GRASIM

Grasim Industries Ltd

2841.8 +32.90 (1.17%)

L: 2808.9 H: 2855

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Historical option data for GRASIM
04 Feb 2026 11:01 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

GRASIM 24-FEB-2026 2820 CE
Delta: 0.62 Vega: 2.55 Theta: -1.82 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	2845.20	78.85 ₹ 19,712.5	15 3750.00	21.48	13 3,250	-1 -250	72 18,000
3 Feb	2808.90	65.7 ₹ 16,425	17.7 4425.00	23.67	61 15,250	4 1,000	72 18,000
2 Feb	2774.60	49 ₹ 12,250	11.05 2762.50	22.94	87 21,750	-13 -3,250	67 16,750
1 Feb	2737.60	42.25 ₹ 10,562.5	-37.45 -9362.50	23.78	97 24,250	-3 -750	80 20,000
30 Jan	2819.00	78 ₹ 19,500	-11 -2750.00	23.9	173 43,250	35 8,750	84 21,000
29 Jan	2831.70	88.1 ₹ 22,025	-6.4 -1600.00	21.67	94 23,500	18 4,500	50 12,500
28 Jan	2839.10	96 ₹ 24,000	-11.65 -2912.50	24.13	24 6,000	-3 -750	32 8,000

27 Jan	2856.20	112 ₹ 28,000	-24.1 -6025.00	24.75	220 55,000	36 9,000	36 9,000
23 Jan	2759.00	136.1 ₹ 34,025	0 0.00	1.06	0 0	0 0	0 0
22 Jan	2787.60	136.1 ₹ 34,025	0 0.00	0.26	0 0	0 0	0 0
21 Jan	2735.60	136.1 ₹ 34,025	0 0.00	1.79	0 0	0 0	0 0
20 Jan	2713.60	136.1 ₹ 34,025	0 0.00	2.5	0 0	0 0	0 0
19 Jan	2780.00	136.1 ₹ 34,025	0 0.00	0.44	0 0	0 0	0 0
16 Jan	2809.60	136.1 ₹ 34,025	0 0.00	-	0 0	0 0	0 0
14 Jan	2795.80	136.1 ₹ 34,025	0 0.00	0.02	0 0	0 0	0 0
13 Jan	2774.20	136.1 ₹ 34,025	0 0.00	0.14	0 0	0 0	0 0
12 Jan	2806.70	136.1 ₹ 34,025	0 0.00	0.13	0 0	0 0	0 0
9 Jan	2776.90	136.1 ₹ 34,025	0 0.00	0.39	0 0	0 0	0 0
8 Jan	2792.00	136.1 ₹ 34,025	0 0.00	-	0 0	0 0	0 0
7 Jan	2837.10	136.1 ₹ 34,025	0 0.00	-	0 0	0 0	0 0
6 Jan	2865.30	136.1 ₹ 34,025	0 0.00	-	0 0	0 0	0 0
5 Jan	2848.90	136.1 ₹ 34,025	0 0.00	-	0 0	0 0	0 0
2 Jan	2856.40	136.1 ₹ 34,025	0 0.00	-	0 0	0 0	0 0
1 Jan	2851.70	136.1 ₹ 34,025	0 0.00	-	0 0	0 0	0 0
31 Dec	2829.00	136.1 ₹ 34,025	- NaN	-	0 0	0 0	0 0

For Grasim Industries Ltd - strike price 2820 expiring on 24FEB2026

Delta for 2820 CE is 0.62

Historical price for 2820 CE is as follows

On 4 Feb GRASIM was trading at 2845.20. The strike last trading price was 78.85, which was 15 higher than the previous day. The implied volatity was 21.48, the open interest changed by -1 which decreased total open position to 72

On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 65.7, which was 17.7 higher than the previous day. The implied volatity was 23.67, the open interest changed by 4 which increased total open position to 72

On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 49, which was 11.05 higher than the previous day. The implied volatity was 22.94, the open interest changed by -13 which decreased total open position to 67

On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 42.25, which was -37.45 lower than the previous day. The implied volatity was 23.78, the open interest changed by -3 which decreased total open position to 80

On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 78, which was -11 lower than the previous day. The implied volatity was 23.9, the open interest changed by 35 which increased total open position to 84

On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 88.1, which was -6.4 lower than the previous day. The implied volatity was 21.67, the open interest changed by 18 which increased total open position to 50

On 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 96, which was -11.65 lower than the previous day. The implied volatity was 24.13, the open interest changed by -3 which decreased total open position to 32

On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 112, which was -24.1 lower than the previous day. The implied volatity was 24.75, the open interest changed by 36 which increased total open position to 36

