GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2740 CE | ||||||||||||||||
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Delta: 0.61
Vega: 2.53
Theta: -1.32
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.40
Vega: 2.55
Theta: -0.74
Gamma: 0.00
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| 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































































































































































































































