GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
10 Mar 2026 12:58 PM IST
| GRASIM 30-MAR-2026 2780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 2.45
Theta: -1.53
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 2723.30 | 34.75 | 5.55 | 20.45 | 67 | -17 | 116 | |||||||||
| 9 Mar | 2681.20 | 29.45 | -8.55 | 25.51 | 97 | 11 | 133 | |||||||||
| 6 Mar | 2718.40 | 37.8 | 2.1 | 20.35 | 179 | 16 | 122 | |||||||||
| 5 Mar | 2724.10 | 33.75 | 2.25 | 18.49 | 259 | 0 | 107 | |||||||||
| 4 Mar | 2683.20 | 29.3 | -32.95 | 21.89 | 427 | 41 | 107 | |||||||||
| 2 Mar | 2777.30 | 60.45 | -17.9 | 17.89 | 405 | 42 | 66 | |||||||||
| 27 Feb | 2799.80 | 79 | -59.5 | 18.08 | 71 | 23 | 24 | |||||||||
| 26 Feb | 2863.50 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 2878.40 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 2879.30 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 2873.40 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 2832.80 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 19 Feb | 2864.30 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 2933.80 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
|
|
||||||||||||||||
| 17 Feb | 2900.40 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 2912.70 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 2888.00 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 2925.50 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 2932.60 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 2953.90 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 2926.30 | 138.5 | -0.55 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 2836.90 | 138.5 | -0.55 | 17.94 | 2 | 0 | 1 | |||||||||
| 5 Feb | 2863.90 | 139.05 | -37.25 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 2844.90 | 139.05 | -37.25 | 19.28 | 17 | 3 | 3 | |||||||||
| 3 Feb | 2808.90 | 176.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2774.60 | 176.3 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2737.60 | 176.3 | 0 | 0.46 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2819.00 | 176.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2831.70 | 176.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2839.10 | 176.3 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2780 expiring on 30MAR2026
Delta for 2780 CE is 0.39
Historical price for 2780 CE is as follows
On 10 Mar GRASIM was trading at 2723.30. The strike last trading price was 34.75, which was 5.55 higher than the previous day. The implied volatity was 20.45, the open interest changed by -17 which decreased total open position to 116
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 29.45, which was -8.55 lower than the previous day. The implied volatity was 25.51, the open interest changed by 11 which increased total open position to 133
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 37.8, which was 2.1 higher than the previous day. The implied volatity was 20.35, the open interest changed by 16 which increased total open position to 122
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 33.75, which was 2.25 higher than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 107
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 29.3, which was -32.95 lower than the previous day. The implied volatity was 21.89, the open interest changed by 41 which increased total open position to 107
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 60.45, which was -17.9 lower than the previous day. The implied volatity was 17.89, the open interest changed by 42 which increased total open position to 66
On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 79, which was -59.5 lower than the previous day. The implied volatity was 18.08, the open interest changed by 23 which increased total open position to 24
On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, 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 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 138.5, which was -0.55 lower than the previous day. The implied volatity was 17.94, the open interest changed by 0 which decreased total open position to 1
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 139.05, which was -37.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 139.05, which was -37.25 lower than the previous day. The implied volatity was 19.28, the open interest changed by 3 which increased total open position to 3
On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 176.3, 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 176.3, 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 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 176.3, which was 0 lower than the previous day. The implied volatity was 0.46, 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 176.3, 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 176.3, 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 176.3, 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 30MAR2026 2780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 2723.30 | 131.3 | 31.5 | - | 11 | 0 | 95 |
| 9 Mar | 2681.20 | 131.3 | 31.5 | 28.71 | 11 | -5 | 95 |
| 6 Mar | 2718.40 | 100.05 | 15.5 | 27.18 | 54 | -1 | 100 |
| 5 Mar | 2724.10 | 84.55 | -36.7 | 20.98 | 7 | -3 | 101 |
| 4 Mar | 2683.20 | 124.45 | 66.6 | 25.37 | 54 | -20 | 104 |
| 2 Mar | 2777.30 | 57.35 | 13.65 | 20.57 | 379 | -12 | 125 |
| 27 Feb | 2799.80 | 45.5 | 24.15 | 19.36 | 626 | 85 | 137 |
