[--[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 2940 CE
Delta: 0.08
Vega: 0.95
Theta: -0.45
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 3.9 0.15 17.54 29 3 91
8 Dec 2744.20 3.65 0.5 17.98 17 -6 89
5 Dec 2747.00 3.15 -0.4 - 0 -1 0
4 Dec 2730.40 3.15 -0.4 16.45 24 -1 95
3 Dec 2720.30 3.5 -1.4 17.03 13 -1 96
2 Dec 2735.00 4.75 -0.25 16.67 37 7 98
1 Dec 2731.50 5 -1.85 17.07 32 0 93
28 Nov 2739.40 6.55 0.4 16.40 20 -6 92
27 Nov 2740.00 6.05 -1.2 15.89 21 -1 98
26 Nov 2744.00 7.25 1.75 16.26 61 16 92
25 Nov 2686.80 5.55 -0.7 18.53 15 2 76
24 Nov 2688.70 6.4 -3.45 19.08 23 10 76
21 Nov 2734.80 10 -4.55 17.54 6 0 66
20 Nov 2748.60 14.45 -3.7 17.43 52 23 66
19 Nov 2744.70 18.15 -6.5 19.21 51 26 44
18 Nov 2762.00 24.65 -110.75 20.39 29 19 19
17 Nov 2790.30 135.4 0 2.87 0 0 0
14 Nov 2783.40 135.4 0 3.24 0 0 0
13 Nov 2777.80 135.4 0 3.10 0 0 0
12 Nov 2767.40 135.4 0 3.73 0 0 0
11 Nov 2775.80 135.4 0 3.19 0 0 0
10 Nov 2762.90 135.4 0 3.45 0 0 0
7 Nov 2724.60 135.4 0 4.21 0 0 0
6 Nov 2700.10 135.4 0 4.79 0 0 0
4 Nov 2882.00 135.4 0 0.47 0 0 0
3 Nov 2899.90 135.4 0 - 0 0 0
31 Oct 2891.70 135.4 0 - 0 0 0
30 Oct 2950.40 135.4 0 - 0 0 0
29 Oct 2958.70 135.4 0 - 0 0 0


For Grasim Industries Ltd - strike price 2940 expiring on 30DEC2025

Delta for 2940 CE is 0.08

Historical price for 2940 CE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 3.9, which was 0.15 higher than the previous day. The implied volatity was 17.54, the open interest changed by 3 which increased total open position to 91


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 3.65, which was 0.5 higher than the previous day. The implied volatity was 17.98, the open interest changed by -6 which decreased total open position to 89


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 3.15, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 3.15, which was -0.4 lower than the previous day. The implied volatity was 16.45, the open interest changed by -1 which decreased total open position to 95


On 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 3.5, which was -1.4 lower than the previous day. The implied volatity was 17.03, the open interest changed by -1 which decreased total open position to 96


On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 16.67, the open interest changed by 7 which increased total open position to 98


On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 5, which was -1.85 lower than the previous day. The implied volatity was 17.07, the open interest changed by 0 which decreased total open position to 93


On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 6.55, which was 0.4 higher than the previous day. The implied volatity was 16.40, the open interest changed by -6 which decreased total open position to 92


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 6.05, which was -1.2 lower than the previous day. The implied volatity was 15.89, the open interest changed by -1 which decreased total open position to 98


On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 7.25, which was 1.75 higher than the previous day. The implied volatity was 16.26, the open interest changed by 16 which increased total open position to 92


On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 5.55, which was -0.7 lower than the previous day. The implied volatity was 18.53, the open interest changed by 2 which increased total open position to 76


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 6.4, which was -3.45 lower than the previous day. The implied volatity was 19.08, the open interest changed by 10 which increased total open position to 76


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 10, which was -4.55 lower than the previous day. The implied volatity was 17.54, the open interest changed by 0 which decreased total open position to 66


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 14.45, which was -3.7 lower than the previous day. The implied volatity was 17.43, the open interest changed by 23 which increased total open position to 66


