[--[65.84.65.76]--]

GRASIM

Grasim Industries Ltd
2806.6 +7.50 (0.27%)
L: 2780 H: 2814.9

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Historical option data for GRASIM

17 Dec 2025 04:11 PM IST
GRASIM 30-DEC-2025 3160 CE
Delta: 0.01
Vega: 0.13
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2806.60 0.4 0 25.40 436 -13 10
16 Dec 2799.10 0.4 -0.5 - 0 0 23
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 0.01

Historical price for 3160 CE is as follows

On 17 Dec GRASIM was trading at 2806.60. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 25.40, the open interest changed by -13 which decreased total open position to 10


On 16 Dec GRASIM was trading at 2799.10. 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 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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2806.60 324 -66.75 - 0 0 1
16 Dec 2799.10 324 -66.75 - 0 0 1
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 -

Historical price for 3160 PE is as follows

On 17 Dec GRASIM was trading at 2806.60. The strike last trading price was 324, which was -66.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec GRASIM was trading at 2799.10. The strike last trading price was 324, which was -66.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


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