Historical option data for GRASIM
22 May 2026 04:10 PM IST
| GRASIM 26-May-2026 (3d) 3080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.01
Theta: -4.75
Gamma: 0.00276
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 3155.30 | 90.4 | 2.4 (2.73%) | 35.03 | 308 | -40 | 554 | |||||||||
| 21 May | 3154.50 | 95.15 | 79.15 (494.69%) | 26.11 | 14,625 | 244 | 597 | |||||||||
| 20 May | 2971.10 | 19.2 | 10.2 (113.33%) | 33.67 | 1,812 | 38 | 354 | |||||||||
| 19 May | 2935.20 | 8.6 | -2.4 (-21.82%) | 30.91 | 432 | 236 | 315 | |||||||||
| 18 May | 2943.80 | 12.8 | 1.8 (16.36%) | 28.95 | 172 | 6 | 79 | |||||||||
| 15 May | 2933.80 | 11.15 | -3.85 (-25.67%) | 25.39 | 67 | 9 | 74 | |||||||||
| 14 May | 2938.70 | 14.95 | -3.05 (-16.94%) | 26.71 | 53 | 2 | 65 | |||||||||
| 13 May | 2945.60 | 18 | 6 (50.00%) | 0 | 48 | -6 | 64 | |||||||||
| 12 May | 2903.00 | 11.55 | -20.45 (-63.91%) | 0 | 98 | 5 | 70 | |||||||||
| 11 May | 2984.20 | 30.9 | 2.9 (10.36%) | 0 | 340 | -68 | 66 | |||||||||
| 8 May | 2968.60 | 25.25 | -1.2 (-4.54%) | 24.65 | 47 | 9 | 135 | |||||||||
| 7 May | 2960.60 | 27 | 10.45 (63.14%) | 24.75 | 160 | 20 | 126 | |||||||||
| 6 May | 2914.80 | 16 | 4.1 (34.45%) | 23.84 | 59 | 51 | 106 | |||||||||
| 5 May | 2871.50 | 12.15 | -2.15 (-15.03%) | 25.28 | 32 | 1 | 55 | |||||||||
| 4 May | 2856.00 | 14.2 | 2.65 (22.94%) | 27.17 | 67 | 29 | 51 | |||||||||
| 30 Apr | 2794.50 | 11.55 | 0 (0.00%) | 27.94 | 1 | 0 | 22 | |||||||||
| 29 Apr | 2803.20 | 11.55 | -0.25 (-2.12%) | 26.8 | 11 | -2 | 22 | |||||||||
| 28 Apr | 2783.00 | 11.8 | 0.2 (1.72%) | 28.56 | 37 | 12 | 24 | |||||||||
| 27 Apr | 2778.20 | 11.6 | 10.05 (648.39%) | 27.72 | 18 | 5 | 10 | |||||||||
| 24 Apr | 2739.30 | 1.55 | -9.45 (-85.91%) | 18.96 | 4 | -1 | 5 | |||||||||
| 23 Apr | 2735.00 | 11 | -4.85 (-30.60%) | 25.27 | 0 | 0 | 6 | |||||||||
| 22 Apr | 2776.60 | 11 | -3.9 (-26.17%) | 25.27 | 35 | 9 | 11 | |||||||||
| 21 Apr | 2777.70 | 14.9 | -70.7 (-82.59%) | 27.5 | 2 | 1 | 1 | |||||||||
| 15 Apr | 2741.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2713.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 3080 expiring on 26MAY2026
Delta for 3080 CE is 0.73
Historical price for 3080 CE is as follows
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 90.4, which was 2.4 higher than the previous day. The implied volatity was 35.03, the open interest changed by -40 which decreased total open position to 554
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 95.15, which was 79.15 higher than the previous day. The implied volatity was 26.11, the open interest changed by 244 which increased total open position to 597
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 19.2, which was 10.2 higher than the previous day. The implied volatity was 33.67, the open interest changed by 38 which increased total open position to 354
On 19 May GRASIM was trading at 2935.20. The strike last trading price was 8.6, which was -2.4 lower than the previous day. The implied volatity was 30.91, the open interest changed by 236 which increased total open position to 315
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 12.8, which was 1.8 higher than the previous day. The implied volatity was 28.95, the open interest changed by 6 which increased total open position to 79
On 15 May GRASIM was trading at 2933.80. The strike last trading price was 11.15, which was -3.85 lower than the previous day. The implied volatity was 25.39, the open interest changed by 9 which increased total open position to 74
On 14 May GRASIM was trading at 2938.70. The strike last trading price was 14.95, which was -3.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by 2 which increased total open position to 65
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 18, which was 6 higher than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 64
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 11.55, which was -20.45 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 70
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 30.9, which was 2.9 higher than the previous day. The implied volatity was 0, the open interest changed by -68 which decreased total open position to 66
On 8 May GRASIM was trading at 2968.60. The strike last trading price was 25.25, which was -1.2 lower than the previous day. The implied volatity was 24.65, the open interest changed by 9 which increased total open position to 135
On 7 May GRASIM was trading at 2960.60. The strike last trading price was 27, which was 10.45 higher than the previous day. The implied volatity was 24.75, the open interest changed by 20 which increased total open position to 126
On 6 May GRASIM was trading at 2914.80. The strike last trading price was 16, which was 4.1 higher than the previous day. The implied volatity was 23.84, the open interest changed by 51 which increased total open position to 106
On 5 May GRASIM was trading at 2871.50. The strike last trading price was 12.15, which was -2.15 lower than the previous day. The implied volatity was 25.28, the open interest changed by 1 which increased total open position to 55
On 4 May GRASIM was trading at 2856.00. The strike last trading price was 14.2, which was 2.65 higher than the previous day. The implied volatity was 27.17, the open interest changed by 29 which increased total open position to 51
On 30 Apr GRASIM was trading at 2794.50. The strike last trading price was 11.55, which was 0 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 22
On 29 Apr GRASIM was trading at 2803.20. The strike last trading price was 11.55, which was -0.25 lower than the previous day. The implied volatity was 26.8, the open interest changed by -2 which decreased total open position to 22
