[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2776.9 -15.10 (-0.54%)
L: 2766.7 H: 2807.9

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Historical option data for GRASIM

09 Jan 2026 04:12 PM IST
GRASIM 27-JAN-2026 2840 CE
Delta: 0.32
Vega: 2.21
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 2776.90 22.35 -12.05 17.69 414 107 524
8 Jan 2792.00 32.5 -23 19.28 553 68 418
7 Jan 2837.10 52.4 -20 18.78 388 25 350
6 Jan 2865.30 73.05 8.65 17.04 267 -2 324
5 Jan 2848.90 63.85 -8.4 18.89 300 -11 327
2 Jan 2856.40 74.5 6.75 16.56 327 -26 342
1 Jan 2851.70 65.9 11.75 16.00 670 -30 371
31 Dec 2829.00 55.7 -12.15 15.79 815 80 401
30 Dec 2841.70 69.95 2.35 18.65 665 6 327
29 Dec 2842.40 69.85 12.1 17.10 1,069 136 320
26 Dec 2817.70 57.55 -5.9 16.41 216 67 184
24 Dec 2826.90 63 -3.2 15.75 164 52 116
23 Dec 2829.80 66.3 4.45 17.54 115 37 63
22 Dec 2809.70 60.55 -7.95 18.61 29 25 25
19 Dec 2812.50 68.5 -154.55 - 0 0 0
18 Dec 2807.60 68.5 -154.55 - 0 0 0
17 Dec 2806.60 68.5 -154.55 - 0 0 0
16 Dec 2799.10 68.5 -154.55 - 0 0 0
15 Dec 2821.00 68.5 -154.55 - 0 0 0
12 Dec 2836.70 68.5 -154.55 - 0 0 0
11 Dec 2797.80 68.5 -154.55 - 0 0 0
10 Dec 2746.80 68.5 -154.55 - 0 0 0
9 Dec 2746.00 68.5 -154.55 - 0 0 0
8 Dec 2744.20 68.5 -154.55 - 0 0 0
4 Dec 2730.40 68.5 -154.55 - 0 0 0
3 Dec 2720.30 68.5 -154.55 - 0 0 0
2 Dec 2735.00 68.5 -154.55 - 0 0 0
1 Dec 2731.50 68.5 -154.55 - 0 0 0
28 Nov 2739.40 68.5 -154.55 - 0 0 0
24 Nov 2688.70 68.5 -154.55 - 0 0 0
20 Nov 2748.60 68.5 -154.55 - 0 0 0
19 Nov 2744.70 68.5 -154.55 - 0 0 0
18 Nov 2762.00 68.5 -154.55 - 0 0 0
17 Nov 2790.30 68.5 -154.55 - 0 0 0
14 Nov 2783.40 68.5 -154.55 - 0 0 0
13 Nov 2777.80 68.5 -154.55 - 0 0 0
12 Nov 2767.40 68.5 -154.55 - 0 0 0
11 Nov 2775.80 68.5 -154.55 - 0 0 0
7 Nov 2724.60 68.5 -154.55 17.97 2 1 1
6 Nov 2700.10 223.05 0 - 0 0 0
4 Nov 2882.00 223.05 0 - 0 0 0
3 Nov 2899.90 223.05 0 - 0 0 0
31 Oct 2891.70 223.05 0 - 0 0 0
30 Oct 2950.40 0 0 - 0 0 0


For Grasim Industries Ltd - strike price 2840 expiring on 27JAN2026

Delta for 2840 CE is 0.32

Historical price for 2840 CE is as follows

On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 22.35, which was -12.05 lower than the previous day. The implied volatity was 17.69, the open interest changed by 107 which increased total open position to 524


On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 32.5, which was -23 lower than the previous day. The implied volatity was 19.28, the open interest changed by 68 which increased total open position to 418


On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 52.4, which was -20 lower than the previous day. The implied volatity was 18.78, the open interest changed by 25 which increased total open position to 350


On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 73.05, which was 8.65 higher than the previous day. The implied volatity was 17.04, the open interest changed by -2 which decreased total open position to 324


On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 63.85, which was -8.4 lower than the previous day. The implied volatity was 18.89, the open interest changed by -11 which decreased total open position to 327


