GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2720 CE | ||||||||||||||||
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Delta: 0.70
Vega: 2.30
Theta: -1.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2746.00 | 63.5 | 5.25 | 13.88 | 139 | -17 | 192 | |||||||||
| 8 Dec | 2744.20 | 57.25 | -8.3 | 14.88 | 249 | -2 | 209 | |||||||||
| 5 Dec | 2747.00 | 64.5 | 7.4 | 13.14 | 76 | -9 | 213 | |||||||||
| 4 Dec | 2730.40 | 58.3 | 3.5 | 15.47 | 160 | -4 | 222 | |||||||||
| 3 Dec | 2720.30 | 54.5 | -10 | 15.36 | 174 | -19 | 228 | |||||||||
| 2 Dec | 2735.00 | 62.5 | -0.35 | 14.18 | 180 | 8 | 249 | |||||||||
| 1 Dec | 2731.50 | 64.15 | -7.05 | 15.92 | 183 | -13 | 241 | |||||||||
| 28 Nov | 2739.40 | 70.45 | -0.6 | 14.32 | 165 | -26 | 255 | |||||||||
| 27 Nov | 2740.00 | 68.35 | -5.05 | 13.64 | 444 | -91 | 287 | |||||||||
| 26 Nov | 2744.00 | 71.15 | 22.35 | 13.81 | 678 | -77 | 382 | |||||||||
| 25 Nov | 2686.80 | 49.2 | -4.3 | 16.41 | 379 | 44 | 459 | |||||||||
| 24 Nov | 2688.70 | 52.25 | -130.3 | 17.43 | 490 | 414 | 414 | |||||||||
| 21 Nov | 2734.80 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2748.60 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2744.70 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2762.00 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2790.30 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2783.40 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2777.80 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2767.40 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2775.80 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2762.90 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2724.60 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2700.10 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 2870.70 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 2854.00 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 2836.20 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 2859.80 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 2815.00 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 2775.80 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 2798.00 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 2811.00 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 2810.60 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 2778.20 | 182.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 2808.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 2807.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Oct | 2791.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2720 expiring on 30DEC2025
Delta for 2720 CE is 0.70
Historical price for 2720 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 63.5, which was 5.25 higher than the previous day. The implied volatity was 13.88, the open interest changed by -17 which decreased total open position to 192
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 57.25, which was -8.3 lower than the previous day. The implied volatity was 14.88, the open interest changed by -2 which decreased total open position to 209
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 64.5, which was 7.4 higher than the previous day. The implied volatity was 13.14, the open interest changed by -9 which decreased total open position to 213
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 58.3, which was 3.5 higher than the previous day. The implied volatity was 15.47, the open interest changed by -4 which decreased total open position to 222
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 54.5, which was -10 lower than the previous day. The implied volatity was 15.36, the open interest changed by -19 which decreased total open position to 228
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 62.5, which was -0.35 lower than the previous day. The implied volatity was 14.18, the open interest changed by 8 which increased total open position to 249
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 64.15, which was -7.05 lower than the previous day. The implied volatity was 15.92, the open interest changed by -13 which decreased total open position to 241
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 70.45, which was -0.6 lower than the previous day. The implied volatity was 14.32, the open interest changed by -26 which decreased total open position to 255
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 68.35, which was -5.05 lower than the previous day. The implied volatity was 13.64, the open interest changed by -91 which decreased total open position to 287
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 71.15, which was 22.35 higher than the previous day. The implied volatity was 13.81, the open interest changed by -77 which decreased total open position to 382
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 49.2, which was -4.3 lower than the previous day. The implied volatity was 16.41, the open interest changed by 44 which increased total open position to 459
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 52.25, which was -130.3 lower than the previous day. The implied volatity was 17.43, the open interest changed by 414 which increased total open position to 414