| 26 Feb | 2863.50 | 20.7 | 0.7 | 18.6 | 68 | -6 | 46 |
| 25 Feb | 2878.40 | 20.75 | -9.25 | 19.07 | 105 | 43 | 52 |
| 24 Feb | 2879.30 | 30 | -6.35 | - | 0 | 0 | 9 |
| 23 Feb | 2873.40 | 30 | -6.35 | 21.66 | 2 | 0 | 8 |
| 20 Feb | 2832.80 | 36.35 | 6.8 | 19.11 | 6 | -2 | 7 |
| 19 Feb | 2864.30 | 29.55 | 2.85 | - | 0 | 0 | 9 |
| 18 Feb | 2933.80 | 29.55 | 2.85 | - | 0 | 0 | 9 |
| 17 Feb | 2900.40 | 29.55 | 2.85 | - | 0 | 0 | 9 |
| 16 Feb | 2912.70 | 29.55 | 2.85 | - | 0 | 0 | 9 |
| 13 Feb | 2888.00 | 29.55 | 2.85 | 20.37 | 2 | 0 | 11 |
| 12 Feb | 2925.50 | 26.7 | -7.95 | - | 0 | 0 | 11 |
| 11 Feb | 2932.60 | 26.7 | -7.95 | 22.33 | 7 | -4 | 12 |
| 10 Feb | 2953.90 | 34.65 | -17.4 | - | 0 | 0 | 16 |
| 9 Feb | 2926.30 | 34.65 | -17.4 | 24.01 | 9 | -1 | 14 |
| 6 Feb | 2836.90 | 52.05 | 7.85 | 22.63 | 2 | 0 | 15 |
| 5 Feb | 2863.90 | 43.9 | -9.6 | 22.37 | 4 | 0 | 14 |
| 4 Feb | 2844.90 | 54 | 0 | 22.05 | 4 | 2 | 14 |
| 3 Feb | 2808.90 | 54 | -17 | - | 0 | 0 | 12 |
| 2 Feb | 2774.60 | 54 | -17 | - | 0 | 0 | 12 |
| 1 Feb | 2737.60 | 54 | -17 | - | 0 | 0 | 12 |
| 30 Jan | 2819.00 | 54 | -17 | - | 0 | 0 | 12 |
| 29 Jan | 2831.70 | 54 | -17 | - | 0 | 0 | 0 |
| 28 Jan | 2839.10 | 54 | -17 | 21.33 | 12 | 10 | 10 |
For Grasim Industries Ltd - strike price 2780 expiring on 30MAR2026
Delta for 2780 PE is -
Historical price for 2780 PE is as follows
On 10 Mar GRASIM was trading at 2723.30. The strike last trading price was 131.3, which was 31.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 131.3, which was 31.5 higher than the previous day. The implied volatity was 28.71, the open interest changed by -5 which decreased total open position to 95
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 100.05, which was 15.5 higher than the previous day. The implied volatity was 27.18, the open interest changed by -1 which decreased total open position to 100
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 84.55, which was -36.7 lower than the previous day. The implied volatity was 20.98, the open interest changed by -3 which decreased total open position to 101
On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 124.45, which was 66.6 higher than the previous day. The implied volatity was 25.37, the open interest changed by -20 which decreased total open position to 104
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 57.35, which was 13.65 higher than the previous day. The implied volatity was 20.57, the open interest changed by -12 which decreased total open position to 125
On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 45.5, which was 24.15 higher than the previous day. The implied volatity was 19.36, the open interest changed by 85 which increased total open position to 137
On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 20.7, which was 0.7 higher than the previous day. The implied volatity was 18.6, the open interest changed by -6 which decreased total open position to 46
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 20.75, which was -9.25 lower than the previous day. The implied volatity was 19.07, the open interest changed by 43 which increased total open position to 52
On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 30, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 30, which was -6.35 lower than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 8
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 36.35, which was 6.8 higher than the previous day. The implied volatity was 19.11, the open interest changed by -2 which decreased total open position to 7
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 29.55, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 29.55, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 29.55, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 29.55, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 29.55, which was 2.85 higher than the previous day. The implied volatity was 20.37, the open interest changed by 0 which decreased total open position to 11
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 26.7, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 26.7, which was -7.95 lower than the previous day. The implied volatity was 22.33, the open interest changed by -4 which decreased total open position to 12
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 34.65, which was -17.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 34.65, which was -17.4 lower than the previous day. The implied volatity was 24.01, the open interest changed by -1 which decreased total open position to 14
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 52.05, which was 7.85 higher than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 15
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 43.9, which was -9.6 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 14
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 22.05, the open interest changed by 2 which increased total open position to 14
On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 54, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 54, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 54, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 54, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 54, which was -17 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 54, which was -17 lower than the previous day. The implied volatity was 21.33, the open interest changed by 10 which increased total open position to 10
