[--[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 2800 CE
Delta: 0.37
Vega: 2.50
Theta: -1.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 25.45 1.55 15.17 1,743 25 2,475
8 Dec 2744.20 23.1 -4 15.90 3,250 -98 2,535
5 Dec 2747.00 26.75 3.05 14.39 568 -11 2,634
4 Dec 2730.40 23.55 0.95 15.59 510 -9 2,647
3 Dec 2720.30 22.85 -5.75 15.92 574 -10 2,656
2 Dec 2735.00 28.5 0.15 15.54 602 19 2,664
1 Dec 2731.50 28.4 -5.75 16.07 833 55 2,640
28 Nov 2739.40 33.7 0.65 15.31 1,982 791 2,590
27 Nov 2740.00 31.35 -3.55 14.47 722 56 1,798
26 Nov 2744.00 33.8 11.6 14.71 1,820 78 1,742
25 Nov 2686.80 22.4 -1.9 16.73 863 104 1,660
24 Nov 2688.70 24.65 -13.45 17.54 981 169 1,550
21 Nov 2734.80 38 -11.8 16.37 462 113 1,373
20 Nov 2748.60 50.3 -2.6 16.34 426 144 1,260
19 Nov 2744.70 53.3 -9.7 17.74 458 38 1,115
18 Nov 2762.00 60 -22.65 17.74 179 41 1,074
17 Nov 2790.30 82 3.1 17.04 262 131 1,035
14 Nov 2783.40 78.1 1.25 18.10 1,237 834 900
13 Nov 2777.80 76.85 2.05 17.02 23 0 66
12 Nov 2767.40 72.75 -7.25 18.85 55 34 60
11 Nov 2775.80 80 0 18.71 5 0 27
10 Nov 2762.90 80 18.65 19.61 29 -9 26
7 Nov 2724.60 59.05 7.25 18.13 8 -1 34
6 Nov 2700.10 52 -89.7 18.92 61 34 34
3 Nov 2899.90 141.7 0 - 0 0 0
31 Oct 2891.70 141.7 0 - 0 0 0
30 Oct 2950.40 141.7 0 - 0 0 0
29 Oct 2958.70 141.7 0 - 0 0 0
28 Oct 2932.90 141.7 0 - 0 0 0
27 Oct 2923.90 141.7 0 - 0 0 0
23 Oct 2864.60 141.7 0 - 0 0 0
21 Oct 2870.70 141.7 0 - 0 0 0
20 Oct 2854.00 141.7 0 - 0 0 0
17 Oct 2836.20 141.7 0 - 0 0 0
16 Oct 2859.80 141.7 0 - 0 0 0
15 Oct 2815.00 141.7 0 - 0 0 0
14 Oct 2775.80 141.7 0 - 0 0 0
13 Oct 2798.00 141.7 0 - 0 0 0
10 Oct 2811.00 141.7 0 - 0 0 0
9 Oct 2810.60 141.7 0 - 0 0 0
8 Oct 2778.20 141.7 0 - 0 0 0
7 Oct 2808.00 141.7 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 2800 expiring on 30DEC2025

Delta for 2800 CE is 0.37

Historical price for 2800 CE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 25.45, which was 1.55 higher than the previous day. The implied volatity was 15.17, the open interest changed by 25 which increased total open position to 2475


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 23.1, which was -4 lower than the previous day. The implied volatity was 15.90, the open interest changed by -98 which decreased total open position to 2535


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 26.75, which was 3.05 higher than the previous day. The implied volatity was 14.39, the open interest changed by -11 which decreased total open position to 2634


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 23.55, which was 0.95 higher than the previous day. The implied volatity was 15.59, the open interest changed by -9 which decreased total open position to 2647


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 22.85, which was -5.75 lower than the previous day. The implied volatity was 15.92, the open interest changed by -10 which decreased total open position to 2656


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 28.5, which was 0.15 higher than the previous day. The implied volatity was 15.54, the open interest changed by 19 which increased total open position to 2664


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 28.4, which was -5.75 lower than the previous day. The implied volatity was 16.07, the open interest changed by 55 which increased total open position to 2640


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 33.7, which was 0.65 higher than the previous day. The implied volatity was 15.31, the open interest changed by 791 which increased total open position to 2590


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 31.35, which was -3.55 lower than the previous day. The implied volatity was 14.47, the open interest changed by 56 which increased total open position to 1798


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 33.8, which was 11.6 higher than the previous day. The implied volatity was 14.71, the open interest changed by 78 which increased total open position to 1742


