GRASIM

Grasim Industries Ltd

2746 +1.80 (0.07%)

L: 2726.5 H: 2779.6

Back to Option Chain

Historical option data for GRASIM
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

GRASIM 30-DEC-2025 2780 CE
Delta: 0.45 Vega: 2.61 Theta: -1.26 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	2746.00	32.9 ₹ 8,225	1.9 475.00	14.98	590 1,47,500	-8 -2,000	261 65,250
8 Dec	2744.20	28.85 ₹ 7,212.5	-5.5 -1375.00	15.40	1,076 2,69,000	84 21,000	271 67,750

5 Dec	2747.00	33.45 ₹ 8,362.5	3.55 887.50	13.94	110 27,500	0 0	189 47,250
4 Dec	2730.40	30.05 ₹ 7,512.5	1.45 362.50	15.49	75 18,750	0 0	189 47,250
3 Dec	2720.30	28.5 ₹ 7,125	-7 -1750.00	15.64	84 21,000	12 3,000	189 47,250
2 Dec	2735.00	36.25 ₹ 9,062.5	1.45 362.50	15.62	55 13,750	1 250	178 44,500
1 Dec	2731.50	36.5 ₹ 9,125	-5.25 -1312.50	16.37	107 26,750	-6 -1,500	176 44,000
28 Nov	2739.40	40.85 ₹ 10,212.5	0.55 137.50	15.03	209 52,250	73 18,250	185 46,250
27 Nov	2740.00	38 ₹ 9,500	-4.3 -1075.00	14.07	90 22,500	16 4,000	113 28,250
26 Nov	2744.00	41.4 ₹ 10,350	14.35 3587.50	14.54	95 23,750	17 4,250	96 24,000
25 Nov	2686.80	27.3 ₹ 6,825	-3.25 -812.50	16.54	16 4,000	4 1,000	78 19,500
24 Nov	2688.70	29.25 ₹ 7,312.5	-22.15 -5537.50	17.21	70 17,500	18 4,500	74 18,500
21 Nov	2734.80	51.4 ₹ 12,850	-7.05 -1762.50	17.99	4 1,000	1 250	54 13,500
20 Nov	2748.60	58.65 ₹ 14,662.5	-2.95 -737.50	16.11	55 13,750	39 9,750	52 13,000
19 Nov	2744.70	62.15 ₹ 15,537.5	-170.05 -42512.50	17.73	20 5,000	9 2,250	9 2,250
18 Nov	2762.00	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
17 Nov	2790.30	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
14 Nov	2783.40	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
13 Nov	2777.80	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
12 Nov	2767.40	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
11 Nov	2775.80	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
10 Nov	2762.90	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
7 Nov	2724.60	232.2 ₹ 58,050	0 0.00	0.47	0 0	0 0	0 0
6 Nov	2700.10	232.2 ₹ 58,050	0 0.00	1.16	0 0	0 0	0 0
3 Nov	2899.90	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
31 Oct	2891.70	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
30 Oct	2950.40	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0
29 Oct	2958.70	232.2 ₹ 58,050	0 0.00	-	0 0	0 0	0 0

For Grasim Industries Ltd - strike price 2780 expiring on 30DEC2025

Delta for 2780 CE is 0.45

Historical price for 2780 CE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 32.9, which was 1.9 higher than the previous day. The implied volatity was 14.98, the open interest changed by -8 which decreased total open position to 261

On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 28.85, which was -5.5 lower than the previous day. The implied volatity was 15.40, the open interest changed by 84 which increased total open position to 271

On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 33.45, which was 3.55 higher than the previous day. The implied volatity was 13.94, the open interest changed by 0 which decreased total open position to 189

On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 30.05, which was 1.45 higher than the previous day. The implied volatity was 15.49, the open interest changed by 0 which decreased total open position to 189

On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 28.5, which was -7 lower than the previous day. The implied volatity was 15.64, the open interest changed by 12 which increased total open position to 189

On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 36.25, which was 1.45 higher than the previous day. The implied volatity was 15.62, the open interest changed by 1 which increased total open position to 178

On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 36.5, which was -5.25 lower than the previous day. The implied volatity was 16.37, the open interest changed by -6 which decreased total open position to 176

On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 40.85, which was 0.55 higher than the previous day. The implied volatity was 15.03, the open interest changed by 73 which increased total open position to 185

On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 38, which was -4.3 lower than the previous day. The implied volatity was 14.07, the open interest changed by 16 which increased total open position to 113

On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 41.4, which was 14.35 higher than the previous day. The implied volatity was 14.54, the open interest changed by 17 which increased total open position to 96

On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 27.3, which was -3.25 lower than the previous day. The implied volatity was 16.54, the open interest changed by 4 which increased total open position to 78

On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 29.25, which was -22.15 lower than the previous day. The implied volatity was 17.21, the open interest changed by 18 which increased total open position to 74

On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 51.4, which was -7.05 lower than the previous day. The implied volatity was 17.99, the open interest changed by 1 which increased total open position to 54

On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 58.65, which was -2.95 lower than the previous day. The implied volatity was 16.11, the open interest changed by 39 which increased total open position to 52

On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 62.15, which was -170.05 lower than the previous day. The implied volatity was 17.73, the open interest changed by 9 which increased total open position to 9

On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 232.2, 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 232.2, 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 232.2, 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 232.2, 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 232.2, 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 232.2, 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 232.2, 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 232.2, 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 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 232.2, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0

