Historical option data for GRASIM
22 Jun 2026 04:10 PM IST
| GRASIM 30-Jun-2026 (7d) 3120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0.01
Theta: -1.77
Gamma: 0.00354
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 3175.20 | 73 | 15 (25.86%) | 18.21 | 119 | -26 | 189 | |||||||||
| 19 Jun | 3149.50 | 64.85 | 4.85 (8.08%) | 17.9 | 224 | -12 | 216 | |||||||||
| 18 Jun | 3145.10 | 59.15 | -8.85 (-13.01%) | 19.87 | 678 | 65 | 230 | |||||||||
| 17 Jun | 3150.40 | 67.55 | 0.55 (0.82%) | 16.58 | 119 | 2 | 164 | |||||||||
| 16 Jun | 3140.30 | 65 | -18 (-21.69%) | 21.26 | 43 | 2 | 161 | |||||||||
| 15 Jun | 3164.50 | 82.3 | 27.3 (49.64%) | 19.47 | 578 | -23 | 161 | |||||||||
| 12 Jun | 3105.50 | 54.6 | 8.6 (18.70%) | 20.76 | 498 | -13 | 184 | |||||||||
| 11 Jun | 3089.50 | 47 | 3 (6.82%) | 19.97 | 440 | -7 | 198 | |||||||||
| 10 Jun | 3071.20 | 45.65 | -9.35 (-17.00%) | 20.2 | 798 | 34 | 206 | |||||||||
| 9 Jun | 3095.50 | 57.05 | 17.25 (43.34%) | 21.32 | 576 | 30 | 173 | |||||||||
| 8 Jun | 3050.10 | 42.3 | -14.7 (-25.79%) | 21.24 | 90 | -5 | 142 | |||||||||
| 5 Jun | 3087.70 | 57.5 | -13.5 (-19.01%) | 20.17 | 269 | 10 | 147 | |||||||||
| 4 Jun | 3103.50 | 69 | 0 (0.00%) | 21.88 | 733 | -19 | 137 | |||||||||
| 3 Jun | 3101.60 | 66.35 | -0.65 (-0.97%) | 21.16 | 302 | 13 | 160 | |||||||||
| 2 Jun | 3097.60 | 69.4 | -1.6 (-2.25%) | 20.65 | 493 | 37 | 149 | |||||||||
| 1 Jun | 3102.60 | 69.55 | -25.45 (-26.79%) | 21.43 | 428 | 72 | 112 | |||||||||
| 29 May | 3122.40 | 98.05 | -22.95 (-18.97%) | 20.89 | 13 | 3 | 41 | |||||||||
| 27 May | 3170.00 | 121.45 | -4.55 (-3.61%) | 22.13 | 7 | -2 | 38 | |||||||||
| 26 May | 3165.00 | 126 | -1 (-0.79%) | 21.6 | 27 | -1 | 40 | |||||||||
| 25 May | 3171.60 | 127.6 | 2.6 (2.08%) | 23.17 | 31 | -4 | 41 | |||||||||
| 22 May | 3155.30 | 125 | -8 (-6.02%) | 23.96 | 28 | -3 | 48 | |||||||||
| 21 May | 3154.50 | 139.15 | 121.15 (673.06%) | 25.51 | 264 | 49 | 49 | |||||||||
| 18 May | 2943.80 | 0 | -17.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 2933.80 | 0 | -17.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 2938.70 | 0 | -17.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 2945.60 | 0 | -17.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2903.00 | 0 | -17.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2984.20 | 0 | -17.8 (-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 | |||||||||
For Grasim Industries Ltd - strike price 3120 expiring on 30JUN2026
Delta for 3120 CE is 0.76
Historical price for 3120 CE is as follows
On 22 Jun GRASIM was trading at 3175.20. The strike last trading price was 73, which was 15 higher than the previous day. The implied volatity was 18.21, the open interest changed by -26 which decreased total open position to 189
On 19 Jun GRASIM was trading at 3149.50. The strike last trading price was 64.85, which was 4.85 higher than the previous day. The implied volatity was 17.9, the open interest changed by -12 which decreased total open position to 216
On 18 Jun GRASIM was trading at 3145.10. The strike last trading price was 59.15, which was -8.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 65 which increased total open position to 230
On 17 Jun GRASIM was trading at 3150.40. The strike last trading price was 67.55, which was 0.55 higher than the previous day. The implied volatity was 16.58, the open interest changed by 2 which increased total open position to 164
On 16 Jun GRASIM was trading at 3140.30. The strike last trading price was 65, which was -18 lower than the previous day. The implied volatity was 21.26, the open interest changed by 2 which increased total open position to 161
On 15 Jun GRASIM was trading at 3164.50. The strike last trading price was 82.3, which was 27.3 higher than the previous day. The implied volatity was 19.47, the open interest changed by -23 which decreased total open position to 161
On 12 Jun GRASIM was trading at 3105.50. The strike last trading price was 54.6, which was 8.6 higher than the previous day. The implied volatity was 20.76, the open interest changed by -13 which decreased total open position to 184
On 11 Jun GRASIM was trading at 3089.50. The strike last trading price was 47, which was 3 higher than the previous day. The implied volatity was 19.97, the open interest changed by -7 which decreased total open position to 198
On 10 Jun GRASIM was trading at 3071.20. The strike last trading price was 45.65, which was -9.35 lower than the previous day. The implied volatity was 20.2, the open interest changed by 34 which increased total open position to 206
On 9 Jun GRASIM was trading at 3095.50. The strike last trading price was 57.05, which was 17.25 higher than the previous day. The implied volatity was 21.32, the open interest changed by 30 which increased total open position to 173
On 8 Jun GRASIM was trading at 3050.10. The strike last trading price was 42.3, which was -14.7 lower than the previous day. The implied volatity was 21.24, the open interest changed by -5 which decreased total open position to 142
On 5 Jun GRASIM was trading at 3087.70. The strike last trading price was 57.5, which was -13.5 lower than the previous day. The implied volatity was 20.17, the open interest changed by 10 which increased total open position to 147
