[--[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 2740 CE
Delta: 0.61
Vega: 2.53
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 52.3 3.5 14.53 934 -39 350
8 Dec 2744.20 45 -8.65 14.59 1,251 -12 392
5 Dec 2747.00 53.35 6.45 13.72 591 -24 408
4 Dec 2730.40 47.25 2.6 15.39 656 -22 432
3 Dec 2720.30 44.35 -9.25 15.41 929 0 443
2 Dec 2735.00 52.4 0.95 14.69 909 30 443
1 Dec 2731.50 52 -8.6 15.53 1,416 229 414
28 Nov 2739.40 59.9 -0.05 14.76 388 -14 186
27 Nov 2740.00 59 -2.85 14.45 426 31 204
26 Nov 2744.00 59.85 19.6 14.05 454 9 172
25 Nov 2686.80 40.8 -2.7 16.44 96 33 162
24 Nov 2688.70 43.55 -19.65 17.35 235 89 124
21 Nov 2734.80 62 -17.35 15.73 31 5 31
20 Nov 2748.60 79.35 -3.25 15.87 45 19 25
19 Nov 2744.70 82.6 -178.65 17.67 7 5 5
18 Nov 2762.00 261.25 0 - 0 0 0
17 Nov 2790.30 261.25 0 - 0 0 0
14 Nov 2783.40 261.25 0 - 0 0 0
13 Nov 2777.80 261.25 0 - 0 0 0
12 Nov 2767.40 261.25 0 - 0 0 0
11 Nov 2775.80 261.25 0 - 0 0 0
10 Nov 2762.90 261.25 0 - 0 0 0
7 Nov 2724.60 261.25 0 - 0 0 0
6 Nov 2700.10 261.25 0 0.07 0 0 0


For Grasim Industries Ltd - strike price 2740 expiring on 30DEC2025

Delta for 2740 CE is 0.61

Historical price for 2740 CE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 52.3, which was 3.5 higher than the previous day. The implied volatity was 14.53, the open interest changed by -39 which decreased total open position to 350


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 45, which was -8.65 lower than the previous day. The implied volatity was 14.59, the open interest changed by -12 which decreased total open position to 392


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 53.35, which was 6.45 higher than the previous day. The implied volatity was 13.72, the open interest changed by -24 which decreased total open position to 408


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 47.25, which was 2.6 higher than the previous day. The implied volatity was 15.39, the open interest changed by -22 which decreased total open position to 432


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 44.35, which was -9.25 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 443


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 52.4, which was 0.95 higher than the previous day. The implied volatity was 14.69, the open interest changed by 30 which increased total open position to 443


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 52, which was -8.6 lower than the previous day. The implied volatity was 15.53, the open interest changed by 229 which increased total open position to 414


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 59.9, which was -0.05 lower than the previous day. The implied volatity was 14.76, the open interest changed by -14 which decreased total open position to 186


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 59, which was -2.85 lower than the previous day. The implied volatity was 14.45, the open interest changed by 31 which increased total open position to 204


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 59.85, which was 19.6 higher than the previous day. The implied volatity was 14.05, the open interest changed by 9 which increased total open position to 172


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 40.8, which was -2.7 lower than the previous day. The implied volatity was 16.44, the open interest changed by 33 which increased total open position to 162


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 43.55, which was -19.65 lower than the previous day. The implied volatity was 17.35, the open interest changed by 89 which increased total open position to 124


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 62, which was -17.35 lower than the previous day. The implied volatity was 15.73, the open interest changed by 5 which increased total open position to 31


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 79.35, which was -3.25 lower than the previous day. The implied volatity was 15.87, the open interest changed by 19 which increased total open position to 25


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 82.6, which was -178.65 lower than the previous day. The implied volatity was 17.67, the open interest changed by 5 which increased total open position to 5


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 261.25, 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 261.25, 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 261.25, 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 261.25, 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 261.25, 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 261.25, 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 261.25, 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 261.25, 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 261.25, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


