GRASIM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 250

Spot

3,057.07

Future

3,051.90

Forward

3,048.94

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.92

Puts 12.22 L / Calls 13.28 L

PCR (volume)

0.51

Puts 4,695 / Calls 9,260

Max pain

2,960

strike with least total payout to holders

Highest OI

3,000 CE · 2,700 PE

ΔOI calls +1.54 L · puts +1.32 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
·	·	·	·	·	·	·	·	·	2,360	2.65	0.00	-0.00	-0.00	30.24	—	—	1,250	Neutral
Neutral	1,250	—	—	72.36	0.93	-1.62	0.00	531.35	2,400	2.50	0.00	-0.00	-0.00	28.36	—	—	500	Neutral
Neutral	—	—	—	68.45	0.92	-1.60	0.00	759.35	2,440	1.35	0.00	-0.00	-0.00	26.52	—	—	—	Neutral
Neutral	—	—	—	64.58	0.92	-1.57	0.00	848.65	2,480	2.20	0.00	-0.00	-0.00	24.69	—	—	—	Neutral
Neutral	—	—	—	60.73	0.91	-1.55	0.00	777.95	2,520	1.75	-1.10	-0.28	-0.02	38.26	26	+1,250	36,500	Short buildup
Neutral	—	—	—	56.92	0.91	-1.52	0.00	771.80	2,560	1.90	-2.80	-0.29	-0.02	35.96	14	−1,500	20,250	Long unwinding
Neutral	—	—	—	53.13	0.90	-1.49	0.00	292.00	2,600	2.55	-1.20	-0.36	-0.03	34.84	39	+7,250	26,000	Short buildup
·	·	·	·	·	·	·	·	·	2,620	4.75	0.00	-0.03	-0.00	22.26	—	—	25,500	Neutral
Neutral	—	—	—	49.40	0.90	-1.46	0.00	696.25	2,640	2.80	-2.50	-0.38	-0.03	32.52	21	−750	33,500	Long unwinding
Neutral	—	—	—	47.56	0.89	-1.45	0.00	472.25	2,660	3.55	-2.55	-0.45	-0.04	32.46	9	−1,500	10,250	Long unwinding
Neutral	—	—	—	45.75	0.89	-1.43	0.00	659.10	2,680	4.20	-2.20	-0.51	-0.04	32.01	39	−5,750	7,500	Long unwinding
Neutral	500	—	—	43.98	0.88	-1.42	0.00	280.20	2,700	4.20	-3.60	-0.50	-0.05	30.50	337	−21,000	2.35 L	Long unwinding
Neutral	250	—	—	42.24	0.88	-1.41	0.00	185.75	2,720	4.50	-3.95	-0.52	-0.05	29.40	90	−6,750	6,250	Long unwinding
Neutral	500	—	—	40.56	0.87	-1.41	0.00	190.00	2,740	5.25	-4.30	-0.57	-0.06	28.81	123	−7,250	8,250	Long unwinding
Neutral	—	—	—	38.96	0.86	-1.41	0.00	586.55	2,760	5.85	-5.80	-0.61	-0.06	27.92	80	−7,750	9,500	Long unwinding
Neutral	—	—	—	37.42	0.86	-1.42	0.00	366.00	2,780	6.65	-7.25	-0.66	-0.07	27.14	61	−6,750	10,000	Long unwinding
Neutral	15,250	—	—	35.98	0.85	-1.43	0.00	182.50	2,800	8.20	-8.25	-0.75	-0.09	26.90	266	−5,500	56,000	Long unwinding
Neutral	—	—	—	34.65	0.83	-1.45	0.00	332.80	2,820	10.30	-9.25	-0.86	-0.11	26.85	40	+3,750	8,500	Short buildup
Neutral	—	—	—	33.42	0.82	-1.48	0.00	516.75	2,840	11.75	-11.30	-0.91	-0.12	26.08	98	+2,250	18,750	Short buildup
Neutral	500	—	—	32.29	0.80	-1.51	0.00	92.00	2,860	13.55	-11.90	-0.98	-0.14	25.39	256	+10,000	34,500	Short buildup
Neutral	9,750	—	—	31.28	0.79	-1.55	0.00	133.50	2,880	16.35	-16.25	-1.08	-0.16	25.08	211	+7,500	28,500	Short buildup
Neutral	2.01 L	−2,000	65	23.16	0.82	-1.02	+53.25	165.00	2,900	18.90	-18.50	-1.14	-0.19	24.41	510	+1,750	1.86 L	Neutral
Short covering	34,250	−5,250	66	24.07	0.78	-1.21	+51.15	151.15	2,920	22.30	-21.90	-1.22	-0.22	23.94	117	−250	33,500	Neutral
