[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2747 +16.60 (0.61%)
L: 2716.9 H: 2750.4

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Historical option data for GRASIM

05 Dec 2025 04:11 PM IST
GRASIM 30-DEC-2025 2760 CE
Delta: 0.53
Vega: 2.86
Theta: -1.16
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 2747.00 41.75 4.3 13.53 949 68 966
4 Dec 2730.40 38.05 2.05 15.47 311 3 899
3 Dec 2720.30 35.75 -8.15 15.52 535 14 905
2 Dec 2735.00 44.55 1.65 15.45 301 7 892
1 Dec 2731.50 42.15 -7.75 15.47 707 37 886
28 Nov 2739.40 49.3 -0.2 14.76 1,152 23 853
27 Nov 2740.00 46.75 -5 13.93 617 11 829
26 Nov 2744.00 49.5 16.3 14.16 605 180 818
25 Nov 2686.80 33.4 -2.95 16.45 105 26 639
24 Nov 2688.70 36.25 -17.15 17.39 203 78 607
21 Nov 2734.80 54.4 -13.1 16.36 247 18 523
20 Nov 2748.60 67.3 -3.35 15.67 181 38 504
19 Nov 2744.70 72 -10.45 17.73 315 134 437
18 Nov 2762.00 81.1 -23.3 18.05 55 -2 301
17 Nov 2790.30 103.95 7.85 16.37 140 21 304
14 Nov 2783.40 96.1 -1.85 16.97 210 195 283
13 Nov 2777.80 97.95 3.9 16.58 20 2 88
12 Nov 2767.40 91.75 -3.25 18.98 81 78 85
11 Nov 2775.80 95 -9.9 17.02 9 1 11
10 Nov 2762.90 104.9 28.15 20.66 15 -3 10
7 Nov 2724.60 76.75 4.1 18.09 3 1 14
6 Nov 2700.10 72.65 -166.6 20.07 14 3 4
3 Nov 2899.90 239.25 78 - 0 0 0
31 Oct 2891.70 239.25 78 - 0 0 0
30 Oct 2950.40 239.25 78 - 0 1 0
29 Oct 2958.70 239.25 78 - 1 0 0
28 Oct 2932.90 161.25 0 - 0 0 0
27 Oct 2923.90 161.25 0 - 0 0 0
24 Oct 2841.30 161.25 0 - 0 0 0
23 Oct 2864.60 161.25 0 - 0 0 0
21 Oct 2870.70 161.25 0 - 0 0 0
20 Oct 2854.00 161.25 0 - 0 0 0
17 Oct 2836.20 161.25 0 - 0 0 0
16 Oct 2859.80 161.25 0 - 0 0 0
15 Oct 2815.00 161.25 0 - 0 0 0
14 Oct 2775.80 161.25 0 - 0 0 0
13 Oct 2798.00 161.25 0 - 0 0 0
10 Oct 2811.00 161.25 0 - 0 0 0
9 Oct 2810.60 161.25 0 - 0 0 0
8 Oct 2778.20 161.25 0 - 0 0 0
7 Oct 2808.00 161.25 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 2760 expiring on 30DEC2025

Delta for 2760 CE is 0.53

Historical price for 2760 CE is as follows

On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 41.75, which was 4.3 higher than the previous day. The implied volatity was 13.53, the open interest changed by 68 which increased total open position to 966


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 38.05, which was 2.05 higher than the previous day. The implied volatity was 15.47, the open interest changed by 3 which increased total open position to 899


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 35.75, which was -8.15 lower than the previous day. The implied volatity was 15.52, the open interest changed by 14 which increased total open position to 905


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 44.55, which was 1.65 higher than the previous day. The implied volatity was 15.45, the open interest changed by 7 which increased total open position to 892


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 42.15, which was -7.75 lower than the previous day. The implied volatity was 15.47, the open interest changed by 37 which increased total open position to 886


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 49.3, which was -0.2 lower than the previous day. The implied volatity was 14.76, the open interest changed by 23 which increased total open position to 853


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 46.75, which was -5 lower than the previous day. The implied volatity was 13.93, the open interest changed by 11 which increased total open position to 829


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 49.5, which was 16.3 higher than the previous day. The implied volatity was 14.16, the open interest changed by 180 which increased total open position to 818


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 33.4, which was -2.95 lower than the previous day. The implied volatity was 16.45, the open interest changed by 26 which increased total open position to 639


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 36.25, which was -17.15 lower than the previous day. The implied volatity was 17.39, the open interest changed by 78 which increased total open position to 607


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 54.4, which was -13.1 lower than the previous day. The implied volatity was 16.36, the open interest changed by 18 which increased total open position to 523


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 67.3, which was -3.35 lower than the previous day. The implied volatity was 15.67, the open interest changed by 38 which increased total open position to 504


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 72, which was -10.45 lower than the previous day. The implied volatity was 17.73, the open interest changed by 134 which increased total open position to 437


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 81.1, which was -23.3 lower than the previous day. The implied volatity was 18.05, the open interest changed by -2 which decreased total open position to 301


