GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
20 Feb 2026 04:12 PM IST
| GRASIM 24-FEB-2026 2900 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.66
Theta: -1.68
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 2832.80 | 4 | -6.6 | 18.95 | 1,699 | 19 | 448 | |||||||||
| 19 Feb | 2864.30 | 9.85 | -36.8 | 17.23 | 1,568 | 12 | 427 | |||||||||
| 18 Feb | 2933.80 | 47.15 | 13.05 | 16.44 | 2,013 | -304 | 417 | |||||||||
| 17 Feb | 2900.40 | 33.45 | -13.5 | 21.99 | 1,220 | 25 | 720 | |||||||||
| 16 Feb | 2912.70 | 41.8 | 0.45 | 23.7 | 1,875 | 1 | 696 | |||||||||
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| 13 Feb | 2888.00 | 39.5 | -23 | 23.08 | 1,136 | 78 | 691 | |||||||||
| 12 Feb | 2925.50 | 64.25 | -6.95 | 19.05 | 609 | -36 | 612 | |||||||||
| 11 Feb | 2932.60 | 69.5 | -29.15 | 21.58 | 2,865 | -113 | 646 | |||||||||
| 10 Feb | 2953.90 | 100.45 | 16.1 | 27.62 | 2,064 | 88 | 775 | |||||||||
| 9 Feb | 2926.30 | 81.75 | 46.05 | 26.19 | 4,280 | -6 | 687 | |||||||||
| 6 Feb | 2836.90 | 37 | -15.15 | 21.73 | 891 | 10 | 696 | |||||||||
| 5 Feb | 2863.90 | 55.75 | 9.5 | 23.15 | 991 | 5 | 686 | |||||||||
| 4 Feb | 2844.90 | 47.95 | 16.3 | 26.14 | 1,272 | 93 | 682 | |||||||||
| 3 Feb | 2808.90 | 32.4 | 9.05 | 23.14 | 1,438 | -117 | 587 | |||||||||
| 2 Feb | 2774.60 | 22.95 | 3.7 | 22.75 | 839 | -23 | 703 | |||||||||
| 1 Feb | 2737.60 | 20.2 | -24.25 | 23.78 | 1,380 | 47 | 733 | |||||||||
| 30 Jan | 2819.00 | 44.7 | -6.55 | 24.31 | 1,092 | 181 | 687 | |||||||||
| 29 Jan | 2831.70 | 51.6 | -3.65 | 22.58 | 887 | 70 | 503 | |||||||||
| 28 Jan | 2839.10 | 54 | -12.1 | 23.1 | 1,502 | 26 | 438 | |||||||||
| 27 Jan | 2856.20 | 69 | 42.1 | 23.54 | 2,785 | 151 | 427 | |||||||||
| 23 Jan | 2759.00 | 27 | -8.5 | 20.41 | 189 | 51 | 277 | |||||||||
| 22 Jan | 2787.60 | 37 | 14.8 | 21.23 | 281 | 142 | 227 | |||||||||
| 21 Jan | 2735.60 | 22.55 | 3.2 | 20.35 | 56 | 32 | 85 | |||||||||
| 20 Jan | 2713.60 | 19.6 | -14.75 | 21.4 | 22 | 8 | 52 | |||||||||
| 19 Jan | 2780.00 | 35 | -15 | 20.25 | 46 | 35 | 43 | |||||||||
| 16 Jan | 2809.60 | 50 | 0 | 20.51 | 1 | 0 | 8 | |||||||||
| 14 Jan | 2795.80 | 50 | -6.7 | 21.75 | 11 | 5 | 7 | |||||||||
| 13 Jan | 2774.20 | 56.7 | -1.85 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 2806.70 | 56.7 | -1.85 | 21.82 | 1 | 0 | 1 | |||||||||
| 9 Jan | 2776.90 | 58.55 | -15.5 | - | 0 | 0 | 1 | |||||||||
| 8 Jan | 2792.00 | 58.55 | -15.5 | 21.88 | 1 | 0 | 1 | |||||||||
| 7 Jan | 2837.10 | 74.05 | -23.05 | 21.67 | 1 | 0 | 0 | |||||||||
| 6 Jan | 2865.30 | 97.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 2848.90 | 97.1 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 2 Jan | 2856.40 | 97.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 2851.70 | 97.1 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 31 Dec | 2829.00 | 97.1 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2900 expiring on 24FEB2026
Delta for 2900 CE is 0.14
Historical price for 2900 CE is as follows
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 4, which was -6.6 lower than the previous day. The implied volatity was 18.95, the open interest changed by 19 which increased total open position to 448
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 9.85, which was -36.8 lower than the previous day. The implied volatity was 17.23, the open interest changed by 12 which increased total open position to 427
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 47.15, which was 13.05 higher than the previous day. The implied volatity was 16.44, the open interest changed by -304 which decreased total open position to 417
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 33.45, which was -13.5 lower than the previous day. The implied volatity was 21.99, the open interest changed by 25 which increased total open position to 720
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 41.8, which was 0.45 higher than the previous day. The implied volatity was 23.7, the open interest changed by 1 which increased total open position to 696
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 39.5, which was -23 lower than the previous day. The implied volatity was 23.08, the open interest changed by 78 which increased total open position to 691
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 64.25, which was -6.95 lower than the previous day. The implied volatity was 19.05, the open interest changed by -36 which decreased total open position to 612
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 69.5, which was -29.15 lower than the previous day. The implied volatity was 21.58, the open interest changed by -113 which decreased total open position to 646
