GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2700 CE | ||||||||||||||||
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Delta: 0.78
Vega: 1.93
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2746.00 | 76.15 | 3.05 | 12.99 | 372 | -33 | 491 | |||||||||
| 8 Dec | 2744.20 | 70 | -9.75 | 14.76 | 543 | 2 | 523 | |||||||||
| 5 Dec | 2747.00 | 80 | 9.95 | 13.70 | 357 | -17 | 514 | |||||||||
| 4 Dec | 2730.40 | 71 | 5.1 | 15.66 | 400 | -15 | 533 | |||||||||
| 3 Dec | 2720.30 | 64.4 | -12.2 | 14.71 | 391 | 31 | 545 | |||||||||
| 2 Dec | 2735.00 | 76.1 | 0.5 | 14.39 | 173 | 6 | 515 | |||||||||
| 1 Dec | 2731.50 | 76.65 | -8.45 | 16.02 | 211 | 15 | 510 | |||||||||
| 28 Nov | 2739.40 | 83.55 | -0.9 | 14.26 | 171 | -11 | 494 | |||||||||
| 27 Nov | 2740.00 | 83.5 | -1.95 | 14.30 | 295 | -20 | 506 | |||||||||
| 26 Nov | 2744.00 | 84.2 | 26.4 | 13.70 | 822 | 38 | 529 | |||||||||
| 25 Nov | 2686.80 | 56.7 | -4 | 15.76 | 975 | 157 | 485 | |||||||||
| 24 Nov | 2688.70 | 61.7 | -24.05 | 17.41 | 378 | 222 | 325 | |||||||||
| 21 Nov | 2734.80 | 83.9 | -19.5 | 15.40 | 31 | 14 | 103 | |||||||||
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| 20 Nov | 2748.60 | 104 | 1 | 15.50 | 72 | 36 | 88 | |||||||||
| 19 Nov | 2744.70 | 103 | -14.05 | 16.42 | 47 | 5 | 52 | |||||||||
| 18 Nov | 2762.00 | 117 | -27.6 | 17.79 | 18 | 2 | 46 | |||||||||
| 17 Nov | 2790.30 | 144.6 | 13 | 15.27 | 14 | -1 | 44 | |||||||||
| 14 Nov | 2783.40 | 131.6 | -1.9 | 15.35 | 1 | 0 | 45 | |||||||||
| 13 Nov | 2777.80 | 133.5 | -1.75 | 14.71 | 3 | 0 | 45 | |||||||||
| 12 Nov | 2767.40 | 135.25 | -2.4 | 20.37 | 28 | 13 | 44 | |||||||||
| 11 Nov | 2775.80 | 137.65 | -3.35 | 18.04 | 2 | 1 | 31 | |||||||||
| 10 Nov | 2762.90 | 141 | 26 | 20.58 | 7 | -2 | 30 | |||||||||
| 7 Nov | 2724.60 | 115 | 18.05 | 19.46 | 27 | 4 | 32 | |||||||||
| 6 Nov | 2700.10 | 97.25 | -194.75 | 18.87 | 40 | 21 | 21 | |||||||||
For Grasim Industries Ltd - strike price 2700 expiring on 30DEC2025
Delta for 2700 CE is 0.78
Historical price for 2700 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 76.15, which was 3.05 higher than the previous day. The implied volatity was 12.99, the open interest changed by -33 which decreased total open position to 491
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 70, which was -9.75 lower than the previous day. The implied volatity was 14.76, the open interest changed by 2 which increased total open position to 523
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 80, which was 9.95 higher than the previous day. The implied volatity was 13.70, the open interest changed by -17 which decreased total open position to 514
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 71, which was 5.1 higher than the previous day. The implied volatity was 15.66, the open interest changed by -15 which decreased total open position to 533
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 64.4, which was -12.2 lower than the previous day. The implied volatity was 14.71, the open interest changed by 31 which increased total open position to 545
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 76.1, which was 0.5 higher than the previous day. The implied volatity was 14.39, the open interest changed by 6 which increased total open position to 515
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 76.65, which was -8.45 lower than the previous day. The implied volatity was 16.02, the open interest changed by 15 which increased total open position to 510
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 83.55, which was -0.9 lower than the previous day. The implied volatity was 14.26, the open interest changed by -11 which decreased total open position to 494
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 83.5, which was -1.95 lower than the previous day. The implied volatity was 14.30, the open interest changed by -20 which decreased total open position to 506
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 84.2, which was 26.4 higher than the previous day. The implied volatity was 13.70, the open interest changed by 38 which increased total open position to 529
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 56.7, which was -4 lower than the previous day. The implied volatity was 15.76, the open interest changed by 157 which increased total open position to 485
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 61.7, which was -24.05 lower than the previous day. The implied volatity was 17.41, the open interest changed by 222 which increased total open position to 325
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 83.9, which was -19.5 lower than the previous day. The implied volatity was 15.40, the open interest changed by 14 which increased total open position to 103
