GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Feb 2026 04:12 PM IST
| GRASIM 24-FEB-2026 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.79
Theta: -2.04
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 2832.80 | 42.35 | -21.6 | 14.39 | 121 | -43 | 169 | |||||||||
| 19 Feb | 2864.30 | 62.65 | -70.85 | 18.86 | 34 | 3 | 211 | |||||||||
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| 18 Feb | 2933.80 | 133.5 | 31.15 | 11.51 | 56 | -16 | 227 | |||||||||
| 17 Feb | 2900.40 | 102.4 | -18.15 | 22.28 | 25 | -10 | 240 | |||||||||
| 16 Feb | 2912.70 | 113.55 | 6.2 | 26.82 | 15 | -5 | 251 | |||||||||
| 13 Feb | 2888.00 | 103.3 | -32.9 | 24.89 | 38 | -14 | 254 | |||||||||
| 12 Feb | 2925.50 | 135.55 | -15.75 | 16.77 | 27 | -6 | 266 | |||||||||
| 11 Feb | 2932.60 | 151.3 | -19.7 | 26.34 | 49 | 7 | 272 | |||||||||
| 10 Feb | 2953.90 | 171 | 16.95 | 13.25 | 63 | -4 | 265 | |||||||||
| 9 Feb | 2926.30 | 154.6 | 70.8 | 28.02 | 333 | -30 | 269 | |||||||||
| 6 Feb | 2836.90 | 86 | -23.4 | 20.71 | 64 | 6 | 299 | |||||||||
| 5 Feb | 2863.90 | 113.5 | 15.6 | 23.86 | 65 | -4 | 293 | |||||||||
| 4 Feb | 2844.90 | 99.8 | 26.05 | 27.39 | 208 | -17 | 297 | |||||||||
| 3 Feb | 2808.90 | 75.45 | 18.9 | 23.41 | 498 | -59 | 312 | |||||||||
| 2 Feb | 2774.60 | 57.3 | 11.8 | 22.78 | 1,140 | 117 | 368 | |||||||||
| 1 Feb | 2737.60 | 49 | -41.7 | 23.47 | 382 | 50 | 252 | |||||||||
| 30 Jan | 2819.00 | 92.5 | -8.15 | 25.18 | 142 | -5 | 200 | |||||||||
| 29 Jan | 2831.70 | 101.25 | -5.35 | 22.01 | 158 | 8 | 203 | |||||||||
| 28 Jan | 2839.10 | 106.45 | -15.9 | 23.66 | 197 | 7 | 195 | |||||||||
| 27 Jan | 2856.20 | 127.55 | 68.25 | 25.81 | 1,242 | 45 | 187 | |||||||||
| 23 Jan | 2759.00 | 60.05 | -13.25 | 19.78 | 285 | 64 | 143 | |||||||||
| 22 Jan | 2787.60 | 70.6 | 20.75 | 19.19 | 256 | -1 | 77 | |||||||||
| 21 Jan | 2735.60 | 50 | 4.8 | 19.42 | 161 | 48 | 78 | |||||||||
| 20 Jan | 2713.60 | 44.8 | -29.2 | 21.12 | 83 | 20 | 29 | |||||||||
| 19 Jan | 2780.00 | 74 | -16 | 20.18 | 9 | 5 | 8 | |||||||||
| 16 Jan | 2809.60 | 90 | -6 | - | 0 | 0 | 3 | |||||||||
| 14 Jan | 2795.80 | 90 | -6 | - | 0 | 0 | 3 | |||||||||
| 13 Jan | 2774.20 | 96 | -14 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 2806.70 | 96 | -14 | 20.83 | 2 | 0 | 1 | |||||||||
| 9 Jan | 2776.90 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 8 Jan | 2792.00 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 7 Jan | 2837.10 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 6 Jan | 2865.30 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 5 Jan | 2848.90 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 2 Jan | 2856.40 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 1 Jan | 2851.70 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 31 Dec | 2829.00 | 110 | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 2841.70 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 29 Dec | 2842.40 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 26 Dec | 2817.70 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 2826.90 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 23 Dec | 2829.80 | 110 | 0.9 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 2809.70 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 19 Dec | 2812.50 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 18 Dec | 2807.60 | 110 | 0.9 | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 2806.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 2799.10 | 109.1 | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 2821.00 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 2836.70 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 2797.80 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 2746.80 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 2746.00 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2744.20 | 109.1 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 5 Dec | 2747.00 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2730.40 | 109.1 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 3 Dec | 2720.30 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2735.00 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2731.50 | 109.1 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 28 Nov | 2739.40 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2740.00 | 109.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2800 expiring on 24FEB2026
Delta for 2800 CE is 0.82
Historical price for 2800 CE is as follows
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 42.35, which was -21.6 lower than the previous day. The implied volatity was 14.39, the open interest changed by -43 which decreased total open position to 169
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 62.65, which was -70.85 lower than the previous day. The implied volatity was 18.86, the open interest changed by 3 which increased total open position to 211
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 133.5, which was 31.15 higher than the previous day. The implied volatity was 11.51, the open interest changed by -16 which decreased total open position to 227
