[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2683.2 -94.10 (-3.39%)
L: 2645 H: 2742.2

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Historical option data for GRASIM

04 Mar 2026 04:12 PM IST
GRASIM 30-MAR-2026 2800 CE
Delta: 0.26
Vega: 2.32
Theta: -1.16
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 2683.20 24.1 -29.5 21.9 1,804 323 514
2 Mar 2777.30 52.9 -14.55 18.63 943 62 190
27 Feb 2799.80 66.65 -38.7 17.72 539 84 124
26 Feb 2863.50 106.05 -6.95 12.96 15 -1 38
25 Feb 2878.40 113 -8.5 12.72 9 0 38
24 Feb 2879.30 123.2 18.2 16.09 33 11 36
23 Feb 2873.40 105 -1.65 9.66 10 0 18
20 Feb 2832.80 100.3 -19.65 17.52 12 0 17
19 Feb 2864.30 118 -52 16.9 8 2 17
18 Feb 2933.80 170 5.85 13.68 2 0 14
17 Feb 2900.40 164.15 -9.2 - 0 0 14
16 Feb 2912.70 164.15 -9.2 22.21 4 2 14
13 Feb 2888.00 173.35 -1.65 27.46 2 -1 11
12 Feb 2925.50 175 49.4 13.84 1 0 11
11 Feb 2932.60 125.6 5.6 - 0 0 11
10 Feb 2953.90 125.6 5.6 - 0 0 11
9 Feb 2926.30 125.6 5.6 - 0 0 11
6 Feb 2836.90 125.6 5.6 18.06 9 1 3
5 Feb 2863.90 120 0 - 0 0 2
4 Feb 2844.90 120 0 - 0 0 2
3 Feb 2808.90 120 0 - 0 0 2
2 Feb 2774.60 120 0 - 0 0 2
1 Feb 2737.60 120 0 28.71 1 0 2
30 Jan 2819.00 120 5 - 0 0 2
29 Jan 2831.70 120 5 14.91 1 0 0
28 Jan 2839.10 115 -69.8 - 0 0 1
27 Jan 2856.20 115 -69.8 - 0 0 1
23 Jan 2759.00 115 -69.8 - 0 0 1
22 Jan 2787.60 115 -69.8 - 0 0 1
21 Jan 2735.60 115 -69.8 - 0 0 1
20 Jan 2713.60 115 -69.8 - 0 0 1
19 Jan 2780.00 115 -69.8 - 0 0 1
16 Jan 2809.60 - - - 0 0 0
14 Jan 2795.80 184.8 0 - 0 0 0
13 Jan 2774.20 184.8 0 - 0 0 0
12 Jan 2806.70 - - - 0 0 0
9 Jan 2776.90 184.8 0 - 0 0 0
8 Jan 2792.00 184.8 0 - 0 0 0
7 Jan 2837.10 184.8 0 - 0 0 0
6 Jan 2865.30 184.8 0 - 0 0 0
5 Jan 2848.90 184.8 0 - 0 0 0
2 Jan 2856.40 184.8 0 - 0 0 0
1 Jan 2851.70 184.8 0 - 0 0 0
31 Dec 2829.00 184.8 0 - 0 0 0


For Grasim Industries Ltd - strike price 2800 expiring on 30MAR2026

Delta for 2800 CE is 0.26

Historical price for 2800 CE is as follows

On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 24.1, which was -29.5 lower than the previous day. The implied volatity was 21.9, the open interest changed by 323 which increased total open position to 514


On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 52.9, which was -14.55 lower than the previous day. The implied volatity was 18.63, the open interest changed by 62 which increased total open position to 190


On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 66.65, which was -38.7 lower than the previous day. The implied volatity was 17.72, the open interest changed by 84 which increased total open position to 124


On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 106.05, which was -6.95 lower than the previous day. The implied volatity was 12.96, the open interest changed by -1 which decreased total open position to 38


On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 113, which was -8.5 lower than the previous day. The implied volatity was 12.72, the open interest changed by 0 which decreased total open position to 38


On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 123.2, which was 18.2 higher than the previous day. The implied volatity was 16.09, the open interest changed by 11 which increased total open position to 36


On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 105, which was -1.65 lower than the previous day. The implied volatity was 9.66, the open interest changed by 0 which decreased total open position to 18


