[--[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 2900 CE
Delta: 0.12
Vega: 1.31
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 6.25 0.05 16.47 436 -53 1,019
8 Dec 2744.20 5.95 -0.6 17.11 418 5 1,072
5 Dec 2747.00 6.6 0.6 15.34 201 54 1,064
4 Dec 2730.40 6 -0.1 16.28 201 -10 1,010
3 Dec 2720.30 6 -2.15 16.55 403 -78 1,024
2 Dec 2735.00 7.9 -0.4 16.14 480 11 1,101
1 Dec 2731.50 8.6 -2.25 16.83 598 -12 1,089
28 Nov 2739.40 10.7 0.65 16.03 514 119 1,101
27 Nov 2740.00 9.5 -2 15.25 519 91 983
26 Nov 2744.00 11.4 3.2 15.77 552 150 895
25 Nov 2686.80 8.15 -1 17.92 263 9 746
24 Nov 2688.70 8.65 -5.95 18.14 556 -12 738
21 Nov 2734.80 14.35 -6.6 16.95 404 75 763
20 Nov 2748.60 21.2 -2.95 17.16 322 35 688
19 Nov 2744.70 24.4 -6.25 18.59 452 35 653
18 Nov 2762.00 30.35 -11.3 19.21 267 67 603
17 Nov 2790.30 41.8 2 18.14 152 33 536
14 Nov 2783.40 39.9 -0.5 18.75 237 -13 503
13 Nov 2777.80 40.5 0.95 18.32 128 -17 518
12 Nov 2767.40 39.1 2.65 19.83 634 470 531
11 Nov 2775.80 36.45 -5.1 17.43 2 0 61
10 Nov 2762.90 41.55 9.6 19.65 8 -1 63
7 Nov 2724.60 31.95 5.4 19.38 31 11 63
6 Nov 2700.10 26.8 -81.2 19.64 69 51 52
4 Nov 2882.00 108 -48.6 - 0 1 0
3 Nov 2899.90 108 -48.6 17.75 1 0 0
31 Oct 2891.70 156.6 0 - 0 0 0
30 Oct 2950.40 156.6 0 - 0 0 0
29 Oct 2958.70 156.6 0 - 0 0 0


For Grasim Industries Ltd - strike price 2900 expiring on 30DEC2025

Delta for 2900 CE is 0.12

Historical price for 2900 CE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 6.25, which was 0.05 higher than the previous day. The implied volatity was 16.47, the open interest changed by -53 which decreased total open position to 1019


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 5.95, which was -0.6 lower than the previous day. The implied volatity was 17.11, the open interest changed by 5 which increased total open position to 1072


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 6.6, which was 0.6 higher than the previous day. The implied volatity was 15.34, the open interest changed by 54 which increased total open position to 1064


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 6, which was -0.1 lower than the previous day. The implied volatity was 16.28, the open interest changed by -10 which decreased total open position to 1010


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 6, which was -2.15 lower than the previous day. The implied volatity was 16.55, the open interest changed by -78 which decreased total open position to 1024


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 7.9, which was -0.4 lower than the previous day. The implied volatity was 16.14, the open interest changed by 11 which increased total open position to 1101


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 8.6, which was -2.25 lower than the previous day. The implied volatity was 16.83, the open interest changed by -12 which decreased total open position to 1089


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 10.7, which was 0.65 higher than the previous day. The implied volatity was 16.03, the open interest changed by 119 which increased total open position to 1101


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 9.5, which was -2 lower than the previous day. The implied volatity was 15.25, the open interest changed by 91 which increased total open position to 983


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 11.4, which was 3.2 higher than the previous day. The implied volatity was 15.77, the open interest changed by 150 which increased total open position to 895


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 8.15, which was -1 lower than the previous day. The implied volatity was 17.92, the open interest changed by 9 which increased total open position to 746


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 8.65, which was -5.95 lower than the previous day. The implied volatity was 18.14, the open interest changed by -12 which decreased total open position to 738


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 14.35, which was -6.6 lower than the previous day. The implied volatity was 16.95, the open interest changed by 75 which increased total open position to 763


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 21.2, which was -2.95 lower than the previous day. The implied volatity was 17.16, the open interest changed by 35 which increased total open position to 688


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 24.4, which was -6.25 lower than the previous day. The implied volatity was 18.59, the open interest changed by 35 which increased total open position to 653


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 30.35, which was -11.3 lower than the previous day. The implied volatity was 19.21, the open interest changed by 67 which increased total open position to 603


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 41.8, which was 2 higher than the previous day. The implied volatity was 18.14, the open interest changed by 33 which increased total open position to 536


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 39.9, which was -0.5 lower than the previous day. The implied volatity was 18.75, the open interest changed by -13 which decreased total open position to 503


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 40.5, which was 0.95 higher than the previous day. The implied volatity was 18.32, the open interest changed by -17 which decreased total open position to 518


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 39.1, which was 2.65 higher than the previous day. The implied volatity was 19.83, the open interest changed by 470 which increased total open position to 531


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 36.45, which was -5.1 lower than the previous day. The implied volatity was 17.43, the open interest changed by 0 which decreased total open position to 61


On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 41.55, which was 9.6 higher than the previous day. The implied volatity was 19.65, the open interest changed by -1 which decreased total open position to 63


