[--[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 2840 CE
Delta: 0.25
Vega: 2.08
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 14.7 0.5 15.59 322 -39 246
8 Dec 2744.20 13.4 -2.65 16.21 422 10 286
5 Dec 2747.00 15.8 1.65 14.77 172 -88 276
4 Dec 2730.40 14.15 0.45 15.91 27 9 364
3 Dec 2720.30 13.4 -3.1 15.99 114 23 355
2 Dec 2735.00 16.5 -1.1 15.32 61 2 332
1 Dec 2731.50 17.6 -4.4 16.19 114 34 330
28 Nov 2739.40 21.5 0.45 15.48 158 27 296
27 Nov 2740.00 20.35 -2.4 14.93 220 112 269
26 Nov 2744.00 22 4.5 15.04 149 83 157
25 Nov 2686.80 17.5 1.15 18.25 10 8 73
24 Nov 2688.70 16.7 -8.45 17.87 67 20 65
21 Nov 2734.80 25.1 -10.1 16.23 20 3 44
20 Nov 2748.60 35.45 -3.15 16.47 32 14 39
19 Nov 2744.70 39.05 -6.8 17.97 29 15 24
18 Nov 2762.00 44.9 -13.8 18.06 11 6 9
17 Nov 2790.30 58.7 -65.2 16.30 4 3 3
14 Nov 2783.40 123.9 0 0.75 0 0 0
13 Nov 2777.80 123.9 0 0.62 0 0 0
12 Nov 2767.40 123.9 0 1.36 0 0 0
11 Nov 2775.80 123.9 0 0.84 0 0 0
10 Nov 2762.90 123.9 0 1.10 0 0 0
7 Nov 2724.60 123.9 0 1.87 0 0 0
6 Nov 2700.10 123.9 0 2.57 0 0 0
3 Nov 2899.90 123.9 0 - 0 0 0
31 Oct 2891.70 123.9 0 - 0 0 0
30 Oct 2950.40 123.9 0 - 0 0 0
29 Oct 2958.70 123.9 0 - 0 0 0
28 Oct 2932.90 123.9 0 - 0 0 0
27 Oct 2923.90 123.9 0 - 0 0 0
23 Oct 2864.60 123.9 0 - 0 0 0
21 Oct 2870.70 123.9 0 - 0 0 0
20 Oct 2854.00 123.9 0 - 0 0 0
17 Oct 2836.20 123.9 0 - 0 0 0
16 Oct 2859.80 123.9 0 - 0 0 0
15 Oct 2815.00 123.9 0 - 0 0 0
14 Oct 2775.80 123.9 0 - 0 0 0
13 Oct 2798.00 123.9 0 - 0 0 0
10 Oct 2811.00 123.9 0 - 0 0 0
9 Oct 2810.60 123.9 0 - 0 0 0
8 Oct 2778.20 123.9 0 - 0 0 0
7 Oct 2808.00 123.9 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 2840 expiring on 30DEC2025

Delta for 2840 CE is 0.25

Historical price for 2840 CE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 14.7, which was 0.5 higher than the previous day. The implied volatity was 15.59, the open interest changed by -39 which decreased total open position to 246


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 13.4, which was -2.65 lower than the previous day. The implied volatity was 16.21, the open interest changed by 10 which increased total open position to 286


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 15.8, which was 1.65 higher than the previous day. The implied volatity was 14.77, the open interest changed by -88 which decreased total open position to 276


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 14.15, which was 0.45 higher than the previous day. The implied volatity was 15.91, the open interest changed by 9 which increased total open position to 364


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 13.4, which was -3.1 lower than the previous day. The implied volatity was 15.99, the open interest changed by 23 which increased total open position to 355


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 16.5, which was -1.1 lower than the previous day. The implied volatity was 15.32, the open interest changed by 2 which increased total open position to 332


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 17.6, which was -4.4 lower than the previous day. The implied volatity was 16.19, the open interest changed by 34 which increased total open position to 330


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 21.5, which was 0.45 higher than the previous day. The implied volatity was 15.48, the open interest changed by 27 which increased total open position to 296


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 20.35, which was -2.4 lower than the previous day. The implied volatity was 14.93, the open interest changed by 112 which increased total open position to 269


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 22, which was 4.5 higher than the previous day. The implied volatity was 15.04, the open interest changed by 83 which increased total open position to 157


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 17.5, which was 1.15 higher than the previous day. The implied volatity was 18.25, the open interest changed by 8 which increased total open position to 73


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 16.7, which was -8.45 lower than the previous day. The implied volatity was 17.87, the open interest changed by 20 which increased total open position to 65


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 25.1, which was -10.1 lower than the previous day. The implied volatity was 16.23, the open interest changed by 3 which increased total open position to 44


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 35.45, which was -3.15 lower than the previous day. The implied volatity was 16.47, the open interest changed by 14 which increased total open position to 39


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 39.05, which was -6.8 lower than the previous day. The implied volatity was 17.97, the open interest changed by 15 which increased total open position to 24


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 44.9, which was -13.8 lower than the previous day. The implied volatity was 18.06, the open interest changed by 6 which increased total open position to 9


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 58.7, which was -65.2 lower than the previous day. The implied volatity was 16.30, the open interest changed by 3 which increased total open position to 3


