GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:30 PM IST
| GRASIM 28-Apr-2026 (4d) 2820 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.01
Theta: -2.45
Gamma: 0.00353
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2749.10 | 7.8 | 2.1499999999999995 | 25.3 | 479 | 1 | 202 | |||||||||
| 23 Apr | 2735.00 | 5.35 | -12.700000000000001 | 23.22 | 345 | 8 | 203 | |||||||||
| 22 Apr | 2776.60 | 16.15 | -9 | 22.76 | 1,072 | 115 | 190 | |||||||||
| 21 Apr | 2777.70 | 23.2 | 1.5999999999999979 | 25.47 | 142 | 9 | 75 | |||||||||
| 20 Apr | 2760.10 | 21 | 5.550000000000001 | 27.57 | 150 | 2 | 69 | |||||||||
| 17 Apr | 2720.50 | 14.4 | -5.049999999999999 | 24.01 | 73 | -10 | 66 | |||||||||
| 16 Apr | 2717.30 | 19.55 | -13.099999999999998 | 27.09 | 298 | -3 | 76 | |||||||||
| 15 Apr | 2741.40 | 32.2 | 4.800000000000004 | 30.23 | 70 | -9 | 80 | |||||||||
| 13 Apr | 2713.00 | 26.55 | -13.249999999999996 | 28.7 | 62 | -4 | 88 | |||||||||
| 10 Apr | 2742.60 | 40.5 | 1.2999999999999972 | 26.5 | 98 | 4 | 92 | |||||||||
| 9 Apr | 2740.50 | 36.75 | -11.3 | 25.25 | 89 | 16 | 88 | |||||||||
| 8 Apr | 2756.20 | 49.75 | 25.7 | 25.68 | 150 | 8 | 72 | |||||||||
| 7 Apr | 2621.00 | 25 | 7.2 | - | 0 | 0 | 64 | |||||||||
| 6 Apr | 2614.40 | 25 | 7.2 | 33.99 | 38 | 17 | 63 | |||||||||
| 2 Apr | 2564.10 | 17.4 | -0.9 | 32.73 | 50 | 9 | 45 | |||||||||
| 1 Apr | 2592.80 | 18.35 | 0.35 | 30.04 | 60 | 25 | 36 | |||||||||
| 30 Mar | 2557.70 | 18 | 3.9 | 32.24 | 1 | 0 | 10 | |||||||||
| 27 Mar | 2628.20 | 14.1 | -9.15 | - | 0 | 0 | 10 | |||||||||
| 25 Mar | 2647.80 | 14.1 | -9.15 | - | 0 | 0 | 10 | |||||||||
| 24 Mar | 2549.40 | 14.1 | -9.15 | 24.94 | 3 | 0 | 10 | |||||||||
| 23 Mar | 2531.10 | 23.25 | 0.55 | 32.11 | 1 | 0 | 9 | |||||||||
| 20 Mar | 2616.30 | 23.25 | -15.75 | - | 0 | 0 | 9 | |||||||||
| 19 Mar | 2607.90 | 23.25 | -15.75 | 23.72 | 6 | 0 | 9 | |||||||||
| 18 Mar | 2723.10 | 39 | 13.6 | - | 0 | 0 | 9 | |||||||||
| 17 Mar | 2683.30 | 39 | 13.6 | - | 4 | 0 | 9 | |||||||||
| 16 Mar | 2654.40 | 39 | 13.6 | 24.64 | 4 | 0 | 5 | |||||||||
| 13 Mar | 2568.60 | 25.4 | -144.65 | 25.69 | 6 | 3 | 3 | |||||||||
| 12 Mar | 2673.10 | 170.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Mar | 2735.60 | 170.05 | 0 | 1.55 | 0 | 0 | 0 | |||||||||
| 10 Mar | 2743.90 | 170.05 | 0 | 0.92 | 0 | 0 | 0 | |||||||||
| 9 Mar | 2681.20 | 170.05 | 0 | 2.81 | 0 | 0 | 0 | |||||||||
| 6 Mar | 2718.40 | 170.05 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 5 Mar | 2724.10 | 170.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2683.20 | 170.05 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
| 2 Mar | 2777.30 | 170.05 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 27 Feb | 2799.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2863.50 | 170.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2878.40 | 170.05 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2820 expiring on 28APR2026
Delta for 2820 CE is 0.19
Historical price for 2820 CE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 7.8, which was 2.1499999999999995 higher than the previous day. The implied volatity was 25.3, the open interest changed by 1 which increased total open position to 202
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 5.35, which was -12.700000000000001 lower than the previous day. The implied volatity was 23.22, the open interest changed by 8 which increased total open position to 203
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 16.15, which was -9 lower than the previous day. The implied volatity was 22.76, the open interest changed by 115 which increased total open position to 190
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 23.2, which was 1.5999999999999979 higher than the previous day. The implied volatity was 25.47, the open interest changed by 9 which increased total open position to 75
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 21, which was 5.550000000000001 higher than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 69
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 14.4, which was -5.049999999999999 lower than the previous day. The implied volatity was 24.01, the open interest changed by -10 which decreased total open position to 66
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 19.55, which was -13.099999999999998 lower than the previous day. The implied volatity was 27.09, the open interest changed by -3 which decreased total open position to 76
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 32.2, which was 4.800000000000004 higher than the previous day. The implied volatity was 30.23, the open interest changed by -9 which decreased total open position to 80
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 26.55, which was -13.249999999999996 lower than the previous day. The implied volatity was 28.7, the open interest changed by -4 which decreased total open position to 88
