GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Apr 2026 01:30 PM IST
| GRASIM 28-Apr-2026 (4d) 2900 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0
Theta: -0.99
Gamma: 0.00113
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2749.10 | 1.65 | 0.3999999999999999 | 28.55 | 491 | -10 | 345 | |||||||||
| 23 Apr | 2735.00 | 1.2 | -2.25 | 26.61 | 242 | -30 | 356 | |||||||||
| 22 Apr | 2776.60 | 2.65 | -3.4 | 23.29 | 616 | 31 | 388 | |||||||||
| 21 Apr | 2777.70 | 5.95 | -0.20000000000000018 | 26.02 | 403 | 49 | 357 | |||||||||
| 20 Apr | 2760.10 | 5.4 | 1.1000000000000005 | 26.67 | 350 | -27 | 309 | |||||||||
| 17 Apr | 2720.50 | 4.25 | -1.9500000000000002 | 24.54 | 325 | 4 | 336 | |||||||||
| 16 Apr | 2717.30 | 6.45 | -5.999999999999999 | 26.8 | 470 | -41 | 332 | |||||||||
| 15 Apr | 2741.40 | 12.25 | 1.0999999999999996 | 28.6 | 245 | 52 | 373 | |||||||||
| 13 Apr | 2713.00 | 11.4 | -5.299999999999999 | 28.32 | 188 | -5 | 321 | |||||||||
| 10 Apr | 2742.60 | 18 | 0 | 25.44 | 131 | 19 | 325 | |||||||||
| 9 Apr | 2740.50 | 16.95 | -5.65 | 25.41 | 227 | 23 | 306 | |||||||||
| 8 Apr | 2756.20 | 23.5 | 12.5 | 25.09 | 643 | 57 | 285 | |||||||||
| 7 Apr | 2621.00 | 11.2 | -1.15 | 32.8 | 94 | 45 | 229 | |||||||||
| 6 Apr | 2614.40 | 12.35 | 2.65 | 33.24 | 130 | 44 | 184 | |||||||||
| 2 Apr | 2564.10 | 10.15 | 0.9 | 33.64 | 141 | 53 | 142 | |||||||||
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| 1 Apr | 2592.80 | 9 | 0.25 | 29.8 | 101 | 14 | 89 | |||||||||
| 30 Mar | 2557.70 | 8.9 | -3.35 | 31.57 | 114 | 18 | 73 | |||||||||
| 27 Mar | 2628.20 | 11.95 | -8.35 | 24.42 | 75 | 34 | 49 | |||||||||
| 25 Mar | 2647.80 | 20.3 | -16.95 | - | 0 | 0 | 15 | |||||||||
| 24 Mar | 2549.40 | 20.3 | -16.95 | - | 0 | 0 | 15 | |||||||||
| 23 Mar | 2531.10 | 20.3 | -16.95 | - | 0 | 0 | 15 | |||||||||
| 20 Mar | 2616.30 | 20.3 | -16.95 | - | 0 | 0 | 15 | |||||||||
| 19 Mar | 2607.90 | 20.3 | -16.95 | - | 0 | 0 | 15 | |||||||||
| 18 Mar | 2723.10 | 20.3 | -16.95 | - | 0 | 0 | 15 | |||||||||
| 17 Mar | 2683.30 | 20.3 | -16.95 | - | 17 | 0 | 15 | |||||||||
| 16 Mar | 2654.40 | 20.3 | -16.95 | 23.48 | 17 | 8 | 15 | |||||||||
| 13 Mar | 2568.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2673.10 | 37.25 | 0.25 | - | 11 | 6 | 6 | |||||||||
| 11 Mar | 2735.60 | 37.25 | 0.25 | 22.78 | 11 | 5 | 6 | |||||||||
| 10 Mar | 2743.90 | 37 | -89.7 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 2681.20 | 37 | -89.7 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 2718.40 | 37 | -89.7 | 21.49 | 1 | 0 | 0 | |||||||||
| 5 Mar | 2724.10 | 126.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2683.20 | 126.7 | 0 | 4.41 | 0 | 0 | 0 | |||||||||
| 2 Mar | 2777.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2799.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2863.50 | 126.7 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 25 Feb | 2878.40 | 126.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2900 expiring on 28APR2026
Delta for 2900 CE is 0.05
Historical price for 2900 CE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 1.65, which was 0.3999999999999999 higher than the previous day. The implied volatity was 28.55, the open interest changed by -10 which decreased total open position to 345
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 1.2, which was -2.25 lower than the previous day. The implied volatity was 26.61, the open interest changed by -30 which decreased total open position to 356
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 2.65, which was -3.4 lower than the previous day. The implied volatity was 23.29, the open interest changed by 31 which increased total open position to 388
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 5.95, which was -0.20000000000000018 lower than the previous day. The implied volatity was 26.02, the open interest changed by 49 which increased total open position to 357
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 5.4, which was 1.1000000000000005 higher than the previous day. The implied volatity was 26.67, the open interest changed by -27 which decreased total open position to 309
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 4.25, which was -1.9500000000000002 lower than the previous day. The implied volatity was 24.54, the open interest changed by 4 which increased total open position to 336
