GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 2940 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.95
Theta: -0.45
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