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 102.4, which was -18.15 lower than the previous day. The implied volatity was 22.28, the open interest changed by -10 which decreased total open position to 240
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 113.55, which was 6.2 higher than the previous day. The implied volatity was 26.82, the open interest changed by -5 which decreased total open position to 251
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 103.3, which was -32.9 lower than the previous day. The implied volatity was 24.89, the open interest changed by -14 which decreased total open position to 254
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 135.55, which was -15.75 lower than the previous day. The implied volatity was 16.77, the open interest changed by -6 which decreased total open position to 266
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 151.3, which was -19.7 lower than the previous day. The implied volatity was 26.34, the open interest changed by 7 which increased total open position to 272
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 171, which was 16.95 higher than the previous day. The implied volatity was 13.25, the open interest changed by -4 which decreased total open position to 265
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 154.6, which was 70.8 higher than the previous day. The implied volatity was 28.02, the open interest changed by -30 which decreased total open position to 269
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 86, which was -23.4 lower than the previous day. The implied volatity was 20.71, the open interest changed by 6 which increased total open position to 299
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 113.5, which was 15.6 higher than the previous day. The implied volatity was 23.86, the open interest changed by -4 which decreased total open position to 293
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 99.8, which was 26.05 higher than the previous day. The implied volatity was 27.39, the open interest changed by -17 which decreased total open position to 297
On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 75.45, which was 18.9 higher than the previous day. The implied volatity was 23.41, the open interest changed by -59 which decreased total open position to 312
On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 57.3, which was 11.8 higher than the previous day. The implied volatity was 22.78, the open interest changed by 117 which increased total open position to 368
On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 49, which was -41.7 lower than the previous day. The implied volatity was 23.47, the open interest changed by 50 which increased total open position to 252
On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 92.5, which was -8.15 lower than the previous day. The implied volatity was 25.18, the open interest changed by -5 which decreased total open position to 200
On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 101.25, which was -5.35 lower than the previous day. The implied volatity was 22.01, the open interest changed by 8 which increased total open position to 203
On 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 106.45, which was -15.9 lower than the previous day. The implied volatity was 23.66, the open interest changed by 7 which increased total open position to 195
On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 127.55, which was 68.25 higher than the previous day. The implied volatity was 25.81, the open interest changed by 45 which increased total open position to 187
On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 60.05, which was -13.25 lower than the previous day. The implied volatity was 19.78, the open interest changed by 64 which increased total open position to 143
On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 70.6, which was 20.75 higher than the previous day. The implied volatity was 19.19, the open interest changed by -1 which decreased total open position to 77
On 21 Jan GRASIM was trading at 2735.60. The strike last trading price was 50, which was 4.8 higher than the previous day. The implied volatity was 19.42, the open interest changed by 48 which increased total open position to 78
On 20 Jan GRASIM was trading at 2713.60. The strike last trading price was 44.8, which was -29.2 lower than the previous day. The implied volatity was 21.12, the open interest changed by 20 which increased total open position to 29
On 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 74, which was -16 lower than the previous day. The implied volatity was 20.18, the open interest changed by 5 which increased total open position to 8
On 16 Jan GRASIM was trading at 2809.60. The strike last trading price was 90, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 90, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Jan GRASIM was trading at 2774.20. The strike last trading price was 96, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan GRASIM was trading at 2806.70. The strike last trading price was 96, which was -14 lower than the previous day. The implied volatity was 20.83, the open interest changed by 0 which decreased total open position to 1
