[--[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 2720 CE
Delta: 0.70
Vega: 2.30
Theta: -1.27
Gamma: 0.00
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
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
Delta: -0.34
Vega: 2.41
Theta: -0.75
Gamma: 0.00
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