GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
09 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 3120 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.27
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2746.00 | 0.9 | 0.3 | 23.68 | 16 | -15 | 108 | |||||||||
| 8 Dec | 2744.20 | 0.6 | -0.2 | - | 16 | 0 | 123 | |||||||||
| 5 Dec | 2747.00 | 0.8 | 0 | 20.83 | 2 | 0 | 125 | |||||||||
| 4 Dec | 2730.40 | 0.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2720.30 | 0.8 | 0 | 21.68 | 2 | 0 | 125 | |||||||||
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| 2 Dec | 2735.00 | 0.7 | -0.2 | 19.87 | 10 | 0 | 128 | |||||||||
| 1 Dec | 2731.50 | 0.9 | -0.1 | 20.44 | 3 | -1 | 129 | |||||||||
| 28 Nov | 2739.40 | 1 | -0.15 | 19.30 | 6 | 2 | 131 | |||||||||
| 27 Nov | 2740.00 | 1.15 | -0.35 | 19.39 | 23 | -1 | 134 | |||||||||
| 26 Nov | 2744.00 | 1.5 | -0.5 | 19.92 | 4 | 0 | 135 | |||||||||
| 25 Nov | 2686.80 | 2 | 0.05 | 23.35 | 4 | 0 | 134 | |||||||||
| 24 Nov | 2688.70 | 2 | -0.8 | 23.15 | 32 | -16 | 142 | |||||||||
| 21 Nov | 2734.80 | 2.8 | -0.5 | 21.20 | 3 | 0 | 159 | |||||||||
| 20 Nov | 2748.60 | 3.3 | -1.4 | 20.13 | 23 | 3 | 159 | |||||||||
| 19 Nov | 2744.70 | 4.7 | -0.45 | 21.67 | 184 | 13 | 158 | |||||||||
| 18 Nov | 2762.00 | 5 | -2.65 | 21.00 | 35 | 2 | 146 | |||||||||
| 17 Nov | 2790.30 | 7.6 | -0.55 | 20.25 | 114 | 106 | 144 | |||||||||
| 14 Nov | 2783.40 | 8.15 | 3.85 | 20.93 | 8 | 0 | 33 | |||||||||
| 13 Nov | 2777.80 | 4.3 | -4.45 | 17.71 | 18 | 5 | 37 | |||||||||
| 12 Nov | 2767.40 | 8.75 | 0.05 | 22.08 | 10 | -2 | 33 | |||||||||
| 10 Nov | 2762.90 | 8.8 | 1.55 | 21.21 | 6 | 0 | 37 | |||||||||
| 7 Nov | 2724.60 | 7.25 | 0.15 | 21.48 | 2 | 0 | 37 | |||||||||
| 6 Nov | 2700.10 | 7.25 | -21.6 | 22.62 | 36 | 28 | 36 | |||||||||
| 4 Nov | 2882.00 | 28.85 | -6.15 | 20.74 | 10 | -6 | 8 | |||||||||
| 3 Nov | 2899.90 | 35 | 1.05 | 20.44 | 2 | 0 | 14 | |||||||||
| 31 Oct | 2891.70 | 33.95 | -19.85 | - | 4 | -2 | 14 | |||||||||
| 29 Oct | 2958.70 | 53.8 | 12.3 | 20.00 | 14 | 3 | 17 | |||||||||
| 28 Oct | 2932.90 | 41.5 | 3 | - | 0 | 5 | 0 | |||||||||
| 27 Oct | 2923.90 | 41.5 | 3 | 18.64 | 5 | 0 | 9 | |||||||||
| 23 Oct | 2864.60 | 38.5 | -3.7 | 21.53 | 9 | 8 | 8 | |||||||||
For Grasim Industries Ltd - strike price 3120 expiring on 30DEC2025
Delta for 3120 CE is 0.02
Historical price for 3120 CE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 0.9, which was 0.3 higher than the previous day. The implied volatity was 23.68, the open interest changed by -15 which decreased total open position to 108
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 20.83, the open interest changed by 0 which decreased total open position to 125
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 0.8, 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 3 Dec GRASIM was trading at 2720.30. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 125
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 19.87, the open interest changed by 0 which decreased total open position to 128
On 1 Dec GRASIM was trading at 2731.50. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 20.44, the open interest changed by -1 which decreased total open position to 129
On 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 19.30, the open interest changed by 2 which increased total open position to 131
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 19.39, the open interest changed by -1 which decreased total open position to 134
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 135
On 25 Nov GRASIM was trading at 2686.80. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 134
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 2, which was -0.8 lower than the previous day. The implied volatity was 23.15, the open interest changed by -16 which decreased total open position to 142
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 2.8, which was -0.5 lower than the previous day. The implied volatity was 21.20, the open interest changed by 0 which decreased total open position to 159
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 3.3, which was -1.4 lower than the previous day. The implied volatity was 20.13, the open interest changed by 3 which increased total open position to 159
On 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 4.7, which was -0.45 lower than the previous day. The implied volatity was 21.67, the open interest changed by 13 which increased total open position to 158
On 18 Nov GRASIM was trading at 2762.00. The strike last trading price was 5, which was -2.65 lower than the previous day. The implied volatity was 21.00, the open interest changed by 2 which increased total open position to 146
On 17 Nov GRASIM was trading at 2790.30. The strike last trading price was 7.6, which was -0.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by 106 which increased total open position to 144
On 14 Nov GRASIM was trading at 2783.40. The strike last trading price was 8.15, which was 3.85 higher than the previous day. The implied volatity was 20.93, the open interest changed by 0 which decreased total open position to 33
On 13 Nov GRASIM was trading at 2777.80. The strike last trading price was 4.3, which was -4.45 lower than the previous day. The implied volatity was 17.71, the open interest changed by 5 which increased total open position to 37
On 12 Nov GRASIM was trading at 2767.40. The strike last trading price was 8.75, which was 0.05 higher than the previous day. The implied volatity was 22.08, the open interest changed by -2 which decreased total open position to 33
On 10 Nov GRASIM was trading at 2762.90. The strike last trading price was 8.8, which was 1.55 higher than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 37
