[--[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 3120 CE
Delta: 0.02
Vega: 0.27
Theta: -0.16
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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