[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2777.3 -22.50 (-0.80%)
L: 2696.4 H: 2786.3

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Historical option data for GRASIM

02 Mar 2026 04:12 PM IST
GRASIM 30-MAR-2026 2840 CE
Delta: 0.38
Vega: 2.92
Theta: -1.24
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 2777.30 36.35 -11.7 18.56 760 -77 248
27 Feb 2799.80 46.7 -35.45 17.49 900 156 323
26 Feb 2863.50 83.4 -8 15.27 69 2 167
25 Feb 2878.40 89.5 -3.7 15.12 441 -109 164
24 Feb 2879.30 93 -9.35 15.57 573 128 279
23 Feb 2873.40 103.5 24.85 19.67 474 130 151
20 Feb 2832.80 78.5 -15.05 18.05 28 12 21
19 Feb 2864.30 92.8 -50.8 17.23 5 2 9
18 Feb 2933.80 144.45 -32.7 17.25 7 1 5
17 Feb 2900.40 177.15 74.3 - 0 0 4
16 Feb 2912.70 177.15 74.3 - 0 0 4
13 Feb 2888.00 177.15 74.3 - 0 0 4
12 Feb 2925.50 177.15 74.3 24.82 2 0 2
11 Feb 2932.60 102.85 -60.35 - 0 0 2
10 Feb 2953.90 102.85 -60.35 - 0 0 2
9 Feb 2926.30 102.85 -60.35 - 0 0 2
6 Feb 2836.90 102.85 -60.35 18.46 2 0 0
5 Feb 2863.90 163.2 0 - 0 0 0
4 Feb 2844.90 163.2 0 - 0 0 0
3 Feb 2808.90 163.2 0 0.6 0 0 0
2 Feb 2774.60 163.2 0 0.61 0 0 0
1 Feb 2737.60 163.2 0 1.27 0 0 0
30 Jan 2819.00 163.2 0 - 0 0 0
29 Jan 2831.70 163.2 0 - 0 0 0
28 Jan 2839.10 163.2 0 - 0 0 0
27 Jan 2856.20 163.2 0 0.03 0 0 0
23 Jan 2759.00 163.2 0 0.59 0 0 0
22 Jan 2787.60 163.2 0 0.25 0 0 0
21 Jan 2735.60 163.2 0 1.24 0 0 0
20 Jan 2713.60 163.2 0 1.66 0 0 0
19 Jan 2780.00 163.2 0 0.27 0 0 0
16 Jan 2809.60 - - - 0 0 0
14 Jan 2795.80 163.2 0 - 0 0 0
13 Jan 2774.20 163.2 0 0.25 0 0 0
12 Jan 2806.70 - - - 0 0 0
9 Jan 2776.90 163.2 0 - 0 0 0
8 Jan 2792.00 163.2 0 - 0 0 0
7 Jan 2837.10 163.2 0 - 0 0 0
6 Jan 2865.30 163.2 0 - 0 0 0
5 Jan 2848.90 163.2 0 - 0 0 0
2 Jan 2856.40 163.2 0 - 0 0 0
1 Jan 2851.70 163.2 0 - 0 0 0
31 Dec 2829.00 163.2 0 - 0 0 0


For Grasim Industries Ltd - strike price 2840 expiring on 30MAR2026

Delta for 2840 CE is 0.38

Historical price for 2840 CE is as follows

On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 36.35, which was -11.7 lower than the previous day. The implied volatity was 18.56, the open interest changed by -77 which decreased total open position to 248


On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 46.7, which was -35.45 lower than the previous day. The implied volatity was 17.49, the open interest changed by 156 which increased total open position to 323


On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 83.4, which was -8 lower than the previous day. The implied volatity was 15.27, the open interest changed by 2 which increased total open position to 167


On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 89.5, which was -3.7 lower than the previous day. The implied volatity was 15.12, the open interest changed by -109 which decreased total open position to 164