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 6.45, which was -5.999999999999999 lower than the previous day. The implied volatity was 26.8, the open interest changed by -41 which decreased total open position to 332
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 12.25, which was 1.0999999999999996 higher than the previous day. The implied volatity was 28.6, the open interest changed by 52 which increased total open position to 373
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 11.4, which was -5.299999999999999 lower than the previous day. The implied volatity was 28.32, the open interest changed by -5 which decreased total open position to 321
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 25.44, the open interest changed by 19 which increased total open position to 325
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 16.95, which was -5.65 lower than the previous day. The implied volatity was 25.41, the open interest changed by 23 which increased total open position to 306
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 23.5, which was 12.5 higher than the previous day. The implied volatity was 25.09, the open interest changed by 57 which increased total open position to 285
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 11.2, which was -1.15 lower than the previous day. The implied volatity was 32.8, the open interest changed by 45 which increased total open position to 229
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 12.35, which was 2.65 higher than the previous day. The implied volatity was 33.24, the open interest changed by 44 which increased total open position to 184
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 10.15, which was 0.9 higher than the previous day. The implied volatity was 33.64, the open interest changed by 53 which increased total open position to 142
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 9, which was 0.25 higher than the previous day. The implied volatity was 29.8, the open interest changed by 14 which increased total open position to 89
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 8.9, which was -3.35 lower than the previous day. The implied volatity was 31.57, the open interest changed by 18 which increased total open position to 73
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 11.95, which was -8.35 lower than the previous day. The implied volatity was 24.42, the open interest changed by 34 which increased total open position to 49
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 20.3, which was -16.95 lower than the previous day. The implied volatity was 23.48, the open interest changed by 8 which increased total open position to 15
On 13 Mar GRASIM was trading at 2568.60. 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 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 37.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 37.25, which was 0.25 higher than the previous day. The implied volatity was 22.78, the open interest changed by 5 which increased total open position to 6
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 37, which was -89.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 37, which was -89.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 37, which was -89.7 lower than the previous day. The implied volatity was 21.49, 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 126.7, 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 126.7, which was 0 lower than the previous day. The implied volatity was 4.41, 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 -, 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 Feb GRASIM was trading at 2799.80. 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 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 126.7, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 126.7, 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 28-Apr-2026 (4d) 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0
Theta: 0.01
Gamma: 0.0009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2749.10 | 138.35 | 138.35 | 20.63 | 0 | 0 | 83 |
| 23 Apr | 2735.00 | 138.35 | 13.049999999999997 | 20.63 | 3 | -2 | 84 |
| 22 Apr | 2776.60 | 129.1 | 7.3999999999999915 | 15.55 | 40 | -7 | 89 |
| 21 Apr | 2777.70 | 121.7 | -31.249999999999986 | 21.9 | 13 | 4 | 96 |
