Historical option data for GRASIM
26 May 2026 04:10 PM IST
| GRASIM 30-Jun-2026 (34d) 3120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.04
Theta: -1.3
Gamma: 0.00174
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.65
Historical price for 3120 CE is as follows
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 (34d) 3120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.04
Theta: -0.84
Gamma: 0.0018
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.37
Historical price for 3120 PE is as follows
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