Short covering	33,000	−1,000	65	23.11	0.75	-1.25	+47.95	134.05	2,940	26.85	-24.45	-1.31	-0.25	23.72	338	+5,250	31,500	Short buildup
Short covering	1.42 L	−6,750	312	22.58	0.72	-1.31	+41.95	118.50	2,960	31.50	-28.15	-1.37	-0.29	23.26	482	+15,000	1.12 L	Short buildup
Short buildup	2,000	+2,000	19	24.09	0.66	-1.51	-106.10	109.00	2,980	37.40	-29.30	-1.44	-0.33	23.01	96	+3,500	6,250	Short buildup
Long buildup	3.84 L	+24,500	3,571	22.55	0.63	-1.47	+36.40	92.35	3,000	43.55	-34.60	-1.47	-0.37	22.55	1,096	+93,250	1.41 L	Short buildup
Long buildup	37,000	+23,000	1,058	22.49	0.58	-1.51	+32.45	80.55	3,020	52.20	-62.15	-1.53	-0.42	22.67	229	+28,500	29,000	Short buildup
Long buildup	22,500	+7,500	612	22.33	0.53	-1.53	+30.15	69.40	3,040	59.00	-79.60	-1.50	-0.47	21.81	21	+4,000	5,250	Short buildup
Long buildup	36,750	+11,750	402	22.29	0.48	-1.53	+27.55	59.60	3,060	70.25	-87.70	-1.52	-0.52	22.16	15	+1,750	15,750	Short buildup
Long buildup	27,000	+2,750	278	22.71	0.44	-1.55	+23.80	52.05	3,080	75.40	0.00	-1.33	-0.57	19.65	—	—	—	Neutral
Long buildup	91,750	+21,000	769	22.34	0.39	-1.48	+20.00	43.20	3,100	94.20	-49.25	-1.48	-0.61	22.37	51	+5,750	43,500	Short buildup
Long buildup	29,500	+1,500	144	21.95	0.34	-1.39	+17.10	35.25	3,120	200.00	0.00	-1.14	-0.69	18.74	—	—	500	Neutral
Short covering	19,000	−2,250	176	22.14	0.30	-1.33	+14.45	29.75	3,140	230.00	0.00	-1.00	-0.74	18.10	—	—	750	Neutral
Long buildup	16,250	+4,250	263	21.87	0.26	-1.22	+10.65	23.90	3,160	101.95	0.00	-0.82	-0.80	17.28	—	—	—	Neutral
Short covering	13,500	−3,500	143	21.85	0.22	-1.12	+8.70	19.45	3,180	160.55	0.00	-0.61	-0.86	16.14	—	—	—	Neutral
Long buildup	56,000	+17,000	631	22.30	0.19	-1.05	+7.90	16.60	3,200	175.00	-100.00	-1.34	-0.77	26.00	30	+5,750	24,500	Short buildup
Long buildup	46,250	+6,000	119	22.34	0.16	-0.94	+5.95	13.45	3,220	184.55	0.00	—	—	—	—	—	—	Neutral
Long buildup	28,750	+5,250	53	22.65	0.14	-0.86	+5.95	11.25	3,240	133.90	0.00	—	—	—	—	—	—	Neutral
Long buildup	10,500	+8,000	61	22.60	0.11	-0.75	+3.65	8.90	3,260	350.00	0.00	—	—	—	—	—	250	Neutral
Long buildup	32,500	+26,500	205	22.94	0.10	-0.68	+3.00	7.45	3,280	151.95	0.00	—	—	—	—	—	—	Neutral
Short buildup	14,250	+10,250	108	23.16	0.08	-0.60	-7.10	6.10	3,300	370.00	0.00	—	—	—	—	—	2,250	Neutral
Short buildup	1,750	+250	5	24.04	0.07	-0.58	-9.45	5.65	3,320	171.40	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	24.30	0.05	-0.44	0.00	171.75	3,360	445.00	0.00	—	—	—	—	—	8,500	Neutral
Long buildup	20,000	+2,500	132	25.12	0.04	-0.36	+0.75	2.70	3,400	447.00	0.00	—	—	—	—	—	5,750	Neutral
Short buildup	500	+500	3	26.64	0.03	-0.33	-136.20	2.35	3,440	237.85	0.00	—	—	—	—	—	—	Neutral
Neutral	—	—	—	24.04	0.01	-0.13	0.00	123.90	3,480	262.60	0.00	—	—	—	—	—	—	Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 5.04% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.