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 104, which was 1 higher than the previous day. The implied volatity was 15.50, the open interest changed by 36 which increased total open position to 88
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 103, which was -14.05 lower than the previous day. The implied volatity was 16.42, the open interest changed by 5 which increased total open position to 52
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 117, which was -27.6 lower than the previous day. The implied volatity was 17.79, the open interest changed by 2 which increased total open position to 46
On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 144.6, which was 13 higher than the previous day. The implied volatity was 15.27, the open interest changed by -1 which decreased total open position to 44
On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 131.6, which was -1.9 lower than the previous day. The implied volatity was 15.35, the open interest changed by 0 which decreased total open position to 45
On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 133.5, which was -1.75 lower than the previous day. The implied volatity was 14.71, the open interest changed by 0 which decreased total open position to 45
On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 135.25, which was -2.4 lower than the previous day. The implied volatity was 20.37, the open interest changed by 13 which increased total open position to 44
On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 137.65, which was -3.35 lower than the previous day. The implied volatity was 18.04, the open interest changed by 1 which increased total open position to 31
On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 141, which was 26 higher than the previous day. The implied volatity was 20.58, the open interest changed by -2 which decreased total open position to 30
On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 115, which was 18.05 higher than the previous day. The implied volatity was 19.46, the open interest changed by 4 which increased total open position to 32
On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 97.25, which was -194.75 lower than the previous day. The implied volatity was 18.87, the open interest changed by 21 which increased total open position to 21
| GRASIM 30DEC2025 2700 PE | |||||||
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Delta: -0.27
Vega: 2.20
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 19.85 | -1.85 | 17.41 | 455 | 2 | 2,272 |
| 8 Dec | 2744.20 | 23.4 | 4.55 | 16.73 | 665 | -20 | 2,271 |
| 5 Dec | 2747.00 | 20 | -6.45 | 16.03 | 263 | 17 | 2,297 |
| 4 Dec | 2730.40 | 25.85 | -5.2 | 15.55 | 337 | -12 | 2,282 |
| 3 Dec | 2720.30 | 31.5 | 2.9 | 16.37 | 605 | 2 | 2,300 |
| 2 Dec | 2735.00 | 28.1 | -4.65 | 17.05 | 193 | 12 | 2,300 |
| 1 Dec | 2731.50 | 31 | 2.95 | 16.99 | 379 | 10 | 2,288 |
| 28 Nov | 2739.40 | 27.45 | 0.8 | 16.56 | 444 | 12 | 2,278 |
| 27 Nov | 2740.00 | 27 | -0.6 | 16.04 | 476 | -2 | 2,266 |
| 26 Nov | 2744.00 | 29 | -20.8 | 16.75 | 791 | -44 | 2,272 |
| 25 Nov | 2686.80 | 50.55 | 2.55 | 16.58 | 896 | 95 | 2,309 |
| 24 Nov | 2688.70 | 49.05 | 14.1 | 15.58 | 1,147 | 517 | 2,214 |
| 21 Nov | 2734.80 | 36.4 | 5.55 | 16.68 | 310 | 84 | 1,729 |
| 20 Nov | 2748.60 | 29.55 | -6.15 | 17.11 | 979 | 591 | 1,644 |
| 19 Nov | 2744.70 | 35.4 | 1.75 | 18.13 | 646 | 318 | 971 |
| 18 Nov | 2762.00 | 34.4 | 5.2 | 18.81 | 120 | 30 | 654 |
| 17 Nov | 2790.30 | 28.35 | -5.35 | 20.46 | 114 | 70 | 623 |
| 14 Nov | 2783.40 | 32.9 | 0.35 | 19.79 | 119 | 45 | 551 |
| 13 Nov | 2777.80 | 32.05 | -3.85 | 19.66 | 93 | 42 | 506 |
| 12 Nov | 2767.40 | 50 | 12.55 | 22.72 | 589 | 370 | 464 |
| 11 Nov | 2775.80 | 37.45 | -3.45 | 20.11 | 3 | 0 | 94 |
| 10 Nov | 2762.90 | 40.9 | -15.1 | 20.19 | 64 | 30 | 94 |
| 7 Nov | 2724.60 | 56 | -9.9 | 20.46 | 86 | -6 | 64 |
| 6 Nov | 2700.10 | 68 | 37.25 | 20.70 | 90 | 67 | 67 |
For Grasim Industries Ltd - strike price 2700 expiring on 30DEC2025
Delta for 2700 PE is -0.27
Historical price for 2700 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 19.85, which was -1.85 lower than the previous day. The implied volatity was 17.41, the open interest changed by 2 which increased total open position to 2272
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 23.4, which was 4.55 higher than the previous day. The implied volatity was 16.73, the open interest changed by -20 which decreased total open position to 2271
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 20, which was -6.45 lower than the previous day. The implied volatity was 16.03, the open interest changed by 17 which increased total open position to 2297