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 40.5, which was 1.2999999999999972 higher than the previous day. The implied volatity was 26.5, the open interest changed by 4 which increased total open position to 92
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 36.75, which was -11.3 lower than the previous day. The implied volatity was 25.25, the open interest changed by 16 which increased total open position to 88
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 49.75, which was 25.7 higher than the previous day. The implied volatity was 25.68, the open interest changed by 8 which increased total open position to 72
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 25, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 25, which was 7.2 higher than the previous day. The implied volatity was 33.99, the open interest changed by 17 which increased total open position to 63
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 17.4, which was -0.9 lower than the previous day. The implied volatity was 32.73, the open interest changed by 9 which increased total open position to 45
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 18.35, which was 0.35 higher than the previous day. The implied volatity was 30.04, the open interest changed by 25 which increased total open position to 36
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 18, which was 3.9 higher than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 10
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 14.1, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 14.1, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 14.1, which was -9.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 10
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 23.25, which was 0.55 higher than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 9
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 23.25, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 23.25, which was -15.75 lower than the previous day. The implied volatity was 23.72, the open interest changed by 0 which decreased total open position to 9
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 39, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 39, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 39, which was 13.6 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 5
On 13 Mar GRASIM was trading at 2568.60. The strike last trading price was 25.4, which was -144.65 lower than the previous day. The implied volatity was 25.69, the open interest changed by 3 which increased total open position to 3
On 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 170.05, 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 170.05, which was 0 lower than the previous day. The implied volatity was 1.55, 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 170.05, which was 0 lower than the previous day. The implied volatity was 0.92, 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 170.05, which was 0 lower than the previous day. The implied volatity was 2.81, 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 170.05, 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 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 170.05, 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 170.05, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 170.05, 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 -, 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 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 170.05, 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 170.05, 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) 2820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2749.10 | 61.7 | 61.7 | - | 0 | 0 | 46 |
| 23 Apr | 2735.00 | 61.7 | 61.7 | 21.37 | 0 | 0 | 46 |
| 22 Apr | 2776.60 | 61.7 | -25.700000000000003 | 21.37 | 2 | 0 | 46 |
| 21 Apr | 2777.70 | 87.4 | 87.4 | 30.69 | 0 | 0 | 46 |
| 20 Apr | 2760.10 | 87.4 | -19.69999999999999 | 30.69 | 36 | -8 | 46 |
| 17 Apr | 2720.50 | 107 | 12.700000000000003 | 25.39 | 8 | 0 | 56 |
| 16 Apr | 2717.30 | 94.25 | 94.25 | - | 0 | 0 | 56 |
| 15 Apr | 2741.40 | 94.25 | 94.25 | - | 0 | 0 | 56 |
| 13 Apr | 2713.00 | 94.25 | 94.25 | 24.99 | 0 | 0 | 56 |
| 10 Apr | 2742.60 | 94.25 | -17.950000000000003 | 24.99 | 53 | 27 | 58 |
| 9 Apr | 2740.50 | 112.55 | 20.95 | 30.23 | 22 | 5 | 29 |
| 8 Apr | 2756.20 | 91.6 | -97 | 27.43 | 46 | 21 | 23 |
| 7 Apr | 2621.00 | 188.6 | 32 | - | 0 | 0 | 2 |
| 6 Apr | 2614.40 | 188.6 | 32 | - | 0 | 0 | 2 |
| 2 Apr | 2564.10 | 188.6 | 32 | - | 0 | 0 | 2 |
| 1 Apr | 2592.80 | 188.6 | 32 | - | 0 | 0 | 2 |
| 30 Mar | 2557.70 | 188.6 | 32 | - | 0 | 0 | 2 |
| 27 Mar | 2628.20 | 188.6 | 32 | - | 0 | 0 | 2 |
| 25 Mar | 2647.80 | 188.6 | 32 | 31.66 | 1 | 0 | 2 |
| 24 Mar | 2549.40 | 156.6 | -37 | - | 0 | 0 | 2 |
| 23 Mar | 2531.10 | 156.6 | -37 | - | 0 | 0 | 2 |
| 20 Mar | 2616.30 | 156.6 | -37 | - | 0 | 0 | 2 |
| 19 Mar | 2607.90 | 156.6 | -37 | - | 0 | 0 | 2 |