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 18.15, which was -6.5 lower than the previous day. The implied volatity was 19.21, the open interest changed by 26 which increased total open position to 44


On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 24.65, which was -110.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 19 which increased total open position to 19


On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 135.4, which was 0 lower than the previous day. The implied volatity was 2.87, 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 135.4, which was 0 lower than the previous day. The implied volatity was 3.24, 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 135.4, 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 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 135.4, which was 0 lower than the previous day. The implied volatity was 3.73, 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 135.4, which was 0 lower than the previous day. The implied volatity was 3.19, 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 135.4, which was 0 lower than the previous day. The implied volatity was 3.45, 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 135.4, which was 0 lower than the previous day. The implied volatity was 4.21, 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 135.4, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 4 Nov GRASIM was trading at 2882.00. The strike last trading price was 135.4, which was 0 lower than the previous day. The implied volatity was 0.47, 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 135.4, 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 135.4, 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 135.4, 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 135.4, 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 2940 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2746.00 175.5 -4.2 - 0 0 0
8 Dec 2744.20 175.5 -4.2 - 0 0 3
5 Dec 2747.00 175.5 -4.2 - 0 0 0
4 Dec 2730.40 175.5 -4.2 - 0 0 0
3 Dec 2720.30 175.5 -4.2 - 0 0 0
2 Dec 2735.00 175.5 -4.2 - 0 0 0
1 Dec 2731.50 175.5 -4.2 - 0 0 0
28 Nov 2739.40 175.5 -4.2 - 0 0 0
27 Nov 2740.00 175.5 -4.2 - 0 0 0
26 Nov 2744.00 175.5 -4.2 - 0 0 0
25 Nov 2686.80 175.5 -4.2 - 0 0 0
24 Nov 2688.70 175.5 -4.2 - 0 1 0
21 Nov 2734.80 175.5 -4.2 - 2 0 2
20 Nov 2748.60 178.7 67 19.97 2 1 1
19 Nov 2744.70 111.7 0 - 0 0 0
18 Nov 2762.00 111.7 0 - 0 0 0
17 Nov 2790.30 111.7 0 - 0 0 0
14 Nov 2783.40 111.7 0 - 0 0 0
13 Nov 2777.80 111.7 0 - 0 0 0
12 Nov 2767.40 111.7 0 - 0 0 0
11 Nov 2775.80 111.7 0 - 0 0 0
10 Nov 2762.90 111.7 0 - 0 0 0
7 Nov 2724.60 111.7 0 - 0 0 0
6 Nov 2700.10 111.7 0 - 0 0 0
4 Nov 2882.00 111.7 0 - 0 0 0
3 Nov 2899.90 111.7 0 0.29 0 0 0
31 Oct 2891.70 111.7 0 - 0 0 0
30 Oct 2950.40 111.7 0 1.37 0 0 0
29 Oct 2958.70 111.7 0 1.54 0 0 0


For Grasim Industries Ltd - strike price 2940 expiring on 30DEC2025

Delta for 2940 PE is -

Historical price for 2940 PE is as follows

On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 175.5, which was -4.2 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 175.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 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 175.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 175.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 178.7, which was 67 higher than the previous day. The implied volatity was 19.97, the open interest changed by 1 which increased total open position to 1


On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 111.7, 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 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 111.7, 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 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 111.7, 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 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 111.7, 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 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 111.7, 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 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 111.7, 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 11 Nov GRASIM was trading at 2775.80. The strike last trading price was 111.7, 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 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 111.7, 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 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 111.7, 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 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 111.7, 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 Nov GRASIM was trading at 2882.00. The strike last trading price was 111.7, 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 Nov GRASIM was trading at 2899.90. The strike last trading price was 111.7, which was 0 lower than the previous day. The implied volatity was 0.29, 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 111.7, 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 30 Oct GRASIM was trading at 2950.40. The strike last trading price was 111.7, which was 0 lower than the previous day. The implied volatity was 1.37, 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 111.7, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0