On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 74.5, which was 6.75 higher than the previous day. The implied volatity was 16.56, the open interest changed by -26 which decreased total open position to 342


On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 65.9, which was 11.75 higher than the previous day. The implied volatity was 16.00, the open interest changed by -30 which decreased total open position to 371


On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 55.7, which was -12.15 lower than the previous day. The implied volatity was 15.79, the open interest changed by 80 which increased total open position to 401


On 30 Dec GRASIM was trading at 2841.70. The strike last trading price was 69.95, which was 2.35 higher than the previous day. The implied volatity was 18.65, the open interest changed by 6 which increased total open position to 327


On 29 Dec GRASIM was trading at 2842.40. The strike last trading price was 69.85, which was 12.1 higher than the previous day. The implied volatity was 17.10, the open interest changed by 136 which increased total open position to 320


On 26 Dec GRASIM was trading at 2817.70. The strike last trading price was 57.55, which was -5.9 lower than the previous day. The implied volatity was 16.41, the open interest changed by 67 which increased total open position to 184


On 24 Dec GRASIM was trading at 2826.90. The strike last trading price was 63, which was -3.2 lower than the previous day. The implied volatity was 15.75, the open interest changed by 52 which increased total open position to 116


On 23 Dec GRASIM was trading at 2829.80. The strike last trading price was 66.3, which was 4.45 higher than the previous day. The implied volatity was 17.54, the open interest changed by 37 which increased total open position to 63


On 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 60.55, which was -7.95 lower than the previous day. The implied volatity was 18.61, the open interest changed by 25 which increased total open position to 25


On 19 Dec GRASIM was trading at 2812.50. The strike last trading price was 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 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 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 68.5, which was -154.55 lower than the previous day. The implied volatity was 17.97, the open interest changed by 1 which increased total open position to 1


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 223.05, 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 Nov GRASIM was trading at 2882.00. The strike last trading price was 223.05, 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 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 223.05, 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 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 223.05, 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 30 Oct GRASIM was trading at 2950.40. 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


GRASIM 27JAN2026 2840 PE
Delta: -0.66
Vega: 2.25
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 2776.90 79.1 10.05 19.35 55 -14 361
8 Jan 2792.00 68.85 24.3 18.54 250 -65 377
7 Jan 2837.10 46.15 13.7 18.51 561 67 442
6 Jan 2865.30 32.6 -7.15 19.26 418 -8 376
5 Jan 2848.90 38.9 4.55 17.62 613 14 386
2 Jan 2856.40 32.45 -3.6 17.40 471 -10 374
1 Jan 2851.70 37 -12.25 17.01 378 10 384
31 Dec 2829.00 48.25 3.55 17.92 788 87 376
30 Dec 2841.70 41.6 -6.5 16.59 312 8 291
29 Dec 2842.40 46.3 -11.5 18.67 442 93 284
26 Dec 2817.70 57.9 5.5 18.25 135 40 193
24 Dec 2826.90 52.45 -1.8 17.62 152 99 151
23 Dec 2829.80 56.25 -3.75 17.59 59 46 51
22 Dec 2809.70 60 -50 16.59 4 0 1
19 Dec 2812.50 110 22.75 - 0 0 1
18 Dec 2807.60 110 22.75 - 0 0 1
17 Dec 2806.60 110 22.75 - 0 0 1
16 Dec 2799.10 110 22.75 - 0 0 1
15 Dec 2821.00 110 22.75 - 0 0 0
12 Dec 2836.70 110 22.75 - 0 0 1
11 Dec 2797.80 110 22.75 - 0 0 1
10 Dec 2746.80 110 22.75 - 0 0 1
9 Dec 2746.00 110 22.75 20.04 1 0 0
8 Dec 2744.20 87.25 0 - 0 0 0
4 Dec 2730.40 87.25 0 - 0 0 0
3 Dec 2720.30 87.25 0 - 0 0 0
2 Dec 2735.00 87.25 0 - 0 0 0
1 Dec 2731.50 87.25 0 - 0 0 0
28 Nov 2739.40 87.25 0 - 0 0 0
24 Nov 2688.70 87.25 0 - 0 0 0
20 Nov 2748.60 87.25 0 - 0 0 0
19 Nov 2744.70 87.25 0 - 0 0 0
18 Nov 2762.00 87.25 0 - 0 0 0
17 Nov 2790.30 87.25 0 0.35 0 0 0
14 Nov 2783.40 87.25 0 - 0 0 0
13 Nov 2777.80 87.25 0 0.01 0 0 0
12 Nov 2767.40 87.25 0 - 0 0 0
11 Nov 2775.80 87.25 0 - 0 0 0
7 Nov 2724.60 87.25 0 - 0 0 0
6 Nov 2700.10 87.25 0 - 0 0 0
4 Nov 2882.00 87.25 0 2.02 0 0 0
3 Nov 2899.90 87.25 0 2.51 0 0 0
31 Oct 2891.70 87.25 0 - 0 0 0
30 Oct 2950.40 87.25 0 - 0 0 0


