GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2560 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 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2744.20 | 211.1 | -74.05 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 2747.00 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2730.40 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2720.30 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2735.00 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2731.50 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2739.40 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2740.00 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2744.00 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 2686.80 | 211.1 | -74.05 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 2688.70 | 211.1 | -74.05 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 2734.80 | 211.1 | -74.05 | 24.47 | 1 | 0 | 0 | |||||||||
| 20 Nov | 2748.60 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2744.70 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2762.00 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2790.30 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Nov | 2775.80 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2762.90 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2724.60 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2700.10 | 285.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2560 expiring on 30DEC2025
Delta for 2560 CE is -
Historical price for 2560 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 211.1, which was -74.05 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 211.1, which was -74.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 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 211.1, which was -74.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 211.1, which was -74.05 lower than the previous day. The implied volatity was 24.47, 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 285.15, 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 285.15, 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 285.15, 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 285.15, 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 285.15, 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 285.15, 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 285.15, 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 285.15, 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 2560 PE | |||||||
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Delta: -0.04
Vega: 0.60
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 2.2 | -0.6 | 18.66 | 10 | -4 | 118 |
| 8 Dec | 2744.20 | 2.85 | 0.2 | 18.49 | 42 | 1 | 123 |
| 5 Dec | 2747.00 | 2.65 | -1.75 | 18.04 | 21 | 1 | 121 |
| 4 Dec | 2730.40 | 4.4 | -0.5 | 18.29 | 11 | 5 | 119 |
| 3 Dec | 2720.30 | 4.9 | 0.5 | 17.89 | 66 | 17 | 116 |
| 2 Dec | 2735.00 | 4.4 | -1.4 | 18.34 | 11 | -1 | 98 |
| 1 Dec | 2731.50 | 5.8 | 1 | 18.80 | 12 | 0 | 98 |
| 28 Nov | 2739.40 | 4.85 | 0.05 | 18.05 | 51 | 5 | 102 |
| 27 Nov | 2740.00 | 4.8 | -0.4 | 17.67 | 43 | 5 | 97 |
| 26 Nov | 2744.00 | 5.2 | -5.75 | 17.91 | 68 | -18 | 95 |
| 25 Nov | 2686.80 | 11.05 | 0.6 | 17.62 | 108 | 19 | 114 |
| 24 Nov | 2688.70 | 11.4 | 4 | 17.38 | 56 | 33 | 95 |
| 21 Nov | 2734.80 | 7.4 | 0.85 | 17.53 | 15 | 0 | 47 |
| 20 Nov | 2748.60 | 6.55 | -1.85 | 18.44 | 10 | 9 | 46 |
| 19 Nov | 2744.70 | 8.4 | -41.1 | 19.06 | 45 | 37 | 37 |
| 18 Nov | 2762.00 | 49.5 | 0 | 6.33 | 0 | 0 | 0 |
| 17 Nov | 2790.30 | 49.5 | 0 | 7.13 | 0 | 0 | 0 |
| 11 Nov | 2775.80 | 49.5 | 0 | 6.41 | 0 | 0 | 0 |
| 10 Nov | 2762.90 | 49.5 | 0 | 6.21 | 0 | 0 | 0 |
| 7 Nov | 2724.60 | 49.5 | 0 | 5.18 | 0 | 0 | 0 |
| 6 Nov | 2700.10 | 49.5 | 0 | 4.46 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2560 expiring on 30DEC2025
Delta for 2560 PE is -0.04
Historical price for 2560 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 2.2, which was -0.6 lower than the previous day. The implied volatity was 18.66, the open interest changed by -4 which decreased total open position to 118
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 2.85, which was 0.2 higher than the previous day. The implied volatity was 18.49, the open interest changed by 1 which increased total open position to 123
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 2.65, which was -1.75 lower than the previous day. The implied volatity was 18.04, the open interest changed by 1 which increased total open position to 121
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 4.4, which was -0.5 lower than the previous day. The implied volatity was 18.29, the open interest changed by 5 which increased total open position to 119
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 4.9, which was 0.5 higher than the previous day. The implied volatity was 17.89, the open interest changed by 17 which increased total open position to 116
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 4.4, which was -1.4 lower than the previous day. The implied volatity was 18.34, the open interest changed by -1 which decreased total open position to 98
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 5.8, which was 1 higher than the previous day. The implied volatity was 18.80, the open interest changed by 0 which decreased total open position to 98
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 18.05, the open interest changed by 5 which increased total open position to 102
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 4.8, which was -0.4 lower than the previous day. The implied volatity was 17.67, the open interest changed by 5 which increased total open position to 97
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 5.2, which was -5.75 lower than the previous day. The implied volatity was 17.91, the open interest changed by -18 which decreased total open position to 95
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 11.05, which was 0.6 higher than the previous day. The implied volatity was 17.62, the open interest changed by 19 which increased total open position to 114
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 11.4, which was 4 higher than the previous day. The implied volatity was 17.38, the open interest changed by 33 which increased total open position to 95
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 7.4, which was 0.85 higher than the previous day. The implied volatity was 17.53, the open interest changed by 0 which decreased total open position to 47
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 6.55, which was -1.85 lower than the previous day. The implied volatity was 18.44, the open interest changed by 9 which increased total open position to 46
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 8.4, which was -41.1 lower than the previous day. The implied volatity was 19.06, the open interest changed by 37 which increased total open position to 37
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 49.5, which was 0 lower than the previous day. The implied volatity was 6.33, 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 49.5, which was 0 lower than the previous day. The implied volatity was 7.13, 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 49.5, which was 0 lower than the previous day. The implied volatity was 6.41, 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 49.5, which was 0 lower than the previous day. The implied volatity was 6.21, 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 49.5, which was 0 lower than the previous day. The implied volatity was 5.18, 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 49.5, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0































































































































































































































