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GRASIM

Grasim Industries Ltd
2836.7 +38.90 (1.39%)
L: 2796.6 H: 2845.2

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Historical option data for GRASIM

12 Dec 2025 04:11 PM IST
GRASIM 30-DEC-2025 2460 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2836.70 503.15 0 - 0 0 0
11 Dec 2797.80 503.15 0 - 0 0 0
10 Dec 2746.80 503.15 0 - 0 0 0
8 Dec 2744.20 503.15 0 - 0 0 0
5 Dec 2747.00 503.15 0 - 0 0 0
3 Dec 2720.30 503.15 0 - 0 0 0
2 Dec 2735.00 503.15 0 - 0 0 0
28 Nov 2739.40 503.15 0 - 0 0 0
26 Nov 2744.00 503.15 0 - 0 0 0
24 Nov 2688.70 503.15 0 - 0 0 0


For Grasim Industries Ltd - strike price 2460 expiring on 30DEC2025

Delta for 2460 CE is -

Historical price for 2460 CE is as follows

On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 503.15, 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 Dec GRASIM was trading at 2797.80. The strike last trading price was 503.15, 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 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 503.15, 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 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 503.15, 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 Dec GRASIM was trading at 2747.00. The strike last trading price was 503.15, 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 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 503.15, 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 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 503.15, 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 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 503.15, 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 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 503.15, 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 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 503.15, 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 30DEC2025 2460 PE
Delta: -0.01
Vega: 0.18
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2836.70 0.7 0.2 29.30 6 0 4
11 Dec 2797.80 0.5 0 - 0 0 4
10 Dec 2746.80 0.5 0 - 0 0 4
8 Dec 2744.20 0.5 0 - 1 0 5
5 Dec 2747.00 0.85 -2.9 21.17 8 0 9
3 Dec 2720.30 1.65 -2.35 20.80 7 4 8
2 Dec 2735.00 4 -0.45 - 0 0 0
28 Nov 2739.40 4 -0.45 - 0 0 0
26 Nov 2744.00 4 -0.45 - 0 0 0
24 Nov 2688.70 4 -0.45 19.51 4 3 3


For Grasim Industries Ltd - strike price 2460 expiring on 30DEC2025

Delta for 2460 PE is -0.01

Historical price for 2460 PE is as follows

On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 4


On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 0.85, which was -2.9 lower than the previous day. The implied volatity was 21.17, the open interest changed by 0 which decreased total open position to 9


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 1.65, which was -2.35 lower than the previous day. The implied volatity was 20.80, the open interest changed by 4 which increased total open position to 8


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was 19.51, the open interest changed by 3 which increased total open position to 3