| 20 Apr | 2760.10 | 152.95 | -24.75 | 28.84 | 24 | -16 | 92 |
| 17 Apr | 2720.50 | 177.7 | 177.7 | 16.55 | 0 | 0 | 108 |
| 16 Apr | 2717.30 | 177.7 | 26 | 16.55 | 25 | 0 | 104 |
| 15 Apr | 2741.40 | 151.7 | -34.30000000000001 | 23 | 35 | -2 | 105 |
| 13 Apr | 2713.00 | 186 | 32.80000000000001 | 22.91 | 25 | 1 | 107 |
| 10 Apr | 2742.60 | 150 | -19.099999999999994 | 23.23 | 30 | 13 | 107 |
| 9 Apr | 2740.50 | 169.1 | 19.1 | 30.03 | 7 | 4 | 94 |
| 8 Apr | 2756.20 | 150 | -190.65 | 29.56 | 1 | 0 | 90 |
| 7 Apr | 2621.00 | 340.65 | 5.2 | - | 0 | 0 | 90 |
| 6 Apr | 2614.40 | 340.65 | 5.2 | 64.29 | 1 | 0 | 90 |
| 2 Apr | 2564.10 | 339.4 | 54.4 | 35.84 | 11 | 0 | 90 |
| 1 Apr | 2592.80 | 285 | 10.05 | 18.5 | 77 | -14 | 82 |
| 30 Mar | 2557.70 | 270 | 19.2 | - | 0 | 0 | 96 |
| 27 Mar | 2628.20 | 270 | 19.2 | 36.67 | 89 | 69 | 76 |
| 25 Mar | 2647.80 | 250.8 | -104.2 | 32.94 | 6 | 2 | 6 |
| 24 Mar | 2549.40 | 355 | 125 | - | 0 | 0 | 4 |
| 23 Mar | 2531.10 | 355 | 125 | 40.96 | 2 | 1 | 3 |
| 20 Mar | 2616.30 | 230 | 0 | - | 0 | 0 | 2 |
| 19 Mar | 2607.90 | 230 | 0 | 13.74 | 1 | 0 | 1 |
| 18 Mar | 2723.10 | 230 | -27.1 | - | 0 | 0 | 1 |
| 17 Mar | 2683.30 | 230 | -27.1 | 29.35 | 1 | 0 | 1 |
| 16 Mar | 2654.40 | 257.1 | 29.7 | - | 0 | 0 | 0 |
| 13 Mar | 2568.60 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 2673.10 | 227.4 | 113.15 | - | 0 | 0 | 1 |
| 11 Mar | 2735.60 | 227.4 | 113.15 | - | 0 | 0 | 1 |
| 10 Mar | 2743.90 | 227.4 | 113.15 | - | 0 | 0 | 1 |
| 9 Mar | 2681.20 | 227.4 | 113.15 | - | 0 | 0 | 1 |
| 6 Mar | 2718.40 | 227.4 | 113.15 | - | 0 | 0 | 1 |
| 5 Mar | 2724.10 | 114.25 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 2683.20 | 114.25 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 2777.30 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 2799.80 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 2863.50 | 114.25 | 0 | 0.06 | 0 | 0 | 0 |
| 25 Feb | 2878.40 | 114.25 | 0 | 0.57 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2900 expiring on 28APR2026
Delta for 2900 PE is -0.97
Historical price for 2900 PE is as follows
On 24 Apr GRASIM was trading at 2749.10. The strike last trading price was 138.35, which was 138.35 higher than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 83
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 138.35, which was 13.049999999999997 higher than the previous day. The implied volatity was 20.63, the open interest changed by -2 which decreased total open position to 84
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 129.1, which was 7.3999999999999915 higher than the previous day. The implied volatity was 15.55, the open interest changed by -7 which decreased total open position to 89
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 121.7, which was -31.249999999999986 lower than the previous day. The implied volatity was 21.9, the open interest changed by 4 which increased total open position to 96
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 152.95, which was -24.75 lower than the previous day. The implied volatity was 28.84, the open interest changed by -16 which decreased total open position to 92
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 177.7, which was 177.7 higher than the previous day. The implied volatity was 16.55, the open interest changed by 0 which decreased total open position to 108
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 177.7, which was 26 higher than the previous day. The implied volatity was 16.55, the open interest changed by 0 which decreased total open position to 104
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 151.7, which was -34.30000000000001 lower than the previous day. The implied volatity was 23, the open interest changed by -2 which decreased total open position to 105
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 186, which was 32.80000000000001 higher than the previous day. The implied volatity was 22.91, the open interest changed by 1 which increased total open position to 107
On 10 Apr GRASIM was trading at 2742.60. The strike last trading price was 150, which was -19.099999999999994 lower than the previous day. The implied volatity was 23.23, the open interest changed by 13 which increased total open position to 107
On 9 Apr GRASIM was trading at 2740.50. The strike last trading price was 169.1, which was 19.1 higher than the previous day. The implied volatity was 30.03, the open interest changed by 4 which increased total open position to 94