On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 100.3, which was -19.65 lower than the previous day. The implied volatity was 17.52, the open interest changed by 0 which decreased total open position to 17


On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 118, which was -52 lower than the previous day. The implied volatity was 16.9, the open interest changed by 2 which increased total open position to 17


On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 170, which was 5.85 higher than the previous day. The implied volatity was 13.68, the open interest changed by 0 which decreased total open position to 14


On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 164.15, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 164.15, which was -9.2 lower than the previous day. The implied volatity was 22.21, the open interest changed by 2 which increased total open position to 14


On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 173.35, which was -1.65 lower than the previous day. The implied volatity was 27.46, the open interest changed by -1 which decreased total open position to 11


On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 175, which was 49.4 higher than the previous day. The implied volatity was 13.84, 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 125.6, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 125.6, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 125.6, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 125.6, which was 5.6 higher than the previous day. The implied volatity was 18.06, the open interest changed by 1 which increased total open position to 3


On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 2


On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 120, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 120, which was 5 higher than the previous day. The implied volatity was 14.91, 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 115, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 115, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 115, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 115, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan GRASIM was trading at 2735.60. The strike last trading price was 115, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Jan GRASIM was trading at 2713.60. The strike last trading price was 115, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 115, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jan GRASIM was trading at 2809.60. 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 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 184.8, 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 Jan GRASIM was trading at 2774.20. The strike last trading price was 184.8, 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 Jan GRASIM was trading at 2806.70. 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 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 184.8, 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 Jan GRASIM was trading at 2792.00. The strike last trading price was 184.8, 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 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 184.8, 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 Jan GRASIM was trading at 2865.30. The strike last trading price was 184.8, 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 Jan GRASIM was trading at 2848.90. The strike last trading price was 184.8, 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 Jan GRASIM was trading at 2856.40. The strike last trading price was 184.8, 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 Jan GRASIM was trading at 2851.70. The strike last trading price was 184.8, 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 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 184.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


GRASIM 30MAR2026 2800 PE
Delta: -0.7
Vega: 2.48
Theta: -0.7
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 2683.20 140.55 71.35 26.18 210 0 221
2 Mar 2777.30 67.5 16.45 20.59 395 -101 222
27 Feb 2799.80 53.3 26.15 19.07 2,256 0 328
26 Feb 2863.50 25.55 1.3 18.5 365 -4 330
25 Feb 2878.40 24.5 -2.15 18.63 562 39 334
24 Feb 2879.30 27.85 -9.1 19.73 747 35 297
23 Feb 2873.40 36.65 -10.45 21.94 326 24 261
20 Feb 2832.80 49.5 9 21.44 169 33 236
19 Feb 2864.30 43 16.7 21.93 190 28 207
18 Feb 2933.80 25.75 -10 22.02 89 61 178
17 Feb 2900.40 36.65 3.8 22.21 44 -7 118
16 Feb 2912.70 35 -5.8 21.93 60 15 125
13 Feb 2888.00 41.55 8.5 21.8 68 29 108
12 Feb 2925.50 33.05 2.55 23.28 82 58 79
11 Feb 2932.60 30.5 -3.55 22.07 25 16 23
10 Feb 2953.90 34.65 -24 25.36 13 2 7
9 Feb 2926.30 58.65 3.35 - 0 0 5
6 Feb 2836.90 58.65 3.35 22.49 4 2 3
5 Feb 2863.90 55.3 -46.3 - 0 0 1
4 Feb 2844.90 55.3 -46.3 - 0 0 1
3 Feb 2808.90 55.3 -46.3 18.04 1 0 0
2 Feb 2774.60 101.6 0 0.49 0 0 0
1 Feb 2737.60 101.6 0 0.08 0 0 0
30 Jan 2819.00 101.6 0 1.61 0 0 0
29 Jan 2831.70 101.6 0 2 0 0 0
28 Jan 2839.10 101.6 0 1.93 0 0 0
27 Jan 2856.20 101.6 0 2.29 0 0 0
23 Jan 2759.00 101.6 0 0.4 0 0 0
22 Jan 2787.60 101.6 0 0.73 0 0 0
21 Jan 2735.60 101.6 0 - 0 0 0
20 Jan 2713.60 101.6 0 0.19 0 0 0
19 Jan 2780.00 101.6 0 0.69 0 0 0
16 Jan 2809.60 - - - 0 0 0
14 Jan 2795.80 101.6 0 - 0 0 0
13 Jan 2774.20 101.6 0 0.67 0 0 0
12 Jan 2806.70 - - - 0 0 0
9 Jan 2776.90 101.6 0 0.82 0 0 0
8 Jan 2792.00 101.6 0 1.19 0 0 0
7 Jan 2837.10 101.6 0 1.86 0 0 0
6 Jan 2865.30 101.6 0 - 0 0 0
5 Jan 2848.90 101.6 0 - 0 0 0
2 Jan 2856.40 101.6 0 2.48 0 0 0
1 Jan 2851.70 101.6 0 - 0 0 0
31 Dec 2829.00 101.6 0 - 0 0 0


