Historical option data for GRASIM
08 Jun 2026 11:33 AM IST
| GRASIM 30-Jun-2026 (22d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.03
Theta: -1.67
Gamma: 0.00237
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 3075.90 | 60.05 | -5.95 (-9.02%) | 22.01 | 562 | 73 | 651 | |||||||||
| 5 Jun | 3087.70 | 67.45 | -14.55 (-17.74%) | 20.18 | 1,051 | 65 | 580 | |||||||||
| 4 Jun | 3103.50 | 80.4 | 0.4 (0.50%) | 22.36 | 2,091 | -36 | 515 | |||||||||
| 3 Jun | 3101.60 | 79 | 1 (1.28%) | 21.98 | 730 | 73 | 551 | |||||||||
| 2 Jun | 3097.60 | 80.25 | -1.75 (-2.13%) | 20.89 | 808 | 148 | 483 | |||||||||
| 1 Jun | 3102.60 | 80.85 | -27.15 (-25.14%) | 21.18 | 488 | 62 | 338 | |||||||||
| 29 May | 3122.40 | 108.45 | -25.55 (-19.07%) | 22.17 | 194 | -13 | 280 | |||||||||
| 27 May | 3170.00 | 135.05 | 2.05 (1.54%) | 21.73 | 83 | -17 | 293 | |||||||||
| 26 May | 3165.00 | 131.05 | -10.95 (-7.71%) | 21.94 | 284 | -21 | 316 | |||||||||
| 25 May | 3171.60 | 143 | 5 (3.62%) | 23.32 | 234 | -7 | 336 | |||||||||
| 22 May | 3155.30 | 140 | -5 (-3.45%) | 23.44 | 560 | -27 | 344 | |||||||||
| 21 May | 3154.50 | 151.4 | 89.4 (144.19%) | 25.65 | 2,975 | 330 | 363 | |||||||||
| 20 May | 2971.10 | 63 | 14 (28.57%) | 26.57 | 37 | 28 | 33 | |||||||||
| 19 May | 2935.20 | 49 | 0 (0.00%) | 24.67 | 0 | 0 | 5 | |||||||||
| 18 May | 2943.80 | 49 | -19 (-27.94%) | 24.67 | 4 | 2 | 3 | |||||||||
| 15 May | 2933.80 | 68 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 2938.70 | 68 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 2945.60 | 68 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 2903.00 | 68 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 2984.20 | 68 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 2968.60 | 68 | 30.2 (79.89%) | 24.96 | 1 | 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 | |||||||||
For Grasim Industries Ltd - strike price 3100 expiring on 30JUN2026
Delta for 3100 CE is 0.48
Historical price for 3100 CE is as follows
On 8 Jun GRASIM was trading at 3075.90. The strike last trading price was 60.05, which was -5.95 lower than the previous day. The implied volatity was 22.01, the open interest changed by 73 which increased total open position to 651
On 5 Jun GRASIM was trading at 3087.70. The strike last trading price was 67.45, which was -14.55 lower than the previous day. The implied volatity was 20.18, the open interest changed by 65 which increased total open position to 580
On 4 Jun GRASIM was trading at 3103.50. The strike last trading price was 80.4, which was 0.4 higher than the previous day. The implied volatity was 22.36, the open interest changed by -36 which decreased total open position to 515
On 3 Jun GRASIM was trading at 3101.60. The strike last trading price was 79, which was 1 higher than the previous day. The implied volatity was 21.98, the open interest changed by 73 which increased total open position to 551
On 2 Jun GRASIM was trading at 3097.60. The strike last trading price was 80.25, which was -1.75 lower than the previous day. The implied volatity was 20.89, the open interest changed by 148 which increased total open position to 483
On 1 Jun GRASIM was trading at 3102.60. The strike last trading price was 80.85, which was -27.15 lower than the previous day. The implied volatity was 21.18, the open interest changed by 62 which increased total open position to 338
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 108.45, which was -25.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by -13 which decreased total open position to 280
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 135.05, which was 2.05 higher than the previous day. The implied volatity was 21.73, the open interest changed by -17 which decreased total open position to 293
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 131.05, which was -10.95 lower than the previous day. The implied volatity was 21.94, the open interest changed by -21 which decreased total open position to 316
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 143, which was 5 higher than the previous day. The implied volatity was 23.32, the open interest changed by -7 which decreased total open position to 336
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 140, which was -5 lower than the previous day. The implied volatity was 23.44, the open interest changed by -27 which decreased total open position to 344
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 151.4, which was 89.4 higher than the previous day. The implied volatity was 25.65, the open interest changed by 330 which increased total open position to 363
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 63, which was 14 higher than the previous day. The implied volatity was 26.57, the open interest changed by 28 which increased total open position to 33
On 19 May GRASIM was trading at 2935.20. The strike last trading price was 49, which was 0 lower than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 5
On 18 May GRASIM was trading at 2943.80. The strike last trading price was 49, which was -19 lower than the previous day. The implied volatity was 24.67, the open interest changed by 2 which increased total open position to 3
On 15 May GRASIM was trading at 2933.80. The strike last trading price was 68, 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 14 May GRASIM was trading at 2938.70. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May GRASIM was trading at 2968.60. The strike last trading price was 68, which was 30.2 higher than the previous day. The implied volatity was 24.96, 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
