GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:30 PM IST
| GRASIM 28-Apr-2026 (4d) 2780 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.01
Theta: -3.14
Gamma: 0.00518
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2749.10 | 16.5 | 3.5500000000000007 | 23.61 | 1,215 | 92 | 282 | |||||||||
| 23 Apr | 2735.00 | 13.45 | -19.400000000000002 | 23.3 | 490 | -3 | 189 | |||||||||
| 22 Apr | 2776.60 | 30.55 | -11.650000000000002 | 24.55 | 1,142 | -24 | 192 | |||||||||
| 21 Apr | 2777.70 | 40.8 | 4.799999999999997 | 27.52 | 1,731 | 82 | 217 | |||||||||
| 20 Apr | 2760.10 | 34.7 | 8.050000000000004 | 27.56 | 413 | 25 | 143 | |||||||||
| 17 Apr | 2720.50 | 25 | -6.75 | 24.08 | 95 | 7 | 119 | |||||||||
| 16 Apr | 2717.30 | 31.25 | -17.4 | 26.97 | 241 | 12 | 112 | |||||||||
| 15 Apr | 2741.40 | 48 | 7.049999999999997 | 31 | 159 | 0 | 99 | |||||||||
| 13 Apr | 2713.00 | 41.7 | -13.849999999999994 | 30.36 | 113 | -11 | 101 | |||||||||
| 10 Apr | 2742.60 | 60.35 | 4.050000000000004 | 27.47 | 189 | 17 | 111 | |||||||||
| 9 Apr | 2740.50 | 54.05 | -13.55 | 26.13 | 150 | 26 | 94 | |||||||||
| 8 Apr | 2756.20 | 70.05 | 42.7 | 27.87 | 157 | 17 | 68 | |||||||||
| 7 Apr | 2621.00 | 27.35 | 2.95 | - | 0 | 0 | 51 | |||||||||
| 6 Apr | 2614.40 | 27.35 | 2.95 | 31.03 | 5 | 0 | 52 | |||||||||
| 2 Apr | 2564.10 | 23.75 | 0 | 32.85 | 102 | 33 | 50 | |||||||||
| 1 Apr | 2592.80 | 23.75 | 3.35 | 29.36 | 24 | 0 | 16 | |||||||||
| 30 Mar | 2557.70 | 20.2 | -1.5 | 30.23 | 15 | -1 | 17 | |||||||||
| 27 Mar | 2628.20 | 21.7 | 1 | - | 0 | 0 | 18 | |||||||||
| 25 Mar | 2647.80 | 21.7 | 1 | - | 0 | 0 | 18 | |||||||||
| 24 Mar | 2549.40 | 21.7 | 1 | 25.75 | 1 | 0 | 17 | |||||||||
| 23 Mar | 2531.10 | 20.7 | -17.65 | 27.92 | 4 | 2 | 15 | |||||||||
| 20 Mar | 2616.30 | 38.35 | -9.05 | - | 0 | 0 | 13 | |||||||||
| 19 Mar | 2607.90 | 38.35 | -9.05 | 26.04 | 8 | 6 | 12 | |||||||||
| 18 Mar | 2723.10 | 47.4 | -0.05 | - | 0 | 0 | 6 | |||||||||
| 17 Mar | 2683.30 | 47.4 | -0.05 | 21.22 | 6 | 0 | 6 | |||||||||
| 16 Mar | 2654.40 | 47.45 | -147.4 | 23.74 | 6 | 0 | 0 | |||||||||
| 13 Mar | 2568.60 | 194.85 | 0 | 4.79 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 194.85 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
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| 11 Mar | 2735.60 | 194.85 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 10 Mar | 2743.90 | 194.85 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 9 Mar | 2681.20 | 194.85 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
| 6 Mar | 2718.40 | 194.85 | 0 | 0.61 | 0 | 0 | 0 | |||||||||
| 5 Mar | 2724.10 | 194.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2683.20 | 194.85 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 2 Mar | 2777.30 | 194.85 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 27 Feb | 2799.80 | 194.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2863.50 | 194.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2878.40 | 194.85 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2780 expiring on 28APR2026
Delta for 2780 CE is 0.35
Historical price for 2780 CE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 16.5, which was 3.5500000000000007 higher than the previous day. The implied volatity was 23.61, the open interest changed by 92 which increased total open position to 282
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 13.45, which was -19.400000000000002 lower than the previous day. The implied volatity was 23.3, the open interest changed by -3 which decreased total open position to 189
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 30.55, which was -11.650000000000002 lower than the previous day. The implied volatity was 24.55, the open interest changed by -24 which decreased total open position to 192
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 40.8, which was 4.799999999999997 higher than the previous day. The implied volatity was 27.52, the open interest changed by 82 which increased total open position to 217
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 34.7, which was 8.050000000000004 higher than the previous day. The implied volatity was 27.56, the open interest changed by 25 which increased total open position to 143
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 25, which was -6.75 lower than the previous day. The implied volatity was 24.08, the open interest changed by 7 which increased total open position to 119
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 31.25, which was -17.4 lower than the previous day. The implied volatity was 26.97, the open interest changed by 12 which increased total open position to 112
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 48, which was 7.049999999999997 higher than the previous day. The implied volatity was 31, the open interest changed by 0 which decreased total open position to 99
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 41.7, which was -13.849999999999994 lower than the previous day. The implied volatity was 30.36, the open interest changed by -11 which decreased total open position to 101
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 60.35, which was 4.050000000000004 higher than the previous day. The implied volatity was 27.47, the open interest changed by 17 which increased total open position to 111
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 54.05, which was -13.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by 26 which increased total open position to 94
