[--[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 2820 CE
Delta: 0.31
Vega: 2.33
Theta: -1.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 20.15 1.5 15.67 222 11 184
8 Dec 2744.20 17.45 -3.4 15.94 430 4 174
5 Dec 2747.00 20.65 2.7 14.57 150 -38 171
4 Dec 2730.40 18.35 0.85 15.75 83 6 209
3 Dec 2720.30 16.85 -5.6 15.63 126 17 202
2 Dec 2735.00 22.7 0.7 15.72 55 -9 188
1 Dec 2731.50 23 -4.4 16.32 85 0 197
28 Nov 2739.40 26.95 0.75 15.35 91 31 197
27 Nov 2740.00 25 -3.4 14.59 87 -9 166
26 Nov 2744.00 27.9 10.25 15.05 210 26 175
25 Nov 2686.80 17.4 -2.75 16.57 80 38 149
24 Nov 2688.70 20 -12.6 17.57 127 46 111
21 Nov 2734.80 32.6 -12.65 16.77 7 1 66
20 Nov 2748.60 45.25 -1.15 17.21 39 25 65
19 Nov 2744.70 45.65 -9.7 17.83 42 1 37
18 Nov 2762.00 55.3 -11.35 18.79 13 2 35
17 Nov 2790.30 66.65 -4.7 15.82 3 0 32
14 Nov 2783.40 71.35 2.2 18.88 30 22 29
13 Nov 2777.80 69.15 -1.05 17.60 6 5 6
12 Nov 2767.40 70.25 25.85 - 0 0 0
11 Nov 2775.80 70.25 25.85 - 0 -1 0
10 Nov 2762.90 70.25 25.85 19.47 2 0 2
7 Nov 2724.60 44.4 1.35 16.39 3 -1 1
6 Nov 2700.10 43.05 -114.2 18.35 1 0 3
3 Nov 2899.90 157.25 -32.9 - 0 1 0
31 Oct 2891.70 157.25 -32.9 - 1 0 2
30 Oct 2950.40 190.15 -14.9 - 0 2 0
29 Oct 2958.70 190.15 -14.9 9.87 2 0 0


For Grasim Industries Ltd - strike price 2820 expiring on 30DEC2025

Delta for 2820 CE is 0.31

Historical price for 2820 CE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 20.15, which was 1.5 higher than the previous day. The implied volatity was 15.67, the open interest changed by 11 which increased total open position to 184


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 17.45, which was -3.4 lower than the previous day. The implied volatity was 15.94, the open interest changed by 4 which increased total open position to 174


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 20.65, which was 2.7 higher than the previous day. The implied volatity was 14.57, the open interest changed by -38 which decreased total open position to 171


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 18.35, which was 0.85 higher than the previous day. The implied volatity was 15.75, the open interest changed by 6 which increased total open position to 209


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 16.85, which was -5.6 lower than the previous day. The implied volatity was 15.63, the open interest changed by 17 which increased total open position to 202


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 22.7, which was 0.7 higher than the previous day. The implied volatity was 15.72, the open interest changed by -9 which decreased total open position to 188


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 23, which was -4.4 lower than the previous day. The implied volatity was 16.32, the open interest changed by 0 which decreased total open position to 197


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 26.95, which was 0.75 higher than the previous day. The implied volatity was 15.35, the open interest changed by 31 which increased total open position to 197


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 25, which was -3.4 lower than the previous day. The implied volatity was 14.59, the open interest changed by -9 which decreased total open position to 166


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 27.9, which was 10.25 higher than the previous day. The implied volatity was 15.05, the open interest changed by 26 which increased total open position to 175


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 17.4, which was -2.75 lower than the previous day. The implied volatity was 16.57, the open interest changed by 38 which increased total open position to 149


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 20, which was -12.6 lower than the previous day. The implied volatity was 17.57, the open interest changed by 46 which increased total open position to 111


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 32.6, which was -12.65 lower than the previous day. The implied volatity was 16.77, the open interest changed by 1 which increased total open position to 66


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 45.25, which was -1.15 lower than the previous day. The implied volatity was 17.21, the open interest changed by 25 which increased total open position to 65


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 45.65, which was -9.7 lower than the previous day. The implied volatity was 17.83, the open interest changed by 1 which increased total open position to 37


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 55.3, which was -11.35 lower than the previous day. The implied volatity was 18.79, the open interest changed by 2 which increased total open position to 35


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 66.65, which was -4.7 lower than the previous day. The implied volatity was 15.82, the open interest changed by 0 which decreased total open position to 32


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 71.35, which was 2.2 higher than the previous day. The implied volatity was 18.88, the open interest changed by 22 which increased total open position to 29


