Historical option data for GRASIM
26 May 2026 09:48 AM IST
| GRASIM 26-May-2026 3060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0
Theta: -2.73
Gamma: 0.00089
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 3180.00 | 116.65 | 2.65 (2.32%) | 46.89 | 4 | -3 | 169 | |||||||||
| 25 May | 3171.60 | 114.65 | 11.65 (11.31%) | 50.11 | 103 | -55 | 172 | |||||||||
| 22 May | 3155.30 | 105 | -1 (-0.94%) | 23.72 | 161 | -6 | 230 | |||||||||
| 21 May | 3154.50 | 113.1 | 93.1 (465.50%) | 27.54 | 7,218 | -46 | 239 | |||||||||
| 20 May | 2971.10 | 22.25 | 10.25 (85.42%) | 32.11 | 2,589 | 50 | 285 | |||||||||
| 19 May | 2935.20 | 10.95 | -3.05 (-21.79%) | 30.56 | 259 | 15 | 237 | |||||||||
| 18 May | 2943.80 | 15.4 | 0.4 (2.67%) | 28 | 115 | -24 | 221 | |||||||||
| 15 May | 2933.80 | 14 | -5 (-26.32%) | 26.17 | 57 | 0 | 245 | |||||||||
| 14 May | 2938.70 | 19.2 | -3.8 (-16.52%) | 26.43 | 132 | -20 | 245 | |||||||||
| 13 May | 2945.60 | 22.2 | 7.2 (48.00%) | 0 | 109 | -8 | 265 | |||||||||
| 12 May | 2903.00 | 14.65 | -24.35 (-62.44%) | 0 | 495 | -77 | 273 | |||||||||
| 11 May | 2984.20 | 38 | 5 (15.15%) | 0 | 518 | 18 | 348 | |||||||||
| 8 May | 2968.60 | 31.7 | -0.45 (-1.40%) | 24.46 | 117 | 0 | 330 | |||||||||
| 7 May | 2960.60 | 32.3 | 12 (59.11%) | 25.05 | 521 | -122 | 330 | |||||||||
| 6 May | 2914.80 | 18.45 | 3.25 (21.38%) | 24.47 | 100 | 5 | 453 | |||||||||
| 5 May | 2871.50 | 14.9 | -2.5 (-14.37%) | 25.15 | 291 | 44 | 448 | |||||||||
| 4 May | 2856.00 | 16.35 | 5.1 (45.33%) | 27.69 | 212 | 68 | 404 | |||||||||
| 30 Apr | 2794.50 | 11.25 | -3.7 (-24.75%) | 26.39 | 78 | 25 | 361 | |||||||||
| 29 Apr | 2803.20 | 14.95 | 0.45 (3.10%) | 27.16 | 70 | 17 | 336 | |||||||||
| 28 Apr | 2783.00 | 13.95 | -0.2 (-1.41%) | 28.45 | 218 | 5 | 320 | |||||||||
| 27 Apr | 2778.20 | 14.45 | 4.9 (51.31%) | 28.13 | 180 | 20 | 313 | |||||||||
| 24 Apr | 2739.30 | 9.25 | -5.7 (-38.13%) | 26.34 | 240 | 155 | 293 | |||||||||
| 23 Apr | 2735.00 | 14.95 | -0.05 (-0.33%) | 29.94 | 1 | 0 | 138 | |||||||||
| 22 Apr | 2776.60 | 15 | 0.05 (0.33%) | 26.02 | 27 | -2 | 138 | |||||||||
| 21 Apr | 2777.70 | 14.8 | -0.7 (-4.52%) | 26.21 | 156 | 85 | 90 | |||||||||
| 20 Apr | 2760.10 | 15.5 | 1.25 (8.77%) | 27.31 | 3 | 1 | 4 | |||||||||
| 17 Apr | 2720.50 | 14.25 | -1.05 (-6.86%) | 27.83 | 0 | 0 | 3 | |||||||||
| 16 Apr | 2717.30 | 14.25 | -2.25 (-13.64%) | 27.83 | 4 | 0 | 4 | |||||||||
| 15 Apr | 2741.40 | 16.5 | -0.55 (-3.23%) | - | 0 | 0 | 4 | |||||||||
| 13 Apr | 2713.00 | 16.5 | 8.35 (102.45%) | 28.15 | 4 | 2 | 2 | |||||||||
For Grasim Industries Ltd - strike price 3060 expiring on 26MAY2026
Delta for 3060 CE is 0.98
Historical price for 3060 CE is as follows
On 26 May GRASIM was trading at 3180.00. The strike last trading price was 116.65, which was 2.65 higher than the previous day. The implied volatity was 46.89, the open interest changed by -3 which decreased total open position to 169
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 114.65, which was 11.65 higher than the previous day. The implied volatity was 50.11, the open interest changed by -55 which decreased total open position to 172
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 105, which was -1 lower than the previous day. The implied volatity was 23.72, the open interest changed by -6 which decreased total open position to 230
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 113.1, which was 93.1 higher than the previous day. The implied volatity was 27.54, the open interest changed by -46 which decreased total open position to 239
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 22.25, which was 10.25 higher than the previous day. The implied volatity was 32.11, the open interest changed by 50 which increased total open position to 285
On 19 May GRASIM was trading at 2935.20. The strike last trading price was 10.95, which was -3.05 lower than the previous day. The implied volatity was 30.56, the open interest changed by 15 which increased total open position to 237
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 15.4, which was 0.4 higher than the previous day. The implied volatity was 28, the open interest changed by -24 which decreased total open position to 221
On 15 May GRASIM was trading at 2933.80. The strike last trading price was 14, which was -5 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 245
On 14 May GRASIM was trading at 2938.70. The strike last trading price was 19.2, which was -3.8 lower than the previous day. The implied volatity was 26.43, the open interest changed by -20 which decreased total open position to 245
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 22.2, which was 7.2 higher than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 265
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 14.65, which was -24.35 lower than the previous day. The implied volatity was 0, the open interest changed by -77 which decreased total open position to 273
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 38, which was 5 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 348
On 8 May GRASIM was trading at 2968.60. The strike last trading price was 31.7, which was -0.45 lower than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 330
On 7 May GRASIM was trading at 2960.60. The strike last trading price was 32.3, which was 12 higher than the previous day. The implied volatity was 25.05, the open interest changed by -122 which decreased total open position to 330
On 6 May GRASIM was trading at 2914.80. The strike last trading price was 18.45, which was 3.25 higher than the previous day. The implied volatity was 24.47, the open interest changed by 5 which increased total open position to 453
On 5 May GRASIM was trading at 2871.50. The strike last trading price was 14.9, which was -2.5 lower than the previous day. The implied volatity was 25.15, the open interest changed by 44 which increased total open position to 448