On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 232.2, 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 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 232.2, 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 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 232.2, 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 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 232.2, 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 2780 PE
Delta: -0.54 Vega: 2.62 Theta: -0.72 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	2746.00	55.5 ₹ 13,875	-4.45 -1112.50	18.25	173 43,250	18 4,500	101 25,250
8 Dec	2744.20	60.65 ₹ 15,162.5	7.05 1762.50	16.75	160 40,000	18 4,500	83 20,750
5 Dec	2747.00	53.7 ₹ 13,425	-20.55 -5137.50	16.12	19 4,750	-2 -500	66 16,500
4 Dec	2730.40	74.25 ₹ 18,562.5	12.35 3087.50	18.92	5 1,250	-2 -500	69 17,250
3 Dec	2720.30	62.9 ₹ 15,725	-0.05 -12.50	-	0 0	0 0	0 0
2 Dec	2735.00	62.9 ₹ 15,725	-0.05 -12.50	-	0 0	0 0	0 0
1 Dec	2731.50	62.9 ₹ 15,725	-0.05 -12.50	-	0 0	0 0	0 0
28 Nov	2739.40	62.9 ₹ 15,725	-0.05 -12.50	-	0 0	0 0	0 0
27 Nov	2740.00	62.9 ₹ 15,725	-0.05 -12.50	16.26	33 8,250	1 250	72 18,000
26 Nov	2744.00	63.9 ₹ 15,975	-21.6 -5400.00	16.73	26 6,500	4 1,000	71 17,750
25 Nov	2686.80	85.5 ₹ 21,375	-7 -1750.00	12.23	15 3,750	0 0	60 15,000
24 Nov	2688.70	92.2 ₹ 23,050	27.6 6900.00	13.87	8 2,000	5 1,250	59 14,750
21 Nov	2734.80	63.95 ₹ 15,987.5	-7.6 -1900.00	-	0 0	47 11,750	0 0
20 Nov	2748.60	63.95 ₹ 15,987.5	-7.6 -1900.00	17.65	77 19,250	47 11,750	54 13,500
19 Nov	2744.70	70.3 ₹ 17,575	20.15 5037.50	18.33	8 2,000	6 1,500	6 1,500
18 Nov	2762.00	50.15 ₹ 12,537.5	0 0.00	0.23	0 0	0 0	0 0
17 Nov	2790.30	50.15 ₹ 12,537.5	0 0.00	1.55	0 0	0 0	0 0
14 Nov	2783.40	50.15 ₹ 12,537.5	0 0.00	0.98	0 0	0 0	0 0
13 Nov	2777.80	50.15 ₹ 12,537.5	0 0.00	1.09	0 0	0 0	0 0
12 Nov	2767.40	50.15 ₹ 12,537.5	0 0.00	0.36	0 0	0 0	0 0
11 Nov	2775.80	50.15 ₹ 12,537.5	0 0.00	0.81	0 0	0 0	0 0
10 Nov	2762.90	50.15 ₹ 12,537.5	0 0.00	0.56	0 0	0 0	0 0
7 Nov	2724.60	50.15 ₹ 12,537.5	0 0.00	-	0 0	0 0	0 0
6 Nov	2700.10	50.15 ₹ 12,537.5	0 0.00	-	0 0	0 0	0 0
3 Nov	2899.90	50.15 ₹ 12,537.5	0 0.00	3.92	0 0	0 0	0 0
31 Oct	2891.70	50.15 ₹ 12,537.5	0 0.00	-	0 0	0 0	0 0
30 Oct	2950.40	50.15 ₹ 12,537.5	0 0.00	4.76	0 0	0 0	0 0
29 Oct	2958.70	50.15 ₹ 12,537.5	0 0.00	4.95	0 0	0 0	0 0

For Grasim Industries Ltd - strike price 2780 expiring on 30DEC2025

Delta for 2780 PE is -0.54

Historical price for 2780 PE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 55.5, which was -4.45 lower than the previous day. The implied volatity was 18.25, the open interest changed by 18 which increased total open position to 101

On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 60.65, which was 7.05 higher than the previous day. The implied volatity was 16.75, the open interest changed by 18 which increased total open position to 83

On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 53.7, which was -20.55 lower than the previous day. The implied volatity was 16.12, the open interest changed by -2 which decreased total open position to 66

On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 74.25, which was 12.35 higher than the previous day. The implied volatity was 18.92, the open interest changed by -2 which decreased total open position to 69

On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 62.9, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 62.9, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 62.9, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 62.9, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 62.9, which was -0.05 lower than the previous day. The implied volatity was 16.26, the open interest changed by 1 which increased total open position to 72

On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 63.9, which was -21.6 lower than the previous day. The implied volatity was 16.73, the open interest changed by 4 which increased total open position to 71

On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 85.5, which was -7 lower than the previous day. The implied volatity was 12.23, the open interest changed by 0 which decreased total open position to 60

On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 92.2, which was 27.6 higher than the previous day. The implied volatity was 13.87, the open interest changed by 5 which increased total open position to 59

On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 63.95, which was -7.6 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 0

On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 63.95, which was -7.6 lower than the previous day. The implied volatity was 17.65, the open interest changed by 47 which increased total open position to 54

On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 70.3, which was 20.15 higher than the previous day. The implied volatity was 18.33, the open interest changed by 6 which increased total open position to 6

On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 0.23, 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 50.15, which was 0 lower than the previous day. The implied volatity was 1.55, 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 50.15, which was 0 lower than the previous day. The implied volatity was 0.98, 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 50.15, which was 0 lower than the previous day. The implied volatity was 1.09, 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 50.15, which was 0 lower than the previous day. The implied volatity was 0.36, 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 50.15, which was 0 lower than the previous day. The implied volatity was 0.81, 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 50.15, which was 0 lower than the previous day. The implied volatity was 0.56, 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 50.15, 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 50.15, 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 Nov GRASIM was trading at 2899.90. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 3.92, 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 50.15, 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 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0

On 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0

Related Pages for GRASIM

GRASIM

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD