Historical option data for GRASIM
29 May 2026 04:10 PM IST
| GRASIM 30-Jun-2026 (31d) 3160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.04
Theta: -1.42
Gamma: 0.00199
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 3122.40 | 72 | -25 (-25.77%) | 21.51 | 240 | 25 | 149 | |||||||||
| 27 May | 3170.00 | 97.65 | -0.35 (-0.36%) | 21.71 | 188 | 25 | 126 | |||||||||
| 26 May | 3165.00 | 99.95 | -3.05 (-2.96%) | 22.66 | 121 | -1 | 101 | |||||||||
| 25 May | 3171.60 | 105 | 0 (0.00%) | 22.56 | 234 | 0 | 102 | |||||||||
| 22 May | 3155.30 | 104 | -6 (-5.45%) | 22.88 | 424 | 34 | 100 | |||||||||
| 21 May | 3154.50 | 115.25 | 75.25 (188.13%) | 24.95 | 201 | 63 | 64 | |||||||||
| 20 May | 2971.10 | 40.05 | 0.05 (0.12%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 2935.20 | 40.05 | 0.05 (0.12%) | - | 0 | 0 | 1 | |||||||||
| 18 May | 2943.80 | 40.05 | 0.05 (0.12%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 2933.80 | 40.05 | 25.35 (172.45%) | 26.04 | 1 | 1 | 1 | |||||||||
| 14 May | 2938.70 | 0 | -14.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 2945.60 | 0 | -14.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2903.00 | 0 | -14.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2984.20 | 0 | -14.7 (-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 3160 expiring on 30JUN2026
Delta for 3160 CE is 0.48
Historical price for 3160 CE is as follows
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 72, which was -25 lower than the previous day. The implied volatity was 21.51, the open interest changed by 25 which increased total open position to 149
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 97.65, which was -0.35 lower than the previous day. The implied volatity was 21.71, the open interest changed by 25 which increased total open position to 126
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 99.95, which was -3.05 lower than the previous day. The implied volatity was 22.66, the open interest changed by -1 which decreased total open position to 101
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 105, which was 0 lower than the previous day. The implied volatity was 22.56, the open interest changed by 0 which decreased total open position to 102
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 104, which was -6 lower than the previous day. The implied volatity was 22.88, the open interest changed by 34 which increased total open position to 100
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 115.25, which was 75.25 higher than the previous day. The implied volatity was 24.95, the open interest changed by 63 which increased total open position to 64
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 40.05, which was 0.05 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 40.05, which was 0.05 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 40.05, which was 0.05 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 40.05, which was 25.35 higher than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 1
On 14 May GRASIM was trading at 2938.70. The strike last trading price was 0, which was -14.7 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 -14.7 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 -14.7 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 -14.7 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 (31d) 3160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.04
Theta: -0.72
Gamma: 0.00241
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 3122.40 | 76.85 | 17.25 (28.94%) | 17.68 | 366 | 21 | 262 |
| 27 May | 3170.00 | 59.5 | -11.25 (-15.90%) | 18.61 | 400 | 43 | 242 |
| 26 May | 3165.00 | 72.3 | -0.6 (-0.82%) | 20.64 | 446 | -6 | 206 |
| 25 May | 3171.60 | 70 | -13.65 (-16.32%) | 21.09 | 385 | 23 | 212 |
| 22 May | 3155.30 | 83.1 | -7.45 (-8.23%) | 22.22 | 228 | 41 | 189 |
| 21 May | 3154.50 | 89.05 | -471.35 (-84.11%) | 23.76 | 304 | 146 | 146 |
| 20 May | 2971.10 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | -560.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2938.70 | 0 | -560.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2945.60 | 0 | -560.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2903.00 | 0 | -560.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2984.20 | 0 | -560.4 (-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 3160 expiring on 30JUN2026
Delta for 3160 PE is -0.54
Historical price for 3160 PE is as follows
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 76.85, which was 17.25 higher than the previous day. The implied volatity was 17.68, the open interest changed by 21 which increased total open position to 262
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 59.5, which was -11.25 lower than the previous day. The implied volatity was 18.61, the open interest changed by 43 which increased total open position to 242
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 72.3, which was -0.6 lower than the previous day. The implied volatity was 20.64, the open interest changed by -6 which decreased total open position to 206
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 70, which was -13.65 lower than the previous day. The implied volatity was 21.09, the open interest changed by 23 which increased total open position to 212
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 83.1, which was -7.45 lower than the previous day. The implied volatity was 22.22, the open interest changed by 41 which increased total open position to 189
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 89.05, which was -471.35 lower than the previous day. The implied volatity was 23.76, the open interest changed by 146 which increased total open position to 146
On 20 May GRASIM was trading at 2971.10. 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 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 -560.4 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 -560.4 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 -560.4 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 -560.4 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 -560.4 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
