[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2826.9 -2.90 (-0.10%)
L: 2820 H: 2862.9

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Historical option data for GRASIM

24 Dec 2025 04:11 PM IST
GRASIM 27-JAN-2026 2800 CE
Delta: 0.68
Vega: 3.10
Theta: -1.20
Gamma: 0.00
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
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
Delta: -0.34
Vega: 3.17
Theta: -0.52
Gamma: 0.00
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