For Grasim Industries Ltd - strike price 2800 expiring on 30MAR2026

Delta for 2800 PE is -0.7

Historical price for 2800 PE is as follows

On 4 Mar GRASIM was trading at 2683.20. The strike last trading price was 140.55, which was 71.35 higher than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 221


On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 67.5, which was 16.45 higher than the previous day. The implied volatity was 20.59, the open interest changed by -101 which decreased total open position to 222


On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 53.3, which was 26.15 higher than the previous day. The implied volatity was 19.07, the open interest changed by 0 which decreased total open position to 328


On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 25.55, which was 1.3 higher than the previous day. The implied volatity was 18.5, the open interest changed by -4 which decreased total open position to 330


On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 24.5, which was -2.15 lower than the previous day. The implied volatity was 18.63, the open interest changed by 39 which increased total open position to 334


On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 27.85, which was -9.1 lower than the previous day. The implied volatity was 19.73, the open interest changed by 35 which increased total open position to 297


On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 36.65, which was -10.45 lower than the previous day. The implied volatity was 21.94, the open interest changed by 24 which increased total open position to 261


On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 49.5, which was 9 higher than the previous day. The implied volatity was 21.44, the open interest changed by 33 which increased total open position to 236


On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 43, which was 16.7 higher than the previous day. The implied volatity was 21.93, the open interest changed by 28 which increased total open position to 207


On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 25.75, which was -10 lower than the previous day. The implied volatity was 22.02, the open interest changed by 61 which increased total open position to 178


On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 36.65, which was 3.8 higher than the previous day. The implied volatity was 22.21, the open interest changed by -7 which decreased total open position to 118


On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 35, which was -5.8 lower than the previous day. The implied volatity was 21.93, the open interest changed by 15 which increased total open position to 125


On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 41.55, which was 8.5 higher than the previous day. The implied volatity was 21.8, the open interest changed by 29 which increased total open position to 108


On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 33.05, which was 2.55 higher than the previous day. The implied volatity was 23.28, the open interest changed by 58 which increased total open position to 79


On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 30.5, which was -3.55 lower than the previous day. The implied volatity was 22.07, the open interest changed by 16 which increased total open position to 23


On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 34.65, which was -24 lower than the previous day. The implied volatity was 25.36, the open interest changed by 2 which increased total open position to 7


On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 58.65, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 58.65, which was 3.35 higher than the previous day. The implied volatity was 22.49, the open interest changed by 2 which increased total open position to 3


On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 55.3, which was -46.3 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 55.3, which was -46.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 55.3, which was -46.3 lower than the previous day. The implied volatity was 18.04, 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 101.6, 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 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 0.08, 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 101.6, which was 0 lower than the previous day. The implied volatity was 1.61, 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 101.6, which was 0 lower than the previous day. The implied volatity was 2, 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 101.6, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0


On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0


On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0


On 21 Jan GRASIM was trading at 2735.60. The strike last trading price was 101.6, 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 20 Jan GRASIM was trading at 2713.60. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 101.6, 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 16 Jan GRASIM was trading at 2809.60. 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 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 101.6, 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 13 Jan GRASIM was trading at 2774.20. The strike last trading price was 101.6, 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 12 Jan GRASIM was trading at 2806.70. 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 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0


On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 101.6, 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 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 101.6, 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 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 101.6, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 101.6, 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 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 101.6, 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