Historical option data for GRASIM
20 May 2026 04:10 PM IST
| GRASIM 26-May-2026 (5d) 2940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0.01
Theta: -3.36
Gamma: 0.00326
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 2971.10 | 70.7 | 23.7 (50.43%) | 28.37 | 2,861 | 1 | 286 | |||||||||
| 19 May | 2935.20 | 46 | -8 (-14.81%) | 30.31 | 790 | 49 | 285 | |||||||||
| 18 May | 2943.80 | 58 | 5 (9.43%) | 27.08 | 937 | 47 | 238 | |||||||||
| 15 May | 2933.80 | 53.8 | -9.2 (-14.60%) | 24.85 | 445 | 28 | 192 | |||||||||
| 14 May | 2938.70 | 66.85 | -4.15 (-5.85%) | 30.07 | 136 | 2 | 164 | |||||||||
| 13 May | 2945.60 | 68.7 | 18.7 (37.40%) | 0 | 704 | -5 | 163 | |||||||||
| 12 May | 2903.00 | 49 | -46 (-48.42%) | 0 | 296 | -2 | 168 | |||||||||
| 11 May | 2984.20 | 93.1 | 7.1 (8.26%) | 0 | 317 | 34 | 170 | |||||||||
| 8 May | 2968.60 | 82 | -1.65 (-1.97%) | 24.08 | 222 | 0 | 136 | |||||||||
| 7 May | 2960.60 | 85.15 | 22.45 (35.81%) | 24.77 | 746 | 5 | 137 | |||||||||
| 6 May | 2914.80 | 59.25 | 13.8 (30.36%) | 25.61 | 191 | 8 | 130 | |||||||||
| 5 May | 2871.50 | 45.95 | -1.45 (-3.06%) | 26.39 | 171 | 46 | 122 | |||||||||
| 4 May | 2856.00 | 46.75 | 14.85 (46.55%) | 28.27 | 168 | 37 | 63 | |||||||||
| 30 Apr | 2794.50 | 31.65 | -7.6 (-19.36%) | 26.97 | 43 | 13 | 39 | |||||||||
| 29 Apr | 2803.20 | 39.25 | 1 (2.61%) | 27.43 | 44 | 8 | 26 | |||||||||
| 28 Apr | 2783.00 | 38.25 | 1.7 (4.65%) | 29.99 | 71 | 12 | 19 | |||||||||
| 27 Apr | 2778.20 | 36.7 | 5.7 (18.39%) | 28.04 | 15 | 2 | 8 | |||||||||
| 24 Apr | 2739.30 | 31 | 0 (0.00%) | 26.92 | 0 | 0 | 6 | |||||||||
| 23 Apr | 2735.00 | 31 | -8.9 (-22.31%) | 26.92 | 5 | -1 | 10 | |||||||||
| 22 Apr | 2776.60 | 39.9 | -3.2 (-7.42%) | 26.48 | 0 | 0 | 11 | |||||||||
| 21 Apr | 2777.70 | 39.9 | 5.75 (16.84%) | 26.48 | 7 | -2 | 10 | |||||||||
| 20 Apr | 2760.10 | 34.15 | 2.5 (7.90%) | 26.99 | 24 | 7 | 13 | |||||||||
| 17 Apr | 2720.50 | 31.65 | -1.35 (-4.09%) | 27.76 | 12 | 3 | 4 | |||||||||
| 16 Apr | 2717.30 | 33 | -8.35 (-20.19%) | 27.65 | 2 | 0 | 3 | |||||||||
| 15 Apr | 2741.40 | 41.35 | 23.75 (134.94%) | 29.3 | 3 | 2 | 2 | |||||||||
| 13 Apr | 2713.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2940 expiring on 26MAY2026
Delta for 2940 CE is 0.67
Historical price for 2940 CE is as follows
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 70.7, which was 23.7 higher than the previous day. The implied volatity was 28.37, the open interest changed by 1 which increased total open position to 286
On 19 May GRASIM was trading at 2935.20. The strike last trading price was 46, which was -8 lower than the previous day. The implied volatity was 30.31, the open interest changed by 49 which increased total open position to 285
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 58, which was 5 higher than the previous day. The implied volatity was 27.08, the open interest changed by 47 which increased total open position to 238
On 15 May GRASIM was trading at 2933.80. The strike last trading price was 53.8, which was -9.2 lower than the previous day. The implied volatity was 24.85, the open interest changed by 28 which increased total open position to 192
On 14 May GRASIM was trading at 2938.70. The strike last trading price was 66.85, which was -4.15 lower than the previous day. The implied volatity was 30.07, the open interest changed by 2 which increased total open position to 164
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 68.7, which was 18.7 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 163
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 49, which was -46 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 168
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 93.1, which was 7.1 higher than the previous day. The implied volatity was 0, the open interest changed by 34 which increased total open position to 170
On 8 May GRASIM was trading at 2968.60. The strike last trading price was 82, which was -1.65 lower than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 136
On 7 May GRASIM was trading at 2960.60. The strike last trading price was 85.15, which was 22.45 higher than the previous day. The implied volatity was 24.77, the open interest changed by 5 which increased total open position to 137