GRASIM 30DEC2025 2740 PE
Delta: -0.40
Vega: 2.55
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 33.6 -3.45 17.30 792 -80 285
8 Dec 2744.20 39.4 5.85 16.80 1,088 18 367
5 Dec 2747.00 34.55 -8.15 16.21 147 23 348
4 Dec 2730.40 42.2 -7.1 15.43 118 1 325
3 Dec 2720.30 50 4.75 16.57 272 13 326
2 Dec 2735.00 44.65 -6.45 17.26 269 -17 310
1 Dec 2731.50 49.15 5 17.44 283 80 326
28 Nov 2739.40 43.2 1.2 16.73 199 26 247
27 Nov 2740.00 43.9 1.3 16.55 377 30 221
26 Nov 2744.00 44 -27.5 16.67 172 24 191
25 Nov 2686.80 72 3.35 16.58 44 -4 166
24 Nov 2688.70 71.25 19.35 15.71 246 121 170
21 Nov 2734.80 52 5.75 16.33 50 11 46
20 Nov 2748.60 44.8 -8.35 17.40 32 15 35
19 Nov 2744.70 52 12.4 18.51 20 15 15
18 Nov 2762.00 39.6 0 1.43 0 0 0
17 Nov 2790.30 39.6 0 2.54 0 0 0
14 Nov 2783.40 39.6 0 1.99 0 0 0
13 Nov 2777.80 39.6 0 2.08 0 0 0
12 Nov 2767.40 39.6 0 1.47 0 0 0
11 Nov 2775.80 39.6 0 1.80 0 0 0
10 Nov 2762.90 39.6 0 1.67 0 0 0
7 Nov 2724.60 39.6 0 0.65 0 0 0
6 Nov 2700.10 39.6 0 - 0 0 0


For Grasim Industries Ltd - strike price 2740 expiring on 30DEC2025

Delta for 2740 PE is -0.40

Historical price for 2740 PE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 33.6, which was -3.45 lower than the previous day. The implied volatity was 17.30, the open interest changed by -80 which decreased total open position to 285


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 39.4, which was 5.85 higher than the previous day. The implied volatity was 16.80, the open interest changed by 18 which increased total open position to 367


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 34.55, which was -8.15 lower than the previous day. The implied volatity was 16.21, the open interest changed by 23 which increased total open position to 348


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 42.2, which was -7.1 lower than the previous day. The implied volatity was 15.43, the open interest changed by 1 which increased total open position to 325


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 50, which was 4.75 higher than the previous day. The implied volatity was 16.57, the open interest changed by 13 which increased total open position to 326


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 44.65, which was -6.45 lower than the previous day. The implied volatity was 17.26, the open interest changed by -17 which decreased total open position to 310


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 49.15, which was 5 higher than the previous day. The implied volatity was 17.44, the open interest changed by 80 which increased total open position to 326


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 43.2, which was 1.2 higher than the previous day. The implied volatity was 16.73, the open interest changed by 26 which increased total open position to 247


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 43.9, which was 1.3 higher than the previous day. The implied volatity was 16.55, the open interest changed by 30 which increased total open position to 221


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 44, which was -27.5 lower than the previous day. The implied volatity was 16.67, the open interest changed by 24 which increased total open position to 191


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 72, which was 3.35 higher than the previous day. The implied volatity was 16.58, the open interest changed by -4 which decreased total open position to 166


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 71.25, which was 19.35 higher than the previous day. The implied volatity was 15.71, the open interest changed by 121 which increased total open position to 170


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 52, which was 5.75 higher than the previous day. The implied volatity was 16.33, the open interest changed by 11 which increased total open position to 46


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 44.8, which was -8.35 lower than the previous day. The implied volatity was 17.40, the open interest changed by 15 which increased total open position to 35


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 52, which was 12.4 higher than the previous day. The implied volatity was 18.51, the open interest changed by 15 which increased total open position to 15


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 39.6, which was 0 lower than the previous day. The implied volatity was 1.43, 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 39.6, which was 0 lower than the previous day. The implied volatity was 2.54, 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 39.6, which was 0 lower than the previous day. The implied volatity was 1.99, 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 39.6, which was 0 lower than the previous day. The implied volatity was 2.08, 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 39.6, which was 0 lower than the previous day. The implied volatity was 1.47, 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 39.6, which was 0 lower than the previous day. The implied volatity was 1.80, 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 39.6, 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 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 39.6, which was 0 lower than the previous day. The implied volatity was 0.65, 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 39.6, 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