[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2836.7 +38.90 (1.39%)
L: 2796.6 H: 2845.2

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Historical option data for GRASIM

12 Dec 2025 04:11 PM IST
GRASIM 30-DEC-2025 3160 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2836.70 0.4 -0.5 - 0 0 23
11 Dec 2797.80 0.4 -0.5 - 0 0 23
10 Dec 2746.80 0.4 -0.5 - 0 0 23
8 Dec 2744.20 0.4 -0.5 22.88 9 3 23
4 Dec 2730.40 0.9 -0.6 - 0 0 0
2 Dec 2735.00 0.9 -0.6 - 0 0 0
28 Nov 2739.40 0.9 -0.6 20.69 1 0 20
27 Nov 2740.00 1.5 -2.15 - 0 0 0
26 Nov 2744.00 1.5 -2.15 21.44 7 0 20
24 Nov 2688.70 3.65 -31.85 - 0 0 0
21 Nov 2734.80 3.65 -31.85 - 0 0 0
19 Nov 2744.70 3.65 -31.85 22.36 72 21 21


For Grasim Industries Ltd - strike price 3160 expiring on 30DEC2025

Delta for 3160 CE is -

Historical price for 3160 CE is as follows

On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 0.4, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 0.4, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 0.4, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 0.4, which was -0.5 lower than the previous day. The implied volatity was 22.88, the open interest changed by 3 which increased total open position to 23


On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 0.9, which was -0.6 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 0.9, which was -0.6 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 0.9, which was -0.6 lower than the previous day. The implied volatity was 20.69, the open interest changed by 0 which decreased total open position to 20


On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 1.5, which was -2.15 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 1.5, which was -2.15 lower than the previous day. The implied volatity was 21.44, the open interest changed by 0 which decreased total open position to 20


On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 3.65, which was -31.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 3.65, which was -31.85 lower 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 3.65, which was -31.85 lower than the previous day. The implied volatity was 22.36, the open interest changed by 21 which increased total open position to 21


GRASIM 30DEC2025 3160 PE
Delta: -0.87
Vega: 1.33
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2836.70 324 -66.75 39.62 3 1 1
11 Dec 2797.80 390.75 0 - 0 0 0
10 Dec 2746.80 390.75 0 - 0 0 0
8 Dec 2744.20 390.75 0 - 0 0 0
4 Dec 2730.40 390.75 0 - 0 0 0
2 Dec 2735.00 390.75 0 - 0 0 0
28 Nov 2739.40 390.75 0 - 0 0 0
27 Nov 2740.00 390.75 0 - 0 0 0
26 Nov 2744.00 390.75 0 - 0 0 0
24 Nov 2688.70 390.75 0 - 0 0 0
21 Nov 2734.80 390.75 0 - 0 0 0
19 Nov 2744.70 390.75 0 - 0 0 0


For Grasim Industries Ltd - strike price 3160 expiring on 30DEC2025

Delta for 3160 PE is -0.87

Historical price for 3160 PE is as follows

On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 324, which was -66.75 lower than the previous day. The implied volatity was 39.62, the open interest changed by 1 which increased total open position to 1


On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 390.75, 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 Dec GRASIM was trading at 2746.80. The strike last trading price was 390.75, 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 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 390.75, 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 Dec GRASIM was trading at 2730.40. The strike last trading price was 390.75, 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 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 390.75, 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 28 Nov GRASIM was trading at 2739.40. The strike last trading price was 390.75, 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 Nov GRASIM was trading at 2740.00. The strike last trading price was 390.75, 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 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 390.75, 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 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 390.75, 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 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 390.75, 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 19 Nov GRASIM was trading at 2744.70. The strike last trading price was 390.75, 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