00 | 43.85 | -0.25 | 34.31 | 86 | 10 | 71 | |||||||||
| 6 Apr | 2614.40 | 45.5 | 13.2 | 34.67 | 76 | 37 | 61 | |||||||||
| 2 Apr | 2564.10 | 32.2 | -18.8 | 33.13 | 48 | 14 | 22 | |||||||||
| 1 Apr | 2592.80 | 51 | 21 | - | 0 | 0 | 8 | |||||||||
| 30 Mar | 2557.70 | 51 | 21 | - | 0 | 0 | 8 | |||||||||
| 27 Mar | 2628.20 | 51 | 21 | - | 0 | 0 | 8 | |||||||||
| 25 Mar | 2647.80 | 51 | 21 | 23.6 | 3 | 0 | 7 | |||||||||
| 24 Mar | 2549.40 | 30 | -37.05 | - | 0 | 0 | 7 | |||||||||
| 23 Mar | 2531.10 | 30 | -37.05 | 28.85 | 4 | 3 | 6 | |||||||||
| 20 Mar | 2616.30 | 67.05 | 6.05 | - | 0 | 0 | 3 | |||||||||
| 19 Mar | 2607.90 | 67.05 | 6.05 | 30.83 | 1 | 0 | 2 | |||||||||
| 18 Mar | 2723.10 | 61 | -160.6 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 2683.30 | 61 | -160.6 | - | 2 | 0 | 2 | |||||||||
| 16 Mar | 2654.40 | 61 | -160.6 | 23.7 | 2 | 0 | 0 | |||||||||
| 13 Mar | 2568.60 | 221.6 | 0 | 3.78 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 221.6 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 11 Mar | 2735.60 | 221.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2743.90 | 221.6 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 9 Mar | 2681.20 | 221.6 | 0 | 1 | 0 | 0 | 0 | |||||||||
| 6 Mar | 2718.40 | 221.6 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 5 Mar | 2724.10 | 221.6 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 4 Mar | 2683.20 | 221.6 | 0 | 0.69 | 0 | 0 | 0 | |||||||||
| 2 Mar | 2777.30 | 221.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2799.80 | 221.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2740 expiring on 28APR2026
Delta for 2740 CE is 0.56
Historical price for 2740 CE is as follows
On 24 Apr GRASIM was trading at 2748.90. The strike last trading price was 33.2, which was 4.550000000000004 higher than the previous day. The implied volatity was 22.99, the open interest changed by -47 which decreased total open position to 162
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 27.95, which was -28.8 lower than the previous day. The implied volatity was 22.89, the open interest changed by -31 which decreased total open position to 207
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 52.55, which was -13.299999999999997 lower than the previous day. The implied volatity was 24.1, the open interest changed by -9 which decreased total open position to 238
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 66, which was 10.75 higher than the previous day. The implied volatity was 29.75, the open interest changed by -37 which decreased total open position to 253
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 52.5, which was 9.149999999999999 higher than the previous day. The implied volatity was 27.5, the open interest changed by -104 which decreased total open position to 293
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 42.05, which was -6.150000000000006 lower than the previous day. The implied volatity was 25.12, the open interest changed by 4 which increased total open position to 398
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 48.7, which was -20.200000000000003 lower than the previous day. The implied volatity was 28.65, the open interest changed by 72 which increased total open position to 398
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 68, which was 9.649999999999999 higher than the previous day. The implied volatity was 32.3, the open interest changed by 11 which increased total open position to 328
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 59.45, which was -17.64999999999999 lower than the previous day. The implied volatity was 31.31, the open interest changed by 27 which increased total open position to 322
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 82.6, which was 5.549999999999997 higher than the previous day. The implied volatity was 28.24, the open interest changed by 32 which increased total open position to 297
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 73.95, which was -15.45 lower than the previous day. The implied volatity was 26.49, the open interest changed by 85 which increased total open position to 265
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 91, which was 48.3 higher than the previous day. The implied volatity was 26.46, the open interest changed by 112 which increased total open position to 181
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 43.85, which was -0.25 lower than the previous day. The implied volatity was 34.31, the open interest changed by 10 which increased total open position to 71
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 45.5, which was 13.2 higher than the previous day. The implied volatity was 34.67, the open interest changed by 37 which increased total open position to 61
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 32.2, which was -18.8 lower than the previous day. The implied volatity was 33.13, the open interest changed by 14 which increased total open position to 22
