You may be underestimating the grief and sadness associated with the death of your grandfather. It was a very recent passing. That event likely accounts for a major part of your depression. Losing a loved one is exceedingly difficult, especially when it is your first major loss. Many people would have a similar reaction to losing someone they love.
You feel that you “should be over it.” I would disagree. There is no identified period of time in which an individual “should” complete grieving the loss of a loved one. Generally, at a minimum, it can take six months to one year to come to terms with the loss of a loved one. Please don’t mistake the phrase “come to terms” with “getting over it.” No one “gets over” the loss of a loved one. It is a process of adjusting to the loss.
Grieving is a process. It takes time. Profound feelings of loss do not simply vanish. They usually diminish over time. In addition, healthy grieving often requires the assistance and support of others. Sometimes professional help is required and I believe that this may be one of those occasions. A therapist or a grief support group could be of tremendous benefit to you. I would recommend discussing those options with your parents. Symptoms of depression, regardless of their source, necessitate treatment.
Finally, when you feel ready, I would recommend finding ways to commemorate your grandfather. Celebrating his life could facilitate the healing process. Please take care.