GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2520 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 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2744.20 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 2747.00 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2730.40 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2720.30 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2735.00 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2731.50 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2739.40 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2740.00 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2744.00 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 25 Nov | 2686.80 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 2688.70 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 2734.80 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2748.60 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2744.70 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2762.00 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2790.30 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2775.80 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2762.90 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2724.60 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2700.10 | 314.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2520 expiring on 30DEC2025
Delta for 2520 CE is -
Historical price for 2520 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 314.8, 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 314.8, 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 314.8, 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 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 314.8, 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 314.8, 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 314.8, 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 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 314.8, 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 314.8, 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 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 314.8, 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 314.8, 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 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 314.8, 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 314.8, 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 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 314.8, 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 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 314.8, 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 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 314.8, 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 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 314.8, 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 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 314.8, 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 Nov GRASIM was trading at 2775.80. The strike last trading price was 314.8, 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 Nov GRASIM was trading at 2762.90. The strike last trading price was 314.8, 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 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 314.8, 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 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 314.8, 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 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.46
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 1.7 | -1.1 | 20.78 | 2 | 0 | 155 |
| 8 Dec | 2744.20 | 2.8 | -0.4 | - | 0 | 0 | 155 |
| 5 Dec | 2747.00 | 2.8 | -0.4 | - | 0 | 0 | 0 |
| 4 Dec | 2730.40 | 2.8 | -0.4 | - | 0 | 2 | 0 |
| 3 Dec | 2720.30 | 2.8 | -0.4 | 18.60 | 3 | 0 | 153 |
| 2 Dec | 2735.00 | 3.2 | -3.8 | - | 0 | 0 | 0 |
| 1 Dec | 2731.50 | 3.2 | -3.8 | - | 0 | 0 | 0 |
| 28 Nov | 2739.40 | 3.2 | -3.8 | - | 0 | 0 | 0 |
| 27 Nov | 2740.00 | 3.2 | -3.8 | - | 0 | 88 | 0 |
| 26 Nov | 2744.00 | 3.2 | -3.8 | 18.60 | 171 | 88 | 153 |
| 25 Nov | 2686.80 | 7 | 1.95 | 18.28 | 1 | 0 | 65 |
| 24 Nov | 2688.70 | 5.05 | 0.15 | 16.42 | 1 | 0 | 66 |
| 21 Nov | 2734.80 | 4.9 | 0.45 | 18.35 | 1 | 0 | 66 |
| 20 Nov | 2748.60 | 4.45 | -1.75 | 19.27 | 14 | 11 | 65 |
| 19 Nov | 2744.70 | 6.2 | -1 | 20.18 | 18 | 8 | 55 |
| 18 Nov | 2762.00 | 7.2 | 0.9 | 21.42 | 12 | 1 | 46 |
| 17 Nov | 2790.30 | 6.3 | -2.35 | 22.91 | 36 | 17 | 45 |
| 11 Nov | 2775.80 | 8.65 | -6.4 | - | 0 | 0 | 0 |
| 10 Nov | 2762.90 | 8.65 | -6.4 | 21.28 | 2 | 0 | 28 |
| 7 Nov | 2724.60 | 15.05 | -0.1 | 22.07 | 32 | 9 | 29 |
| 6 Nov | 2700.10 | 16.45 | -23.3 | 20.92 | 23 | 19 | 19 |
For Grasim Industries Ltd - strike price 2520 expiring on 30DEC2025
Delta for 2520 PE is -0.03
Historical price for 2520 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 1.7, which was -1.1 lower than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 155
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 2.8, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 155
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 2.8, which was -0.4 lower 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 2.8, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 2.8, which was -0.4 lower than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 153
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 3.2, which was -3.8 lower 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 3.2, which was -3.8 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 3.2, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 3.2, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 0
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 3.2, which was -3.8 lower than the previous day. The implied volatity was 18.60, the open interest changed by 88 which increased total open position to 153
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 7, which was 1.95 higher than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 65
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 5.05, which was 0.15 higher than the previous day. The implied volatity was 16.42, the open interest changed by 0 which decreased total open position to 66
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 4.9, which was 0.45 higher than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 66
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 4.45, which was -1.75 lower than the previous day. The implied volatity was 19.27, the open interest changed by 11 which increased total open position to 65
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 6.2, which was -1 lower than the previous day. The implied volatity was 20.18, the open interest changed by 8 which increased total open position to 55
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 7.2, which was 0.9 higher than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 46
On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 6.3, which was -2.35 lower than the previous day. The implied volatity was 22.91, the open interest changed by 17 which increased total open position to 45
On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 8.65, which was -6.4 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 8.65, which was -6.4 lower than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 28
On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 15.05, which was -0.1 lower than the previous day. The implied volatity was 22.07, the open interest changed by 9 which increased total open position to 29
On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 16.45, which was -23.3 lower than the previous day. The implied volatity was 20.92, the open interest changed by 19 which increased total open position to 19































































































































































































