For Grasim Industries Ltd - strike price 2840 expiring on 27JAN2026

Delta for 2840 PE is -0.66

Historical price for 2840 PE is as follows

On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 79.1, which was 10.05 higher than the previous day. The implied volatity was 19.35, the open interest changed by -14 which decreased total open position to 361


On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 68.85, which was 24.3 higher than the previous day. The implied volatity was 18.54, the open interest changed by -65 which decreased total open position to 377


On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 46.15, which was 13.7 higher than the previous day. The implied volatity was 18.51, the open interest changed by 67 which increased total open position to 442


On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 32.6, which was -7.15 lower than the previous day. The implied volatity was 19.26, the open interest changed by -8 which decreased total open position to 376


On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 38.9, which was 4.55 higher than the previous day. The implied volatity was 17.62, the open interest changed by 14 which increased total open position to 386


On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 32.45, which was -3.6 lower than the previous day. The implied volatity was 17.40, the open interest changed by -10 which decreased total open position to 374


On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 37, which was -12.25 lower than the previous day. The implied volatity was 17.01, the open interest changed by 10 which increased total open position to 384


On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 48.25, which was 3.55 higher than the previous day. The implied volatity was 17.92, the open interest changed by 87 which increased total open position to 376


On 30 Dec GRASIM was trading at 2841.70. The strike last trading price was 41.6, which was -6.5 lower than the previous day. The implied volatity was 16.59, the open interest changed by 8 which increased total open position to 291


On 29 Dec GRASIM was trading at 2842.40. The strike last trading price was 46.3, which was -11.5 lower than the previous day. The implied volatity was 18.67, the open interest changed by 93 which increased total open position to 284


On 26 Dec GRASIM was trading at 2817.70. The strike last trading price was 57.9, which was 5.5 higher than the previous day. The implied volatity was 18.25, the open interest changed by 40 which increased total open position to 193


On 24 Dec GRASIM was trading at 2826.90. The strike last trading price was 52.45, which was -1.8 lower than the previous day. The implied volatity was 17.62, the open interest changed by 99 which increased total open position to 151


On 23 Dec GRASIM was trading at 2829.80. The strike last trading price was 56.25, which was -3.75 lower than the previous day. The implied volatity was 17.59, the open interest changed by 46 which increased total open position to 51


On 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 60, which was -50 lower than the previous day. The implied volatity was 16.59, 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 22.75 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 22.75 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 110, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec GRASIM was trading at 2799.10. The strike last trading price was 110, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec GRASIM was trading at 2821.00. The strike last trading price was 110, which was 22.75 higher 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 110, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 110, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 110, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 110, which was 22.75 higher than the previous day. The implied volatity was 20.04, 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 87.25, 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 87.25, 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 87.25, 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 87.25, 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 87.25, 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 87.25, 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 Nov GRASIM was trading at 2688.70. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2748.60. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2744.70. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2762.00. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2790.30. The strike last trading price was 87.25, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2777.80. The strike last trading price was 87.25, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2775.80. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2724.60. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2700.10. The strike last trading price was 87.25, 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 Nov GRASIM was trading at 2882.00. The strike last trading price was 87.25, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 87.25, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0


On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 87.25, 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 Oct GRASIM was trading at 2950.40. The strike last trading price was 87.25, 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