GRASIM
Grasim Industries Ltd
Historical option data for GRASIM
12 Dec 2025 04:11 PM IST
| GRASIM 30-DEC-2025 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.15
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 2836.70 | 0.4 | 0 | 21.83 | 4 | 0 | 14 | |||||||||
| 11 Dec | 2797.80 | 0.4 | -0.1 | - | 1 | 0 | 15 | |||||||||
| 10 Dec | 2746.80 | 0.5 | -0.2 | 26.51 | 3 | 0 | 18 | |||||||||
| 8 Dec | 2744.20 | 0.7 | 0.15 | 26.71 | 2 | 1 | 17 | |||||||||
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| 4 Dec | 2730.40 | 0.55 | -0.25 | 23.91 | 12 | 0 | 16 | |||||||||
| 2 Dec | 2735.00 | 0.8 | 0 | 23.88 | 2 | 0 | 14 | |||||||||
| 27 Nov | 2740.00 | 0.8 | -0.45 | 21.70 | 8 | 0 | 11 | |||||||||
| 26 Nov | 2744.00 | 1.25 | 0.05 | 22.44 | 1 | 0 | 10 | |||||||||
| 24 Nov | 2688.70 | 1.2 | -1.6 | 24.59 | 7 | 0 | 12 | |||||||||
| 21 Nov | 2734.80 | 2.8 | -26.9 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2744.70 | 2.8 | -26.9 | 22.96 | 19 | 6 | 6 | |||||||||
For Grasim Industries Ltd - strike price 3200 expiring on 30DEC2025
Delta for 3200 CE is 0.01
Historical price for 3200 CE is as follows
On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 14
On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 18
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 17
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 16
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 14
On 27 Nov GRASIM was trading at 2740.00. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 21.70, the open interest changed by 0 which decreased total open position to 11
On 26 Nov GRASIM was trading at 2744.00. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 10
On 24 Nov GRASIM was trading at 2688.70. The strike last trading price was 1.2, which was -1.6 lower than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 12
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 2.8, which was -26.9 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 2.8, which was -26.9 lower than the previous day. The implied volatity was 22.96, the open interest changed by 6 which increased total open position to 6
| GRASIM 30DEC2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 2836.70 | 422.9 | -23.95 | - | 0 | 0 | 43 |
| 11 Dec | 2797.80 | 422.9 | -23.95 | - | 0 | 0 | 43 |
| 10 Dec | 2746.80 | 422.9 | -23.95 | - | 0 | 0 | 43 |
| 8 Dec | 2744.20 | 422.9 | -23.95 | - | 3 | 0 | 43 |
| 4 Dec | 2730.40 | 446.85 | -9.15 | - | 3 | 0 | 40 |
| 2 Dec | 2735.00 | 456 | 31.65 | - | 0 | 0 | 0 |
| 27 Nov | 2740.00 | 456 | 31.65 | - | 0 | 0 | 0 |
| 26 Nov | 2744.00 | 456 | 31.65 | - | 0 | 0 | 0 |
| 24 Nov | 2688.70 | 456 | 31.65 | - | 40 | 1 | 1 |
| 21 Nov | 2734.80 | 424.35 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 2744.70 | 424.35 | 0 | - | 0 | 0 | 0 |
For Grasim Industries Ltd - strike price 3200 expiring on 30DEC2025
Delta for 3200 PE is -
Historical price for 3200 PE is as follows
On 12 Dec GRASIM was trading at 2836.70. The strike last trading price was 422.9, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 11 Dec GRASIM was trading at 2797.80. The strike last trading price was 422.9, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 10 Dec GRASIM was trading at 2746.80. The strike last trading price was 422.9, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 8 Dec GRASIM was trading at 2744.20. The strike last trading price was 422.9, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 4 Dec GRASIM was trading at 2730.40. The strike last trading price was 446.85, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 2 Dec GRASIM was trading at 2735.00. The strike last trading price was 456, which was 31.65 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 456, which was 31.65 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 456, which was 31.65 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 456, which was 31.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Nov GRASIM was trading at 2734.80. The strike last trading price was 424.35, 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 424.35, 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































































































































































































