On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 136.1, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0

On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 136.1, which was 0 lower than the previous day. The implied volatity was 0.26, 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 136.1, which was 0 lower than the previous day. The implied volatity was 1.79, 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 136.1, which was 0 lower than the previous day. The implied volatity was 2.5, 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 136.1, which was 0 lower than the previous day. The implied volatity was 0.44, 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 136.1, 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 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 136.1, which was 0 lower than the previous day. The implied volatity was 0.02, 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 136.1, 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 12 Jan GRASIM was trading at 2806.70. The strike last trading price was 136.1, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0

On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 136.1, which was 0 lower than the previous day. The implied volatity was 0.39, 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 136.1, 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 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 136.1, 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 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 136.1, 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 Jan GRASIM was trading at 2848.90. The strike last trading price was 136.1, 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 Jan GRASIM was trading at 2856.40. The strike last trading price was 136.1, 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 Jan GRASIM was trading at 2851.70. The strike last trading price was 136.1, 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 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 136.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

GRASIM 24FEB2026 2820 PE
Delta: -0.39 Vega: 2.57 Theta: -1.23 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	2845.20	46.5 ₹ 11,625	-15.15 -3787.50	24.29	12 3,000	4 1,000	98 24,500
3 Feb	2808.90	60.6 ₹ 15,150	-18.3 -4575.00	23.36	127 31,750	25 6,250	94 23,500
2 Feb	2774.60	77.8 ₹ 19,450	-32.65 -8162.50	22.69	11 2,750	3 750	69 17,250
1 Feb	2737.60	109.2 ₹ 27,300	44.25 11062.50	28.36	58 14,500	-13 -3,250	64 16,000
30 Jan	2819.00	63.5 ₹ 15,875	4.05 1012.50	24.19	99 24,750	20 5,000	78 19,500
29 Jan	2831.70	58.55 ₹ 14,637.5	1.85 462.50	25.87	131 32,750	26 6,500	57 14,250
28 Jan	2839.10	58 ₹ 14,500	5.55 1387.50	25.07	108 27,000	11 2,750	31 7,750
27 Jan	2856.20	52.2 ₹ 13,050	-3.6 -900.00	25.34	42 10,500	13 3,250	17 4,250
23 Jan	2759.00	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
22 Jan	2787.60	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
21 Jan	2735.60	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
20 Jan	2713.60	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
19 Jan	2780.00	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
16 Jan	2809.60	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
14 Jan	2795.80	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
13 Jan	2774.20	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	0 0
12 Jan	2806.70	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
9 Jan	2776.90	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
8 Jan	2792.00	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
7 Jan	2837.10	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
6 Jan	2865.30	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
5 Jan	2848.90	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
2 Jan	2856.40	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
1 Jan	2851.70	55.8 ₹ 13,950	-32.55 -8137.50	-	0 0	0 0	4 1,000
31 Dec	2829.00	88.35 ₹ 22,087.5	- NaN	-	0 0	0 0	0 0

For Grasim Industries Ltd - strike price 2820 expiring on 24FEB2026

Delta for 2820 PE is -0.39

Historical price for 2820 PE is as follows

On 4 Feb GRASIM was trading at 2845.20. The strike last trading price was 46.5, which was -15.15 lower than the previous day. The implied volatity was 24.29, the open interest changed by 4 which increased total open position to 98

On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 60.6, which was -18.3 lower than the previous day. The implied volatity was 23.36, the open interest changed by 25 which increased total open position to 94

On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 77.8, which was -32.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by 3 which increased total open position to 69

On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 109.2, which was 44.25 higher than the previous day. The implied volatity was 28.36, the open interest changed by -13 which decreased total open position to 64

On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 63.5, which was 4.05 higher than the previous day. The implied volatity was 24.19, the open interest changed by 20 which increased total open position to 78

On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 58.55, which was 1.85 higher than the previous day. The implied volatity was 25.87, the open interest changed by 26 which increased total open position to 57

On 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 58, which was 5.55 higher than the previous day. The implied volatity was 25.07, the open interest changed by 11 which increased total open position to 31

On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 52.2, which was -3.6 lower than the previous day. The implied volatity was 25.34, the open interest changed by 13 which increased total open position to 17

On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 21 Jan GRASIM was trading at 2735.60. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 20 Jan GRASIM was trading at 2713.60. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 16 Jan GRASIM was trading at 2809.60. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 13 Jan GRASIM was trading at 2774.20. The strike last trading price was 55.8, which was -32.55 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 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 55.8, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 88.35, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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