[--[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 2540 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.04
Vega: 0.53
Theta: -0.23
Gamma: 0.00
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