The use of Volume Phase Holographic (VPH) gratings in astronomy is increasing worldwide due to its high efficiency, flexibility in manufacturing and lower costs. For example 3 of 4 SOAR Telescope spectrographs are based on VPH gratings. Following the growth in this technology use, tools are needed to characterize these gratings for their physical and diffraction efficiency properties. We developed, at Laboratorio Nacional de Astrofisica / MCT (LNA), Brazil, an assembly for characterization of VPH gratings. The relative efficiency of the gratings can be measured for specific angles or scanned through the grating operation angles. Furthermore surface flatness and mounting stress effects are measured using interferometric techniques. We present the experiment design and characteristics, describe the measurement procedures and show the characterization results for some gratings of the SOAR Telescope spectrograph STELES.