GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2620 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 | 144.15 | -213.8 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2744.20 | 144.15 | -213.8 | - | 0 | 0 | 26 | |||||||||
| 5 Dec | 2747.00 | 144.15 | -213.8 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2730.40 | 144.15 | -213.8 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 2720.30 | 144.15 | -213.8 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2735.00 | 144.15 | -213.8 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2731.50 | 144.15 | -213.8 | - | 0 | 26 | 0 | |||||||||
| 28 Nov | 2739.40 | 144.15 | -213.8 | 11.47 | 52 | 23 | 23 | |||||||||
| 27 Nov | 2740.00 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2744.00 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 2686.80 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 2688.70 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 2734.80 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2748.60 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2744.70 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2762.00 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2790.30 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2783.40 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2777.80 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2767.40 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2775.80 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2762.90 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2724.60 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2700.10 | 357.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2620 expiring on 30DEC2025
Delta for 2620 CE is -
Historical price for 2620 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 144.15, which was -213.8 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 144.15, which was -213.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 144.15, which was -213.8 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 144.15, which was -213.8 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 144.15, which was -213.8 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 144.15, which was -213.8 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 144.15, which was -213.8 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 0
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 144.15, which was -213.8 lower than the previous day. The implied volatity was 11.47, the open interest changed by 23 which increased total open position to 23
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 357.95, 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 357.95, 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 357.95, 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 357.95, 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 357.95, 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 357.95, 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 357.95, 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 357.95, 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 357.95, 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 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 357.95, 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 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 357.95, 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 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 357.95, 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 357.95, 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 357.95, 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 357.95, 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 357.95, 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 2620 PE | |||||||
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Delta: -0.11
Vega: 1.21
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 6.35 | -0.6 | 18.48 | 43 | -7 | 210 |
| 8 Dec | 2744.20 | 7.35 | 1.25 | 17.56 | 117 | 32 | 215 |
| 5 Dec | 2747.00 | 6.1 | -3.95 | 16.75 | 102 | 10 | 184 |
| 4 Dec | 2730.40 | 10.05 | -1.6 | 17.31 | 10 | 3 | 174 |
| 3 Dec | 2720.30 | 11.55 | 1.4 | 17.17 | 52 | -15 | 171 |
| 2 Dec | 2735.00 | 9.95 | -1.2 | 17.50 | 46 | 27 | 188 |
| 1 Dec | 2731.50 | 11.15 | 0.65 | 17.30 | 33 | -8 | 161 |
| 28 Nov | 2739.40 | 10.15 | 0.25 | 17.07 | 11 | 3 | 169 |
| 27 Nov | 2740.00 | 10.15 | -0.4 | 16.73 | 55 | 25 | 166 |
| 26 Nov | 2744.00 | 10.85 | -10.65 | 17.05 | 166 | 1 | 140 |
| 25 Nov | 2686.80 | 21.55 | 0.7 | 16.77 | 56 | 10 | 136 |
| 24 Nov | 2688.70 | 21.35 | 6.7 | 16.25 | 173 | 60 | 126 |
| 21 Nov | 2734.80 | 15 | 2.6 | 16.91 | 36 | 22 | 65 |
| 20 Nov | 2748.60 | 12.4 | -2.25 | 17.56 | 34 | 27 | 42 |
| 19 Nov | 2744.70 | 14.65 | -0.3 | 17.93 | 22 | 13 | 14 |
| 18 Nov | 2762.00 | 14.95 | -2.6 | 18.75 | 1 | 0 | 0 |
| 17 Nov | 2790.30 | 17.55 | 0 | 5.55 | 0 | 0 | 0 |
| 14 Nov | 2783.40 | 17.55 | 0 | 5.28 | 0 | 0 | 0 |
| 13 Nov | 2777.80 | 17.55 | 0 | 5.21 | 0 | 0 | 0 |
| 12 Nov | 2767.40 | 17.55 | 0 | 4.52 | 0 | 0 | 0 |
| 11 Nov | 2775.80 | 17.55 | 0 | 4.89 | 0 | 0 | 0 |
| 10 Nov | 2762.90 | 17.55 | 0 | 4.64 | 0 | 0 | 0 |
| 7 Nov | 2724.60 | 17.55 | 0 | 3.66 | 0 | 0 | 0 |
| 6 Nov | 2700.10 | 17.55 | 0 | 2.95 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2620 expiring on 30DEC2025
Delta for 2620 PE is -0.11
Historical price for 2620 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 6.35, which was -0.6 lower than the previous day. The implied volatity was 18.48, the open interest changed by -7 which decreased total open position to 210
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 7.35, which was 1.25 higher than the previous day. The implied volatity was 17.56, the open interest changed by 32 which increased total open position to 215
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 6.1, which was -3.95 lower than the previous day. The implied volatity was 16.75, the open interest changed by 10 which increased total open position to 184
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 10.05, which was -1.6 lower than the previous day. The implied volatity was 17.31, the open interest changed by 3 which increased total open position to 174
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 11.55, which was 1.4 higher than the previous day. The implied volatity was 17.17, the open interest changed by -15 which decreased total open position to 171
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 9.95, which was -1.2 lower than the previous day. The implied volatity was 17.50, the open interest changed by 27 which increased total open position to 188
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 11.15, which was 0.65 higher than the previous day. The implied volatity was 17.30, the open interest changed by -8 which decreased total open position to 161
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 10.15, which was 0.25 higher than the previous day. The implied volatity was 17.07, the open interest changed by 3 which increased total open position to 169
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 10.15, which was -0.4 lower than the previous day. The implied volatity was 16.73, the open interest changed by 25 which increased total open position to 166
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 10.85, which was -10.65 lower than the previous day. The implied volatity was 17.05, the open interest changed by 1 which increased total open position to 140
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 21.55, which was 0.7 higher than the previous day. The implied volatity was 16.77, the open interest changed by 10 which increased total open position to 136
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 21.35, which was 6.7 higher than the previous day. The implied volatity was 16.25, the open interest changed by 60 which increased total open position to 126
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 15, which was 2.6 higher than the previous day. The implied volatity was 16.91, the open interest changed by 22 which increased total open position to 65
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 12.4, which was -2.25 lower than the previous day. The implied volatity was 17.56, the open interest changed by 27 which increased total open position to 42
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 14.65, which was -0.3 lower than the previous day. The implied volatity was 17.93, the open interest changed by 13 which increased total open position to 14
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 14.95, which was -2.6 lower than the previous day. The implied volatity was 18.75, 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 17.55, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 17.55, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 17.55, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 17.55, which was 0 lower than the previous day. The implied volatity was 4.52, 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 17.55, which was 0 lower than the previous day. The implied volatity was 4.89, 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 17.55, which was 0 lower than the previous day. The implied volatity was 4.64, 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 17.55, which was 0 lower than the previous day. The implied volatity was 3.66, 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 17.55, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0































































































































































































