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 100.45, which was 16.1 higher than the previous day. The implied volatity was 27.62, the open interest changed by 88 which increased total open position to 775
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 81.75, which was 46.05 higher than the previous day. The implied volatity was 26.19, the open interest changed by -6 which decreased total open position to 687
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 37, which was -15.15 lower than the previous day. The implied volatity was 21.73, the open interest changed by 10 which increased total open position to 696
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 55.75, which was 9.5 higher than the previous day. The implied volatity was 23.15, the open interest changed by 5 which increased total open position to 686
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 47.95, which was 16.3 higher than the previous day. The implied volatity was 26.14, the open interest changed by 93 which increased total open position to 682
On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 32.4, which was 9.05 higher than the previous day. The implied volatity was 23.14, the open interest changed by -117 which decreased total open position to 587
On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 22.95, which was 3.7 higher than the previous day. The implied volatity was 22.75, the open interest changed by -23 which decreased total open position to 703
On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 20.2, which was -24.25 lower than the previous day. The implied volatity was 23.78, the open interest changed by 47 which increased total open position to 733
On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 44.7, which was -6.55 lower than the previous day. The implied volatity was 24.31, the open interest changed by 181 which increased total open position to 687
On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 51.6, which was -3.65 lower than the previous day. The implied volatity was 22.58, the open interest changed by 70 which increased total open position to 503
On 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 54, which was -12.1 lower than the previous day. The implied volatity was 23.1, the open interest changed by 26 which increased total open position to 438
On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 69, which was 42.1 higher than the previous day. The implied volatity was 23.54, the open interest changed by 151 which increased total open position to 427
On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 27, which was -8.5 lower than the previous day. The implied volatity was 20.41, the open interest changed by 51 which increased total open position to 277
On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 37, which was 14.8 higher than the previous day. The implied volatity was 21.23, the open interest changed by 142 which increased total open position to 227
On 21 Jan GRASIM was trading at 2735.60. The strike last trading price was 22.55, which was 3.2 higher than the previous day. The implied volatity was 20.35, the open interest changed by 32 which increased total open position to 85
On 20 Jan GRASIM was trading at 2713.60. The strike last trading price was 19.6, which was -14.75 lower than the previous day. The implied volatity was 21.4, the open interest changed by 8 which increased total open position to 52
On 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 35, which was -15 lower than the previous day. The implied volatity was 20.25, the open interest changed by 35 which increased total open position to 43
On 16 Jan GRASIM was trading at 2809.60. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 20.51, the open interest changed by 0 which decreased total open position to 8
On 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 50, which was -6.7 lower than the previous day. The implied volatity was 21.75, the open interest changed by 5 which increased total open position to 7
On 13 Jan GRASIM was trading at 2774.20. The strike last trading price was 56.7, which was -1.85 lower than the previous day. The implied volatity was -, 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 56.7, which was -1.85 lower than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 1
On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 58.55, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 58.55, which was -15.5 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 1
