GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2746.00 | 259.9 | 24.9 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2744.20 | 259.9 | 24.9 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 2747.00 | 259.9 | 24.9 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2730.40 | 259.9 | 24.9 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2720.30 | 259.9 | 24.9 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2735.00 | 259.9 | 24.9 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2731.50 | 259.9 | 24.9 | - | 0 | -1 | 0 | |||||||||
| 28 Nov | 2739.40 | 259.9 | 24.9 | - | 1 | 0 | 5 | |||||||||
| 27 Nov | 2740.00 | 235 | 20 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2744.00 | 235 | 20 | - | 0 | 1 | 0 | |||||||||
| 25 Nov | 2686.80 | 235 | 20 | 31.11 | 3 | 1 | 5 | |||||||||
| 24 Nov | 2688.70 | 215 | -64.35 | 21.63 | 1 | 0 | 3 | |||||||||
| 20 Nov | 2748.60 | 279.35 | 4.85 | 17.69 | 1 | 0 | 3 | |||||||||
| 19 Nov | 2744.70 | 274.5 | 36.5 | 19.01 | 1 | 0 | 2 | |||||||||
| 18 Nov | 2762.00 | 238 | -227.65 | - | 0 | 0 | 0 | |||||||||
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| 17 Nov | 2790.30 | 238 | -227.65 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2775.80 | 238 | -227.65 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2762.90 | 238 | -227.65 | - | 0 | 2 | 0 | |||||||||
| 7 Nov | 2724.60 | 238 | -227.65 | - | 3 | 1 | 1 | |||||||||
| 6 Nov | 2700.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2500 expiring on 30DEC2025
Delta for 2500 CE is -
Historical price for 2500 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 259.9, which was 24.9 higher 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 259.9, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 259.9, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 259.9, which was 24.9 higher 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 259.9, which was 24.9 higher 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 259.9, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 259.9, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 259.9, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 235, which was 20 higher 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 235, which was 20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 235, which was 20 higher than the previous day. The implied volatity was 31.11, the open interest changed by 1 which increased total open position to 5
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 215, which was -64.35 lower than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 3
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 279.35, which was 4.85 higher than the previous day. The implied volatity was 17.69, the open interest changed by 0 which decreased total open position to 3
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 274.5, which was 36.5 higher than the previous day. The implied volatity was 19.01, the open interest changed by 0 which decreased total open position to 2
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 238, which was -227.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 238, which was -227.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 238, which was -227.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 238, which was -227.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 238, which was -227.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 6 Nov GRASIM was trading at 2700.10. 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 30DEC2025 2500 PE | |||||||
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Delta: -0.02
Vega: 0.32
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 1 | -0.2 | 20.47 | 11 | -2 | 634 |
| 8 Dec | 2744.20 | 1.2 | -0.05 | 20.15 | 21 | -1 | 646 |
| 5 Dec | 2747.00 | 1.25 | -0.65 | 19.80 | 39 | -15 | 653 |
| 4 Dec | 2730.40 | 1.85 | -0.55 | 19.33 | 87 | 9 | 668 |
| 3 Dec | 2720.30 | 2.4 | 0.6 | 19.43 | 6 | 0 | 659 |
| 2 Dec | 2735.00 | 1.8 | -0.6 | 19.14 | 21 | 3 | 661 |
| 1 Dec | 2731.50 | 2.4 | 0.15 | 19.42 | 55 | -21 | 658 |
| 28 Nov | 2739.40 | 2.25 | 0.15 | 19.07 | 15 | 11 | 677 |
| 27 Nov | 2740.00 | 2 | -0.6 | 18.32 | 269 | 130 | 666 |
| 26 Nov | 2744.00 | 2.5 | -3.2 | 18.95 | 563 | 376 | 536 |
| 25 Nov | 2686.80 | 5.9 | 0.25 | 18.91 | 62 | 27 | 159 |
| 24 Nov | 2688.70 | 6 | 1.9 | 18.58 | 158 | 63 | 130 |
| 20 Nov | 2748.60 | 4.1 | -1.45 | 20.25 | 17 | -1 | 67 |
| 19 Nov | 2744.70 | 5.55 | 0.2 | 20.91 | 17 | 2 | 67 |
| 18 Nov | 2762.00 | 5.35 | 0 | 21.19 | 16 | 7 | 65 |
| 17 Nov | 2790.30 | 5.25 | -1.85 | 23.19 | 62 | 25 | 58 |
| 11 Nov | 2775.80 | 7.1 | -0.45 | 22.07 | 2 | 0 | 33 |
| 10 Nov | 2762.90 | 7.55 | -5.45 | 21.74 | 9 | 0 | 40 |
| 7 Nov | 2724.60 | 13 | 1.35 | 22.38 | 26 | 20 | 39 |
| 6 Nov | 2700.10 | 13 | 6.5 | 20.68 | 19 | 18 | 18 |
For Grasim Industries Ltd - strike price 2500 expiring on 30DEC2025
Delta for 2500 PE is -0.02
Historical price for 2500 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 20.47, the open interest changed by -2 which decreased total open position to 634
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 20.15, the open interest changed by -1 which decreased total open position to 646
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 19.80, the open interest changed by -15 which decreased total open position to 653
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 19.33, the open interest changed by 9 which increased total open position to 668
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 2.4, which was 0.6 higher than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 659
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 1.8, which was -0.6 lower than the previous day. The implied volatity was 19.14, the open interest changed by 3 which increased total open position to 661
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 19.42, the open interest changed by -21 which decreased total open position to 658
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 19.07, the open interest changed by 11 which increased total open position to 677
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 18.32, the open interest changed by 130 which increased total open position to 666
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 2.5, which was -3.2 lower than the previous day. The implied volatity was 18.95, the open interest changed by 376 which increased total open position to 536
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 5.9, which was 0.25 higher than the previous day. The implied volatity was 18.91, the open interest changed by 27 which increased total open position to 159
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 6, which was 1.9 higher than the previous day. The implied volatity was 18.58, the open interest changed by 63 which increased total open position to 130
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 4.1, which was -1.45 lower than the previous day. The implied volatity was 20.25, the open interest changed by -1 which decreased total open position to 67
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 5.55, which was 0.2 higher than the previous day. The implied volatity was 20.91, the open interest changed by 2 which increased total open position to 67
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 21.19, the open interest changed by 7 which increased total open position to 65
On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 5.25, which was -1.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by 25 which increased total open position to 58
On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 7.1, which was -0.45 lower than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 33
On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 7.55, which was -5.45 lower than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 40
On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 13, which was 1.35 higher than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 39
On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 13, which was 6.5 higher than the previous day. The implied volatity was 20.68, the open interest changed by 18 which increased total open position to 18































































































































































































































