GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2860 CE | ||||||||||||||||
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Delta: 0.20
Vega: 1.83
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2746.00 | 11.35 | 0.95 | 16.01 | 271 | 8 | 255 | |||||||||
| 8 Dec | 2744.20 | 10.15 | -2.05 | 16.44 | 279 | 55 | 247 | |||||||||
| 5 Dec | 2747.00 | 11.9 | 1.4 | 14.95 | 43 | 3 | 192 | |||||||||
| 4 Dec | 2730.40 | 10.5 | 0.4 | 15.90 | 91 | -46 | 187 | |||||||||
| 3 Dec | 2720.30 | 9.9 | -3.1 | 15.95 | 89 | -26 | 233 | |||||||||
| 2 Dec | 2735.00 | 13 | 0 | 15.61 | 57 | 14 | 259 | |||||||||
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| 1 Dec | 2731.50 | 13 | -4.45 | 15.97 | 60 | -2 | 245 | |||||||||
| 28 Nov | 2739.40 | 17.1 | 0.4 | 15.64 | 115 | 22 | 247 | |||||||||
| 27 Nov | 2740.00 | 16.5 | -1.3 | 15.26 | 199 | -3 | 225 | |||||||||
| 26 Nov | 2744.00 | 17.6 | 5.65 | 15.23 | 174 | 36 | 227 | |||||||||
| 25 Nov | 2686.80 | 11.7 | -1.9 | 17.15 | 25 | 12 | 190 | |||||||||
| 24 Nov | 2688.70 | 13.4 | -8 | 17.91 | 78 | 21 | 178 | |||||||||
| 21 Nov | 2734.80 | 20.75 | -9.05 | 16.43 | 33 | 3 | 155 | |||||||||
| 20 Nov | 2748.60 | 29.75 | -3.5 | 16.63 | 170 | 141 | 152 | |||||||||
| 19 Nov | 2744.70 | 33.4 | -7.75 | 18.15 | 8 | 3 | 10 | |||||||||
| 18 Nov | 2762.00 | 41.15 | -12.95 | 18.95 | 8 | 5 | 6 | |||||||||
| 17 Nov | 2790.30 | 54.1 | -125.7 | 17.40 | 1 | 0 | 0 | |||||||||
| 14 Nov | 2783.40 | 179.8 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
| 13 Nov | 2777.80 | 179.8 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 12 Nov | 2767.40 | 179.8 | 0 | 1.78 | 0 | 0 | 0 | |||||||||
| 11 Nov | 2775.80 | 179.8 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 10 Nov | 2762.90 | 179.8 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
| 7 Nov | 2724.60 | 179.8 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 6 Nov | 2700.10 | 179.8 | 0 | 3.04 | 0 | 0 | 0 | |||||||||
| 3 Nov | 2899.90 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 2891.70 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2950.40 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 2958.70 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Grasim Industries Ltd - strike price 2860 expiring on 30DEC2025
Delta for 2860 CE is 0.20
Historical price for 2860 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 11.35, which was 0.95 higher than the previous day. The implied volatity was 16.01, the open interest changed by 8 which increased total open position to 255
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 10.15, which was -2.05 lower than the previous day. The implied volatity was 16.44, the open interest changed by 55 which increased total open position to 247
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 11.9, which was 1.4 higher than the previous day. The implied volatity was 14.95, the open interest changed by 3 which increased total open position to 192
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 10.5, which was 0.4 higher than the previous day. The implied volatity was 15.90, the open interest changed by -46 which decreased total open position to 187
On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 9.9, which was -3.1 lower than the previous day. The implied volatity was 15.95, the open interest changed by -26 which decreased total open position to 233
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 15.61, the open interest changed by 14 which increased total open position to 259
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 13, which was -4.45 lower than the previous day. The implied volatity was 15.97, the open interest changed by -2 which decreased total open position to 245
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 17.1, which was 0.4 higher than the previous day. The implied volatity was 15.64, the open interest changed by 22 which increased total open position to 247
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 16.5, which was -1.3 lower than the previous day. The implied volatity was 15.26, the open interest changed by -3 which decreased total open position to 225
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 17.6, which was 5.65 higher than the previous day. The implied volatity was 15.23, the open interest changed by 36 which increased total open position to 227
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 11.7, which was -1.9 lower than the previous day. The implied volatity was 17.15, the open interest changed by 12 which increased total open position to 190
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 13.4, which was -8 lower than the previous day. The implied volatity was 17.91, the open interest changed by 21 which increased total open position to 178
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 20.75, which was -9.05 lower than the previous day. The implied volatity was 16.43, the open interest changed by 3 which increased total open position to 155
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 29.75, which was -3.5 lower than the previous day. The implied volatity was 16.63, the open interest changed by 141 which increased total open position to 152
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 33.4, which was -7.75 lower than the previous day. The implied volatity was 18.15, the open interest changed by 3 which increased total open position to 10
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 41.15, which was -12.95 lower than the previous day. The implied volatity was 18.95, the open interest changed by 5 which increased total open position to 6
