[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2943.3 +28.50 (0.98%)
L: 2900 H: 2975

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Historical option data for GRASIM

07 May 2026 11:51 AM IST
GRASIM 26-May-2026 (19d) 2840 CE
Delta: 0.77
Vega: 0.02
Theta: -1.45
Gamma: 0.00185
Date Close Ltp Change IV Volume OI Chg OI
7 May 2943.30 136.85 13.849999999999994 (11.26%) 24.44 13 3 243
6 May 2914.80 123 30.25 (32.61%) 27.51 104 -6 242
5 May 2871.50 92.2 -0.5999999999999943 (-0.65%) 25.36 193 20 250
4 May 2856.00 92.05 25.64999999999999 (38.63%) 29.23 715 22 232
30 Apr 2794.50 65.3 -5.5 (-7.77%) 27.06 184 -7 203
29 Apr 2803.20 70 -0.3499999999999943 (-0.50%) 27.23 410 24 210
28 Apr 2783.00 70.2 -3.799999999999997 (-5.14%) 30.42 1,010 179 188
27 Apr 2778.20 74 -1 (-1.33%) 28.35 5 -1 8
24 Apr 2739.30 75 0.9000000000000057 (1.21%) - 0 0 9
23 Apr 2735.00 75 0.9000000000000057 (1.21%) 27.48 0 0 9
22 Apr 2776.60 75 -3.0999999999999943 (-3.97%) 27.48 2 0 8
21 Apr 2777.70 78.1 17.799999999999997 (29.52%) 27.81 19 2 9
20 Apr 2760.10 60.3 1.5499999999999972 (2.64%) 28.38 6 0 11
17 Apr 2720.50 58.75 3.5 (6.33%) 28.19 5 0 6
16 Apr 2717.30 55.25 10.950000000000003 (24.72%) 28.91 4 2 4
15 Apr 2741.40 44.3 0 (0.00%) - 0 0 2
13 Apr 2713.00 44.3 0 (0.00%) - 0 0 2
10 Apr 2742.60 44.3 0 (0.00%) - 0 0 2
9 Apr 2740.50 44.3 -145.65 (-76.68%) - 0 0 2
8 Apr 2756.20 44.3 -145.65 (-76.68%) - 0 0 2
7 Apr 2621.00 44.3 -145.65 (-76.68%) - 0 0 2
30 Mar 2557.70 - - - 0 0 0
27 Mar 2628.20 0 0 (0.00%) 3.45 0 0 0
25 Mar 2647.80 0 0 (0.00%) 3.33 0 0 0
23 Mar 2531.10 - - - 0 0 0
20 Mar 2616.30 0 0 (0.00%) 3.18 0 0 0
19 Mar 2607.90 0 0 (0.00%) 3.29 0 0 0
18 Mar 2723.10 0 0 (0.00%) 1.38 0 0 0
17 Mar 2683.30 0 0 (0.00%) 2.13 0 0 0
16 Mar 2654.40 0 0 (0.00%) - 0 0 0
13 Mar 2568.60 0 0 (0.00%) - 0 0 0
12 Mar 2673.10 0 0 (0.00%) 1.96 0 0 0
11 Mar 2735.60 0 0 (0.00%) 0.72 0 0 0
10 Mar 2743.90 0 0 (0.00%) 0.92 0 0 0
9 Mar 2681.20 0 0 (0.00%) 2.09 0 0 0
6 Mar 2718.40 0 0 (0.00%) 1.19 0 0 0
5 Mar 2724.10 0 0 (0.00%) - 0 0 0
4 Mar 2683.20 0 0 (0.00%) 1.83 0 0 0
2 Mar 2777.30 0 0 (0.00%) 0.24 0 0 0
27 Feb 2799.80 0 0 (0.00%) - 0 0 0


For Grasim Industries Ltd - strike price 2840 expiring on 26MAY2026

Delta for 2840 CE is 0.77

Historical price for 2840 CE is as follows

On 7 May GRASIM was trading at 2943.30. The strike last trading price was 136.85, which was 13.849999999999994 higher than the previous day. The implied volatity was 24.44, the open interest changed by 3 which increased total open position to 243


On 6 May GRASIM was trading at 2914.80. The strike last trading price was 123, which was 30.25 higher than the previous day. The implied volatity was 27.51, the open interest changed by -6 which decreased total open position to 242


On 5 May GRASIM was trading at 2871.50. The strike last trading price was 92.2, which was -0.5999999999999943 lower than the previous day. The implied volatity was 25.36, the open interest changed by 20 which increased total open position to 250


On 4 May GRASIM was trading at 2856.00. The strike last trading price was 92.05, which was 25.64999999999999 higher than the previous day. The implied volatity was 29.23, the open interest changed by 22 which increased total open position to 232