On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 93, which was -9.35 lower than the previous day. The implied volatity was 15.57, the open interest changed by 128 which increased total open position to 279


On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 103.5, which was 24.85 higher than the previous day. The implied volatity was 19.67, the open interest changed by 130 which increased total open position to 151


On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 78.5, which was -15.05 lower than the previous day. The implied volatity was 18.05, the open interest changed by 12 which increased total open position to 21


On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 92.8, which was -50.8 lower than the previous day. The implied volatity was 17.23, the open interest changed by 2 which increased total open position to 9


On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 144.45, which was -32.7 lower than the previous day. The implied volatity was 17.25, the open interest changed by 1 which increased total open position to 5


On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 177.15, which was 74.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 177.15, which was 74.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 177.15, which was 74.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 177.15, which was 74.3 higher than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 2


On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 102.85, which was -60.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 102.85, which was -60.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 102.85, which was -60.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 102.85, which was -60.35 lower than the previous day. The implied volatity was 18.46, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 163.2, 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 Feb GRASIM was trading at 2844.90. The strike last trading price was 163.2, 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 Feb GRASIM was trading at 2808.90. The strike last trading price was 163.2, which was 0 lower than the previous day. The implied volatity was 0.6, 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 163.2, which was 0 lower than the previous day. The implied volatity was 0.61, 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 163.2, which was 0 lower than the previous day. The implied volatity was 1.27, 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 163.2, 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 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 163.2, 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 Jan GRASIM was trading at 2839.10. The strike last trading price was 163.2, 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 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 163.2, 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 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 163.2, which was 0 lower than the previous day. The implied volatity was 0.59, 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 163.2, which was 0 lower than the previous day. The implied volatity was 0.25, 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 163.2, which was 0 lower than the previous day. The implied volatity was 1.24, 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 163.2, which was 0 lower than the previous day. The implied volatity was 1.66, 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 163.2, which was 0 lower than the previous day. The implied volatity was 0.27, 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 163.2, 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 163.2, which was 0 lower than the previous day. The implied volatity was 0.25, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 2840 PE
Delta: -0.61
Vega: 2.95
Theta: -0.59
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 2777.30 90.3 18.2 20.49 88 2 124
27 Feb 2799.80 73.8 33.65 19.07 381 -24 124
26 Feb 2863.50 38.15 1.65 18.4 135 6 147
25 Feb 2878.40 38.4 -0.55 19.14 190 27 138
24 Feb 2879.30 37.1 -13 18.67 220 20 100
23 Feb 2873.40 49.8 -15.2 21.72 73 12 72
20 Feb 2832.80 66.6 11.15 21.53 70 33 59
19 Feb 2864.30 57.5 23.25 21.82 38 21 26
18 Feb 2933.80 34.25 -14.75 21.47 4 0 3
17 Feb 2900.40 49 -1.6 - 0 0 3
16 Feb 2912.70 49 -1.6 - 0 0 3
13 Feb 2888.00 49 -1.6 20.1 5 0 4
12 Feb 2925.50 50.6 12.95 24.31 2 0 2
11 Feb 2932.60 37.65 -39.9 21.02 2 0 1
10 Feb 2953.90 77.55 -41.9 - 0 0 1
9 Feb 2926.30 77.55 -41.9 - 0 0 1
6 Feb 2836.90 77.55 -41.9 - 0 0 1
5 Feb 2863.90 77.55 -41.9 - 0 0 1
4 Feb 2844.90 77.55 -41.9 22.98 1 0 0
3 Feb 2808.90 119.45 0 0.28 0 0 0
2 Feb 2774.60 119.45 0 - 0 0 0
1 Feb 2737.60 119.45 0 0.32 0 0 0
30 Jan 2819.00 119.45 0 0.72 0 0 0
29 Jan 2831.70 119.45 0 1.21 0 0 0
28 Jan 2839.10 119.45 0 1.09 0 0 0
27 Jan 2856.20 119.45 0 1.39 0 0 0
23 Jan 2759.00 119.45 0 0.18 0 0 0
22 Jan 2787.60 119.45 0 0.05 0 0 0
21 Jan 2735.60 119.45 0 - 0 0 0
20 Jan 2713.60 119.45 0 0.08 0 0 0
19 Jan 2780.00 119.45 0 0.11 0 0 0
16 Jan 2809.60 - - - 0 0 0
14 Jan 2795.80 119.45 0 - 0 0 0
13 Jan 2774.20 119.45 0 0.21 0 0 0
12 Jan 2806.70 - - - 0 0 0
9 Jan 2776.90 119.45 0 0.03 0 0 0
8 Jan 2792.00 119.45 0 - 0 0 0
7 Jan 2837.10 119.45 0 1.23 0 0 0
6 Jan 2865.30 119.45 0 - 0 0 0
5 Jan 2848.90 119.45 0 1.39 0 0 0
2 Jan 2856.40 119.45 0 1.73 0 0 0
1 Jan 2851.70 119.45 0 - 0 0 0
31 Dec 2829.00 119.45 0 - 0 0 0