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 25.85, which was -5.2 lower than the previous day. The implied volatity was 15.55, the open interest changed by -12 which decreased total open position to 2282
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 31.5, which was 2.9 higher than the previous day. The implied volatity was 16.37, the open interest changed by 2 which increased total open position to 2300
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 28.1, which was -4.65 lower than the previous day. The implied volatity was 17.05, the open interest changed by 12 which increased total open position to 2300
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 31, which was 2.95 higher than the previous day. The implied volatity was 16.99, the open interest changed by 10 which increased total open position to 2288
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 27.45, which was 0.8 higher than the previous day. The implied volatity was 16.56, the open interest changed by 12 which increased total open position to 2278
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 27, which was -0.6 lower than the previous day. The implied volatity was 16.04, the open interest changed by -2 which decreased total open position to 2266
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 29, which was -20.8 lower than the previous day. The implied volatity was 16.75, the open interest changed by -44 which decreased total open position to 2272
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 50.55, which was 2.55 higher than the previous day. The implied volatity was 16.58, the open interest changed by 95 which increased total open position to 2309
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 49.05, which was 14.1 higher than the previous day. The implied volatity was 15.58, the open interest changed by 517 which increased total open position to 2214
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 36.4, which was 5.55 higher than the previous day. The implied volatity was 16.68, the open interest changed by 84 which increased total open position to 1729
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 29.55, which was -6.15 lower than the previous day. The implied volatity was 17.11, the open interest changed by 591 which increased total open position to 1644
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 35.4, which was 1.75 higher than the previous day. The implied volatity was 18.13, the open interest changed by 318 which increased total open position to 971
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 34.4, which was 5.2 higher than the previous day. The implied volatity was 18.81, the open interest changed by 30 which increased total open position to 654
On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 28.35, which was -5.35 lower than the previous day. The implied volatity was 20.46, the open interest changed by 70 which increased total open position to 623
On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 32.9, which was 0.35 higher than the previous day. The implied volatity was 19.79, the open interest changed by 45 which increased total open position to 551
On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 32.05, which was -3.85 lower than the previous day. The implied volatity was 19.66, the open interest changed by 42 which increased total open position to 506
On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 50, which was 12.55 higher than the previous day. The implied volatity was 22.72, the open interest changed by 370 which increased total open position to 464
On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 37.45, which was -3.45 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 94
On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 40.9, which was -15.1 lower than the previous day. The implied volatity was 20.19, the open interest changed by 30 which increased total open position to 94
On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 56, which was -9.9 lower than the previous day. The implied volatity was 20.46, the open interest changed by -6 which decreased total open position to 64
On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 68, which was 37.25 higher than the previous day. The implied volatity was 20.70, the open interest changed by 67 which increased total open position to 67































































































































































































































