Historical option data for GRASIM
29 Jun 2026 10:50 AM IST
| GRASIM 28-Jul-2026 (27d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.03
Theta: -1.51
Gamma: 0.00199
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 3109.80 | 90.4 | -10.6 (-10.50%) | 22.5 | 32 | 7 | 114 | |||||||||
| 25 Jun | 3126.60 | 100 | -1 (-0.99%) | 20.05 | 43 | 6 | 106 | |||||||||
| 24 Jun | 3127.90 | 104.6 | -10.95 (-9.48%) | 20.59 | 75 | 10 | 100 | |||||||||
| 23 Jun | 3144.30 | 113 | -19 (-14.39%) | 20.58 | 52 | -2 | 91 | |||||||||
| 22 Jun | 3175.20 | 132 | 4.3 (3.37%) | 21.1 | 36 | 16 | 93 | |||||||||
| 19 Jun | 3149.50 | 125.35 | 0.65 (0.52%) | 21.65 | 10 | 0 | 77 | |||||||||
| 18 Jun | 3145.10 | 126.85 | 3.6 (2.92%) | 22.04 | 24 | 17 | 77 | |||||||||
| 17 Jun | 3150.40 | 123.25 | -6.8 (-5.23%) | 22.67 | 22 | 0 | 60 | |||||||||
| 16 Jun | 3140.30 | 130 | -15.3 (-10.53%) | 23.62 | 22 | 20 | 61 | |||||||||
| 15 Jun | 3164.50 | 145.3 | 30.85 (26.96%) | 22.55 | 14 | 5 | 42 | |||||||||
| 12 Jun | 3105.50 | 114.45 | 0.45 (0.39%) | 22.73 | 17 | 9 | 36 | |||||||||
| 11 Jun | 3089.50 | 114 | -20.65 (-15.34%) | 23.07 | 22 | 16 | 25 | |||||||||
| 10 Jun | 3071.20 | 134.65 | 15.55 (13.06%) | 23.86 | 7 | -3 | 9 | |||||||||
| 9 Jun | 3095.50 | 119.1 | 11.1 (10.28%) | 24.14 | 21 | 7 | 12 | |||||||||
| 8 Jun | 3050.10 | 108.1 | -16.9 (-13.52%) | 24.02 | 5 | 4 | 5 | |||||||||
| 5 Jun | 3087.70 | 125 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 3103.50 | 125 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 3101.60 | 125 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 3097.60 | 125 | 0 (0.00%) | 22.87 | 1 | 0 | 1 | |||||||||
| 1 Jun | 3102.60 | 125 | -76 (-37.81%) | 22.87 | 1 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 3100 expiring on 28JUL2026
Delta for 3100 CE is 0.56
Historical price for 3100 CE is as follows
On 29 Jun GRASIM was trading at 3109.80. The strike last trading price was 90.4, which was -10.6 lower than the previous day. The implied volatity was 22.5, the open interest changed by 7 which increased total open position to 114
On 25 Jun GRASIM was trading at 3126.60. The strike last trading price was 100, which was -1 lower than the previous day. The implied volatity was 20.05, the open interest changed by 6 which increased total open position to 106
On 24 Jun GRASIM was trading at 3127.90. The strike last trading price was 104.6, which was -10.95 lower than the previous day. The implied volatity was 20.59, the open interest changed by 10 which increased total open position to 100
On 23 Jun GRASIM was trading at 3144.30. The strike last trading price was 113, which was -19 lower than the previous day. The implied volatity was 20.58, the open interest changed by -2 which decreased total open position to 91
On 22 Jun GRASIM was trading at 3175.20. The strike last trading price was 132, which was 4.3 higher than the previous day. The implied volatity was 21.1, the open interest changed by 16 which increased total open position to 93
On 19 Jun GRASIM was trading at 3149.50. The strike last trading price was 125.35, which was 0.65 higher than the previous day. The implied volatity was 21.65, the open interest changed by 0 which decreased total open position to 77
On 18 Jun GRASIM was trading at 3145.10. The strike last trading price was 126.85, which was 3.6 higher than the previous day. The implied volatity was 22.04, the open interest changed by 17 which increased total open position to 77
On 17 Jun GRASIM was trading at 3150.40. The strike last trading price was 123.25, which was -6.8 lower than the previous day. The implied volatity was 22.67, the open interest changed by 0 which decreased total open position to 60
On 16 Jun GRASIM was trading at 3140.30. The strike last trading price was 130, which was -15.3 lower than the previous day. The implied volatity was 23.62, the open interest changed by 20 which increased total open position to 61
