GRASIM

Grasim Industries Ltd

2776.9 -15.10 (-0.54%)

L: 2766.7 H: 2807.9

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Historical option data for GRASIM
09 Jan 2026 04:12 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 27-JAN-2026 2820 CE
Delta: 0.39 Vega: 2.36 Theta: -1.44 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	2776.90	28.85 ₹ 7,212.5	-15.7 -3925.00	17.57	520 1,30,000	55 13,750	296 74,000
8 Jan	2792.00	41.1 ₹ 10,275	-23.7 -5925.00	19.53	368 92,000	154 38,500	244 61,000
7 Jan	2837.10	64.7 ₹ 16,175	-20.6 -5150.00	19.38	17 4,250	3 750	90 22,500
6 Jan	2865.30	85.5 ₹ 21,375	11.1 2775.00	16.59	21 5,250	8 2,000	90 22,500
5 Jan	2848.90	75.3 ₹ 18,825	-9.2 -2300.00	18.82	33 8,250	4 1,000	81 20,250
2 Jan	2856.40	86.4 ₹ 21,600	5.75 1437.50	16.07	38 9,500	-4 -1,000	77 19,250
1 Jan	2851.70	80.15 ₹ 20,037.5	15.35 3837.50	16.65	142 35,500	-4 -1,000	82 20,500
31 Dec	2829.00	65.9 ₹ 16,475	-10.4 -2600.00	15.41	195 48,750	21 5,250	83 20,750
30 Dec	2841.70	79.8 ₹ 19,950	2.2 550.00	18.11	90 22,500	17 4,250	62 15,500
29 Dec	2842.40	79.05 ₹ 19,762.5	11.75 2937.50	16.17	98 24,500	11 2,750	45 11,250
26 Dec	2817.70	66.15 ₹ 16,537.5	-8.85 -2212.50	15.78	61 15,250	29 7,250	34 8,500
24 Dec	2826.90	75 ₹ 18,750	1.85 462.50	15.97	3 750	1 250	4 1,000
23 Dec	2829.80	73.15 ₹ 18,287.5	-0.8 -200.00	16.40	7 1,750	3 750	3 750
22 Dec	2809.70	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
19 Dec	2812.50	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
18 Dec	2807.60	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
17 Dec	2806.60	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
16 Dec	2799.10	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
15 Dec	2821.00	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
12 Dec	2836.70	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
11 Dec	2797.80	73.95 ₹ 18,487.5	0 0.00	-	0 0	0 0	0 0
10 Dec	2746.80	73.95 ₹ 18,487.5	0 0.00	0.98	0 0	0 0	0 0
9 Dec	2746.00	73.95 ₹ 18,487.5	0 0.00	1.04	0 0	0 0	0 0
8 Dec	2744.20	73.95 ₹ 18,487.5	0 0.00	1.25	0 0	0 0	0 0
4 Dec	2730.40	73.95 ₹ 18,487.5	0 0.00	1.24	0 0	0 0	0 0
3 Dec	2720.30	73.95 ₹ 18,487.5	0 0.00	1.51	0 0	0 0	0 0

2 Dec	2735.00	73.95 ₹ 18,487.5	0 0.00	1.06	0 0	0 0	0 0
1 Dec	2731.50	73.95 ₹ 18,487.5	0 0.00	1.22	0 0	0 0	0 0
28 Nov	2739.40	73.95 ₹ 18,487.5	0 0.00	0.90	0 0	0 0	0 0

For Grasim Industries Ltd - strike price 2820 expiring on 27JAN2026

Delta for 2820 CE is 0.39

Historical price for 2820 CE is as follows

On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 28.85, which was -15.7 lower than the previous day. The implied volatity was 17.57, the open interest changed by 55 which increased total open position to 296

On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 41.1, which was -23.7 lower than the previous day. The implied volatity was 19.53, the open interest changed by 154 which increased total open position to 244

On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 64.7, which was -20.6 lower than the previous day. The implied volatity was 19.38, the open interest changed by 3 which increased total open position to 90

On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 85.5, which was 11.1 higher than the previous day. The implied volatity was 16.59, the open interest changed by 8 which increased total open position to 90

On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 75.3, which was -9.2 lower than the previous day. The implied volatity was 18.82, the open interest changed by 4 which increased total open position to 81