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 22.4, which was -1.9 lower than the previous day. The implied volatity was 16.73, the open interest changed by 104 which increased total open position to 1660


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 24.65, which was -13.45 lower than the previous day. The implied volatity was 17.54, the open interest changed by 169 which increased total open position to 1550


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 38, which was -11.8 lower than the previous day. The implied volatity was 16.37, the open interest changed by 113 which increased total open position to 1373


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 50.3, which was -2.6 lower than the previous day. The implied volatity was 16.34, the open interest changed by 144 which increased total open position to 1260


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 53.3, which was -9.7 lower than the previous day. The implied volatity was 17.74, the open interest changed by 38 which increased total open position to 1115


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 60, which was -22.65 lower than the previous day. The implied volatity was 17.74, the open interest changed by 41 which increased total open position to 1074


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 82, which was 3.1 higher than the previous day. The implied volatity was 17.04, the open interest changed by 131 which increased total open position to 1035


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 78.1, which was 1.25 higher than the previous day. The implied volatity was 18.10, the open interest changed by 834 which increased total open position to 900


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 76.85, which was 2.05 higher than the previous day. The implied volatity was 17.02, the open interest changed by 0 which decreased total open position to 66


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 72.75, which was -7.25 lower than the previous day. The implied volatity was 18.85, the open interest changed by 34 which increased total open position to 60


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 27


On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 80, which was 18.65 higher than the previous day. The implied volatity was 19.61, the open interest changed by -9 which decreased total open position to 26


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 59.05, which was 7.25 higher than the previous day. The implied volatity was 18.13, the open interest changed by -1 which decreased total open position to 34


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 52, which was -89.7 lower than the previous day. The implied volatity was 18.92, the open interest changed by 34 which increased total open position to 34


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 141.7, 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 141.7, 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 141.7, 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 141.7, 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 28 Oct GRASIM was trading at 2932.90. The strike last trading price was 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 141.7, 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 2800 PE
Delta: -0.60
Vega: 2.54
Theta: -0.63
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 67 -5.1 18.18 291 9 832
8 Dec 2744.20 74.5 8.4 17.21 276 -13 826
5 Dec 2747.00 66.3 -12.7 16.44 104 -17 839
4 Dec 2730.40 79 -8.05 15.98 97 18 856
3 Dec 2720.30 87.6 -0.85 17.06 21 6 838
2 Dec 2735.00 86.85 8.55 - 0 1 0
1 Dec 2731.50 86.85 8.55 18.71 28 0 831
28 Nov 2739.40 77.2 3.25 17.52 222 -10 829
27 Nov 2740.00 77.75 2.1 17.24 176 6 839
26 Nov 2744.00 76.05 -37.25 16.93 89 5 833
25 Nov 2686.80 112.4 2.75 16.67 88 27 823
24 Nov 2688.70 110.65 25.55 15.16 175 37 796
21 Nov 2734.80 87.45 11.4 17.02 344 69 751
20 Nov 2748.60 76.35 -8.3 18.15 187 61 680
19 Nov 2744.70 81.9 2.15 18.53 277 142 617
18 Nov 2762.00 82.7 15.15 20.35 214 -48 468
17 Nov 2790.30 67.1 -7.5 21.52 212 58 517
14 Nov 2783.40 75.2 2 20.86 397 369 454
13 Nov 2777.80 73.4 -3.3 20.66 34 10 85
12 Nov 2767.40 78 -5.5 18.47 51 2 74
11 Nov 2775.80 83.5 3.7 21.69 2 0 70
10 Nov 2762.90 79.8 -25.2 19.58 7 -1 70
7 Nov 2724.60 105 -17.65 20.64 27 20 71
6 Nov 2700.10 124.25 83.9 21.48 15 8 51
3 Nov 2899.90 40.35 -5.85 21.75 1 0 43
31 Oct 2891.70 44.2 8.2 - 44 41 43
30 Oct 2950.40 36 2.75 22.85 1 0 3
29 Oct 2958.70 32.5 -13.45 22.30 7 -2 4
28 Oct 2932.90 45.95 -96.45 - 0 0 0
27 Oct 2923.90 45.95 -96.45 - 0 0 0
23 Oct 2864.60 45.95 -96.45 19.29 6 1 1
21 Oct 2870.70 142.4 0 2.70 0 0 0
20 Oct 2854.00 142.4 0 - 0 0 0
17 Oct 2836.20 142.4 0 2.15 0 0 0
16 Oct 2859.80 142.4 0 - 0 0 0
15 Oct 2815.00 142.4 0 - 0 0 0
14 Oct 2775.80 142.4 0 0.80 0 0 0
13 Oct 2798.00 142.4 0 - 0 0 0
10 Oct 2811.00 142.4 0 - 0 0 0
9 Oct 2810.60 142.4 0 - 0 0 0
8 Oct 2778.20 142.4 0 - 0 0 0
7 Oct 2808.00 142.4 0 - 0 0 0
6 Oct 2807.40 0 0 - 0 0 0
3 Oct 2791.40 0 0 1.11 0 0 0