On 15 Jun GRASIM was trading at 3164.50. The strike last trading price was 145.3, which was 30.85 higher than the previous day. The implied volatity was 22.55, the open interest changed by 5 which increased total open position to 42
On 12 Jun GRASIM was trading at 3105.50. The strike last trading price was 114.45, which was 0.45 higher than the previous day. The implied volatity was 22.73, the open interest changed by 9 which increased total open position to 36
On 11 Jun GRASIM was trading at 3089.50. The strike last trading price was 114, which was -20.65 lower than the previous day. The implied volatity was 23.07, the open interest changed by 16 which increased total open position to 25
On 10 Jun GRASIM was trading at 3071.20. The strike last trading price was 134.65, which was 15.55 higher than the previous day. The implied volatity was 23.86, the open interest changed by -3 which decreased total open position to 9
On 9 Jun GRASIM was trading at 3095.50. The strike last trading price was 119.1, which was 11.1 higher than the previous day. The implied volatity was 24.14, the open interest changed by 7 which increased total open position to 12
On 8 Jun GRASIM was trading at 3050.10. The strike last trading price was 108.1, which was -16.9 lower than the previous day. The implied volatity was 24.02, the open interest changed by 4 which increased total open position to 5
On 5 Jun GRASIM was trading at 3087.70. The strike last trading price was 125, 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 4 Jun GRASIM was trading at 3103.50. The strike last trading price was 125, 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 3 Jun GRASIM was trading at 3101.60. The strike last trading price was 125, 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 2 Jun GRASIM was trading at 3097.60. The strike last trading price was 125, which was 0 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 1
On 1 Jun GRASIM was trading at 3102.60. The strike last trading price was 125, which was -76 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 0
| GRASIM 28-Jul-2026 (27d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.03
Theta: -0.93
Gamma: 0.00218
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 3109.80 | 60.75 | 2.3 (3.93%) | 20.44 | 203 | 69 | 203 |
| 25 Jun | 3126.60 | 59 | -2 (-3.28%) | 20.34 | 83 | 32 | 122 |
| 24 Jun | 3127.90 | 61 | 9 (17.31%) | 21.11 | 15 | -3 | 89 |
| 23 Jun | 3144.30 | 52 | 4 (8.33%) | 20.92 | 9 | 1 | 92 |
| 22 Jun | 3175.20 | 48 | -10 (-17.24%) | 21.66 | 16 | 4 | 90 |
| 19 Jun | 3149.50 | 58 | 0 (0.00%) | 22.27 | 6 | -1 | 86 |
| 18 Jun | 3145.10 | 59 | -4 (-6.35%) | 21.15 | 26 | 14 | 87 |
| 17 Jun | 3150.40 | 63 | 3 (5.00%) | 22.62 | 5 | 1 | 72 |
| 16 Jun | 3140.30 | 60 | 0 (0.00%) | 21.4 | 10 | 4 | 70 |
| 15 Jun | 3164.50 | 60 | -39 (-39.39%) | 22.14 | 26 | 14 | 66 |
| 12 Jun | 3105.50 | 99 | 9 (10.00%) | 22.5 | 15 | 10 | 52 |
| 11 Jun | 3089.50 | 90 | -15 (-14.29%) | 22.9 | 14 | 10 | 39 |
| 10 Jun | 3071.20 | 105 | 12 (12.90%) | 22.59 | 27 | 24 | 28 |
| 9 Jun | 3095.50 | 93.6 | 3.6 (4.00%) | 22.76 | 4 | 2 | 3 |
| 8 Jun | 3050.10 | 90 | 90 | - | 1 | 0 | 1 |
| 5 Jun | 3087.70 | 90 | 90 | - | 1 | 0 | 1 |
| 4 Jun | 3103.50 | 90 | 90 | - | 1 | 0 | 1 |
| 3 Jun | 3101.60 | 90 | 90 | - | 1 | 0 | 1 |
| 2 Jun | 3097.60 | 90 | 90 (-13.34%) | 20.98 | 1 | 0 | 1 |
| 1 Jun | 3102.60 | 90 | -13.85 (-13.34%) | 20.98 | 1 | 1 | 1 |
For Grasim Industries Ltd - strike price 3100 expiring on 28JUL2026
Delta for 3100 PE is -0.44
Historical price for 3100 PE is as follows
On 29 Jun GRASIM was trading at 3109.80. The strike last trading price was 60.75, which was 2.3 higher than the previous day. The implied volatity was 20.44, the open interest changed by 69 which increased total open position to 203