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 182.55, 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 Oct GRASIM was trading at 2870.70. The strike last trading price was 182.55, 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 Oct GRASIM was trading at 2854.00. The strike last trading price was 182.55, 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 Oct GRASIM was trading at 2836.20. The strike last trading price was 182.55, 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 16 Oct GRASIM was trading at 2859.80. The strike last trading price was 182.55, 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 15 Oct GRASIM was trading at 2815.00. The strike last trading price was 182.55, 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 Oct GRASIM was trading at 2775.80. The strike last trading price was 182.55, 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 Oct GRASIM was trading at 2798.00. The strike last trading price was 182.55, 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 Oct GRASIM was trading at 2811.00. The strike last trading price was 182.55, 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 9 Oct GRASIM was trading at 2810.60. The strike last trading price was 182.55, 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 8 Oct GRASIM was trading at 2778.20. The strike last trading price was 182.55, 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 Oct GRASIM was trading at 2808.00. 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
On 6 Oct GRASIM was trading at 2807.40. 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
On 3 Oct GRASIM was trading at 2791.40. 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 2720 PE | |||||||
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Delta: -0.34
Vega: 2.41
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 26.55 | -1.95 | 17.55 | 156 | -13 | 217 |
| 8 Dec | 2744.20 | 29.8 | 4.25 | 16.41 | 326 | 19 | 232 |
| 5 Dec | 2747.00 | 26.5 | -7.4 | 16.07 | 112 | 7 | 211 |
| 4 Dec | 2730.40 | 33.35 | -6.25 | 15.49 | 73 | 1 | 204 |
| 3 Dec | 2720.30 | 39.35 | 3.4 | 16.22 | 254 | 17 | 208 |
| 2 Dec | 2735.00 | 33.7 | -6.15 | 16.44 | 212 | -19 | 192 |
| 1 Dec | 2731.50 | 38.25 | 2.3 | 16.80 | 192 | -8 | 212 |
| 28 Nov | 2739.40 | 35.35 | 1.8 | 16.84 | 360 | -56 | 218 |
| 27 Nov | 2740.00 | 33.55 | -0.8 | 15.88 | 264 | -88 | 274 |
| 26 Nov | 2744.00 | 35.45 | -25.65 | 16.55 | 222 | -61 | 367 |
| 25 Nov | 2686.80 | 62.25 | 4.85 | 17.05 | 83 | 21 | 426 |
| 24 Nov | 2688.70 | 59.4 | -45.05 | 15.59 | 464 | 406 | 406 |
| 21 Nov | 2734.80 | 104.45 | 0 | 1.22 | 0 | 0 | 0 |
| 20 Nov | 2748.60 | 104.45 | 0 | 1.89 | 0 | 0 | 0 |
| 19 Nov | 2744.70 | 104.45 | 0 | 1.67 | 0 | 0 | 0 |
| 18 Nov | 2762.00 | 104.45 | 0 | 1.90 | 0 | 0 | 0 |
| 17 Nov | 2790.30 | 104.45 | 0 | 3.09 | 0 | 0 | 0 |
| 14 Nov | 2783.40 | 104.45 | 0 | 2.52 | 0 | 0 | 0 |
| 13 Nov | 2777.80 | 104.45 | 0 | 2.48 | 0 | 0 | 0 |
| 12 Nov | 2767.40 | 104.45 | 0 | 1.90 | 0 | 0 | 0 |
| 11 Nov | 2775.80 | 104.45 | 0 | 2.32 | 0 | 0 | 0 |
| 10 Nov | 2762.90 | 104.45 | 0 | 2.16 | 0 | 0 | 0 |
| 7 Nov | 2724.60 | 104.45 | 0 | 1.20 | 0 | 0 | 0 |
| 6 Nov | 2700.10 | 104.45 | 0 | 0.47 | 0 | 0 | 0 |
| 21 Oct | 2870.70 | 104.45 | 0 | 4.37 | 0 | 0 | 0 |
| 20 Oct | 2854.00 | 104.45 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 2836.20 | 104.45 | 0 | 3.79 | 0 | 0 | 0 |
| 16 Oct | 2859.80 | 104.45 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 2815.00 | 104.45 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 2775.80 | 104.45 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 2798.00 | 104.45 | 0 | 2.74 | 0 | 0 | 0 |
| 10 Oct | 2811.00 | 104.45 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 2810.60 | 104.45 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 2778.20 | 104.45 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 2808.00 | 104.45 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2807.40 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 2791.40 | 0 | 0 | 2.58 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2720 expiring on 30DEC2025
Delta for 2720 PE is -0.34
Historical price for 2720 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 26.55, which was -1.95 lower than the previous day. The implied volatity was 17.55, the open interest changed by -13 which decreased total open position to 217
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 29.8, which was 4.25 higher than the previous day. The implied volatity was 16.41, the open interest changed by 19 which increased total open position to 232
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 26.5, which was -7.4 lower than the previous day. The implied volatity was 16.07, the open interest changed by 7 which increased total open position to 211
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 33.35, which was -6.25 lower than the previous day. The implied volatity was 15.49, the open interest changed by 1 which increased total open position to 204