On 8 Apr GRASIM was trading at 2756.20. The strike last trading price was 150, which was -190.65 lower than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 90
On 7 Apr GRASIM was trading at 2621.00. The strike last trading price was 340.65, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 6 Apr GRASIM was trading at 2614.40. The strike last trading price was 340.65, which was 5.2 higher than the previous day. The implied volatity was 64.29, the open interest changed by 0 which decreased total open position to 90
On 2 Apr GRASIM was trading at 2564.10. The strike last trading price was 339.4, which was 54.4 higher than the previous day. The implied volatity was 35.84, the open interest changed by 0 which decreased total open position to 90
On 1 Apr GRASIM was trading at 2592.80. The strike last trading price was 285, which was 10.05 higher than the previous day. The implied volatity was 18.5, the open interest changed by -14 which decreased total open position to 82
On 30 Mar GRASIM was trading at 2557.70. The strike last trading price was 270, which was 19.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 27 Mar GRASIM was trading at 2628.20. The strike last trading price was 270, which was 19.2 higher than the previous day. The implied volatity was 36.67, the open interest changed by 69 which increased total open position to 76
On 25 Mar GRASIM was trading at 2647.80. The strike last trading price was 250.8, which was -104.2 lower than the previous day. The implied volatity was 32.94, the open interest changed by 2 which increased total open position to 6
On 24 Mar GRASIM was trading at 2549.40. The strike last trading price was 355, which was 125 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar GRASIM was trading at 2531.10. The strike last trading price was 355, which was 125 higher than the previous day. The implied volatity was 40.96, the open interest changed by 1 which increased total open position to 3
On 20 Mar GRASIM was trading at 2616.30. The strike last trading price was 230, 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 19 Mar GRASIM was trading at 2607.90. The strike last trading price was 230, which was 0 lower than the previous day. The implied volatity was 13.74, the open interest changed by 0 which decreased total open position to 1
On 18 Mar GRASIM was trading at 2723.10. The strike last trading price was 230, which was -27.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar GRASIM was trading at 2683.30. The strike last trading price was 230, which was -27.1 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 1
On 16 Mar GRASIM was trading at 2654.40. The strike last trading price was 257.1, which was 29.7 higher 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 -, 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 12 Mar GRASIM was trading at 2673.10. The strike last trading price was 227.4, which was 113.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar GRASIM was trading at 2735.60. The strike last trading price was 227.4, which was 113.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar GRASIM was trading at 2743.90. The strike last trading price was 227.4, which was 113.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar GRASIM was trading at 2681.20. The strike last trading price was 227.4, which was 113.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar GRASIM was trading at 2718.40. The strike last trading price was 227.4, which was 113.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar GRASIM was trading at 2724.10. The strike last trading price was 114.25, 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 Mar GRASIM was trading at 2683.20. The strike last trading price was 114.25, 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 Mar GRASIM was trading at 2777.30. 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 Feb GRASIM was trading at 2799.80. 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 26 Feb GRASIM was trading at 2863.50. The strike last trading price was 114.25, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 25 Feb GRASIM was trading at 2878.40. The strike last trading price was 114.25, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