On 28 Apr GRASIM was trading at 2783.00. The strike last trading price was 11.8, which was 0.2 higher than the previous day. The implied volatity was 28.56, the open interest changed by 12 which increased total open position to 24
On 27 Apr GRASIM was trading at 2778.20. The strike last trading price was 11.6, which was 10.05 higher than the previous day. The implied volatity was 27.72, the open interest changed by 5 which increased total open position to 10
On 24 Apr GRASIM was trading at 2739.30. The strike last trading price was 1.55, which was -9.45 lower than the previous day. The implied volatity was 18.96, the open interest changed by -1 which decreased total open position to 5
On 23 Apr GRASIM was trading at 2735.00. The strike last trading price was 11, which was -4.85 lower than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 6
On 22 Apr GRASIM was trading at 2776.60. The strike last trading price was 11, which was -3.9 lower than the previous day. The implied volatity was 25.27, the open interest changed by 9 which increased total open position to 11
On 21 Apr GRASIM was trading at 2777.70. The strike last trading price was 14.9, which was -70.7 lower than the previous day. The implied volatity was 27.5, the open interest changed by 1 which increased total open position to 1
On 15 Apr GRASIM was trading at 2741.40. 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 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 (3d) 3080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.01
Theta: -1.57
Gamma: 0.00285
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 3155.30 | 5.35 | -5 (-48.31%) | 22.25 | 1,573 | -170 | 684 |
| 21 May | 3154.50 | 9.2 | -248.45 (-96.43%) | 24.66 | 7,781 | 846 | 847 |
| 20 May | 2971.10 | 294.75 | 294.75 | - | 1 | 0 | 1 |
| 19 May | 2935.20 | 294.75 | 294.75 | - | 1 | 0 | 1 |
| 18 May | 2943.80 | 294.75 | 294.75 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 2933.80 | 257.65 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 2938.70 | 257.65 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 2945.60 | 257.65 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 2903.00 | 257.65 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 2984.20 | 257.65 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 2968.60 | 257.65 | 257.65 | - | 0 | 0 | 1 |
| 7 May | 2960.60 | 257.65 | 257.65 | - | 0 | 0 | 1 |
| 6 May | 2914.80 | 257.65 | 257.65 | - | 0 | 0 | 1 |
| 5 May | 2871.50 | 257.65 | 257.65 | - | 0 | 0 | 1 |
| 4 May | 2856.00 | 257.65 | 257.65 | - | 0 | 0 | 1 |
| 30 Apr | 2794.50 | 257.65 | 257.65 | - | 0 | 0 | 1 |
| 29 Apr | 2803.20 | 257.65 | 257.65 (9.36%) | 28.65 | 0 | 0 | 1 |
| 28 Apr | 2783.00 | 257.65 | 22.05 (9.36%) | 28.65 | 1 | 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 |
| 15 Apr | 2741.40 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 2713.00 | 0 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 3080 expiring on 26MAY2026
Delta for 3080 PE is -0.14
Historical price for 3080 PE is as follows
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 5.35, which was -5 lower than the previous day. The implied volatity was 22.25, the open interest changed by -170 which decreased total open position to 684
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 9.2, which was -248.45 lower than the previous day. The implied volatity was 24.66, the open interest changed by 846 which increased total open position to 847
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 294.75, which was 294.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May GRASIM was trading at 2935.20. The strike last trading price was 294.75, which was 294.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 294.75, which was 294.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May GRASIM was trading at 2933.80. The strike last trading price was 257.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May GRASIM was trading at 2938.70. The strike last trading price was 257.65, 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 1
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 257.65, 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 1
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 257.65, 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 1
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 257.65, 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 1
On 8 May GRASIM was trading at 2968.60. The strike last trading price was 257.65, which was 257.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May GRASIM was trading at 2960.60. The strike last trading price was 257.65, which was 257.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May GRASIM was trading at 2914.80. The strike last trading price was 257.65, which was 257.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May GRASIM was trading at 2871.50. The strike last trading price was 257.65, which was 257.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May GRASIM was trading at 2856.00. The strike last trading price was 257.65, which was 257.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr GRASIM was trading at 2794.50. The strike last trading price was 257.65, which was 257.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Apr GRASIM was trading at 2803.20. The strike last trading price was 257.65, which was 257.65 higher than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 1
On 28 Apr GRASIM was trading at 2783.00. The strike last trading price was 257.65, which was 22.05 higher than the previous day. The implied volatity was 28.65, 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 15 Apr GRASIM was trading at 2741.40. 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 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