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 51, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 51, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 51, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 51, which was 21 higher than the previous day. The implied volatity was 23.6, the open interest changed by 0 which decreased total open position to 7
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 30, which was -37.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 30, which was -37.05 lower than the previous day. The implied volatity was 28.85, the open interest changed by 3 which increased total open position to 6
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 67.05, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 67.05, which was 6.05 higher than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 2
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 61, which was -160.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 61, which was -160.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 61, which was -160.6 lower than the previous day. The implied volatity was 23.7, 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 221.6, which was 0 lower than the previous day. The implied volatity was 3.78, 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 221.6, which was 0 lower than the previous day. The implied volatity was 0.54, 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 221.6, 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 221.6, which was 0 lower than the previous day. The implied volatity was 0.03, 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 221.6, which was 0 lower than the previous day. The implied volatity was 1, 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 221.6, which was 0 lower than the previous day. The implied volatity was 0.01, 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 221.6, which was 0 lower than the previous day. The implied volatity was 1.12, 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 221.6, which was 0 lower than the previous day. The implied volatity was 0.69, 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 221.6, 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 221.6, 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) 2740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.01
Theta: -2.66
Gamma: 0.006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2748.90 | 21 | -7.100000000000001 | 21.63 | 977 | -12 | 186 |
| 23 Apr | 2735.00 | 30.15 | 12.099999999999998 | 20.63 | 628 | -9 | 198 |
| 22 Apr | 2776.60 | 19.45 | -2.5500000000000007 | 23.98 | 399 | -2 | 207 |
| 21 Apr | 2777.70 | 21.45 | -17.8 | 23.34 | 279 | -24 | 205 |
| 20 Apr | 2760.10 | 41 | -16.049999999999997 | 28.87 | 233 | -6 | 229 |
| 17 Apr | 2720.50 | 56.25 | -7.700000000000003 | 25.98 | 154 | 3 | 240 |
| 16 Apr | 2717.30 | 64.3 | 5.5 | 27.68 | 385 | 16 | 237 |
| 15 Apr | 2741.40 | 60.7 | -13.950000000000003 | 29.42 | 162 | 21 | 219 |
| 13 Apr | 2713.00 | 73.15 | 12.400000000000006 | 27.89 | 148 | -37 | 199 |
| 10 Apr | 2742.60 | 55.65 | -14.050000000000004 | 26.68 | 253 | 12 | 235 |
| 9 Apr | 2740.50 | 72.65 | 11.55 | 32.23 | 267 | 47 | 224 |
| 8 Apr | 2756.20 | 59 | -99.9 | 30.53 | 406 | 159 | 177 |
| 7 Apr | 2621.00 | 158.9 | -45.75 | - | 0 | 0 | 18 |
| 6 Apr | 2614.40 | 158.9 | -45.75 | 35.47 | 5 | 2 | 17 |
| 2 Apr | 2564.10 | 204.65 | 89.65 | 35.31 | 2 | 0 | 14 |
| 1 Apr | 2592.80 | 115 | 64 | - | 0 | 0 | 14 |
| 30 Mar | 2557.70 | 115 | 64 | - | 0 | 0 | 14 |
| 27 Mar | 2628.20 | 115 | 64 | - | 0 | 0 | 14 |
| 25 Mar | 2647.80 | 115 | 64 | 25.04 | 42 | 0 | 0 |
| 24 Mar | 2549.40 | 51 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2531.10 | 51 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2616.30 | 51 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 2607.90 | 51 | 0 | 0.21 | 0 | 0 | 0 |
| 18 Mar | 2723.10 | 51 | 0 | 0.23 | 0 | 0 | 0 |
| 17 Mar | 2683.30 | 51 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 2654.40 | 51 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 51 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 51 | 0 | 0.15 | 0 | 0 | 0 |
| 11 Mar | 2735.60 | 51 | 0 | 0.67 | 0 | 0 | 0 |
| 10 Mar | 2743.90 | 51 | 0 | 1.33 | 0 | 0 | 0 |
| 9 Mar | 2681.20 | 51 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 2718.40 | 51 | 0 | 0.49 | 0 | 0 | 0 |
| 5 Mar | 2724.10 | 51 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 2683.20 | 51 | 0 | 0.15 | 0 | 0 | 0 |
| 2 Mar | 2777.30 | 51 | 0 | 1.9 | 0 | 0 | 0 |
| 27 Feb | 2799.80 | 51 | 0 | 2.35 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2740 expiring on 28APR2026
Delta for 2740 PE is -0.43
Historical price for 2740 PE is as follows
On 24 Apr GRASIM was trading at 2748.90. The strike last trading price was 21, which was -7.100000000000001 lower than the previous day. The implied volatity was 21.63, the open interest changed by -12 which decreased total open position to 186