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 103.95, which was 7.85 higher than the previous day. The implied volatity was 16.37, the open interest changed by 21 which increased total open position to 304


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 96.1, which was -1.85 lower than the previous day. The implied volatity was 16.97, the open interest changed by 195 which increased total open position to 283


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 97.95, which was 3.9 higher than the previous day. The implied volatity was 16.58, the open interest changed by 2 which increased total open position to 88


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 91.75, which was -3.25 lower than the previous day. The implied volatity was 18.98, the open interest changed by 78 which increased total open position to 85


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 95, which was -9.9 lower than the previous day. The implied volatity was 17.02, the open interest changed by 1 which increased total open position to 11


On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 104.9, which was 28.15 higher than the previous day. The implied volatity was 20.66, the open interest changed by -3 which decreased total open position to 10


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 76.75, which was 4.1 higher than the previous day. The implied volatity was 18.09, the open interest changed by 1 which increased total open position to 14


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 72.65, which was -166.6 lower than the previous day. The implied volatity was 20.07, the open interest changed by 3 which increased total open position to 4


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 239.25, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 239.25, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 239.25, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 239.25, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct GRASIM was trading at 2932.90. The strike last trading price was 161.25, 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 27 Oct GRASIM was trading at 2923.90. The strike last trading price was 161.25, 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 24 Oct GRASIM was trading at 2841.30. The strike last trading price was 161.25, 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 23 Oct GRASIM was trading at 2864.60. The strike last trading price was 161.25, 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 21 Oct GRASIM was trading at 2870.70. The strike last trading price was 161.25, 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 20 Oct GRASIM was trading at 2854.00. The strike last trading price was 161.25, 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 Oct GRASIM was trading at 2836.20. The strike last trading price was 161.25, 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 16 Oct GRASIM was trading at 2859.80. The strike last trading price was 161.25, 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 15 Oct GRASIM was trading at 2815.00. The strike last trading price was 161.25, 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 Oct GRASIM was trading at 2775.80. The strike last trading price was 161.25, 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 Oct GRASIM was trading at 2798.00. The strike last trading price was 161.25, 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 Oct GRASIM was trading at 2811.00. The strike last trading price was 161.25, 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 9 Oct GRASIM was trading at 2810.60. The strike last trading price was 161.25, 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 8 Oct GRASIM was trading at 2778.20. The strike last trading price was 161.25, 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 Oct GRASIM was trading at 2808.00. The strike last trading price was 161.25, 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 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 2760 PE
Delta: -0.47
Vega: 2.86
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 2747.00 44.15 -10 16.41 92 -6 1,264
4 Dec 2730.40 54.4 -6.35 16.04 32 -6 1,270
3 Dec 2720.30 60.4 6.6 16.41 65 -35 1,280
2 Dec 2735.00 53.5 -6.8 16.95 52 -31 1,316
1 Dec 2731.50 57.8 3.65 16.93 98 -36 1,348
28 Nov 2739.40 53.95 2.85 17.16 623 99 1,384
27 Nov 2740.00 53.95 1.8 16.75 123 12 1,285
26 Nov 2744.00 53 -31.35 16.59 166 28 1,271
25 Nov 2686.80 85 1.65 16.78 6 0 1,243
24 Nov 2688.70 81.9 20.2 15.09 29 9 1,243
21 Nov 2734.80 64.25 9.6 16.97 139 4 1,234
20 Nov 2748.60 53.8 -8.15 17.51 120 2 1,230
19 Nov 2744.70 60.1 2.15 18.26 163 5 1,228
18 Nov 2762.00 57.95 8.9 18.99 145 11 1,225
17 Nov 2790.30 47.9 -5.2 20.73 261 4 1,214
14 Nov 2783.40 51.9 -2.9 19.38 922 801 1,210
13 Nov 2777.80 54.8 1.5 20.36 5 0 409
12 Nov 2767.40 63.05 4.2 19.58 441 392 410
11 Nov 2775.80 58.85 0.85 20.07 1 0 18
10 Nov 2762.90 58 -32.65 18.81 12 3 16
7 Nov 2724.60 90.65 -1.9 22.37 1 0 12
6 Nov 2700.10 92.55 60.55 19.45 13 8 12
3 Nov 2899.90 32 -3 22.30 1 0 3
31 Oct 2891.70 35 6 - 1 0 2
30 Oct 2950.40 29 3.35 23.33 1 0 2
29 Oct 2958.70 25.65 -14.1 22.74 2 -1 2
28 Oct 2932.90 39.75 -12.25 - 0 0 0
27 Oct 2923.90 39.75 -12.25 25.20 3 0 3
24 Oct 2841.30 52 12 22.33 1 0 2
23 Oct 2864.60 40 -82.55 20.72 3 1 1
21 Oct 2870.70 122.55 0 3.54 0 0 0
20 Oct 2854.00 122.55 0 - 0 0 0
17 Oct 2836.20 122.55 0 2.97 0 0 0
16 Oct 2859.80 122.55 0 - 0 0 0
15 Oct 2815.00 122.55 0 - 0 0 0
14 Oct 2775.80 122.55 0 - 0 0 0
13 Oct 2798.00 122.55 0 1.92 0 0 0
10 Oct 2811.00 122.55 0 - 0 0 0
9 Oct 2810.60 122.55 0 - 0 0 0
8 Oct 2778.20 122.55 0 - 0 0 0
7 Oct 2808.00 122.55 0 - 0 0 0
6 Oct 2807.40 0 0 - 0 0 0
3 Oct 2791.40 0 0 1.81 0 0 0