On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 74.05, which was -23.05 lower than the previous day. The implied volatity was 21.67, 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 97.1, 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 97.1, which was 0 lower than the previous day. The implied volatity was 0.31, 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 97.1, 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 97.1, which was 0 lower than the previous day. The implied volatity was 0.16, 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 97.1, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
| GRASIM 24FEB2026 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.93
Theta: -2.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 2832.80 | 73.95 | 25.15 | 28.91 | 382 | -45 | 271 |
| 19 Feb | 2864.30 | 53.15 | 37.7 | 24.54 | 1,452 | -183 | 327 |
| 18 Feb | 2933.80 | 15 | -22 | 20.03 | 1,080 | 62 | 515 |
| 17 Feb | 2900.40 | 37.65 | 5.2 | 22.47 | 978 | 15 | 489 |
| 16 Feb | 2912.70 | 36 | -12 | 21.79 | 1,304 | -21 | 530 |
| 13 Feb | 2888.00 | 49 | 12.15 | 20.87 | 1,719 | -332 | 560 |
| 12 Feb | 2925.50 | 37.2 | 0.7 | 26.36 | 1,627 | 44 | 871 |
| 11 Feb | 2932.60 | 37.9 | -2.2 | 25.27 | 5,423 | 53 | 833 |
| 10 Feb | 2953.90 | 39.6 | -7.9 | 30.4 | 2,586 | 429 | 783 |
| 9 Feb | 2926.30 | 47.5 | -45.6 | 27.34 | 993 | 202 | 360 |
| 6 Feb | 2836.90 | 90 | 14.25 | 26.58 | 126 | -8 | 159 |
| 5 Feb | 2863.90 | 75.45 | -12.05 | 26.08 | 49 | 14 | 168 |
| 4 Feb | 2844.90 | 87.45 | -17.95 | 22.35 | 102 | 28 | 153 |
| 3 Feb | 2808.90 | 105.4 | -29.2 | 22.21 | 107 | -9 | 125 |
| 2 Feb | 2774.60 | 134.8 | -5.2 | 24.05 | 21 | 5 | 134 |
| 1 Feb | 2737.60 | 140 | 29.9 | 15.42 | 86 | -42 | 127 |
| 30 Jan | 2819.00 | 109.75 | 14.25 | 24.65 | 95 | -6 | 168 |
| 29 Jan | 2831.70 | 95.5 | -2.5 | 24.69 | 45 | 6 | 174 |
| 28 Jan | 2839.10 | 97.6 | 7.9 | 24.74 | 246 | 21 | 168 |
| 27 Jan | 2856.20 | 95.9 | -54.1 | 27.35 | 116 | 9 | 146 |
| 23 Jan | 2759.00 | 150 | 24.3 | 25.47 | 8 | 0 | 133 |
| 22 Jan | 2787.60 | 128.45 | -43.55 | 22.92 | 17 | 8 | 134 |
| 21 Jan | 2735.60 | 172 | 47 | 26.67 | 2 | 1 | 125 |
| 20 Jan | 2713.60 | 125 | 55 | - | 0 | 0 | 124 |
| 19 Jan | 2780.00 | 125 | 55 | 19.75 | 123 | 119 | 122 |
| 16 Jan | 2809.60 | 70 | -16 | - | 0 | 0 | 3 |
| 14 Jan | 2795.80 | 70 | -16 | - | 0 | 0 | 3 |
| 13 Jan | 2774.20 | 70 | -16 | - | 0 | 0 | 0 |
| 12 Jan | 2806.70 | 70 | -16 | - | 0 | 0 | 3 |
| 9 Jan | 2776.90 | 70 | -16 | - | 0 | 0 | 3 |
| 8 Jan | 2792.00 | 70 | -16 | - | 0 | 0 | 3 |
| 7 Jan | 2837.10 | 70 | -16 | - | 0 | 0 | 3 |
| 6 Jan | 2865.30 | 70 | -16 | - | 0 | 0 | 3 |
| 5 Jan | 2848.90 | 70 | -16 | - | 0 | 0 | 3 |
| 2 Jan | 2856.40 | 70 | -16 | 16.86 | 1 | 0 | 2 |
| 1 Jan | 2851.70 | 87 | -41.6 | 19.21 | 2 | 1 | 1 |
| 31 Dec | 2829.00 | 128.6 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2900 expiring on 24FEB2026
Delta for 2900 PE is -0.76
Historical price for 2900 PE is as follows
On 20 Feb GRASIM was trading at 2832.80. The strike last trading price was 73.95, which was 25.15 higher than the previous day. The implied volatity was 28.91, the open interest changed by -45 which decreased total open position to 271
On 19 Feb GRASIM was trading at 2864.30. The strike last trading price was 53.15, which was 37.7 higher than the previous day. The implied volatity was 24.54, the open interest changed by -183 which decreased total open position to 327
On 18 Feb GRASIM was trading at 2933.80. The strike last trading price was 15, which was -22 lower than the previous day. The implied volatity was 20.03, the open interest changed by 62 which increased total open position to 515
On 17 Feb GRASIM was trading at 2900.40. The strike last trading price was 37.65, which was 5.2 higher than the previous day. The implied volatity was 22.47, the open interest changed by 15 which increased total open position to 489
On 16 Feb GRASIM was trading at 2912.70. The strike last trading price was 36, which was -12 lower than the previous day. The implied volatity was 21.79, the open interest changed by -21 which decreased total open position to 530
On 13 Feb GRASIM was trading at 2888.00. The strike last trading price was 49, which was 12.15 higher than the previous day. The implied volatity was 20.87, the open interest changed by -332 which decreased total open position to 560
On 12 Feb GRASIM was trading at 2925.50. The strike last trading price was 37.2, which was 0.7 higher than the previous day. The implied volatity was 26.36, the open interest changed by 44 which increased total open position to 871
On 11 Feb GRASIM was trading at 2932.60. The strike last trading price was 37.9, which was -2.2 lower than the previous day. The implied volatity was 25.27, the open interest changed by 53 which increased total open position to 833
