[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2746 +1.80 (0.07%)
L: 2726.5 H: 2779.6

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Historical option data for GRASIM

09 Dec 2025 04:11 PM IST
GRASIM 30-DEC-2025 2500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.02
Vega: 0.32
Theta: -0.14
Gamma: 0.00
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