GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2540 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 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2744.20 | 230.8 | -198 | - | 0 | 0 | 2 | |||||||||
| 5 Dec | 2747.00 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2730.40 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2720.30 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2735.00 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2731.50 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2739.40 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2740.00 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2744.00 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 2686.80 | 230.8 | -198 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 2688.70 | 230.8 | -198 | - | 0 | 2 | 0 | |||||||||
| 21 Nov | 2734.80 | 230.8 | -198 | 26.11 | 2 | 1 | 1 | |||||||||
| 20 Nov | 2748.60 | 428.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2744.70 | 428.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2762.00 | 428.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2790.30 | 428.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2775.80 | 428.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2762.90 | 428.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2724.60 | 428.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Nov | 2700.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2540 expiring on 30DEC2025
Delta for 2540 CE is -
Historical price for 2540 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 230.8, which was -198 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 230.8, which was -198 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 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 230.8, which was -198 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 230.8, which was -198 lower than the previous day. The implied volatity was 26.11, the open interest changed by 1 which increased total open position to 1
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 428.8, 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 428.8, 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 428.8, 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 428.8, 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 428.8, 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 428.8, 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 428.8, 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 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 2540 PE | |||||||
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Delta: -0.04
Vega: 0.53
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 2 | 0 | 20.16 | 17 | -5 | 383 |
| 8 Dec | 2744.20 | 2.1 | -0.75 | 18.90 | 54 | 3 | 388 |
| 5 Dec | 2747.00 | 2 | -1.2 | 18.48 | 10 | 3 | 385 |
| 4 Dec | 2730.40 | 3.2 | -1 | - | 0 | 0 | 0 |
| 3 Dec | 2720.30 | 3.2 | -1 | - | 0 | 0 | 0 |
| 2 Dec | 2735.00 | 3.2 | -1 | 18.50 | 20 | 0 | 382 |
| 1 Dec | 2731.50 | 4.2 | 2 | 18.84 | 53 | 15 | 384 |
| 28 Nov | 2739.40 | 2.2 | -1.4 | 16.48 | 3 | 1 | 367 |
| 27 Nov | 2740.00 | 3.6 | -0.25 | 17.87 | 308 | 233 | 365 |
| 26 Nov | 2744.00 | 3.95 | -5.05 | 18.12 | 143 | 90 | 128 |
| 25 Nov | 2686.80 | 9 | 0.2 | 18.06 | 6 | 0 | 37 |
| 24 Nov | 2688.70 | 9 | 2.85 | 17.64 | 9 | 2 | 37 |
| 21 Nov | 2734.80 | 6.15 | 0.1 | 18.03 | 3 | 0 | 34 |
| 20 Nov | 2748.60 | 5.8 | -1.65 | 19.18 | 19 | 15 | 32 |
| 19 Nov | 2744.70 | 7.45 | -1.8 | 19.79 | 26 | 17 | 17 |
| 18 Nov | 2762.00 | 9.25 | 0 | 6.86 | 0 | 0 | 0 |
| 17 Nov | 2790.30 | 9.25 | 0 | 7.85 | 0 | 0 | 0 |
| 11 Nov | 2775.80 | 9.25 | 0 | 6.95 | 0 | 0 | 0 |
| 10 Nov | 2762.90 | 9.25 | 0 | 6.69 | 0 | 0 | 0 |
| 7 Nov | 2724.60 | 9.25 | 0 | 5.66 | 0 | 0 | 0 |
| 6 Nov | 2700.10 | 0 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2540 expiring on 30DEC2025
Delta for 2540 PE is -0.04
Historical price for 2540 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 20.16, the open interest changed by -5 which decreased total open position to 383
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 18.90, the open interest changed by 3 which increased total open position to 388
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 2, which was -1.2 lower than the previous day. The implied volatity was 18.48, the open interest changed by 3 which increased total open position to 385
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 3.2, which was -1 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 3.2, which was -1 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 3.2, which was -1 lower than the previous day. The implied volatity was 18.50, the open interest changed by 0 which decreased total open position to 382
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 4.2, which was 2 higher than the previous day. The implied volatity was 18.84, the open interest changed by 15 which increased total open position to 384
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 2.2, which was -1.4 lower than the previous day. The implied volatity was 16.48, the open interest changed by 1 which increased total open position to 367
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 3.6, which was -0.25 lower than the previous day. The implied volatity was 17.87, the open interest changed by 233 which increased total open position to 365
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 3.95, which was -5.05 lower than the previous day. The implied volatity was 18.12, the open interest changed by 90 which increased total open position to 128
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 9, which was 0.2 higher than the previous day. The implied volatity was 18.06, the open interest changed by 0 which decreased total open position to 37
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 9, which was 2.85 higher than the previous day. The implied volatity was 17.64, the open interest changed by 2 which increased total open position to 37
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 6.15, which was 0.1 higher than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 34
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 5.8, which was -1.65 lower than the previous day. The implied volatity was 19.18, the open interest changed by 15 which increased total open position to 32
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 7.45, which was -1.8 lower than the previous day. The implied volatity was 19.79, the open interest changed by 17 which increased total open position to 17
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 6.86, 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 9.25, which was 0 lower than the previous day. The implied volatity was 7.85, 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 9.25, which was 0 lower than the previous day. The implied volatity was 6.95, 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 9.25, which was 0 lower than the previous day. The implied volatity was 6.69, 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 9.25, which was 0 lower than the previous day. The implied volatity was 5.66, 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 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































































































































































































