On 4 Jun GRASIM was trading at 3103.50. The strike last trading price was 69, which was 0 lower than the previous day. The implied volatity was 21.88, the open interest changed by -19 which decreased total open position to 137
On 3 Jun GRASIM was trading at 3101.60. The strike last trading price was 66.35, which was -0.65 lower than the previous day. The implied volatity was 21.16, the open interest changed by 13 which increased total open position to 160
On 2 Jun GRASIM was trading at 3097.60. The strike last trading price was 69.4, which was -1.6 lower than the previous day. The implied volatity was 20.65, the open interest changed by 37 which increased total open position to 149
On 1 Jun GRASIM was trading at 3102.60. The strike last trading price was 69.55, which was -25.45 lower than the previous day. The implied volatity was 21.43, the open interest changed by 72 which increased total open position to 112
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 98.05, which was -22.95 lower than the previous day. The implied volatity was 20.89, the open interest changed by 3 which increased total open position to 41
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 121.45, which was -4.55 lower than the previous day. The implied volatity was 22.13, the open interest changed by -2 which decreased total open position to 38
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 126, which was -1 lower than the previous day. The implied volatity was 21.6, the open interest changed by -1 which decreased total open position to 40
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 127.6, which was 2.6 higher than the previous day. The implied volatity was 23.17, the open interest changed by -4 which decreased total open position to 41
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 125, which was -8 lower than the previous day. The implied volatity was 23.96, the open interest changed by -3 which decreased total open position to 48
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 139.15, which was 121.15 higher than the previous day. The implied volatity was 25.51, the open interest changed by 49 which increased total open position to 49
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 0, which was -17.8 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 -17.8 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 -17.8 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 -17.8 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 -17.8 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 -17.8 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
| GRASIM 30-Jun-2026 (7d) 3120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.02
Theta: -1.69
Gamma: 0.0032
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 3175.20 | 16.6 | -10.35 (-38.40%) | 21.26 | 176 | 15 | 221 |
| 19 Jun | 3149.50 | 25.2 | -4.15 (-14.14%) | 19.72 | 179 | 1 | 210 |
| 18 Jun | 3145.10 | 30.3 | 3.55 (13.27%) | 16.53 | 665 | 28 | 208 |
| 17 Jun | 3150.40 | 27.1 | -5 (-15.58%) | 19.62 | 270 | -15 | 180 |
| 16 Jun | 3140.30 | 31 | 2.55 (8.96%) | 17.48 | 129 | 3 | 193 |
| 15 Jun | 3164.50 | 28.35 | -22.65 (-44.41%) | 19.78 | 646 | 25 | 190 |
| 12 Jun | 3105.50 | 52.25 | -16.45 (-23.94%) | 17.29 | 106 | 1 | 164 |
| 11 Jun | 3089.50 | 68.1 | -10.75 (-13.63%) | 20.03 | 82 | 2 | 164 |
| 10 Jun | 3071.20 | 78.2 | 11.6 (17.42%) | 19.54 | 142 | -12 | 162 |
| 9 Jun | 3095.50 | 65 | -35 (-35.00%) | 18.88 | 133 | -5 | 175 |
| 8 Jun | 3050.10 | 100 | 27.5 (37.93%) | 20.7 | 63 | -17 | 207 |
| 5 Jun | 3087.70 | 71.55 | 11.2 (18.56%) | 19.28 | 91 | 6 | 224 |
| 4 Jun | 3103.50 | 65.05 | -1.45 (-2.18%) | 18.39 | 432 | 70 | 218 |
| 3 Jun | 3101.60 | 68.2 | 0.1 (0.15%) | 18.99 | 62 | -11 | 146 |
| 2 Jun | 3097.60 | 65.65 | -3.5 (-5.06%) | 18.06 | 157 | 28 | 157 |
| 1 Jun | 3102.60 | 71.4 | 15.25 (27.16%) | 18.73 | 353 | 23 | 129 |
| 29 May | 3122.40 | 57.8 | 12.8 (28.44%) | 20.31 | 270 | -43 | 106 |
| 27 May | 3170.00 | 43.8 | -11.4 (-20.65%) | 18.67 | 108 | 17 | 150 |
| 26 May | 3165.00 | 56.35 | -1.2 (-2.09%) | 21.38 | 65 | 11 | 135 |
| 25 May | 3171.60 | 54.95 | -11.8 (-17.68%) | 21.54 | 50 | 11 | 125 |
| 22 May | 3155.30 | 65.8 | -6.4 (-8.86%) | 22.47 | 85 | 40 | 111 |
| 21 May | 3154.50 | 73 | -451.2 (-86.07%) | 24.21 | 130 | 70 | 70 |
| 18 May | 2943.80 | 0 | -524.2 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2933.80 | 0 | -524.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2938.70 | 0 | -524.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2945.60 | 0 | -524.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2903.00 | 0 | -524.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2984.20 | 0 | -524.2 (-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 |
For Grasim Industries Ltd - strike price 3120 expiring on 30JUN2026
Delta for 3120 PE is -0.26
Historical price for 3120 PE is as follows
On 22 Jun GRASIM was trading at 3175.20. The strike last trading price was 16.6, which was -10.35 lower than the previous day. The implied volatity was 21.26, the open interest changed by 15 which increased total open position to 221
