GRASIM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 250
Spot
3,057.07
Future
3,087.00
Forward
3,087.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 33.35 | 0.00 | 548.35 | 2,400 | 10.50 | 0.00 | 22.82 | — | — | Neutral | ||||||
| Neutral | — | — | 30.72 | 0.00 | 477.15 | 2,480 | 18.05 | 0.00 | 22.79 | — | — | Neutral | ||||||
| Neutral | — | — | 28.62 | 0.00 | 409.55 | 2,560 | 29.20 | 0.00 | 22.75 | — | — | Neutral | ||||||
| Neutral | — | — | 27.07 | 0.00 | 346.45 | 2,640 | 44.90 | 0.00 | 22.71 | — | — | Neutral | ||||||
| Neutral | — | — | 26.47 | 0.00 | 316.95 | 2,680 | 54.75 | 0.00 | 22.69 | — | — | Neutral | ||||||
| Neutral | — | — | 25.97 | 0.00 | 288.60 | 2,720 | 65.80 | 0.00 | 22.66 | — | — | Neutral | ||||||
| Neutral | — | — | 25.56 | 0.00 | 261.85 | 2,760 | 78.45 | 0.00 | 22.63 | — | — | Neutral | ||||||
| Neutral | — | — | 25.23 | 0.00 | 236.70 | 2,800 | 92.65 | 0.00 | 22.59 | — | — | Neutral | ||||||
| Neutral | — | — | 24.95 | 0.00 | 213.10 | 2,840 | 108.45 | 0.00 | 22.56 | — | — | Neutral | ||||||
| Neutral | — | — | 24.73 | 0.00 | 191.05 | 2,880 | 125.80 | 0.00 | 22.51 | — | — | Neutral | ||||||
| Neutral | — | — | 24.53 | 0.00 | 170.60 | 2,920 | 144.75 | 0.00 | 22.47 | — | — | Neutral | ||||||
| Neutral | — | — | 24.38 | 0.00 | 151.75 | 2,960 | 165.25 | 0.00 | 22.41 | — | — | Neutral | ||||||
| Neutral | — | — | 24.24 | 0.00 | 134.40 | 3,000 | 187.30 | 0.00 | 22.35 | — | — | Neutral | ||||||
| Neutral | — | — | 24.13 | 0.00 | 118.60 | 3,040 | 210.85 | 0.00 | 22.29 | — | — | Neutral | ||||||
| Neutral | — | — | 24.04 | 0.00 | 104.25 | 3,080 | 235.90 | 0.00 | 22.21 | — | — | Neutral | ||||||
| Neutral | — | — | 23.96 | 0.00 | 91.25 | 3,120 | 262.25 | 0.00 | 22.12 | — | — | Neutral | ||||||
| Neutral | — | — | 23.89 | 0.00 | 79.55 | 3,160 | 289.95 | 0.00 | 22.02 | — | — | Neutral | ||||||
| Neutral | — | — | 23.82 | 0.00 | 69.25 | 3,200 | 319.05 | 0.00 | 21.90 | — | — | Neutral | ||||||
| — | — | 23.77 | — | 60.00 | 3,240 | 349.15 | — | 21.76 | — | — | ||||||||
| Neutral | — | — | 23.72 | 0.00 | 51.65 | 3,280 | 380.20 | 0.00 | 21.59 | — | — | Neutral | ||||||
| Neutral | — | — | 23.65 | 0.00 | 38.00 | 3,360 | 445.30 | 0.00 | 21.16 | — | — | Neutral | ||||||
| Neutral | — | — | 23.58 | 0.00 | 27.55 | 3,440 | 513.65 | 0.00 | 20.50 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.