GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2900 CE | ||||||||||||||||
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Delta: 0.12
Vega: 1.31
Theta: -0.60
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.81
Vega: 1.81
Theta: -0.30
Gamma: 0.00
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| 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































































































































































































