| GRASIM 30-Jun-2026 (22d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.03
Theta: -1.03
Gamma: 0.00269
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 3075.90 | 67.1 | 5.5 (8.93%) | 19.41 | 573 | 46 | 525 |
| 5 Jun | 3087.70 | 58.95 | 6.2 (11.75%) | 18.86 | 655 | 9 | 480 |
| 4 Jun | 3103.50 | 54.75 | -3.1 (-5.36%) | 18.31 | 659 | -30 | 475 |
| 3 Jun | 3101.60 | 58.8 | 1.2 (2.08%) | 18.73 | 691 | 21 | 503 |
| 2 Jun | 3097.60 | 55.8 | -4.85 (-8.00%) | 18.48 | 857 | -57 | 483 |
| 1 Jun | 3102.60 | 60.5 | 12.5 (26.04%) | 19.09 | 1,250 | 81 | 533 |
| 29 May | 3122.40 | 46.7 | 7.75 (19.90%) | 17.53 | 681 | -93 | 454 |
| 27 May | 3170.00 | 38.45 | -9.35 (-19.56%) | 19.1 | 520 | 31 | 548 |
| 26 May | 3165.00 | 48 | -1.7 (-3.42%) | 20.95 | 452 | 20 | 516 |
| 25 May | 3171.60 | 46.9 | -12.6 (-21.18%) | 21.34 | 398 | 61 | 496 |
| 22 May | 3155.30 | 58.95 | -6.6 (-10.07%) | 22.74 | 408 | 73 | 434 |
| 21 May | 3154.50 | 64 | -96 (-60.00%) | 23.97 | 824 | 360 | 362 |
| 20 May | 2971.10 | 160 | -5 (-3.03%) | 22.86 | 1 | 0 | 1 |
| 19 May | 2935.20 | 165 | 165 | - | 1 | 0 | 1 |
| 18 May | 2943.80 | 165 | 165 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 2933.80 | 165 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 2938.70 | 165 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 2945.60 | 165 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 2903.00 | 165 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 2984.20 | 165 | -158.95 (-49.07%) | 23.85 | 1 | 1 | 1 |
| 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 |
For Grasim Industries Ltd - strike price 3100 expiring on 30JUN2026
Delta for 3100 PE is -0.53
Historical price for 3100 PE is as follows
On 8 Jun GRASIM was trading at 3075.90. The strike last trading price was 67.1, which was 5.5 higher than the previous day. The implied volatity was 19.41, the open interest changed by 46 which increased total open position to 525
On 5 Jun GRASIM was trading at 3087.70. The strike last trading price was 58.95, which was 6.2 higher than the previous day. The implied volatity was 18.86, the open interest changed by 9 which increased total open position to 480
On 4 Jun GRASIM was trading at 3103.50. The strike last trading price was 54.75, which was -3.1 lower than the previous day. The implied volatity was 18.31, the open interest changed by -30 which decreased total open position to 475
On 3 Jun GRASIM was trading at 3101.60. The strike last trading price was 58.8, which was 1.2 higher than the previous day. The implied volatity was 18.73, the open interest changed by 21 which increased total open position to 503
On 2 Jun GRASIM was trading at 3097.60. The strike last trading price was 55.8, which was -4.85 lower than the previous day. The implied volatity was 18.48, the open interest changed by -57 which decreased total open position to 483
On 1 Jun GRASIM was trading at 3102.60. The strike last trading price was 60.5, which was 12.5 higher than the previous day. The implied volatity was 19.09, the open interest changed by 81 which increased total open position to 533
On 29 May GRASIM was trading at 3122.40. The strike last trading price was 46.7, which was 7.75 higher than the previous day. The implied volatity was 17.53, the open interest changed by -93 which decreased total open position to 454
On 27 May GRASIM was trading at 3170.00. The strike last trading price was 38.45, which was -9.35 lower than the previous day. The implied volatity was 19.1, the open interest changed by 31 which increased total open position to 548
On 26 May GRASIM was trading at 3165.00. The strike last trading price was 48, which was -1.7 lower than the previous day. The implied volatity was 20.95, the open interest changed by 20 which increased total open position to 516
On 25 May GRASIM was trading at 3171.60. The strike last trading price was 46.9, which was -12.6 lower than the previous day. The implied volatity was 21.34, the open interest changed by 61 which increased total open position to 496
On 22 May GRASIM was trading at 3155.30. The strike last trading price was 58.95, which was -6.6 lower than the previous day. The implied volatity was 22.74, the open interest changed by 73 which increased total open position to 434
On 21 May GRASIM was trading at 3154.50. The strike last trading price was 64, which was -96 lower than the previous day. The implied volatity was 23.97, the open interest changed by 360 which increased total open position to 362
On 20 May GRASIM was trading at 2971.10. The strike last trading price was 160, which was -5 lower than the previous day. The implied volatity was 22.86, 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 165, which was 165 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 165, which was 165 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 165, 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 14 May GRASIM was trading at 2938.70. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May GRASIM was trading at 2945.60. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May GRASIM was trading at 2903.00. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May GRASIM was trading at 2984.20. The strike last trading price was 165, which was -158.95 lower than the previous day. The implied volatity was 23.85, the open interest changed by 1 which increased total open position to 1
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