On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 110, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec GRASIM was trading at 2841.70. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec GRASIM was trading at 2842.40. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec GRASIM was trading at 2817.70. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec GRASIM was trading at 2826.90. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec GRASIM was trading at 2829.80. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec GRASIM was trading at 2812.50. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec GRASIM was trading at 2807.60. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec GRASIM was trading at 2806.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec GRASIM was trading at 2799.10. The strike last trading price was 109.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec GRASIM was trading at 2821.00. The strike last trading price was 109.1, 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 Dec GRASIM was trading at 2836.70. The strike last trading price was 109.1, 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 Dec GRASIM was trading at 2797.80. The strike last trading price was 109.1, 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 Dec GRASIM was trading at 2746.80. The strike last trading price was 109.1, 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 Dec GRASIM was trading at 2746.00. The strike last trading price was 109.1, 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 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 109.1, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 109.1, 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 Dec GRASIM was trading at 2730.40. The strike last trading price was 109.1, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 109.1, 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 Dec GRASIM was trading at 2735.00. The strike last trading price was 109.1, 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 Dec GRASIM was trading at 2731.50. The strike last trading price was 109.1, 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 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 109.1, 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 Nov GRASIM was trading at 2740.00. The strike last trading price was 109.1, 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 24FEB2026 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.99
Theta: -2.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 2832.80 | 10.95 | 3.95 | 21.78 | 1,269 | -71 | 1,002 |
| 19 Feb | 2864.30 | 8 | 5.15 | 22.7 | 881 | 9 | 1,097 |
| 18 Feb | 2933.80 | 2.85 | -4.45 | 25.73 | 546 | -23 | 1,088 |
| 17 Feb | 2900.40 | 7.45 | 0.1 | 25.36 | 573 | -54 | 1,112 |
| 16 Feb | 2912.70 | 8.6 | -4.8 | 24.37 | 1,036 | -108 | 1,168 |
| 13 Feb | 2888.00 | 14 | 2.6 | 22.57 | 874 | -209 | 1,281 |
| 12 Feb | 2925.50 | 11.75 | -0.5 | 27.21 | 647 | -142 | 1,491 |
| 11 Feb | 2932.60 | 12.6 | -3.45 | 26.53 | 2,680 | -40 | 1,648 |
| 10 Feb | 2953.90 | 15.4 | -3.15 | 31.19 | 1,518 | 529 | 1,703 |
| 9 Feb | 2926.30 | 18.9 | -23.2 | 28.5 | 1,368 | 110 | 1,212 |
| 6 Feb | 2836.90 | 40.05 | 7.25 | 26.11 | 1,076 | 323 | 1,104 |
| 5 Feb | 2863.90 | 31 | -9.15 | 25.75 | 564 | 103 | 782 |
| 4 Feb | 2844.90 | 41.15 | -10.35 | 24.07 | 541 | 68 | 675 |
| 3 Feb | 2808.90 | 50 | -18.25 | 22.92 | 688 | 42 | 608 |
| 2 Feb | 2774.60 | 69 | -30.6 | 23.56 | 506 | -81 | 567 |
| 1 Feb | 2737.60 | 94.15 | 37.15 | 27.24 | 345 | -141 | 655 |
| 30 Jan | 2819.00 | 53.25 | 3 | 23.77 | 652 | 67 | 798 |
| 29 Jan | 2831.70 | 50 | 0.35 | 25.71 | 673 | 39 | 729 |
| 28 Jan | 2839.10 | 51.75 | 7.05 | 25.71 | 932 | 379 | 689 |
| 27 Jan | 2856.20 | 40.5 | -37 | 23.83 | 779 | 107 | 306 |
| 23 Jan | 2759.00 | 77.5 | 12.05 | 22.19 | 218 | 21 | 199 |
| 22 Jan | 2787.60 | 68.1 | -30.3 | 22.28 | 218 | 60 | 176 |
| 21 Jan | 2735.60 | 98.5 | -8.5 | 24.1 | 74 | 23 | 111 |
| 20 Jan | 2713.60 | 108.4 | 39.95 | 21.65 | 51 | 27 | 87 |
| 19 Jan | 2780.00 | 70 | 11 | 21.19 | 12 | 6 | 60 |
| 16 Jan | 2809.60 | 59 | -37 | 21.34 | 7 | 5 | 52 |
| 14 Jan | 2795.80 | 96 | 18 | - | 0 | 0 | 47 |
| 13 Jan | 2774.20 | 96 | 18 | - | 0 | 0 | 0 |
| 12 Jan | 2806.70 | 96 | 18 | 29.27 | 6 | 4 | 46 |
| 9 Jan | 2776.90 | 78 | 4.6 | 20.91 | 4 | 1 | 42 |
| 8 Jan | 2792.00 | 71.65 | 21.75 | 20.79 | 10 | 6 | 39 |
| 7 Jan | 2837.10 | 49.9 | 5.75 | 19.52 | 2 | 1 | 32 |
| 6 Jan | 2865.30 | 44.15 | 4.15 | 21.26 | 24 | 21 | 31 |
| 5 Jan | 2848.90 | 40 | 0.4 | 17.9 | 3 | 0 | 10 |
| 2 Jan | 2856.40 | 39.6 | -9 | 19.12 | 6 | 4 | 10 |
| 1 Jan | 2851.70 | 48.6 | -131.5 | - | 0 | 0 | 6 |
| 31 Dec | 2829.00 | 180.1 | - | - | 0 | 0 | 0 |
| 30 Dec | 2841.70 | 180.1 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 2842.40 | 180.1 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 2817.70 | 180.1 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 2826.90 | 180.1 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 2829.80 | 180.1 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 2809.70 | 180.1 | 0 | 1.35 | 0 | 0 | 0 |