On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 86.4, which was 5.75 higher than the previous day. The implied volatity was 16.07, the open interest changed by -4 which decreased total open position to 77

On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 80.15, which was 15.35 higher than the previous day. The implied volatity was 16.65, the open interest changed by -4 which decreased total open position to 82

On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 65.9, which was -10.4 lower than the previous day. The implied volatity was 15.41, the open interest changed by 21 which increased total open position to 83

On 30 Dec GRASIM was trading at 2841.70. The strike last trading price was 79.8, which was 2.2 higher than the previous day. The implied volatity was 18.11, the open interest changed by 17 which increased total open position to 62

On 29 Dec GRASIM was trading at 2842.40. The strike last trading price was 79.05, which was 11.75 higher than the previous day. The implied volatity was 16.17, the open interest changed by 11 which increased total open position to 45

On 26 Dec GRASIM was trading at 2817.70. The strike last trading price was 66.15, which was -8.85 lower than the previous day. The implied volatity was 15.78, the open interest changed by 29 which increased total open position to 34

On 24 Dec GRASIM was trading at 2826.90. The strike last trading price was 75, which was 1.85 higher than the previous day. The implied volatity was 15.97, the open interest changed by 1 which increased total open position to 4

On 23 Dec GRASIM was trading at 2829.80. The strike last trading price was 73.15, which was -0.8 lower than the previous day. The implied volatity was 16.40, the open interest changed by 3 which increased total open position to 3

On 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2812.50. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2807.60. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2806.60. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2799.10. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2821.00. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2836.70. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2797.80. The strike last trading price was 73.95, 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 Dec GRASIM was trading at 2746.80. The strike last trading price was 73.95, 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 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 73.95, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0

On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 73.95, which was 0 lower than the previous day. The implied volatity was 1.25, 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 73.95, 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 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 73.95, which was 0 lower than the previous day. The implied volatity was 1.51, 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 73.95, which was 0 lower than the previous day. The implied volatity was 1.06, 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 73.95, which was 0 lower than the previous day. The implied volatity was 1.22, 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 73.95, 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

GRASIM 27JAN2026 2820 PE
Delta: -0.60 Vega: 2.38 Theta: -0.79 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	2776.90	65.75 ₹ 16,437.5	10.65 2662.50	19.16	232 58,000	-96 -24,000	211 52,750
8 Jan	2792.00	57.15 ₹ 14,287.5	21.05 5262.50	18.65	722 1,80,500	133 33,250	308 77,000
7 Jan	2837.10	37.5 ₹ 9,375	11.85 2962.50	18.69	319 79,750	19 4,750	174 43,500
6 Jan	2865.30	25.85 ₹ 6,462.5	-6 -1500.00	19.29	165 41,250	17 4,250	155 38,750
5 Jan	2848.90	31.15 ₹ 7,787.5	3.75 937.50	17.75	180 45,000	32 8,000	139 34,750
2 Jan	2856.40	25.6 ₹ 6,400	-3.15 -787.50	17.40	113 28,250	22 5,500	107 26,750
1 Jan	2851.70	28.8 ₹ 7,200	-11.8 -2950.00	16.79	107 26,750	4 1,000	85 21,250
31 Dec	2829.00	39.9 ₹ 9,975	2.4 600.00	18.05	296 74,000	30 7,500	86 21,500
30 Dec	2841.70	35.8 ₹ 8,950	-3.6 -900.00	17.97	75 18,750	33 8,250	56 14,000
29 Dec	2842.40	37.9 ₹ 9,475	-139.8 -34950.00	18.58	65 16,250	23 5,750	23 5,750
26 Dec	2817.70	177.7 ₹ 44,425	0 0.00	0.70	0 0	0 0	0 0
24 Dec	2826.90	177.7 ₹ 44,425	0 0.00	1.16	0 0	0 0	0 0
23 Dec	2829.80	177.7 ₹ 44,425	0 0.00	0.99	0 0	0 0	0 0
22 Dec	2809.70	177.7 ₹ 44,425	0 0.00	0.59	0 0	0 0	0 0
19 Dec	2812.50	177.7 ₹ 44,425	0 0.00	0.80	0 0	0 0	0 0
18 Dec	2807.60	177.7 ₹ 44,425	0 0.00	0.56	0 0	0 0	0 0
17 Dec	2806.60	177.7 ₹ 44,425	0 0.00	0.60	0 0	0 0	0 0
16 Dec	2799.10	177.7 ₹ 44,425	0 0.00	0.21	0 0	0 0	0 0
15 Dec	2821.00	177.7 ₹ 44,425	0 0.00	0.99	0 0	0 0	0 0
12 Dec	2836.70	177.7 ₹ 44,425	0 0.00	1.44	0 0	0 0	0 0
11 Dec	2797.80	177.7 ₹ 44,425	0 0.00	0.43	0 0	0 0	0 0
10 Dec	2746.80	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0
9 Dec	2746.00	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0
8 Dec	2744.20	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0
4 Dec	2730.40	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0
3 Dec	2720.30	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0
2 Dec	2735.00	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0
1 Dec	2731.50	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0
28 Nov	2739.40	177.7 ₹ 44,425	0 0.00	-	0 0	0 0	0 0