| 18 Mar | 2723.10 | 156.6 | -37 | - | 0 | 0 | 2 |
| 17 Mar | 2683.30 | 156.6 | -37 | 24.53 | 2 | 0 | 1 |
| 16 Mar | 2654.40 | 193.6 | 26.1 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | 193.6 | 26.1 | 14.55 | 1 | 0 | 0 |
| 12 Mar | 2673.10 | 167.5 | 88.95 | - | 0 | 0 | 1 |
| 11 Mar | 2735.60 | 167.5 | 88.95 | - | 0 | 0 | 1 |
| 10 Mar | 2743.90 | 167.5 | 88.95 | - | 0 | 0 | 1 |
| 9 Mar | 2681.20 | 167.5 | 88.95 | - | 0 | 0 | 1 |
| 6 Mar | 2718.40 | 167.5 | 88.95 | - | 0 | 0 | 1 |
| 5 Mar | 2724.10 | 78.55 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 2683.20 | 78.55 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 2777.30 | 78.55 | 0 | 0.03 | 0 | 0 | 0 |
| 27 Feb | 2799.80 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 2863.50 | 78.55 | 0 | 1.99 | 0 | 0 | 0 |
| 25 Feb | 2878.40 | 78.55 | 0 | 2.32 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2820 expiring on 28APR2026
Delta for 2820 PE is -
Historical price for 2820 PE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 61.7, which was 61.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 61.7, which was 61.7 higher than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 46
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 61.7, which was -25.700000000000003 lower than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 46
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 87.4, which was 87.4 higher than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 46
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 87.4, which was -19.69999999999999 lower than the previous day. The implied volatity was 30.69, the open interest changed by -8 which decreased total open position to 46
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 107, which was 12.700000000000003 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 56
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 94.25, which was 94.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 94.25, which was 94.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 94.25, which was 94.25 higher than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 56
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 94.25, which was -17.950000000000003 lower than the previous day. The implied volatity was 24.99, the open interest changed by 27 which increased total open position to 58
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 112.55, which was 20.95 higher than the previous day. The implied volatity was 30.23, the open interest changed by 5 which increased total open position to 29
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 91.6, which was -97 lower than the previous day. The implied volatity was 27.43, the open interest changed by 21 which increased total open position to 23
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 188.6, which was 32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 188.6, which was 32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 188.6, which was 32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 188.6, which was 32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 188.6, which was 32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 188.6, which was 32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 188.6, which was 32 higher than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 2
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 156.6, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 156.6, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 156.6, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 156.6, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 156.6, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 156.6, which was -37 lower than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 1
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 193.6, which was 26.1 higher 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 193.6, which was 26.1 higher than the previous day. The implied volatity was 14.55, 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 167.5, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 167.5, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 167.5, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 167.5, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 167.5, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 78.55, 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 78.55, 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 Mar GRASIM was trading at 2777.30. The strike last trading price was 78.55, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 27 Feb GRASIM was trading at 2799.80. 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 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 78.55, which was 0 lower than the previous day. The implied volatity was 1.99, 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 78.55, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