| 19 Dec | 2812.50 | 180.1 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 2807.60 | 180.1 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 2806.60 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 2799.10 | 180.1 | - | - | 0 | 0 | 0 |
| 15 Dec | 2821.00 | 180.1 | 0 | 1.7 | 0 | 0 | 0 |
| 12 Dec | 2836.70 | 180.1 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 2797.80 | 180.1 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 2746.80 | 180.1 | 0 | 0.16 | 0 | 0 | 0 |
| 9 Dec | 2746.00 | 180.1 | 0 | 0.16 | 0 | 0 | 0 |
| 8 Dec | 2744.20 | 180.1 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 2747.00 | 180.1 | 0 | 0.17 | 0 | 0 | 0 |
| 4 Dec | 2730.40 | 180.1 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 2720.30 | 180.1 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 2735.00 | 180.1 | 0 | 0.04 | 0 | 0 | 0 |
| 1 Dec | 2731.50 | 180.1 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 2739.40 | 180.1 | 0 | 0.15 | 0 | 0 | 0 |
| 27 Nov | 2740.00 | 180.1 | 0 | 0.29 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2800 expiring on 24FEB2026
Delta for 2800 PE is -0.27
Historical price for 2800 PE is as follows
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 10.95, which was 3.95 higher than the previous day. The implied volatity was 21.78, the open interest changed by -71 which decreased total open position to 1002
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 8, which was 5.15 higher than the previous day. The implied volatity was 22.7, the open interest changed by 9 which increased total open position to 1097
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 2.85, which was -4.45 lower than the previous day. The implied volatity was 25.73, the open interest changed by -23 which decreased total open position to 1088
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 7.45, which was 0.1 higher than the previous day. The implied volatity was 25.36, the open interest changed by -54 which decreased total open position to 1112
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 8.6, which was -4.8 lower than the previous day. The implied volatity was 24.37, the open interest changed by -108 which decreased total open position to 1168
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 14, which was 2.6 higher than the previous day. The implied volatity was 22.57, the open interest changed by -209 which decreased total open position to 1281
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 11.75, which was -0.5 lower than the previous day. The implied volatity was 27.21, the open interest changed by -142 which decreased total open position to 1491
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 12.6, which was -3.45 lower than the previous day. The implied volatity was 26.53, the open interest changed by -40 which decreased total open position to 1648
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 15.4, which was -3.15 lower than the previous day. The implied volatity was 31.19, the open interest changed by 529 which increased total open position to 1703
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 18.9, which was -23.2 lower than the previous day. The implied volatity was 28.5, the open interest changed by 110 which increased total open position to 1212
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 40.05, which was 7.25 higher than the previous day. The implied volatity was 26.11, the open interest changed by 323 which increased total open position to 1104
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 31, which was -9.15 lower than the previous day. The implied volatity was 25.75, the open interest changed by 103 which increased total open position to 782
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 41.15, which was -10.35 lower than the previous day. The implied volatity was 24.07, the open interest changed by 68 which increased total open position to 675
On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 50, which was -18.25 lower than the previous day. The implied volatity was 22.92, the open interest changed by 42 which increased total open position to 608
On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 69, which was -30.6 lower than the previous day. The implied volatity was 23.56, the open interest changed by -81 which decreased total open position to 567
On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 94.15, which was 37.15 higher than the previous day. The implied volatity was 27.24, the open interest changed by -141 which decreased total open position to 655
On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 53.25, which was 3 higher than the previous day. The implied volatity was 23.77, the open interest changed by 67 which increased total open position to 798
On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 50, which was 0.35 higher than the previous day. The implied volatity was 25.71, the open interest changed by 39 which increased total open position to 729
On 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 51.75, which was 7.05 higher than the previous day. The implied volatity was 25.71, the open interest changed by 379 which increased total open position to 689
On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 40.5, which was -37 lower than the previous day. The implied volatity was 23.83, the open interest changed by 107 which increased total open position to 306