On 6 May GRASIM was trading at 2914.80. The strike last trading price was 59.25, which was 13.8 higher than the previous day. The implied volatity was 25.61, the open interest changed by 8 which increased total open position to 130
On 5 May GRASIM was trading at 2871.50. The strike last trading price was 45.95, which was -1.45 lower than the previous day. The implied volatity was 26.39, the open interest changed by 46 which increased total open position to 122
On 4 May GRASIM was trading at 2856.00. The strike last trading price was 46.75, which was 14.85 higher than the previous day. The implied volatity was 28.27, the open interest changed by 37 which increased total open position to 63
On 30 Apr GRASIM was trading at 2794.50. The strike last trading price was 31.65, which was -7.6 lower than the previous day. The implied volatity was 26.97, the open interest changed by 13 which increased total open position to 39
On 29 Apr GRASIM was trading at 2803.20. The strike last trading price was 39.25, which was 1 higher than the previous day. The implied volatity was 27.43, the open interest changed by 8 which increased total open position to 26
On 28 Apr GRASIM was trading at 2783.00. The strike last trading price was 38.25, which was 1.7 higher than the previous day. The implied volatity was 29.99, the open interest changed by 12 which increased total open position to 19
On 27 Apr GRASIM was trading at 2778.20. The strike last trading price was 36.7, which was 5.7 higher than the previous day. The implied volatity was 28.04, the open interest changed by 2 which increased total open position to 8
On 24 Apr GRASIM was trading at 2739.30. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 6
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 31, which was -8.9 lower than the previous day. The implied volatity was 26.92, the open interest changed by -1 which decreased total open position to 10
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 39.9, which was -3.2 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 11
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 39.9, which was 5.75 higher than the previous day. The implied volatity was 26.48, the open interest changed by -2 which decreased total open position to 10
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 34.15, which was 2.5 higher than the previous day. The implied volatity was 26.99, the open interest changed by 7 which increased total open position to 13
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 31.65, which was -1.35 lower than the previous day. The implied volatity was 27.76, the open interest changed by 3 which increased total open position to 4
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 33, which was -8.35 lower than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 3
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 41.35, which was 23.75 higher than the previous day. The implied volatity was 29.3, the open interest changed by 2 which increased total open position to 2
On 13 Apr GRASIM was trading at 2713.00. 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 26-May-2026 (5d) 2940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.01
Theta: -3.11
Gamma: 0.00313
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 2971.10 | 27 | -27.95 (-50.86%) | 29.8 | 3,498 | 253 | 435 |
| 19 May | 2935.20 | 56.5 | 7.55 (15.42%) | 31.37 | 491 | 11 | 183 |
| 18 May | 2943.80 | 46 | -12.75 (-21.70%) | 30.89 | 338 | 27 | 166 |
| 15 May | 2933.80 | 58 | 4.1 (7.61%) | 29.27 | 486 | -28 | 138 |
| 14 May | 2938.70 | 51.75 | -3.55 (-6.42%) | 24.99 | 308 | 22 | 165 |
| 13 May | 2945.60 | 55.35 | -24.55 (-30.73%) | 0 | 324 | 40 | 143 |
| 12 May | 2903.00 | 81.95 | 34.75 (73.62%) | 0 | 441 | -28 | 103 |
| 11 May | 2984.20 | 47.5 | -6.1 (-11.38%) | 0 | 307 | 44 | 131 |
| 8 May | 2968.60 | 54 | -0.55 (-1.01%) | 26.46 | 124 | 3 | 88 |
| 7 May | 2960.60 | 54.35 | -313.05 (-85.21%) | 25.81 | 281 | 84 | 84 |