On 4 May GRASIM was trading at 2856.00. The strike last trading price was 16.35, which was 5.1 higher than the previous day. The implied volatity was 27.69, the open interest changed by 68 which increased total open position to 404
On 30 Apr GRASIM was trading at 2794.50. The strike last trading price was 11.25, which was -3.7 lower than the previous day. The implied volatity was 26.39, the open interest changed by 25 which increased total open position to 361
On 29 Apr GRASIM was trading at 2803.20. The strike last trading price was 14.95, which was 0.45 higher than the previous day. The implied volatity was 27.16, the open interest changed by 17 which increased total open position to 336
On 28 Apr GRASIM was trading at 2783.00. The strike last trading price was 13.95, which was -0.2 lower than the previous day. The implied volatity was 28.45, the open interest changed by 5 which increased total open position to 320
On 27 Apr GRASIM was trading at 2778.20. The strike last trading price was 14.45, which was 4.9 higher than the previous day. The implied volatity was 28.13, the open interest changed by 20 which increased total open position to 313
On 24 Apr GRASIM was trading at 2739.30. The strike last trading price was 9.25, which was -5.7 lower than the previous day. The implied volatity was 26.34, the open interest changed by 155 which increased total open position to 293
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 14.95, which was -0.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by 0 which decreased total open position to 138
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 15, which was 0.05 higher than the previous day. The implied volatity was 26.02, the open interest changed by -2 which decreased total open position to 138
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 14.8, which was -0.7 lower than the previous day. The implied volatity was 26.21, the open interest changed by 85 which increased total open position to 90
On 20 Apr GRASIM was trading at 2760.10. The strike last trading price was 15.5, which was 1.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 4
On 17 Apr GRASIM was trading at 2720.50. The strike last trading price was 14.25, which was -1.05 lower than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 3
On 16 Apr GRASIM was trading at 2717.30. The strike last trading price was 14.25, which was -2.25 lower than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 4
On 15 Apr GRASIM was trading at 2741.40. The strike last trading price was 16.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Apr GRASIM was trading at 2713.00. The strike last trading price was 16.5, which was 8.35 higher than the previous day. The implied volatity was 28.15, the open interest changed by 2 which increased total open position to 2
| GRASIM 26-May-2026 3060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0.03
Gamma: 0.00024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 3180.00 | 0.05 | -1 (-95.24%) | 35.6 | 187 | -64 | 506 |
| 25 May | 3171.60 | 1.05 | -2.95 (-73.75%) | 34.24 | 895 | -214 | 581 |
| 22 May | 3155.30 | 3.8 | -3.75 (-49.67%) | 23.55 | 1,854 | -56 | 804 |
| 21 May | 3154.50 | 6.8 | -89.05 (-92.91%) | 25.61 | 8,162 | 835 | 851 |
| 20 May | 2971.10 | 95.55 | -381.05 (-79.95%) | 31.52 | 16 | 1 | 1 |
| 19 May | 2935.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 2943.80 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2933.80 | 0 | -476.6 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2938.70 | 0 | -476.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2945.60 | 0 | -476.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2903.00 | 0 | -476.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2984.20 | 0 | -476.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 2968.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 2960.60 | 0 | 0 | - | 0 | 0 | 0 |
| 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 3060 expiring on 26MAY2026
Delta for 3060 PE is 0
Historical price for 3060 PE is as follows
On 26 May GRASIM was trading at 3180.00. The strike last trading price was 0.05, which was -1 lower than the previous day. The implied volatity was 35.6, the open interest changed by -64 which decreased total open position to 506
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 1.05, which was -2.95 lower than the previous day. The implied volatity was 34.24, the open interest changed by -214 which decreased total open position to 581
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 3.8, which was -3.75 lower than the previous day. The implied volatity was 23.55, the open interest changed by -56 which decreased total open position to 804
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 6.8, which was -89.05 lower than the previous day. The implied volatity was 25.61, the open interest changed by 835 which increased total open position to 851
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 95.55, which was -381.05 lower than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 1
On 19 May GRASIM was trading at 2935.20. 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 18 May GRASIM was trading at 2943.80. 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 15 May GRASIM was trading at 2933.80. The strike last trading price was 0, which was -476.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May GRASIM was trading at 2938.70. The strike last trading price was 0, which was -476.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 0, which was -476.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 0, which was -476.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 0, which was -476.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May GRASIM was trading at 2968.60. 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 7 May GRASIM was trading at 2960.60. 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 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
