Historical option data for GRASIM
27 May 2026 04:10 PM IST
| GRASIM 30-Jun-2026 (33d) 3140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.04
Theta: -1.42
Gamma: 0.00178
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 3170.00 | 110 | 2 (1.85%) | 22.48 | 35 | 3 | 43 | |||||||||
| 26 May | 3165.00 | 104.8 | -9.2 (-8.07%) | 21.86 | 24 | -2 | 40 | |||||||||
| 25 May | 3171.60 | 112.65 | -3.35 (-2.89%) | 21.67 | 168 | -4 | 43 | |||||||||
| 22 May | 3155.30 | 117 | -3 (-2.50%) | 23.71 | 68 | 19 | 45 | |||||||||
| 21 May | 3154.50 | 124 | 93 (300.00%) | 24.53 | 102 | 26 | 26 | |||||||||
| 18 May | 2943.80 | 0 | -31.1 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 2933.80 | 0 | -31.1 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 2938.70 | 0 | -31.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 2945.60 | 0 | -31.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2903.00 | 0 | -31.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2984.20 | 0 | -31.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 2968.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 2960.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 3140 expiring on 30JUN2026
Delta for 3140 CE is 0.59
Historical price for 3140 CE is as follows
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 110, which was 2 higher than the previous day. The implied volatity was 22.48, the open interest changed by 3 which increased total open position to 43
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 104.8, which was -9.2 lower than the previous day. The implied volatity was 21.86, the open interest changed by -2 which decreased total open position to 40
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 112.65, which was -3.35 lower than the previous day. The implied volatity was 21.67, the open interest changed by -4 which decreased total open position to 43
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 117, which was -3 lower than the previous day. The implied volatity was 23.71, the open interest changed by 19 which increased total open position to 45
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 124, which was 93 higher than the previous day. The implied volatity was 24.53, the open interest changed by 26 which increased total open position to 26
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 0, which was -31.1 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 -31.1 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 -31.1 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 -31.1 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 -31.1 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 -31.1 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
| GRASIM 30-Jun-2026 (33d) 3140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.04
Theta: -0.72
Gamma: 0.00212
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 3170.00 | 50.75 | -11.8 (-18.86%) | 18.56 | 234 | 12 | 101 |
| 26 May | 3165.00 | 62.85 | -0.65 (-1.02%) | 20.66 | 142 | 62 | 89 |
| 25 May | 3171.60 | 62.35 | -12 (-16.14%) | 21.37 | 64 | 14 | 25 |
| 22 May | 3155.30 | 74.35 | -6 (-7.47%) | 23.26 | 4 | 2 | 9 |
| 21 May | 3154.50 | 80 | -276.85 (-77.58%) | 23.81 | 9 | 6 | 6 |
| 18 May | 2943.80 | 0 | -356.85 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2933.80 | 0 | -356.85 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2938.70 | 0 | -356.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2945.60 | 0 | -356.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2903.00 | 0 | -356.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2984.20 | 0 | -356.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 2968.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 2960.60 | 0 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 3140 expiring on 30JUN2026
Delta for 3140 PE is -0.39
Historical price for 3140 PE is as follows
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 50.75, which was -11.8 lower than the previous day. The implied volatity was 18.56, the open interest changed by 12 which increased total open position to 101
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 62.85, which was -0.65 lower than the previous day. The implied volatity was 20.66, the open interest changed by 62 which increased total open position to 89
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 62.35, which was -12 lower than the previous day. The implied volatity was 21.37, the open interest changed by 14 which increased total open position to 25
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 74.35, which was -6 lower than the previous day. The implied volatity was 23.26, the open interest changed by 2 which increased total open position to 9
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 80, which was -276.85 lower than the previous day. The implied volatity was 23.81, the open interest changed by 6 which increased total open position to 6
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 0, which was -356.85 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 -356.85 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 -356.85 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 -356.85 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 -356.85 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 -356.85 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