On 30 Apr GRASIM was trading at 2794.50. The strike last trading price was 65.3, which was -5.5 lower than the previous day. The implied volatity was 27.06, the open interest changed by -7 which decreased total open position to 203


On 29 Apr GRASIM was trading at 2803.20. The strike last trading price was 70, which was -0.3499999999999943 lower than the previous day. The implied volatity was 27.23, the open interest changed by 24 which increased total open position to 210


On 28 Apr GRASIM was trading at 2783.00. The strike last trading price was 70.2, which was -3.799999999999997 lower than the previous day. The implied volatity was 30.42, the open interest changed by 179 which increased total open position to 188


On 27 Apr GRASIM was trading at 2778.20. The strike last trading price was 74, which was -1 lower than the previous day. The implied volatity was 28.35, the open interest changed by -1 which decreased total open position to 8


On 24 Apr GRASIM was trading at 2739.30. The strike last trading price was 75, which was 0.9000000000000057 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 75, which was 0.9000000000000057 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 9


On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 75, which was -3.0999999999999943 lower than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 8


On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 78.1, which was 17.799999999999997 higher than the previous day. The implied volatity was 27.81, the open interest changed by 2 which increased total open position to 9


On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 60.3, which was 1.5499999999999972 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 11


On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 58.75, which was 3.5 higher than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 6


On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 55.25, which was 10.950000000000003 higher than the previous day. The implied volatity was 28.91, the open interest changed by 2 which increased total open position to 4


On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 44.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 44.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 44.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 44.3, which was -145.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 44.3, which was -145.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 44.3, which was -145.65 lower 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 -, 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 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0


On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0


On 23 Mar GRASIM was trading at 2531.10. 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 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0


On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0


On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 0, 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 Mar GRASIM was trading at 2568.60. The strike last trading price was 0, 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 Mar GRASIM was trading at 2673.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.96, 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 0, which was 0 lower than the previous day. The implied volatity was 0.72, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 2.09, 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 0, 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 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 0, 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 0, which was 0 lower than the previous day. The implied volatity was 1.83, 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 0, which was 0 lower than the previous day. The implied volatity was 0.24, 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 0, 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 26-May-2026 (19d) 2840 PE
Delta: -0.25
Vega: 0.02
Theta: -1.17
Gamma: 0.0018
Date Close Ltp Change IV Volume OI Chg OI
7 May 2943.30 27.6 -2.4499999999999993 (-8.15%) 26.13 110 29 121
6 May 2914.80 31.45 -24.55 (-43.84%) 23.05 139 10 92
5 May 2871.50 56.35 -6.899999999999999 (-10.91%) 26.68 71 7 82
4 May 2856.00 65.5 -35.55 (-35.18%) 26.01 166 57 74
30 Apr 2794.50 101.05 5.299999999999997 (5.54%) 27.88 12 1 18
29 Apr 2803.20 95.75 -5.700000000000003 (-5.62%) 26.41 26 8 17
28 Apr 2783.00 101.45 -8.549999999999997 (-7.77%) 27.28 10 6 9
27 Apr 2778.20 110 -10 (-8.33%) 25.87 1 0 2
24 Apr 2739.30 120 120 (4.35%) 19.8 0 0 2
23 Apr 2735.00 120 5 (4.35%) 19.8 1 0 2
22 Apr 2776.60 115 115 (-22.72%) 25.85 0 0 2
21 Apr 2777.70 115 -33.80000000000001 (-22.72%) 25.85 1 0 2
20 Apr 2760.10 148.8 44.900000000000006 (43.21%) 30.99 2 1 1
17 Apr 2720.50 0 0 - 0 0 0
16 Apr 2717.30 0 0 - 0 0 0
15 Apr 2741.40 0 0 - 0 0 0
13 Apr 2713.00 0 0 - 0 0 0
10 Apr 2742.60 0 0 (0.00%) - 0 0 0
9 Apr 2740.50 103.9 0 (0.00%) - 0 0 0
8 Apr 2756.20 103.9 0 (0.00%) - 0 0 0
7 Apr 2621.00 103.9 0 (0.00%) - 0 0 0
30 Mar 2557.70 - - - 0 0 0
27 Mar 2628.20 0 0 (0.00%) - 0 0 0
25 Mar 2647.80 0 0 (0.00%) - 0 0 0
23 Mar 2531.10 - - - 0 0 0
20 Mar 2616.30 0 0 (0.00%) - 0 0 0
19 Mar 2607.90 0 0 (0.00%) - 0 0 0
18 Mar 2723.10 0 0 (0.00%) - 0 0 0
17 Mar 2683.30 0 0 (0.00%) - 0 0 0
16 Mar 2654.40 0 0 (0.00%) - 0 0 0
13 Mar 2568.60 0 0 (0.00%) - 0 0 0
12 Mar 2673.10 0 0 (0.00%) - 0 0 0
11 Mar 2735.60 0 0 (0.00%) - 0 0 0
10 Mar 2743.90 0 0 (0.00%) - 0 0 0
9 Mar 2681.20 0 0 (0.00%) - 0 0 0
6 Mar 2718.40 0 0 (0.00%) - 0 0 0
5 Mar 2724.10 0 0 (0.00%) - 0 0 0
4 Mar 2683.20 0 0 (0.00%) 0.04 0 0 0
2 Mar 2777.30 0 0 (0.00%) 0.18 0 0 0
27 Feb 2799.80 0 0 (0.00%) 0.68 0 0 0