For Grasim Industries Ltd - strike price 2840 expiring on 30MAR2026

Delta for 2840 PE is -0.61

Historical price for 2840 PE is as follows

On 2 Mar GRASIM was trading at 2777.30. The strike last trading price was 90.3, which was 18.2 higher than the previous day. The implied volatity was 20.49, the open interest changed by 2 which increased total open position to 124


On 27 Feb GRASIM was trading at 2799.80. The strike last trading price was 73.8, which was 33.65 higher than the previous day. The implied volatity was 19.07, the open interest changed by -24 which decreased total open position to 124


On 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 38.15, which was 1.65 higher than the previous day. The implied volatity was 18.4, the open interest changed by 6 which increased total open position to 147


On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 38.4, which was -0.55 lower than the previous day. The implied volatity was 19.14, the open interest changed by 27 which increased total open position to 138


On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 37.1, which was -13 lower than the previous day. The implied volatity was 18.67, the open interest changed by 20 which increased total open position to 100


On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 49.8, which was -15.2 lower than the previous day. The implied volatity was 21.72, the open interest changed by 12 which increased total open position to 72


On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 66.6, which was 11.15 higher than the previous day. The implied volatity was 21.53, the open interest changed by 33 which increased total open position to 59


On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 57.5, which was 23.25 higher than the previous day. The implied volatity was 21.82, the open interest changed by 21 which increased total open position to 26


On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 34.25, which was -14.75 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 3


On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 49, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 49, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 49, which was -1.6 lower than the previous day. The implied volatity was 20.1, the open interest changed by 0 which decreased total open position to 4


On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 50.6, which was 12.95 higher than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 2


On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 37.65, which was -39.9 lower than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 1


On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 77.55, which was -41.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 77.55, which was -41.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 77.55, which was -41.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 77.55, which was -41.9 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 77.55, which was -41.9 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 0


On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 119.45, which was 0 lower than the previous day. The implied volatity was 0.28, 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 119.45, 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 Feb GRASIM was trading at 2737.60. The strike last trading price was 119.45, which was 0 lower than the previous day. The implied volatity was 0.32, 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 119.45, 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 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 119.45, which was 0 lower than the previous day. The implied volatity was 1.21, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.09, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.39, 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 119.45, 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 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 119.45, which was 0 lower than the previous day. The implied volatity was 0.05, 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 119.45, 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 119.45, 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 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 119.45, 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 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 119.45, 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 119.45, which was 0 lower than the previous day. The implied volatity was 0.21, 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 119.45, 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 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 119.45, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.23, 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 119.45, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.39, 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 119.45, which was 0 lower than the previous day. The implied volatity was 1.73, 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 119.45, 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 119.45, 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