Historical option data for GRASIM
11 Jun 2026 04:12 PM IST
| GRASIM 30-Jun-2026 (18d) 3240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.02
Theta: -1.08
Gamma: 0.00177
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 3089.50 | 13.15 | -0.85 (-6.07%) | 20.31 | 49 | 0 | 154 | |||||||||
| 10 Jun | 3071.20 | 13.9 | -5.1 (-26.84%) | 21.62 | 136 | 6 | 155 | |||||||||
| 9 Jun | 3095.50 | 19.2 | 5.4 (39.13%) | 21.68 | 219 | 34 | 149 | |||||||||
| 8 Jun | 3050.10 | 13.8 | -6.2 (-31.00%) | 22.36 | 85 | -25 | 116 | |||||||||
| 5 Jun | 3087.70 | 19.5 | -7.5 (-27.78%) | 20.1 | 93 | 13 | 144 | |||||||||
| 4 Jun | 3103.50 | 24 | -5 (-17.24%) | 20.64 | 139 | 29 | 132 | |||||||||
| 3 Jun | 3101.60 | 29.3 | 3.3 (12.69%) | 21.5 | 21 | 8 | 104 | |||||||||
| 2 Jun | 3097.60 | 26.05 | -1.95 (-6.96%) | 20.56 | 102 | -7 | 96 | |||||||||
| 1 Jun | 3102.60 | 26.55 | -15.45 (-36.79%) | 20.69 | 139 | -2 | 103 | |||||||||
| 29 May | 3122.40 | 40.15 | -17.85 (-30.78%) | 19.52 | 131 | 22 | 105 | |||||||||
| 27 May | 3170.00 | 58.5 | -1.5 (-2.50%) | 21.2 | 106 | 7 | 86 | |||||||||
| 26 May | 3165.00 | 60.75 | -4.25 (-6.54%) | 21.96 | 93 | 26 | 81 | |||||||||
| 25 May | 3171.60 | 65 | -2 (-2.99%) | 21.79 | 22 | 3 | 54 | |||||||||
| 22 May | 3155.30 | 68 | -5 (-6.85%) | 23.08 | 48 | -1 | 50 | |||||||||
| 21 May | 3154.50 | 73.75 | 45.75 (163.39%) | 23.67 | 131 | 50 | 53 | |||||||||
| 20 May | 2971.10 | 30 | 20 (200.00%) | 26.5 | 3 | 1 | 1 | |||||||||
| 11 May | 2984.20 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Grasim Industries Ltd - strike price 3240 expiring on 30JUN2026
Delta for 3240 CE is 0.17
Historical price for 3240 CE is as follows
On 11 Jun GRASIM was trading at 3089.50. The strike last trading price was 13.15, which was -0.85 lower than the previous day. The implied volatity was 20.31, the open interest changed by 0 which decreased total open position to 154
On 10 Jun GRASIM was trading at 3071.20. The strike last trading price was 13.9, which was -5.1 lower than the previous day. The implied volatity was 21.62, the open interest changed by 6 which increased total open position to 155
On 9 Jun GRASIM was trading at 3095.50. The strike last trading price was 19.2, which was 5.4 higher than the previous day. The implied volatity was 21.68, the open interest changed by 34 which increased total open position to 149
On 8 Jun GRASIM was trading at 3050.10. The strike last trading price was 13.8, which was -6.2 lower than the previous day. The implied volatity was 22.36, the open interest changed by -25 which decreased total open position to 116
On 5 Jun GRASIM was trading at 3087.70. The strike last trading price was 19.5, which was -7.5 lower than the previous day. The implied volatity was 20.1, the open interest changed by 13 which increased total open position to 144
On 4 Jun GRASIM was trading at 3103.50. The strike last trading price was 24, which was -5 lower than the previous day. The implied volatity was 20.64, the open interest changed by 29 which increased total open position to 132
On 3 Jun GRASIM was trading at 3101.60. The strike last trading price was 29.3, which was 3.3 higher than the previous day. The implied volatity was 21.5, the open interest changed by 8 which increased total open position to 104
On 2 Jun GRASIM was trading at 3097.60. The strike last trading price was 26.05, which was -1.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by -7 which decreased total open position to 96
On 1 Jun GRASIM was trading at 3102.60. The strike last trading price was 26.55, which was -15.45 lower than the previous day. The implied volatity was 20.69, the open interest changed by -2 which decreased total open position to 103
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 40.15, which was -17.85 lower than the previous day. The implied volatity was 19.52, the open interest changed by 22 which increased total open position to 105
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 58.5, which was -1.5 lower than the previous day. The implied volatity was 21.2, the open interest changed by 7 which increased total open position to 86
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 60.75, which was -4.25 lower than the previous day. The implied volatity was 21.96, the open interest changed by 26 which increased total open position to 81
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 65, which was -2 lower than the previous day. The implied volatity was 21.79, the open interest changed by 3 which increased total open position to 54
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 68, which was -5 lower than the previous day. The implied volatity was 23.08, the open interest changed by -1 which decreased total open position to 50
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 73.75, which was 45.75 higher than the previous day. The implied volatity was 23.67, the open interest changed by 50 which increased total open position to 53
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 30, which was 20 higher than the previous day. The implied volatity was 26.5, the open interest changed by 1 which increased total open position to 1
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| GRASIM 30-Jun-2026 (18d) 3240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 3089.50 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 10 Jun | 3071.20 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 9 Jun | 3095.50 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 8 Jun | 3050.10 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 5 Jun | 3087.70 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 4 Jun | 3103.50 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 3 Jun | 3101.60 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 2 Jun | 3097.60 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 1 Jun | 3102.60 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 29 May | 3122.40 | 109.75 | 109.75 | - | 2 | 0 | 1 |
| 27 May | 3170.00 | 109.75 | 109.75 (-2.92%) | 20.3 | 2 | 0 | 1 |
| 26 May | 3165.00 | 109.75 | -3.3 (-2.92%) | 20.3 | 2 | -1 | 0 |
| 25 May | 3171.60 | 113.05 | -521.15 (-82.17%) | 21.27 | 1 | 0 | 0 |
| 22 May | 3155.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 3154.50 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 2971.10 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 2984.20 | 0 | 0 | - | 0 | 10 | 10 |
For Grasim Industries Ltd - strike price 3240 expiring on 30JUN2026
Delta for 3240 PE is -
Historical price for 3240 PE is as follows
On 11 Jun GRASIM was trading at 3089.50. The strike last trading price was 109.75, which was 109.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun GRASIM was trading at 3071.20. The strike last trading price was 109.75, which was 109.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun GRASIM was trading at 3095.50. The strike last trading price was 109.75, which was 109.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun GRASIM was trading at 3050.10. The strike last trading price was 109.75, which was 109.75 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 109.75, which was 109.75 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 109.75, which was 109.75 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 109.75, which was 109.75 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 109.75, which was 109.75 higher than the previous day. The implied volatity was -, 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 109.75, which was 109.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 109.75, which was 109.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 109.75, which was 109.75 higher than the previous day. The implied volatity was 20.3, the open interest changed by 0 which decreased total open position to 1
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 109.75, which was -3.3 lower than the previous day. The implied volatity was 20.3, the open interest changed by -1 which decreased total open position to 0
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 113.05, which was -521.15 lower than the previous day. The implied volatity was 21.27, the open interest changed by 0 which decreased total open position to 0
On 22 May GRASIM was trading at 3155.30. 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 21 May GRASIM was trading at 3154.50. 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 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 11 May GRASIM was trading at 2984.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