For Grasim Industries Ltd - strike price 2760 expiring on 30DEC2025

Delta for 2760 PE is -0.47

Historical price for 2760 PE is as follows

On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 44.15, which was -10 lower than the previous day. The implied volatity was 16.41, the open interest changed by -6 which decreased total open position to 1264


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 54.4, which was -6.35 lower than the previous day. The implied volatity was 16.04, the open interest changed by -6 which decreased total open position to 1270


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 60.4, which was 6.6 higher than the previous day. The implied volatity was 16.41, the open interest changed by -35 which decreased total open position to 1280


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 53.5, which was -6.8 lower than the previous day. The implied volatity was 16.95, the open interest changed by -31 which decreased total open position to 1316


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 57.8, which was 3.65 higher than the previous day. The implied volatity was 16.93, the open interest changed by -36 which decreased total open position to 1348


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 53.95, which was 2.85 higher than the previous day. The implied volatity was 17.16, the open interest changed by 99 which increased total open position to 1384


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 53.95, which was 1.8 higher than the previous day. The implied volatity was 16.75, the open interest changed by 12 which increased total open position to 1285


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 53, which was -31.35 lower than the previous day. The implied volatity was 16.59, the open interest changed by 28 which increased total open position to 1271


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 85, which was 1.65 higher than the previous day. The implied volatity was 16.78, the open interest changed by 0 which decreased total open position to 1243


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 81.9, which was 20.2 higher than the previous day. The implied volatity was 15.09, the open interest changed by 9 which increased total open position to 1243


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 64.25, which was 9.6 higher than the previous day. The implied volatity was 16.97, the open interest changed by 4 which increased total open position to 1234


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 53.8, which was -8.15 lower than the previous day. The implied volatity was 17.51, the open interest changed by 2 which increased total open position to 1230


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 60.1, which was 2.15 higher than the previous day. The implied volatity was 18.26, the open interest changed by 5 which increased total open position to 1228


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 57.95, which was 8.9 higher than the previous day. The implied volatity was 18.99, the open interest changed by 11 which increased total open position to 1225


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 47.9, which was -5.2 lower than the previous day. The implied volatity was 20.73, the open interest changed by 4 which increased total open position to 1214


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 51.9, which was -2.9 lower than the previous day. The implied volatity was 19.38, the open interest changed by 801 which increased total open position to 1210


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 54.8, which was 1.5 higher than the previous day. The implied volatity was 20.36, the open interest changed by 0 which decreased total open position to 409


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 63.05, which was 4.2 higher than the previous day. The implied volatity was 19.58, the open interest changed by 392 which increased total open position to 410


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 58.85, which was 0.85 higher than the previous day. The implied volatity was 20.07, the open interest changed by 0 which decreased total open position to 18


On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 58, which was -32.65 lower than the previous day. The implied volatity was 18.81, the open interest changed by 3 which increased total open position to 16


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 90.65, which was -1.9 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 12


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 92.55, which was 60.55 higher than the previous day. The implied volatity was 19.45, the open interest changed by 8 which increased total open position to 12


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 32, which was -3 lower than the previous day. The implied volatity was 22.30, the open interest changed by 0 which decreased total open position to 3


On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 35, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 29, which was 3.35 higher than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 2


On 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 25.65, which was -14.1 lower than the previous day. The implied volatity was 22.74, the open interest changed by -1 which decreased total open position to 2


On 28 Oct GRASIM was trading at 2932.90. The strike last trading price was 39.75, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct GRASIM was trading at 2923.90. The strike last trading price was 39.75, which was -12.25 lower than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 3


On 24 Oct GRASIM was trading at 2841.30. The strike last trading price was 52, which was 12 higher than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 2


On 23 Oct GRASIM was trading at 2864.60. The strike last trading price was 40, which was -82.55 lower than the previous day. The implied volatity was 20.72, the open interest changed by 1 which increased total open position to 1


On 21 Oct GRASIM was trading at 2870.70. The strike last trading price was 122.55, which was 0 lower than the previous day. The implied volatity was 3.54, 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 122.55, 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 122.55, which was 0 lower than the previous day. The implied volatity was 2.97, 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 122.55, 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 122.55, 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 122.55, 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 122.55, which was 0 lower than the previous day. The implied volatity was 1.92, 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 122.55, 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 122.55, 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 122.55, 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 122.55, 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 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 1.81, the open interest changed by 0 which decreased total open position to 0