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 39.35, which was 3.4 higher than the previous day. The implied volatity was 16.22, the open interest changed by 17 which increased total open position to 208
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 33.7, which was -6.15 lower than the previous day. The implied volatity was 16.44, the open interest changed by -19 which decreased total open position to 192
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 38.25, which was 2.3 higher than the previous day. The implied volatity was 16.80, the open interest changed by -8 which decreased total open position to 212
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 35.35, which was 1.8 higher than the previous day. The implied volatity was 16.84, the open interest changed by -56 which decreased total open position to 218
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 33.55, which was -0.8 lower than the previous day. The implied volatity was 15.88, the open interest changed by -88 which decreased total open position to 274
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 35.45, which was -25.65 lower than the previous day. The implied volatity was 16.55, the open interest changed by -61 which decreased total open position to 367
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 62.25, which was 4.85 higher than the previous day. The implied volatity was 17.05, the open interest changed by 21 which increased total open position to 426
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 59.4, which was -45.05 lower than the previous day. The implied volatity was 15.59, the open interest changed by 406 which increased total open position to 406
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 104.45, which was 0 lower than the previous day. The implied volatity was 1.22, 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 104.45, which was 0 lower than the previous day. The implied volatity was 1.89, 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 104.45, which was 0 lower than the previous day. The implied volatity was 1.67, 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 104.45, which was 0 lower than the previous day. The implied volatity was 1.90, 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 104.45, which was 0 lower than the previous day. The implied volatity was 3.09, 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 104.45, which was 0 lower than the previous day. The implied volatity was 2.52, 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 104.45, which was 0 lower than the previous day. The implied volatity was 2.48, 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 104.45, which was 0 lower than the previous day. The implied volatity was 1.90, 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 104.45, which was 0 lower than the previous day. The implied volatity was 2.32, 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 104.45, which was 0 lower than the previous day. The implied volatity was 2.16, 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 104.45, which was 0 lower than the previous day. The implied volatity was 1.20, 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 104.45, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 21 Oct GRASIM was trading at 2870.70. The strike last trading price was 104.45, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 20 Oct GRASIM was trading at 2854.00. The strike last trading price was 104.45, 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 Oct GRASIM was trading at 2836.20. The strike last trading price was 104.45, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 16 Oct GRASIM was trading at 2859.80. The strike last trading price was 104.45, 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 15 Oct GRASIM was trading at 2815.00. The strike last trading price was 104.45, 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 Oct GRASIM was trading at 2775.80. The strike last trading price was 104.45, 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 Oct GRASIM was trading at 2798.00. The strike last trading price was 104.45, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 10 Oct GRASIM was trading at 2811.00. The strike last trading price was 104.45, 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 9 Oct GRASIM was trading at 2810.60. The strike last trading price was 104.45, 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 8 Oct GRASIM was trading at 2778.20. The strike last trading price was 104.45, 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 Oct GRASIM was trading at 2808.00. The strike last trading price was 104.45, 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 Oct GRASIM was trading at 2807.40. 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
On 3 Oct GRASIM was trading at 2791.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0































































































































































































