On 19 Jun GRASIM was trading at 3149.50. The strike last trading price was 25.2, which was -4.15 lower than the previous day. The implied volatity was 19.72, the open interest changed by 1 which increased total open position to 210
On 18 Jun GRASIM was trading at 3145.10. The strike last trading price was 30.3, which was 3.55 higher than the previous day. The implied volatity was 16.53, the open interest changed by 28 which increased total open position to 208
On 17 Jun GRASIM was trading at 3150.40. The strike last trading price was 27.1, which was -5 lower than the previous day. The implied volatity was 19.62, the open interest changed by -15 which decreased total open position to 180
On 16 Jun GRASIM was trading at 3140.30. The strike last trading price was 31, which was 2.55 higher than the previous day. The implied volatity was 17.48, the open interest changed by 3 which increased total open position to 193
On 15 Jun GRASIM was trading at 3164.50. The strike last trading price was 28.35, which was -22.65 lower than the previous day. The implied volatity was 19.78, the open interest changed by 25 which increased total open position to 190
On 12 Jun GRASIM was trading at 3105.50. The strike last trading price was 52.25, which was -16.45 lower than the previous day. The implied volatity was 17.29, the open interest changed by 1 which increased total open position to 164
On 11 Jun GRASIM was trading at 3089.50. The strike last trading price was 68.1, which was -10.75 lower than the previous day. The implied volatity was 20.03, the open interest changed by 2 which increased total open position to 164
On 10 Jun GRASIM was trading at 3071.20. The strike last trading price was 78.2, which was 11.6 higher than the previous day. The implied volatity was 19.54, the open interest changed by -12 which decreased total open position to 162
On 9 Jun GRASIM was trading at 3095.50. The strike last trading price was 65, which was -35 lower than the previous day. The implied volatity was 18.88, the open interest changed by -5 which decreased total open position to 175
On 8 Jun GRASIM was trading at 3050.10. The strike last trading price was 100, which was 27.5 higher than the previous day. The implied volatity was 20.7, the open interest changed by -17 which decreased total open position to 207
On 5 Jun GRASIM was trading at 3087.70. The strike last trading price was 71.55, which was 11.2 higher than the previous day. The implied volatity was 19.28, the open interest changed by 6 which increased total open position to 224
On 4 Jun GRASIM was trading at 3103.50. The strike last trading price was 65.05, which was -1.45 lower than the previous day. The implied volatity was 18.39, the open interest changed by 70 which increased total open position to 218
On 3 Jun GRASIM was trading at 3101.60. The strike last trading price was 68.2, which was 0.1 higher than the previous day. The implied volatity was 18.99, the open interest changed by -11 which decreased total open position to 146
On 2 Jun GRASIM was trading at 3097.60. The strike last trading price was 65.65, which was -3.5 lower than the previous day. The implied volatity was 18.06, the open interest changed by 28 which increased total open position to 157
On 1 Jun GRASIM was trading at 3102.60. The strike last trading price was 71.4, which was 15.25 higher than the previous day. The implied volatity was 18.73, the open interest changed by 23 which increased total open position to 129
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 57.8, which was 12.8 higher than the previous day. The implied volatity was 20.31, the open interest changed by -43 which decreased total open position to 106
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 43.8, which was -11.4 lower than the previous day. The implied volatity was 18.67, the open interest changed by 17 which increased total open position to 150
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 56.35, which was -1.2 lower than the previous day. The implied volatity was 21.38, the open interest changed by 11 which increased total open position to 135
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 54.95, which was -11.8 lower than the previous day. The implied volatity was 21.54, the open interest changed by 11 which increased total open position to 125
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 65.8, which was -6.4 lower than the previous day. The implied volatity was 22.47, the open interest changed by 40 which increased total open position to 111
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 73, which was -451.2 lower than the previous day. The implied volatity was 24.21, the open interest changed by 70 which increased total open position to 70
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 0, which was -524.2 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 -524.2 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 -524.2 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 -524.2 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 -524.2 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 -524.2 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