On 25 Jun GRASIM was trading at 3126.60. The strike last trading price was 59, which was -2 lower than the previous day. The implied volatity was 20.34, the open interest changed by 32 which increased total open position to 122
On 24 Jun GRASIM was trading at 3127.90. The strike last trading price was 61, which was 9 higher than the previous day. The implied volatity was 21.11, the open interest changed by -3 which decreased total open position to 89
On 23 Jun GRASIM was trading at 3144.30. The strike last trading price was 52, which was 4 higher than the previous day. The implied volatity was 20.92, the open interest changed by 1 which increased total open position to 92
On 22 Jun GRASIM was trading at 3175.20. The strike last trading price was 48, which was -10 lower than the previous day. The implied volatity was 21.66, the open interest changed by 4 which increased total open position to 90
On 19 Jun GRASIM was trading at 3149.50. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 22.27, the open interest changed by -1 which decreased total open position to 86
On 18 Jun GRASIM was trading at 3145.10. The strike last trading price was 59, which was -4 lower than the previous day. The implied volatity was 21.15, the open interest changed by 14 which increased total open position to 87
On 17 Jun GRASIM was trading at 3150.40. The strike last trading price was 63, which was 3 higher than the previous day. The implied volatity was 22.62, the open interest changed by 1 which increased total open position to 72
On 16 Jun GRASIM was trading at 3140.30. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 21.4, the open interest changed by 4 which increased total open position to 70
On 15 Jun GRASIM was trading at 3164.50. The strike last trading price was 60, which was -39 lower than the previous day. The implied volatity was 22.14, the open interest changed by 14 which increased total open position to 66
On 12 Jun GRASIM was trading at 3105.50. The strike last trading price was 99, which was 9 higher than the previous day. The implied volatity was 22.5, the open interest changed by 10 which increased total open position to 52
On 11 Jun GRASIM was trading at 3089.50. The strike last trading price was 90, which was -15 lower than the previous day. The implied volatity was 22.9, the open interest changed by 10 which increased total open position to 39
On 10 Jun GRASIM was trading at 3071.20. The strike last trading price was 105, which was 12 higher than the previous day. The implied volatity was 22.59, the open interest changed by 24 which increased total open position to 28
On 9 Jun GRASIM was trading at 3095.50. The strike last trading price was 93.6, which was 3.6 higher than the previous day. The implied volatity was 22.76, the open interest changed by 2 which increased total open position to 3
On 8 Jun GRASIM was trading at 3050.10. The strike last trading price was 90, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun GRASIM was trading at 3087.70. The strike last trading price was 90, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun GRASIM was trading at 3103.50. The strike last trading price was 90, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun GRASIM was trading at 3101.60. The strike last trading price was 90, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun GRASIM was trading at 3097.60. The strike last trading price was 90, which was 90 higher than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 1
On 1 Jun GRASIM was trading at 3102.60. The strike last trading price was 90, which was -13.85 lower than the previous day. The implied volatity was 20.98, the open interest changed by 1 which increased total open position to 1