| 6 May | 2914.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2871.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2856.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 2794.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 2803.20 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 2783.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 2778.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 2739.30 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 2735.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 2776.60 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 2777.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 2760.10 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 2720.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 2717.30 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 2741.40 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2713.00 | 0 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2940 expiring on 26MAY2026
Delta for 2940 PE is -0.34
Historical price for 2940 PE is as follows
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 27, which was -27.95 lower than the previous day. The implied volatity was 29.8, the open interest changed by 253 which increased total open position to 435
On 19 May GRASIM was trading at 2935.20. The strike last trading price was 56.5, which was 7.55 higher than the previous day. The implied volatity was 31.37, the open interest changed by 11 which increased total open position to 183
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 46, which was -12.75 lower than the previous day. The implied volatity was 30.89, the open interest changed by 27 which increased total open position to 166
On 15 May GRASIM was trading at 2933.80. The strike last trading price was 58, which was 4.1 higher than the previous day. The implied volatity was 29.27, the open interest changed by -28 which decreased total open position to 138
On 14 May GRASIM was trading at 2938.70. The strike last trading price was 51.75, which was -3.55 lower than the previous day. The implied volatity was 24.99, the open interest changed by 22 which increased total open position to 165
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 55.35, which was -24.55 lower than the previous day. The implied volatity was 0, the open interest changed by 40 which increased total open position to 143
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 81.95, which was 34.75 higher than the previous day. The implied volatity was 0, the open interest changed by -28 which decreased total open position to 103
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 47.5, which was -6.1 lower than the previous day. The implied volatity was 0, the open interest changed by 44 which increased total open position to 131
On 8 May GRASIM was trading at 2968.60. The strike last trading price was 54, which was -0.55 lower than the previous day. The implied volatity was 26.46, the open interest changed by 3 which increased total open position to 88
On 7 May GRASIM was trading at 2960.60. The strike last trading price was 54.35, which was -313.05 lower than the previous day. The implied volatity was 25.81, the open interest changed by 84 which increased total open position to 84
On 6 May GRASIM was trading at 2914.80. 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
On 5 May GRASIM was trading at 2871.50. 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
On 4 May GRASIM was trading at 2856.00. 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
On 30 Apr GRASIM was trading at 2794.50. 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
On 29 Apr GRASIM was trading at 2803.20. 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
On 28 Apr GRASIM was trading at 2783.00. 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
On 27 Apr GRASIM was trading at 2778.20. 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
On 24 Apr GRASIM was trading at 2739.30. 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
On 23 Apr GRASIM was trading at 2735.00. 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
On 22 Apr GRASIM was trading at 2776.60. 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
On 21 Apr GRASIM was trading at 2777.70. 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
On 20 Apr GRASIM was trading at 2760.10. 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
On 17 Apr GRASIM was trading at 2720.50. 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
On 16 Apr GRASIM was trading at 2717.30. 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
On 15 Apr GRASIM was trading at 2741.40. 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
On 13 Apr GRASIM was trading at 2713.00. 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