For Grasim Industries Ltd - strike price 2800 expiring on 30DEC2025

Delta for 2800 PE is -0.60

Historical price for 2800 PE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 67, which was -5.1 lower than the previous day. The implied volatity was 18.18, the open interest changed by 9 which increased total open position to 832


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 74.5, which was 8.4 higher than the previous day. The implied volatity was 17.21, the open interest changed by -13 which decreased total open position to 826


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 66.3, which was -12.7 lower than the previous day. The implied volatity was 16.44, the open interest changed by -17 which decreased total open position to 839


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 79, which was -8.05 lower than the previous day. The implied volatity was 15.98, the open interest changed by 18 which increased total open position to 856


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 87.6, which was -0.85 lower than the previous day. The implied volatity was 17.06, the open interest changed by 6 which increased total open position to 838


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 86.85, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 86.85, which was 8.55 higher than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 831


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 77.2, which was 3.25 higher than the previous day. The implied volatity was 17.52, the open interest changed by -10 which decreased total open position to 829


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 77.75, which was 2.1 higher than the previous day. The implied volatity was 17.24, the open interest changed by 6 which increased total open position to 839


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 76.05, which was -37.25 lower than the previous day. The implied volatity was 16.93, the open interest changed by 5 which increased total open position to 833


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 112.4, which was 2.75 higher than the previous day. The implied volatity was 16.67, the open interest changed by 27 which increased total open position to 823


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 110.65, which was 25.55 higher than the previous day. The implied volatity was 15.16, the open interest changed by 37 which increased total open position to 796


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 87.45, which was 11.4 higher than the previous day. The implied volatity was 17.02, the open interest changed by 69 which increased total open position to 751


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 76.35, which was -8.3 lower than the previous day. The implied volatity was 18.15, the open interest changed by 61 which increased total open position to 680


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 81.9, which was 2.15 higher than the previous day. The implied volatity was 18.53, the open interest changed by 142 which increased total open position to 617


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 82.7, which was 15.15 higher than the previous day. The implied volatity was 20.35, the open interest changed by -48 which decreased total open position to 468


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 67.1, which was -7.5 lower than the previous day. The implied volatity was 21.52, the open interest changed by 58 which increased total open position to 517


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 75.2, which was 2 higher than the previous day. The implied volatity was 20.86, the open interest changed by 369 which increased total open position to 454


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 73.4, which was -3.3 lower than the previous day. The implied volatity was 20.66, the open interest changed by 10 which increased total open position to 85


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 78, which was -5.5 lower than the previous day. The implied volatity was 18.47, the open interest changed by 2 which increased total open position to 74


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 83.5, which was 3.7 higher than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 70


On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 79.8, which was -25.2 lower than the previous day. The implied volatity was 19.58, the open interest changed by -1 which decreased total open position to 70


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 105, which was -17.65 lower than the previous day. The implied volatity was 20.64, the open interest changed by 20 which increased total open position to 71


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 124.25, which was 83.9 higher than the previous day. The implied volatity was 21.48, the open interest changed by 8 which increased total open position to 51


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 40.35, which was -5.85 lower than the previous day. The implied volatity was 21.75, the open interest changed by 0 which decreased total open position to 43


On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 44.2, which was 8.2 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 43


On 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 36, which was 2.75 higher than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 3


On 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 32.5, which was -13.45 lower than the previous day. The implied volatity was 22.30, the open interest changed by -2 which decreased total open position to 4


On 28 Oct GRASIM was trading at 2932.90. The strike last trading price was 45.95, which was -96.45 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 45.95, which was -96.45 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 45.95, which was -96.45 lower than the previous day. The implied volatity was 19.29, 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 142.4, which was 0 lower than the previous day. The implied volatity was 2.70, 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 142.4, 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 142.4, which was 0 lower than the previous day. The implied volatity was 2.15, 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 142.4, 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 142.4, 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 142.4, which was 0 lower than the previous day. The implied volatity was 0.80, 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 142.4, 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 142.4, 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 142.4, 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 142.4, 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 142.4, 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 1.11, the open interest changed by 0 which decreased total open position to 0