GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
24 Dec 2025 04:11 PM IST
| GRASIM 27-JAN-2026 2800 CE | ||||||||||||||||
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Delta: 0.68
Vega: 3.10
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 2826.90 | 85.1 | -3.2 | 15.24 | 183 | 90 | 427 | |||||||||
| 23 Dec | 2829.80 | 87.55 | 4.3 | 17.17 | 202 | 49 | 338 | |||||||||
| 22 Dec | 2809.70 | 80.85 | -5.15 | 18.61 | 334 | 258 | 274 | |||||||||
| 19 Dec | 2812.50 | 86 | 0 | 17.17 | 4 | 0 | 14 | |||||||||
| 18 Dec | 2807.60 | 86 | 6 | 18.13 | 1 | 0 | 13 | |||||||||
| 17 Dec | 2806.60 | 80 | -15 | 16.00 | 12 | 6 | 13 | |||||||||
| 16 Dec | 2799.10 | 95 | 1 | 22.78 | 1 | 0 | 7 | |||||||||
| 15 Dec | 2821.00 | 94 | 6 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 2836.70 | 94 | 6 | 14.01 | 2 | 1 | 6 | |||||||||
| 11 Dec | 2797.80 | 88 | 16 | 17.80 | 2 | 0 | 3 | |||||||||
| 10 Dec | 2746.80 | 72 | 0 | - | 0 | 0 | 3 | |||||||||
| 9 Dec | 2746.00 | 72 | 0 | 19.41 | 1 | 0 | 2 | |||||||||
| 8 Dec | 2744.20 | 72 | 17 | 20.89 | 1 | 0 | 1 | |||||||||
| 4 Dec | 2730.40 | 55 | -193.35 | 16.72 | 1 | 0 | 0 | |||||||||
| 3 Dec | 2720.30 | 248.35 | 0 | 1.01 | 0 | 0 | 0 | |||||||||
| 2 Dec | 2735.00 | 248.35 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 1 Dec | 2731.50 | 248.35 | 0 | 0.79 | 0 | 0 | 0 | |||||||||
| 28 Nov | 2739.40 | 248.35 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 24 Nov | 2688.70 | 248.35 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 20 Nov | 2748.60 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2744.70 | 248.35 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 18 Nov | 2762.00 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2790.30 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2783.40 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2777.80 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2767.40 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2775.80 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2724.60 | 248.35 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
| 6 Nov | 2700.10 | 248.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2882.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2899.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 31 Oct | 2891.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2950.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2800 expiring on 27JAN2026
Delta for 2800 CE is 0.68
Historical price for 2800 CE is as follows
On 24 Dec GRASIM was trading at 2826.90. The strike last trading price was 85.1, which was -3.2 lower than the previous day. The implied volatity was 15.24, the open interest changed by 90 which increased total open position to 427
On 23 Dec GRASIM was trading at 2829.80. The strike last trading price was 87.55, which was 4.3 higher than the previous day. The implied volatity was 17.17, the open interest changed by 49 which increased total open position to 338
On 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 80.85, which was -5.15 lower than the previous day. The implied volatity was 18.61, the open interest changed by 258 which increased total open position to 274
On 19 Dec GRASIM was trading at 2812.50. The strike last trading price was 86, which was 0 lower than the previous day. The implied volatity was 17.17, the open interest changed by 0 which decreased total open position to 14
On 18 Dec GRASIM was trading at 2807.60. The strike last trading price was 86, which was 6 higher than the previous day. The implied volatity was 18.13, the open interest changed by 0 which decreased total open position to 13
On 17 Dec GRASIM was trading at 2806.60. The strike last trading price was 80, which was -15 lower than the previous day. The implied volatity was 16.00, the open interest changed by 6 which increased total open position to 13
On 16 Dec GRASIM was trading at 2799.10. The strike last trading price was 95, which was 1 higher than the previous day. The implied volatity was 22.78, the open interest changed by 0 which decreased total open position to 7
On 15 Dec GRASIM was trading at 2821.00. The strike last trading price was 94, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 94, which was 6 higher than the previous day. The implied volatity was 14.01, the open interest changed by 1 which increased total open position to 6
On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 88, which was 16 higher than the previous day. The implied volatity was 17.80, the open interest changed by 0 which decreased total open position to 3
On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was 19.41, the open interest changed by 0 which decreased total open position to 2
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 72, which was 17 higher than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 1
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 55, which was -193.35 lower than the previous day. The implied volatity was 16.72, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 248.35, which was 0 lower than the previous day. The implied volatity was 1.01, 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 248.35, which was 0 lower than the previous day. The implied volatity was 0.53, 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 248.35, which was 0 lower than the previous day. The implied volatity was 0.79, 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 248.35, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 248.35, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 248.35, 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 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 248.35, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 248.35, 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 248.35, 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 248.35, 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 248.35, 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 248.35, 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 248.35, 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 248.35, which was 0 lower than the previous day. The implied volatity was 0.35, 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 248.35, 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 4 Nov GRASIM was trading at 2882.00. 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 Nov GRASIM was trading at 2899.90. 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 31 Oct GRASIM was trading at 2891.70. 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 30 Oct GRASIM was trading at 2950.40. 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 27JAN2026 2800 PE | |||||||
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Delta: -0.34
Vega: 3.17
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 2826.90 | 34.5 | -2.6 | 17.14 | 204 | 68 | 326 |
| 23 Dec | 2829.80 | 38.6 | -8.05 | 17.44 | 248 | 77 | 258 |