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 30.15, which was 12.099999999999998 higher than the previous day. The implied volatity was 20.63, the open interest changed by -9 which decreased total open position to 198
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 19.45, which was -2.5500000000000007 lower than the previous day. The implied volatity was 23.98, the open interest changed by -2 which decreased total open position to 207
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 21.45, which was -17.8 lower than the previous day. The implied volatity was 23.34, the open interest changed by -24 which decreased total open position to 205
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 41, which was -16.049999999999997 lower than the previous day. The implied volatity was 28.87, the open interest changed by -6 which decreased total open position to 229
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 56.25, which was -7.700000000000003 lower than the previous day. The implied volatity was 25.98, the open interest changed by 3 which increased total open position to 240
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 64.3, which was 5.5 higher than the previous day. The implied volatity was 27.68, the open interest changed by 16 which increased total open position to 237
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 60.7, which was -13.950000000000003 lower than the previous day. The implied volatity was 29.42, the open interest changed by 21 which increased total open position to 219
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 73.15, which was 12.400000000000006 higher than the previous day. The implied volatity was 27.89, the open interest changed by -37 which decreased total open position to 199
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 55.65, which was -14.050000000000004 lower than the previous day. The implied volatity was 26.68, the open interest changed by 12 which increased total open position to 235
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 72.65, which was 11.55 higher than the previous day. The implied volatity was 32.23, the open interest changed by 47 which increased total open position to 224
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 59, which was -99.9 lower than the previous day. The implied volatity was 30.53, the open interest changed by 159 which increased total open position to 177
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 158.9, which was -45.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 158.9, which was -45.75 lower than the previous day. The implied volatity was 35.47, the open interest changed by 2 which increased total open position to 17
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 204.65, which was 89.65 higher than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 14
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 115, which was 64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 115, which was 64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 115, which was 64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 115, which was 64 higher than the previous day. The implied volatity was 25.04, 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 51, 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 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 51, 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 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 51, 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 51, which was 0 lower than the previous day. The implied volatity was 0.21, 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 51, which was 0 lower than the previous day. The implied volatity was 0.23, 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 51, 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 51, 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 51, 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 Mar GRASIM was trading at 2673.10. The strike last trading price was 51, which was 0 lower than the previous day. The implied volatity was 0.15, 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 51, 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 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 51, which was 0 lower than the previous day. The implied volatity was 1.33, 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 51, 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 51, 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 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 51, 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 51, which was 0 lower than the previous day. The implied volatity was 0.15, 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 51, which was 0 lower than the previous day. The implied volatity was 1.9, 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 51, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