On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 54.1, which was -125.7 lower than the previous day. The implied volatity was 17.40, 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 179.8, which was 0 lower than the previous day. The implied volatity was 1.31, 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 179.8, which was 0 lower than the previous day. The implied volatity was 1.18, 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 179.8, which was 0 lower than the previous day. The implied volatity was 1.78, 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 179.8, 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 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 179.8, which was 0 lower than the previous day. The implied volatity was 1.63, 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 179.8, which was 0 lower than the previous day. The implied volatity was 2.37, 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 179.8, which was 0 lower than the previous day. The implied volatity was 3.04, 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 179.8, 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 179.8, 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 179.8, 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 179.8, 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 2860 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2746.00 | 76.9 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 2744.20 | 76.9 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 2747.00 | 76.9 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 2730.40 | 76.9 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 2720.30 | 76.9 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 2735.00 | 76.9 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 2731.50 | 76.9 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 2739.40 | 76.9 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 2740.00 | 76.9 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 2744.00 | 76.9 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 2686.80 | 76.9 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 2688.70 | 76.9 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 2734.80 | 76.9 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 2748.60 | 76.9 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 2744.70 | 76.9 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 2762.00 | 76.9 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 2790.30 | 76.9 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 2783.40 | 76.9 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 2777.80 | 76.9 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 2767.40 | 76.9 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 2775.80 | 76.9 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 2762.90 | 76.9 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 2724.60 | 76.9 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 2700.10 | 76.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 2899.90 | 76.9 | 0 | 2.10 | 0 | 0 | 0 |
| 31 Oct | 2891.70 | 76.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 2950.40 | 76.9 | 0 | 3.03 | 0 | 0 | 0 |
| 29 Oct | 2958.70 | 76.9 | 0 | 3.27 | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 2860 expiring on 30DEC2025
Delta for 2860 PE is -
Historical price for 2860 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 76.9, 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 Dec GRASIM was trading at 2744.20. The strike last trading price was 76.9, 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 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 76.9, 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 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 76.9, 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 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 76.9, 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 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 76.9, 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 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2739.40. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2740.00. The strike last trading price was 76.9, 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 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 76.9, 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 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 76.9, 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 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2734.80. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2748.60. The strike last trading price was 76.9, 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 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 76.9, 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 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2790.30. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2783.40. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2777.80. The strike last trading price was 76.9, 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 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 76.9, 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 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2762.90. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2724.60. The strike last trading price was 76.9, 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 Nov GRASIM was trading at 2700.10. The strike last trading price was 76.9, 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 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 76.9, which was 0 lower than the previous day. The implied volatity was 2.10, 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 76.9, 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 76.9, which was 0 lower than the previous day. The implied volatity was 3.03, 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 76.9, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0































































































































































































































