[--[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 2700 CE
Delta: 0.78
Vega: 1.93
Theta: -1.17
Gamma: 0.00
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
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
Delta: -0.27
Vega: 2.20
Theta: -0.70
Gamma: 0.00
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