On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 77.5, which was 12.05 higher than the previous day. The implied volatity was 22.19, the open interest changed by 21 which increased total open position to 199
On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 68.1, which was -30.3 lower than the previous day. The implied volatity was 22.28, the open interest changed by 60 which increased total open position to 176
On 21 Jan GRASIM was trading at 2735.60. The strike last trading price was 98.5, which was -8.5 lower than the previous day. The implied volatity was 24.1, the open interest changed by 23 which increased total open position to 111
On 20 Jan GRASIM was trading at 2713.60. The strike last trading price was 108.4, which was 39.95 higher than the previous day. The implied volatity was 21.65, the open interest changed by 27 which increased total open position to 87
On 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 70, which was 11 higher than the previous day. The implied volatity was 21.19, the open interest changed by 6 which increased total open position to 60
On 16 Jan GRASIM was trading at 2809.60. The strike last trading price was 59, which was -37 lower than the previous day. The implied volatity was 21.34, the open interest changed by 5 which increased total open position to 52
On 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 96, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 13 Jan GRASIM was trading at 2774.20. The strike last trading price was 96, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan GRASIM was trading at 2806.70. The strike last trading price was 96, which was 18 higher than the previous day. The implied volatity was 29.27, the open interest changed by 4 which increased total open position to 46
On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 78, which was 4.6 higher than the previous day. The implied volatity was 20.91, the open interest changed by 1 which increased total open position to 42
On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 71.65, which was 21.75 higher than the previous day. The implied volatity was 20.79, the open interest changed by 6 which increased total open position to 39
On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 49.9, which was 5.75 higher than the previous day. The implied volatity was 19.52, the open interest changed by 1 which increased total open position to 32
On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 44.15, which was 4.15 higher than the previous day. The implied volatity was 21.26, the open interest changed by 21 which increased total open position to 31
On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 40, which was 0.4 higher than the previous day. The implied volatity was 17.9, the open interest changed by 0 which decreased total open position to 10
On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 39.6, which was -9 lower than the previous day. The implied volatity was 19.12, the open interest changed by 4 which increased total open position to 10
On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 48.6, which was -131.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 180.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec GRASIM was trading at 2841.70. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2842.40. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2817.70. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2826.90. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2829.80. The strike last trading price was 180.1, 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 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 180.1, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 19 Dec GRASIM was trading at 2812.50. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2807.60. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2806.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec GRASIM was trading at 2799.10. The strike last trading price was 180.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec GRASIM was trading at 2821.00. The strike last trading price was 180.1, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2797.80. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2746.80. The strike last trading price was 180.1, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 180.1, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2747.00. The strike last trading price was 180.1, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2720.30. The strike last trading price was 180.1, 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 Dec GRASIM was trading at 2735.00. The strike last trading price was 180.1, 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 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 180.1, 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 Nov GRASIM was trading at 2739.40. The strike last trading price was 180.1, 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 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 180.1, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