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 123.9, which was 0 lower than the previous day. The implied volatity was 0.75, 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 123.9, which was 0 lower than the previous day. The implied volatity was 0.62, 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 123.9, which was 0 lower than the previous day. The implied volatity was 1.36, 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 123.9, which was 0 lower than the previous day. The implied volatity was 0.84, 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 123.9, which was 0 lower than the previous day. The implied volatity was 1.10, 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 123.9, which was 0 lower than the previous day. The implied volatity was 1.87, 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 123.9, which was 0 lower than the previous day. The implied volatity was 2.57, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 123.9, 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 2840 PE
Delta: -0.70
Vega: 2.28
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 97.5 -5.65 19.74 21 4 119
8 Dec 2744.20 104.8 4.15 17.90 46 -3 114
5 Dec 2747.00 100.55 -29.45 - 0 0 0
4 Dec 2730.40 100.55 -29.45 - 0 0 0
3 Dec 2720.30 100.55 -29.45 - 0 0 0
2 Dec 2735.00 100.55 -29.45 - 0 0 0
1 Dec 2731.50 100.55 -29.45 - 0 0 0
28 Nov 2739.40 100.55 -29.45 - 0 9 0
27 Nov 2740.00 100.55 -29.45 16.00 19 7 115
26 Nov 2744.00 130 8 - 0 -6 0
25 Nov 2686.80 130 8 6.62 13 1 115
24 Nov 2688.70 122 9.15 - 3 0 114
21 Nov 2734.80 114.2 14 16.98 69 64 113
20 Nov 2748.60 99.75 -8.2 18.00 52 22 49
19 Nov 2744.70 106.5 16.25 18.60 37 8 20
18 Nov 2762.00 90.25 -4.6 - 0 7 0
17 Nov 2790.30 90.25 -4.6 22.49 8 6 11
14 Nov 2783.40 94.85 -0.55 20.56 5 3 5
13 Nov 2777.80 95.4 -27.6 - 0 1 0
12 Nov 2767.40 95.4 -27.6 17.62 2 0 1
11 Nov 2775.80 123 -41 - 0 1 0
10 Nov 2762.90 123 -41 24.87 1 0 0
7 Nov 2724.60 164 0 - 0 0 0
6 Nov 2700.10 164 0 - 0 0 0
3 Nov 2899.90 164 0 2.55 0 0 0
31 Oct 2891.70 164 0 - 0 0 0
30 Oct 2950.40 164 0 3.43 0 0 0
29 Oct 2958.70 164 0 - 0 0 0
28 Oct 2932.90 164 0 - 0 0 0
27 Oct 2923.90 164 0 3.10 0 0 0
23 Oct 2864.60 164 0 1.71 0 0 0
21 Oct 2870.70 164 0 1.86 0 0 0
20 Oct 2854.00 164 0 - 0 0 0
17 Oct 2836.20 164 0 1.33 0 0 0
16 Oct 2859.80 164 0 - 0 0 0
15 Oct 2815.00 164 0 - 0 0 0
14 Oct 2775.80 164 0 - 0 0 0
13 Oct 2798.00 164 0 0.39 0 0 0
10 Oct 2811.00 164 0 - 0 0 0
9 Oct 2810.60 164 0 - 0 0 0
8 Oct 2778.20 164 0 - 0 0 0
7 Oct 2808.00 164 0 - 0 0 0
6 Oct 2807.40 0 0 - 0 0 0
3 Oct 2791.40 0 0 0.31 0 0 0


For Grasim Industries Ltd - strike price 2840 expiring on 30DEC2025

Delta for 2840 PE is -0.70

Historical price for 2840 PE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 97.5, which was -5.65 lower than the previous day. The implied volatity was 19.74, the open interest changed by 4 which increased total open position to 119


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 104.8, which was 4.15 higher than the previous day. The implied volatity was 17.90, the open interest changed by -3 which decreased total open position to 114


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 100.55, which was -29.45 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 100.55, which was -29.45 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 100.55, which was -29.45 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 100.55, which was -29.45 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 100.55, which was -29.45 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 100.55, which was -29.45 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 100.55, which was -29.45 lower than the previous day. The implied volatity was 16.00, the open interest changed by 7 which increased total open position to 115


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 130, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 130, which was 8 higher than the previous day. The implied volatity was 6.62, the open interest changed by 1 which increased total open position to 115


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 122, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 114.2, which was 14 higher than the previous day. The implied volatity was 16.98, the open interest changed by 64 which increased total open position to 113


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 99.75, which was -8.2 lower than the previous day. The implied volatity was 18.00, the open interest changed by 22 which increased total open position to 49


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 106.5, which was 16.25 higher than the previous day. The implied volatity was 18.60, the open interest changed by 8 which increased total open position to 20


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 90.25, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 90.25, which was -4.6 lower than the previous day. The implied volatity was 22.49, the open interest changed by 6 which increased total open position to 11


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 94.85, which was -0.55 lower than the previous day. The implied volatity was 20.56, the open interest changed by 3 which increased total open position to 5


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 95.4, which was -27.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 95.4, which was -27.6 lower than the previous day. The implied volatity was 17.62, the open interest changed by 0 which decreased total open position to 1


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 123, which was -41 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 123, which was -41 lower than the previous day. The implied volatity was 24.87, 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 164, 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 164, 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 164, which was 0 lower than the previous day. The implied volatity was 2.55, 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 164, 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 164, which was 0 lower than the previous day. The implied volatity was 3.43, 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 164, 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 164, 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 164, which was 0 lower than the previous day. The implied volatity was 3.10, 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 164, which was 0 lower than the previous day. The implied volatity was 1.71, 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 164, which was 0 lower than the previous day. The implied volatity was 1.86, 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 164, 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 164, which was 0 lower than the previous day. The implied volatity was 1.33, 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 164, 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 164, 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 164, 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 164, 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 10 Oct GRASIM was trading at 2811.00. The strike last trading price was 164, 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 164, 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 164, 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 164, 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 0.31, the open interest changed by 0 which decreased total open position to 0