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 70.05, which was 42.7 higher than the previous day. The implied volatity was 27.87, the open interest changed by 17 which increased total open position to 68
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 27.35, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 27.35, which was 2.95 higher than the previous day. The implied volatity was 31.03, the open interest changed by 0 which decreased total open position to 52
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 23.75, which was 0 lower than the previous day. The implied volatity was 32.85, the open interest changed by 33 which increased total open position to 50
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 23.75, which was 3.35 higher than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 16
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 20.2, which was -1.5 lower than the previous day. The implied volatity was 30.23, the open interest changed by -1 which decreased total open position to 17
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 21.7, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 21.7, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 21.7, which was 1 higher than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 17
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 20.7, which was -17.65 lower than the previous day. The implied volatity was 27.92, the open interest changed by 2 which increased total open position to 15
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 38.35, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 38.35, which was -9.05 lower than the previous day. The implied volatity was 26.04, the open interest changed by 6 which increased total open position to 12
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 47.4, which was -0.05 lower 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 47.4, which was -0.05 lower than the previous day. The implied volatity was 21.22, 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 47.45, which was -147.4 lower than the previous day. The implied volatity was 23.74, 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 194.85, which was 0 lower than the previous day. The implied volatity was 4.79, 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 194.85, which was 0 lower than the previous day. The implied volatity was 1.6, 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 194.85, which was 0 lower than the previous day. The implied volatity was 0.53, 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 194.85, which was 0 lower than the previous day. The implied volatity was 0.13, 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 194.85, which was 0 lower than the previous day. The implied volatity was 1.81, 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 194.85, which was 0 lower than the previous day. The implied volatity was 0.61, 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 194.85, 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 194.85, which was 0 lower than the previous day. The implied volatity was 1.64, 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 194.85, which was 0 lower than the previous day. The implied volatity was 0.11, 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 194.85, 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 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 194.85, 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 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 194.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| GRASIM 28-Apr-2026 (4d) 2780 PE | |||||||
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Delta: -0.65
Vega: 0.01
Theta: -2.42
Gamma: 0.0057
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2749.10 | 41.3 | -11.900000000000006 | 21.34 | 73 | 8 | 148 |
| 23 Apr | 2735.00 | 56.55 | 22.449999999999996 | 22.39 | 226 | -97 | 140 |
| 22 Apr | 2776.60 | 37.1 | -1.6999999999999957 | 21.5 | 744 | 84 | 236 |
| 21 Apr | 2777.70 | 37.3 | -23.300000000000004 | 22.21 | 368 | 20 | 153 |
| 20 Apr | 2760.10 | 60.6 | -23.4 | 29 | 79 | 12 | 142 |
| 17 Apr | 2720.50 | 84 | -2.25 | 27.11 | 5 | -1 | 130 |
| 16 Apr | 2717.30 | 85.7 | 7.450000000000003 | 25.61 | 70 | -15 | 132 |
| 15 Apr | 2741.40 | 81.6 | -11.800000000000011 | 28.72 | 126 | 74 | 143 |
| 13 Apr | 2713.00 | 93.4 | 17 | 27.57 | 36 | -3 | 71 |
| 10 Apr | 2742.60 | 71.95 | -17.349999999999994 | 26.02 | 52 | 2 | 72 |
| 9 Apr | 2740.50 | 91.75 | 13.1 | 31.54 | 82 | 18 | 70 |
| 8 Apr | 2756.20 | 78.55 | -143.45 | 30.88 | 75 | 51 | 52 |
| 7 Apr | 2621.00 | 222 | 158.25 | - | 0 | 0 | 1 |
| 6 Apr | 2614.40 | 222 | 158.25 | - | 0 | 0 | 1 |
| 2 Apr | 2564.10 | 222 | 158.25 | - | 0 | 0 | 1 |
| 1 Apr | 2592.80 | 222 | 158.25 | - | 0 | 0 | 1 |
| 30 Mar | 2557.70 | 222 | 158.25 | 20.14 | 1 | 0 | 0 |
| 27 Mar | 2628.20 | 63.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 2647.80 | 63.75 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 2549.40 | 63.75 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2531.10 | 63.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2616.30 | 63.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 2607.90 | 63.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 2723.10 | 63.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 2683.30 | 63.75 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 2654.40 | 63.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 63.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 63.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 2735.60 | 63.75 | 0 | 0.14 | 0 | 0 | 0 |