For Grasim Industries Ltd - strike price 2820 expiring on 27JAN2026

Delta for 2820 PE is -0.60

Historical price for 2820 PE is as follows

On 9 Jan GRASIM was trading at 2776.90. The strike last trading price was 65.75, which was 10.65 higher than the previous day. The implied volatity was 19.16, the open interest changed by -96 which decreased total open position to 211

On 8 Jan GRASIM was trading at 2792.00. The strike last trading price was 57.15, which was 21.05 higher than the previous day. The implied volatity was 18.65, the open interest changed by 133 which increased total open position to 308

On 7 Jan GRASIM was trading at 2837.10. The strike last trading price was 37.5, which was 11.85 higher than the previous day. The implied volatity was 18.69, the open interest changed by 19 which increased total open position to 174

On 6 Jan GRASIM was trading at 2865.30. The strike last trading price was 25.85, which was -6 lower than the previous day. The implied volatity was 19.29, the open interest changed by 17 which increased total open position to 155

On 5 Jan GRASIM was trading at 2848.90. The strike last trading price was 31.15, which was 3.75 higher than the previous day. The implied volatity was 17.75, the open interest changed by 32 which increased total open position to 139

On 2 Jan GRASIM was trading at 2856.40. The strike last trading price was 25.6, which was -3.15 lower than the previous day. The implied volatity was 17.40, the open interest changed by 22 which increased total open position to 107

On 1 Jan GRASIM was trading at 2851.70. The strike last trading price was 28.8, which was -11.8 lower than the previous day. The implied volatity was 16.79, the open interest changed by 4 which increased total open position to 85

On 31 Dec GRASIM was trading at 2829.00. The strike last trading price was 39.9, which was 2.4 higher than the previous day. The implied volatity was 18.05, the open interest changed by 30 which increased total open position to 86

On 30 Dec GRASIM was trading at 2841.70. The strike last trading price was 35.8, which was -3.6 lower than the previous day. The implied volatity was 17.97, the open interest changed by 33 which increased total open position to 56

On 29 Dec GRASIM was trading at 2842.40. The strike last trading price was 37.9, which was -139.8 lower than the previous day. The implied volatity was 18.58, the open interest changed by 23 which increased total open position to 23

On 26 Dec GRASIM was trading at 2817.70. The strike last trading price was 177.7, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0

On 24 Dec GRASIM was trading at 2826.90. The strike last trading price was 177.7, 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 23 Dec GRASIM was trading at 2829.80. The strike last trading price was 177.7, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0

On 22 Dec GRASIM was trading at 2809.70. The strike last trading price was 177.7, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0

On 19 Dec GRASIM was trading at 2812.50. The strike last trading price was 177.7, 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 18 Dec GRASIM was trading at 2807.60. The strike last trading price was 177.7, 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 17 Dec GRASIM was trading at 2806.60. The strike last trading price was 177.7, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0

On 16 Dec GRASIM was trading at 2799.10. The strike last trading price was 177.7, 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 15 Dec GRASIM was trading at 2821.00. The strike last trading price was 177.7, which was 0 lower than the previous day. The implied volatity was 0.99, 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 177.7, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0

On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 177.7, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0

On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 177.7, 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 Dec GRASIM was trading at 2746.00. The strike last trading price was 177.7, 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 Dec GRASIM was trading at 2744.20. The strike last trading price was 177.7, 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 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 177.7, 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 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 177.7, 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 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 177.7, 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 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 177.7, 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 Nov GRASIM was trading at 2739.40. The strike last trading price was 177.7, 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

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