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 69.15, which was -1.05 lower than the previous day. The implied volatity was 17.60, the open interest changed by 5 which increased total open position to 6


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 70.25, which was 25.85 higher 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 70.25, which was 25.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 70.25, which was 25.85 higher than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 2


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 44.4, which was 1.35 higher than the previous day. The implied volatity was 16.39, the open interest changed by -1 which decreased total open position to 1


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 43.05, which was -114.2 lower than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 3


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 157.25, which was -32.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 157.25, which was -32.9 lower 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 190.15, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 190.15, which was -14.9 lower than the previous day. The implied volatity was 9.87, the open interest changed by 0 which decreased total open position to 0


GRASIM 30DEC2025 2820 PE
Delta: -0.67
Vega: 2.40
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 79.55 -17.05 18.03 6 3 36
8 Dec 2744.20 96.1 -18.95 - 0 0 33
5 Dec 2747.00 96.1 -18.95 - 0 0 0
4 Dec 2730.40 96.1 -18.95 - 0 0 0
3 Dec 2720.30 96.1 -18.95 - 0 0 0
2 Dec 2735.00 96.1 -18.95 - 0 0 0
1 Dec 2731.50 96.1 -18.95 17.22 11 1 34
28 Nov 2739.40 115.05 15.1 - 0 0 0
27 Nov 2740.00 115.05 15.1 - 0 0 0
26 Nov 2744.00 115.05 15.1 - 0 0 0
25 Nov 2686.80 115.05 15.1 - 0 5 0
24 Nov 2688.70 115.05 15.1 9.17 10 5 33
21 Nov 2734.80 99.95 11.65 16.87 2 0 27
20 Nov 2748.60 88.3 -8.2 18.28 44 20 26
19 Nov 2744.70 96.5 33.95 19.33 8 5 5
18 Nov 2762.00 62.55 0 - 0 0 0
17 Nov 2790.30 62.55 0 0.39 0 0 0
14 Nov 2783.40 62.55 0 - 0 0 0
13 Nov 2777.80 62.55 0 - 0 0 0
12 Nov 2767.40 62.55 0 - 0 0 0
11 Nov 2775.80 62.55 0 - 0 0 0
10 Nov 2762.90 62.55 0 - 0 0 0
7 Nov 2724.60 62.55 0 - 0 0 0
6 Nov 2700.10 62.55 0 - 0 0 0
3 Nov 2899.90 62.55 0 3.01 0 0 0
31 Oct 2891.70 62.55 0 - 0 0 0
30 Oct 2950.40 62.55 0 3.90 0 0 0
29 Oct 2958.70 62.55 0 - 0 0 0


For Grasim Industries Ltd - strike price 2820 expiring on 30DEC2025

Delta for 2820 PE is -0.67

Historical price for 2820 PE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 79.55, which was -17.05 lower than the previous day. The implied volatity was 18.03, the open interest changed by 3 which increased total open position to 36


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 96.1, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 96.1, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 96.1, which was -18.95 lower 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 96.1, which was -18.95 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 96.1, which was -18.95 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 96.1, which was -18.95 lower than the previous day. The implied volatity was 17.22, the open interest changed by 1 which increased total open position to 34


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 115.05, which was 15.1 higher 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 115.05, which was 15.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 115.05, which was 15.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 115.05, which was 15.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 115.05, which was 15.1 higher than the previous day. The implied volatity was 9.17, the open interest changed by 5 which increased total open position to 33


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 99.95, which was 11.65 higher than the previous day. The implied volatity was 16.87, the open interest changed by 0 which decreased total open position to 27


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 88.3, which was -8.2 lower than the previous day. The implied volatity was 18.28, the open interest changed by 20 which increased total open position to 26


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 96.5, which was 33.95 higher than the previous day. The implied volatity was 19.33, the open interest changed by 5 which increased total open position to 5


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 62.55, 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 Nov GRASIM was trading at 2790.30. The strike last trading price was 62.55, which was 0 lower than the previous day. The implied volatity was 0.39, 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 62.55, 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 Nov GRASIM was trading at 2777.80. The strike last trading price was 62.55, 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 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 62.55, 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 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 62.55, 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 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 62.55, 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 Nov GRASIM was trading at 2724.60. The strike last trading price was 62.55, 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 Nov GRASIM was trading at 2700.10. The strike last trading price was 62.55, 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 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 62.55, which was 0 lower than the previous day. The implied volatity was 3.01, 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 62.55, 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 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 62.55, which was 0 lower than the previous day. The implied volatity was 3.90, 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 62.55, 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