On 7 Nov GRASIM was trading at 2724.60. The strike last trading price was 7.25, which was 0.15 higher than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 37
On 6 Nov GRASIM was trading at 2700.10. The strike last trading price was 7.25, which was -21.6 lower than the previous day. The implied volatity was 22.62, the open interest changed by 28 which increased total open position to 36
On 4 Nov GRASIM was trading at 2882.00. The strike last trading price was 28.85, which was -6.15 lower than the previous day. The implied volatity was 20.74, the open interest changed by -6 which decreased total open position to 8
On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 35, which was 1.05 higher than the previous day. The implied volatity was 20.44, the open interest changed by 0 which decreased total open position to 14
On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 33.95, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 53.8, which was 12.3 higher than the previous day. The implied volatity was 20.00, the open interest changed by 3 which increased total open position to 17
On 28 Oct GRASIM was trading at 2932.90. The strike last trading price was 41.5, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 27 Oct GRASIM was trading at 2923.90. The strike last trading price was 41.5, which was 3 higher than the previous day. The implied volatity was 18.64, the open interest changed by 0 which decreased total open position to 9
On 23 Oct GRASIM was trading at 2864.60. The strike last trading price was 38.5, which was -3.7 lower than the previous day. The implied volatity was 21.53, the open interest changed by 8 which increased total open position to 8
| GRASIM 30DEC2025 3120 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 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 8 Dec | 2744.20 | 354.5 | 11.95 | - | 0 | 0 | 9 |
| 5 Dec | 2747.00 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 4 Dec | 2730.40 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 3 Dec | 2720.30 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 2 Dec | 2735.00 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 1 Dec | 2731.50 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 28 Nov | 2739.40 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 27 Nov | 2740.00 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 26 Nov | 2744.00 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 25 Nov | 2686.80 | 354.5 | 11.95 | - | 0 | 0 | 0 |
| 24 Nov | 2688.70 | 354.5 | 11.95 | - | 0 | 2 | 0 |
| 21 Nov | 2734.80 | 354.5 | 11.95 | - | 2 | 1 | 8 |
| 20 Nov | 2748.60 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 19 Nov | 2744.70 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 18 Nov | 2762.00 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 17 Nov | 2790.30 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 14 Nov | 2783.40 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 13 Nov | 2777.80 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 12 Nov | 2767.40 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 10 Nov | 2762.90 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 7 Nov | 2724.60 | 342.55 | 117.5 | - | 0 | 0 | 0 |
| 6 Nov | 2700.10 | 342.55 | 117.5 | - | 1 | 0 | 7 |
| 4 Nov | 2882.00 | 225.05 | 14.7 | - | 0 | -3 | 0 |
| 3 Nov | 2899.90 | 225.05 | 14.7 | 26.42 | 3 | 0 | 10 |
| 31 Oct | 2891.70 | 210.35 | 19.6 | - | 6 | 5 | 9 |
| 29 Oct | 2958.70 | 190.75 | -167.3 | 26.25 | 4 | 0 | 0 |
| 28 Oct | 2932.90 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 2923.90 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 2864.60 | 0 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 3120 expiring on 30DEC2025
Delta for 3120 PE is -
Historical price for 3120 PE is as follows
On 9 Dec GRASIM was trading at 2746.00. The strike last trading price was 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Dec GRASIM was trading at 2747.00. The strike last trading price was 354.5, which was 11.95 higher 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 354.5, which was 11.95 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 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher 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 354.5, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 354.5, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 20 Nov GRASIM was trading at 2748.60. The strike last trading price was 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher 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 342.55, which was 117.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Nov GRASIM was trading at 2882.00. The strike last trading price was 225.05, which was 14.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 3 Nov GRASIM was trading at 2899.90. The strike last trading price was 225.05, which was 14.7 higher than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 10
On 31 Oct GRASIM was trading at 2891.70. The strike last trading price was 210.35, which was 19.6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 9
On 29 Oct GRASIM was trading at 2958.70. The strike last trading price was 190.75, which was -167.3 lower than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 0
On 28 Oct GRASIM was trading at 2932.90. The strike last trading price was 0, 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 Oct GRASIM was trading at 2923.90. The strike last trading price was 0, 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 23 Oct GRASIM was trading at 2864.60. The strike last trading price was 0, 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































































































































































































