| 22 Dec | 2809.70 | 45.85 | -1.8 | 17.03 | 189 | 106 | 175 |
| 19 Dec | 2812.50 | 47.45 | -5.15 | 18.59 | 13 | 4 | 70 |
| 18 Dec | 2807.60 | 52.6 | -0.4 | 18.72 | 17 | 11 | 66 |
| 17 Dec | 2806.60 | 53 | -2.05 | 18.78 | 3 | 2 | 54 |
| 16 Dec | 2799.10 | 55.05 | 6.55 | 16.97 | 17 | 7 | 52 |
| 15 Dec | 2821.00 | 48 | 2.65 | 20.05 | 32 | 23 | 43 |
| 12 Dec | 2836.70 | 45.35 | -14.85 | 18.51 | 16 | 1 | 17 |
| 11 Dec | 2797.80 | 60 | -26.2 | 18.83 | 19 | 9 | 15 |
| 10 Dec | 2746.80 | 86.2 | -8.8 | 19.63 | 3 | 2 | 5 |
| 9 Dec | 2746.00 | 95 | 0 | - | 0 | 1 | 0 |
| 8 Dec | 2744.20 | 95 | 0 | 19.92 | 1 | 0 | 2 |
| 4 Dec | 2730.40 | 95 | 21.85 | - | 0 | 0 | 0 |
| 3 Dec | 2720.30 | 95 | 21.85 | - | 0 | 0 | 0 |
| 2 Dec | 2735.00 | 95 | 21.85 | - | 0 | 2 | 0 |
| 1 Dec | 2731.50 | 95 | 21.85 | 18.76 | 2 | 1 | 1 |
| 28 Nov | 2739.40 | 73.15 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 2688.70 | 73.15 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 2748.60 | 73.15 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 2744.70 | 73.15 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 2762.00 | 73.15 | 0 | 0.21 | 0 | 0 | 0 |
| 17 Nov | 2790.30 | 73.15 | 0 | 1.24 | 0 | 0 | 0 |
| 14 Nov | 2783.40 | 73.15 | 0 | 0.92 | 0 | 0 | 0 |
| 13 Nov | 2777.80 | 73.15 | 0 | 0.90 | 0 | 0 | 0 |
| 12 Nov | 2767.40 | 73.15 | 0 | 0.32 | 0 | 0 | 0 |
| 11 Nov | 2775.80 | 73.15 | 0 | 0.74 | 0 | 0 | 0 |
| 7 Nov | 2724.60 | 73.15 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 2700.10 | 73.15 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 2882.00 | 73.15 | 0 | 2.79 | 0 | 0 | 0 |
| 3 Nov | 2899.90 | 73.15 | 0 | 3.26 | 0 | 0 | 0 |
| 31 Oct | 2891.70 | 73.15 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 2950.40 | 73.15 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2800 expiring on 27JAN2026
Delta for 2800 PE is -0.34
Historical price for 2800 PE is as follows
On 24 Dec GRASIM was trading at 2826.90. The strike last trading price was 34.5, which was -2.6 lower than the previous day. The implied volatity was 17.14, the open interest changed by 68 which increased total open position to 326
On 23 Dec GRASIM was trading at 2829.80. The strike last trading price was 38.6, which was -8.05 lower than the previous day. The implied volatity was 17.44, the open interest changed by 77 which increased total open position to 258
On 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 45.85, which was -1.8 lower than the previous day. The implied volatity was 17.03, the open interest changed by 106 which increased total open position to 175
On 19 Dec GRASIM was trading at 2812.50. The strike last trading price was 47.45, which was -5.15 lower than the previous day. The implied volatity was 18.59, the open interest changed by 4 which increased total open position to 70
On 18 Dec GRASIM was trading at 2807.60. The strike last trading price was 52.6, which was -0.4 lower than the previous day. The implied volatity was 18.72, the open interest changed by 11 which increased total open position to 66
On 17 Dec GRASIM was trading at 2806.60. The strike last trading price was 53, which was -2.05 lower than the previous day. The implied volatity was 18.78, the open interest changed by 2 which increased total open position to 54
On 16 Dec GRASIM was trading at 2799.10. The strike last trading price was 55.05, which was 6.55 higher than the previous day. The implied volatity was 16.97, the open interest changed by 7 which increased total open position to 52
On 15 Dec GRASIM was trading at 2821.00. The strike last trading price was 48, which was 2.65 higher than the previous day. The implied volatity was 20.05, the open interest changed by 23 which increased total open position to 43
On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 45.35, which was -14.85 lower than the previous day. The implied volatity was 18.51, the open interest changed by 1 which increased total open position to 17
On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 60, which was -26.2 lower than the previous day. The implied volatity was 18.83, the open interest changed by 9 which increased total open position to 15
On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 86.2, which was -8.8 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2 which increased total open position to 5
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 95, which was 0 lower than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 2
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 95, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 95, which was 21.85 higher 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 95, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 95, which was 21.85 higher than the previous day. The implied volatity was 18.76, the open interest changed by 1 which increased total open position to 1
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 73.15, 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 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 73.15, 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 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 73.15, 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 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 73.15, 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 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 73.15, which was 0 lower than the previous day. The implied volatity was 0.21, 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 73.15, which was 0 lower than the previous day. The implied volatity was 1.24, 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 73.15, which was 0 lower than the previous day. The implied volatity was 0.92, 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 73.15, which was 0 lower than the previous day. The implied volatity was 0.90, 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 73.15, which was 0 lower than the previous day. The implied volatity was 0.32, 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 73.15, which was 0 lower than the previous day. The implied volatity was 0.74, 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 73.15, 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 73.15, 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 4 Nov GRASIM was trading at 2882.00. The strike last trading price was 73.15, which was 0 lower than the previous day. The implied volatity was 2.79, 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 73.15, which was 0 lower than the previous day. The implied volatity was 3.26, 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 73.15, 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 73.15, 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































































































































































































