| 10 Mar | 2743.90 | 63.75 | 0 | 0.22 | 0 | 0 | 0 |
| 9 Mar | 2681.20 | 63.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 2718.40 | 63.75 | 0 | 0.04 | 0 | 0 | 0 |
| 5 Mar | 2724.10 | 63.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 2683.20 | 63.75 | 0 | 1.05 | 0 | 0 | 0 |
| 2 Mar | 2777.30 | 63.75 | 0 | 1.06 | 0 | 0 | 0 |
| 27 Feb | 2799.80 | 63.75 | 0 | 1.5 | 0 | 0 | 0 |
| 26 Feb | 2863.50 | 63.75 | 0 | 2.93 | 0 | 0 | 0 |
| 25 Feb | 2878.40 | 63.75 | 0 | 3.21 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2780 expiring on 28APR2026
Delta for 2780 PE is -0.65
Historical price for 2780 PE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 41.3, which was -11.900000000000006 lower than the previous day. The implied volatity was 21.34, the open interest changed by 8 which increased total open position to 148
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 56.55, which was 22.449999999999996 higher than the previous day. The implied volatity was 22.39, the open interest changed by -97 which decreased total open position to 140
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 37.1, which was -1.6999999999999957 lower than the previous day. The implied volatity was 21.5, the open interest changed by 84 which increased total open position to 236
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 37.3, which was -23.300000000000004 lower than the previous day. The implied volatity was 22.21, the open interest changed by 20 which increased total open position to 153
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 60.6, which was -23.4 lower than the previous day. The implied volatity was 29, the open interest changed by 12 which increased total open position to 142
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 84, which was -2.25 lower than the previous day. The implied volatity was 27.11, the open interest changed by -1 which decreased total open position to 130
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 85.7, which was 7.450000000000003 higher than the previous day. The implied volatity was 25.61, the open interest changed by -15 which decreased total open position to 132
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 81.6, which was -11.800000000000011 lower than the previous day. The implied volatity was 28.72, the open interest changed by 74 which increased total open position to 143
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 93.4, which was 17 higher than the previous day. The implied volatity was 27.57, the open interest changed by -3 which decreased total open position to 71
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 71.95, which was -17.349999999999994 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 72
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 91.75, which was 13.1 higher than the previous day. The implied volatity was 31.54, the open interest changed by 18 which increased total open position to 70
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 78.55, which was -143.45 lower than the previous day. The implied volatity was 30.88, the open interest changed by 51 which increased total open position to 52
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 222, which was 158.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 222, which was 158.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 222, which was 158.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 222, which was 158.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 222, which was 158.25 higher than the previous day. The implied volatity was 20.14, the open interest changed by 0 which decreased total open position to 0
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 63.75, 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 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 63.75, 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 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 63.75, 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 63.75, 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 63.75, 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 63.75, 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 63.75, 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 63.75, 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 63.75, 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 63.75, 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 63.75, 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 63.75, which was 0 lower than the previous day. The implied volatity was 0.14, 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 63.75, which was 0 lower than the previous day. The implied volatity was 0.22, 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 63.75, 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 63.75, which was 0 lower than the previous day. The implied volatity was 0.04, 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 63.75, 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 63.75, which was 0 lower than the previous day. The implied volatity was 1.05, 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 63.75, which was 0 lower than the previous day. The implied volatity was 1.06, 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 63.75, 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 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 63.75, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 63.75, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
