[--[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 3200 CE
Delta: 0.01
Vega: 0.15
Theta: -0.10
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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