GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
25 Feb 2026 04:11 PM IST
| GRASIM 30-MAR-2026 2860 CE | ||||||||||||||||
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Delta: 0.64
Vega: 3.24
Theta: -1.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 2878.40 | 77.25 | -1.55 | 15.33 | 351 | -28 | 1,350 | |||||||||
| 24 Feb | 2879.30 | 79.65 | -10.65 | 15.43 | 1,962 | 1,316 | 1,377 | |||||||||
| 23 Feb | 2873.40 | 91 | 22 | 19.51 | 276 | 22 | 61 | |||||||||
| 20 Feb | 2832.80 | 67 | -86.2 | 17.74 | 126 | 38 | 39 | |||||||||
| 19 Feb | 2864.30 | 153.2 | 21.15 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 2933.80 | 153.2 | 21.15 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 2900.40 | 153.2 | 21.15 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 2912.70 | 153.2 | 21.15 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 2888.00 | 153.2 | 21.15 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 2925.50 | 153.2 | 21.15 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 2932.60 | 153.2 | 21.15 | 22.06 | 1 | 0 | 1 | |||||||||
| 10 Feb | 2953.90 | 132.05 | 0.75 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 2926.30 | 132.05 | 0.75 | 17.13 | 1 | 0 | 0 | |||||||||
| 6 Feb | 2836.90 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2863.90 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2844.90 | 131.3 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 3 Feb | 2808.90 | 131.3 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
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| 2 Feb | 2774.60 | 131.3 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2737.60 | 131.3 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2819.00 | 131.3 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 29 Jan | 2831.70 | 131.3 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 28 Jan | 2839.10 | 131.3 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2860 expiring on 30MAR2026
Delta for 2860 CE is 0.64
Historical price for 2860 CE is as follows
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 77.25, which was -1.55 lower than the previous day. The implied volatity was 15.33, the open interest changed by -28 which decreased total open position to 1350
On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 79.65, which was -10.65 lower than the previous day. The implied volatity was 15.43, the open interest changed by 1316 which increased total open position to 1377
On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 91, which was 22 higher than the previous day. The implied volatity was 19.51, the open interest changed by 22 which increased total open position to 61
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 67, which was -86.2 lower than the previous day. The implied volatity was 17.74, the open interest changed by 38 which increased total open position to 39
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 153.2, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 153.2, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 153.2, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 153.2, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 153.2, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 153.2, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 153.2, which was 21.15 higher than the previous day. The implied volatity was 22.06, 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 132.05, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 132.05, which was 0.75 higher than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 131.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 131.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 131.3, 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 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 131.3, which was 0 lower than the previous day. The implied volatity was 0.23, 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 131.3, which was 0 lower than the previous day. The implied volatity was 1.12, 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 131.3, which was 0 lower than the previous day. The implied volatity was 1.65, 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 131.3, 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 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 131.3, 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 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 131.3, 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 30MAR2026 2860 PE | |||||||
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Delta: -0.38
Vega: 3.3
Theta: -0.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 2878.40 | 44.7 | -1.75 | 18.75 | 446 | 41 | 179 |
| 24 Feb | 2879.30 | 48.4 | -8.6 | 19.81 | 405 | 65 | 139 |
| 23 Feb | 2873.40 | 58.5 | -11.25 | 21.89 | 107 | 48 | 73 |
| 20 Feb | 2832.80 | 69.75 | -35.45 | 19.76 | 26 | 25 | 25 |
| 19 Feb | 2864.30 | 105.2 | 0 | 0.67 | 0 | 0 | 0 |
| 18 Feb | 2933.80 | 105.2 | 0 | 2.88 | 0 | 0 | 0 |
| 17 Feb | 2900.40 | 105.2 | 0 | 1.75 | 0 | 0 | 0 |
| 16 Feb | 2912.70 | 105.2 | 0 | 1.89 | 0 | 0 | 0 |
| 13 Feb | 2888.00 | 105.2 | 0 | 1.5 | 0 | 0 | 0 |
| 12 Feb | 2925.50 | 105.2 | 0 | 2.78 | 0 | 0 | 0 |
| 11 Feb | 2932.60 | 105.2 | 0 | 2.7 | 0 | 0 | 0 |
| 10 Feb | 2953.90 | 105.2 | 0 | 3.36 | 0 | 0 | 0 |
| 9 Feb | 2926.30 | 105.2 | 0 | 2.58 | 0 | 0 | 0 |
| 6 Feb | 2836.90 | 105.2 | 0 | 0.68 | 0 | 0 | 0 |
| 5 Feb | 2863.90 | 105.2 | 0 | 1.15 | 0 | 0 | 0 |
| 4 Feb | 2844.90 | 105.2 | 0 | 0.67 | 0 | 0 | 0 |
| 3 Feb | 2808.90 | 105.2 | 0 | 0.02 | 0 | 0 | 0 |
| 2 Feb | 2774.60 | 105.2 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2737.60 | 105.2 | 0 | 0.12 | 0 | 0 | 0 |
| 30 Jan | 2819.00 | 105.2 | 0 | 0.18 | 0 | 0 | 0 |
| 29 Jan | 2831.70 | 105.2 | 0 | 0.65 | 0 | 0 | 0 |
| 28 Jan | 2839.10 | 105.2 | 0 | 0.6 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2860 expiring on 30MAR2026
Delta for 2860 PE is -0.38
Historical price for 2860 PE is as follows
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 44.7, which was -1.75 lower than the previous day. The implied volatity was 18.75, the open interest changed by 41 which increased total open position to 179
On 24 Feb GRASIM was trading at 2879.30. The strike last trading price was 48.4, which was -8.6 lower than the previous day. The implied volatity was 19.81, the open interest changed by 65 which increased total open position to 139
On 23 Feb GRASIM was trading at 2873.40. The strike last trading price was 58.5, which was -11.25 lower than the previous day. The implied volatity was 21.89, the open interest changed by 48 which increased total open position to 73
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 69.75, which was -35.45 lower than the previous day. The implied volatity was 19.76, the open interest changed by 25 which increased total open position to 25
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 105.2, 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
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 1.15, 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 105.2, which was 0 lower than the previous day. The implied volatity was 0.67, 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 105.2, 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 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 105.2, 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 Feb GRASIM was trading at 2737.60. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 0.12, 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 105.2, 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 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 105.2, which was 0 lower than the previous day. The implied volatity was 0.65, 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 105.2, 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