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 31.95, which was 5.4 higher than the previous day. The implied volatity was 19.38, the open interest changed by 11 which increased total open position to 63


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 26.8, which was -81.2 lower than the previous day. The implied volatity was 19.64, the open interest changed by 51 which increased total open position to 52


On 4 Nov GRASIM was trading at 2882.00. The strike last trading price was 108, which was -48.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 108, which was -48.6 lower than the previous day. The implied volatity was 17.75, 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 156.6, 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 156.6, 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 156.6, 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 2900 PE
Delta: -0.81
Vega: 1.81
Theta: -0.30
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 148.5 -6.6 22.08 13 2 182
8 Dec 2744.20 159.1 15.1 20.94 74 -6 179
5 Dec 2747.00 144 -16.45 17.92 5 0 185
4 Dec 2730.40 158 3.75 - 0 0 0
3 Dec 2720.30 158 3.75 - 0 28 0
2 Dec 2735.00 158 3.75 19.84 50 28 185
1 Dec 2731.50 154.25 -43.75 - 0 0 0
28 Nov 2739.40 154.25 -43.75 - 0 0 0
27 Nov 2740.00 154.25 -43.75 - 0 18 0
26 Nov 2744.00 154.25 -43.75 19.58 30 18 157
25 Nov 2686.80 200 5.55 19.45 33 -6 138
24 Nov 2688.70 194.45 32.45 13.87 7 0 141
21 Nov 2734.80 162.7 16.7 17.86 20 3 141
20 Nov 2748.60 146 -8 19.36 23 15 137
19 Nov 2744.70 154 19.6 20.27 54 12 122
18 Nov 2762.00 134.4 8.9 16.68 9 0 110
17 Nov 2790.30 125.3 -12.25 22.61 11 1 108
14 Nov 2783.40 137.55 -8.1 22.18 2 1 106
13 Nov 2777.80 145.65 1.85 24.77 1 0 105
12 Nov 2767.40 143.8 3.8 19.44 66 64 104
11 Nov 2775.80 140 -57.85 - 0 1 0
10 Nov 2762.90 140 -57.85 19.62 1 0 39
7 Nov 2724.60 198 110.45 - 0 35 0
6 Nov 2700.10 198 110.45 22.90 37 31 35
4 Nov 2882.00 87.55 5.35 21.97 10 2 4
3 Nov 2899.90 82.15 -11.15 - 0 2 0
31 Oct 2891.70 82.15 -11.15 - 2 1 1
30 Oct 2950.40 93.3 0 2.16 0 0 0
29 Oct 2958.70 93.3 0 2.40 0 0 0


For Grasim Industries Ltd - strike price 2900 expiring on 30DEC2025

Delta for 2900 PE is -0.81

Historical price for 2900 PE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 148.5, which was -6.6 lower than the previous day. The implied volatity was 22.08, the open interest changed by 2 which increased total open position to 182


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 159.1, which was 15.1 higher than the previous day. The implied volatity was 20.94, the open interest changed by -6 which decreased total open position to 179


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 144, which was -16.45 lower than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 185


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 158, which was 3.75 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 158, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 0


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 158, which was 3.75 higher than the previous day. The implied volatity was 19.84, the open interest changed by 28 which increased total open position to 185


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 154.25, which was -43.75 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 154.25, which was -43.75 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 154.25, which was -43.75 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 154.25, which was -43.75 lower than the previous day. The implied volatity was 19.58, the open interest changed by 18 which increased total open position to 157


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 200, which was 5.55 higher than the previous day. The implied volatity was 19.45, the open interest changed by -6 which decreased total open position to 138


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 194.45, which was 32.45 higher than the previous day. The implied volatity was 13.87, the open interest changed by 0 which decreased total open position to 141


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 162.7, which was 16.7 higher than the previous day. The implied volatity was 17.86, the open interest changed by 3 which increased total open position to 141


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 146, which was -8 lower than the previous day. The implied volatity was 19.36, the open interest changed by 15 which increased total open position to 137


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 154, which was 19.6 higher than the previous day. The implied volatity was 20.27, the open interest changed by 12 which increased total open position to 122


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 134.4, which was 8.9 higher than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 110


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 125.3, which was -12.25 lower than the previous day. The implied volatity was 22.61, the open interest changed by 1 which increased total open position to 108


On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 137.55, which was -8.1 lower than the previous day. The implied volatity was 22.18, the open interest changed by 1 which increased total open position to 106


On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 145.65, which was 1.85 higher than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 105


On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 143.8, which was 3.8 higher than the previous day. The implied volatity was 19.44, the open interest changed by 64 which increased total open position to 104


On 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 140, which was -57.85 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 140, which was -57.85 lower than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 39


On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 198, which was 110.45 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 0


On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 198, which was 110.45 higher than the previous day. The implied volatity was 22.90, the open interest changed by 31 which increased total open position to 35


On 4 Nov GRASIM was trading at 2882.00. The strike last trading price was 87.55, which was 5.35 higher than the previous day. The implied volatity was 21.97, the open interest changed by 2 which increased total open position to 4


On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 82.15, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 82.15, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 93.3, which was 0 lower than the previous day. The implied volatity was 2.16, 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 93.3, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0