On 10 Feb GRASIM was trading at 2953.90. The strike last trading price was 39.6, which was -7.9 lower than the previous day. The implied volatity was 30.4, the open interest changed by 429 which increased total open position to 783
On 9 Feb GRASIM was trading at 2926.30. The strike last trading price was 47.5, which was -45.6 lower than the previous day. The implied volatity was 27.34, the open interest changed by 202 which increased total open position to 360
On 6 Feb GRASIM was trading at 2836.90. The strike last trading price was 90, which was 14.25 higher than the previous day. The implied volatity was 26.58, the open interest changed by -8 which decreased total open position to 159
On 5 Feb GRASIM was trading at 2863.90. The strike last trading price was 75.45, which was -12.05 lower than the previous day. The implied volatity was 26.08, the open interest changed by 14 which increased total open position to 168
On 4 Feb GRASIM was trading at 2844.90. The strike last trading price was 87.45, which was -17.95 lower than the previous day. The implied volatity was 22.35, the open interest changed by 28 which increased total open position to 153
On 3 Feb GRASIM was trading at 2808.90. The strike last trading price was 105.4, which was -29.2 lower than the previous day. The implied volatity was 22.21, the open interest changed by -9 which decreased total open position to 125
On 2 Feb GRASIM was trading at 2774.60. The strike last trading price was 134.8, which was -5.2 lower than the previous day. The implied volatity was 24.05, the open interest changed by 5 which increased total open position to 134
On 1 Feb GRASIM was trading at 2737.60. The strike last trading price was 140, which was 29.9 higher than the previous day. The implied volatity was 15.42, the open interest changed by -42 which decreased total open position to 127
On 30 Jan GRASIM was trading at 2819.00. The strike last trading price was 109.75, which was 14.25 higher than the previous day. The implied volatity was 24.65, the open interest changed by -6 which decreased total open position to 168
On 29 Jan GRASIM was trading at 2831.70. The strike last trading price was 95.5, which was -2.5 lower than the previous day. The implied volatity was 24.69, the open interest changed by 6 which increased total open position to 174
On 28 Jan GRASIM was trading at 2839.10. The strike last trading price was 97.6, which was 7.9 higher than the previous day. The implied volatity was 24.74, the open interest changed by 21 which increased total open position to 168
On 27 Jan GRASIM was trading at 2856.20. The strike last trading price was 95.9, which was -54.1 lower than the previous day. The implied volatity was 27.35, the open interest changed by 9 which increased total open position to 146
On 23 Jan GRASIM was trading at 2759.00. The strike last trading price was 150, which was 24.3 higher than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 133
On 22 Jan GRASIM was trading at 2787.60. The strike last trading price was 128.45, which was -43.55 lower than the previous day. The implied volatity was 22.92, the open interest changed by 8 which increased total open position to 134
On 21 Jan GRASIM was trading at 2735.60. The strike last trading price was 172, which was 47 higher than the previous day. The implied volatity was 26.67, the open interest changed by 1 which increased total open position to 125
On 20 Jan GRASIM was trading at 2713.60. The strike last trading price was 125, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124
On 19 Jan GRASIM was trading at 2780.00. The strike last trading price was 125, which was 55 higher than the previous day. The implied volatity was 19.75, the open interest changed by 119 which increased total open position to 122
On 16 Jan GRASIM was trading at 2809.60. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 Jan GRASIM was trading at 2795.80. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Jan GRASIM was trading at 2774.20. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, 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 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 70, which was -16 lower than the previous day. The implied volatity was 16.86, the open interest changed by 0 which decreased total open position to 2
On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 87, which was -41.6 lower than the previous day. The implied volatity was 19.21, the open interest changed by 1 which increased total open position to 1
On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 128.6, 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