For Grasim Industries Ltd - strike price 2840 expiring on 26MAY2026

Delta for 2840 PE is -0.25

Historical price for 2840 PE is as follows

On 7 May GRASIM was trading at 2943.30. The strike last trading price was 27.6, which was -2.4499999999999993 lower than the previous day. The implied volatity was 26.13, the open interest changed by 29 which increased total open position to 121


On 6 May GRASIM was trading at 2914.80. The strike last trading price was 31.45, which was -24.55 lower than the previous day. The implied volatity was 23.05, the open interest changed by 10 which increased total open position to 92


On 5 May GRASIM was trading at 2871.50. The strike last trading price was 56.35, which was -6.899999999999999 lower than the previous day. The implied volatity was 26.68, the open interest changed by 7 which increased total open position to 82


On 4 May GRASIM was trading at 2856.00. The strike last trading price was 65.5, which was -35.55 lower than the previous day. The implied volatity was 26.01, the open interest changed by 57 which increased total open position to 74


On 30 Apr GRASIM was trading at 2794.50. The strike last trading price was 101.05, which was 5.299999999999997 higher than the previous day. The implied volatity was 27.88, the open interest changed by 1 which increased total open position to 18


On 29 Apr GRASIM was trading at 2803.20. The strike last trading price was 95.75, which was -5.700000000000003 lower than the previous day. The implied volatity was 26.41, the open interest changed by 8 which increased total open position to 17


On 28 Apr GRASIM was trading at 2783.00. The strike last trading price was 101.45, which was -8.549999999999997 lower than the previous day. The implied volatity was 27.28, the open interest changed by 6 which increased total open position to 9


On 27 Apr GRASIM was trading at 2778.20. The strike last trading price was 110, which was -10 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 2


On 24 Apr GRASIM was trading at 2739.30. The strike last trading price was 120, which was 120 higher than the previous day. The implied volatity was 19.8, the open interest changed by 0 which decreased total open position to 2


On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 120, which was 5 higher than the previous day. The implied volatity was 19.8, the open interest changed by 0 which decreased total open position to 2


On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 115, which was 115 higher than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 2


On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 115, which was -33.80000000000001 lower than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 2


On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 148.8, which was 44.900000000000006 higher than the previous day. The implied volatity was 30.99, the open interest changed by 1 which increased total open position to 1


On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 0, 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 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 0, 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 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 0, 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 Apr GRASIM was trading at 2713.00. The strike last trading price was 0, 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 Apr GRASIM was trading at 2742.60. The strike last trading price was 0, 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 Apr GRASIM was trading at 2740.50. The strike last trading price was 103.9, 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 Apr GRASIM was trading at 2756.20. The strike last trading price was 103.9, 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 Apr GRASIM was trading at 2621.00. The strike last trading price was 103.9, 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 30 Mar GRASIM was trading at 2557.70. 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 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 0, 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 Mar GRASIM was trading at 2647.80. The strike last trading price was 0, 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 Mar GRASIM was trading at 2531.10. 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 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 0, 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 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 0, 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 Mar GRASIM was trading at 2723.10. The strike last trading price was 0, 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 Mar GRASIM was trading at 2683.30. The strike last trading price was 0, 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 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 0, 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 Mar GRASIM was trading at 2568.60. The strike last trading price was 0, 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 Mar GRASIM was trading at 2673.10. The strike last trading price was 0, 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 0, 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 Mar GRASIM was trading at 2743.90. The strike last trading price was 0, 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 Mar GRASIM was trading at 2681.20. The strike last trading price was 0, 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 Mar GRASIM was trading at 2718.40. The strike last trading price was 0, 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 Mar GRASIM was trading at 2724.10. The strike last trading price was 0, 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 0, 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 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.18, 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 0, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0