Grasim Industries Limited

Construction Materials · Cement & Cement Products

NSE: GRASIM BSE: 500300

₹3061.90

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +62.90

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	3068.0000	-43.10	7198750	-114250	Long Unwinding
Nov. 23, 2026	3078.3000	-42.80	30000	2000	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	3137.4000	3144.4000	3124.0000	3124.8000	4750	4750
Sept. 30, 2026	Nov. 23, 2026	3136.0000	3136.0000	3078.3000	3078.3000	30000	2000
Sept. 30, 2026	Oct. 27, 2026	3098.0000	3125.7000	3062.1000	3068.0000	7198750	-114250
Sept. 29, 2026	Nov. 23, 2026	3169.0000	3169.0000	3098.6000	3121.1000	28000	12750
Sept. 29, 2026	Oct. 27, 2026	3152.1000	3162.5000	3047.3000	3111.1000	7313000	843750
Sept. 29, 2026	Sept. 29, 2026	3151.2000	3151.2000	3051.7000	3094.3000	1716250	-70500
Sept. 28, 2026	Nov. 23, 2026	3189.9000	3189.9000	3166.0000	3166.0000	15250	1250
Sept. 28, 2026	Oct. 27, 2026	3194.0000	3200.0000	3146.1000	3153.7000	6469250	1208000
Sept. 28, 2026	Sept. 29, 2026	3166.7000	3169.0000	3126.9000	3135.6000	1786750	-1467000
Sept. 25, 2026	Nov. 23, 2026	3195.8000	3213.7000	3195.8000	3208.0000	14000	1250

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.732

Max Pain 3160.0000

Open Interest by Strike (Max Pain: 3160.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	531.8500	83.82	0.784	2640.0000	-0.090	43.98	16.0000	0	0
0	0	496.8500	81.02	0.770	2680.0000	-0.110	43.66	20.4000	0	0
0	0	462.7500	78.44	0.754	2720.0000	-0.134	43.32	25.7000	0	0
0	0	429.6500	76.08	0.736	2760.0000	-0.161	42.94	31.9500	0	0
2000	500	294.0000	31.86	0.872	2800.0000	-0.057	22.38	4.6000	29500	29500
1000	0	258.6500	30.78	0.842	2840.0000	-0.081	21.57	6.7500	10250	10250
0	0	475.5000	111.8	0.653	2860.0000	-0.098	21.3	8.3500	500	500
1000	0	223.0000	29.08	0.810	2880.0000	-0.115	20.8	9.9000	1250	1250
1500	0	204.7000	27.88	0.795	2900.0000	-0.137	20.51	12.1500	12000	26000
1250	0	185.5000	26.24	0.780	2920.0000	-0.163	20.31	15.0000	4000	4000
1250	0	167.8500	25.15	0.759	2940.0000	-0.193	20.09	18.3500	-4000	13500
1250	0	150.5500	24.07	0.735	2960.0000	-0.226	19.76	22.0500	3750	18000
1250	0	133.8000	23.06	0.708	2980.0000	-0.161	12.19	8.7500	0	1750
2500	-500	120.0000	22.88	0.671	3000.0000	-0.306	19.54	32.7000	-6500	86500
1250	0	102.0500	21.14	0.640	3020.0000	-0.348	19.17	38.4500	4000	7000
0	0	232.3000	64.58	0.563	3040.0000	-0.396	19.11	46.0500	3250	19250
12250	12000	64.7000	16.72	0.560	3060.0000	-0.445	19.08	54.7500	12000	14250
5500	5500	54.2000	16.64	0.503	3080.0000	-0.495	19.57	66.1500	3250	3250
89250	75250	45.5500	16.77	0.446	3100.0000	-0.545	19.14	75.4500	-1750	53250
14500	12500	37.3500	16.7	0.391	3120.0000	-0.593	19.21	87.4000	4750	10250
52000	9250	30.6500	16.77	0.339	3140.0000	-0.629	20.54	104.2500	1750	57500
27500	8250	24.6500	16.74	0.289	3160.0000	-0.688	18.82	112.4500	3750	16750
0	0	230.5500	82.62	0.487	3180.0000	-0.712	20.49	131.6000	-500	13500
337250	-5500	16.4000	17.13	0.208	3200.0000	-0.760	19.54	144.0000	-6250	86250
0	0	206.5000	80.01	0.461	3220.0000	-0.958	9.52	142.8000	0	750
0	0	134.5500	60.26	0.409	3240.0000		—	158.2000	0	2500
0	0	184.1500	77.63	0.434	3260.0000		—	162.5500	-500	7000
250	0	119.3500	59.64	0.378	3280.0000		—	192.2500	0	1250
99750	3250	6.1500	18.58	0.088	3300.0000	-0.861	22.98	234.2500	-2500	34000
0	0	105.5000	59.09	0.348	3320.0000		—	228.2000	0	1250
9250	6750	4.3000	19.3	0.063	3340.0000		—	246.2500	0	1250
0	0	92.9000	58.57	0.319	3360.0000		—	220.0000	0	13500
0	0	126.9500	71.58	0.351	3380.0000		—	284.2000	0	1000
38500	-14250	2.6000	20.42	0.039	3400.0000		—	297.7500	0	4250
0	0	111.1000	69.9	0.323	3420.0000		—	205.8500	0	0
7500	0	0.4000	17.0	0.009	3440.0000		—	324.0000	0	1500
0	0	96.7500	68.35	0.296	3460.0000		—	231.1000	0	0
0	0	62.3500	57.37	0.239	3480.0000		—	373.9000	0	0
29000	500	1.7500	23.57	0.024	3500.0000		—	257.8000	0	0
0	0	54.1000	56.98	0.215	3520.0000		—	405.0500	0	0
500	0	4.0000	29.07	0.042	3540.0000		—	285.9000	0	0
0	0	46.8500	56.66	0.193	3560.0000		—	437.2000	0	0
500	0	0.3500	21.9	0.006	3580.0000		—	479.5500	0	500
0	0	40.4500	56.36	0.172	3600.0000		—	395.0000	0	1750
0	0	53.2500	63.43	0.196	3620.0000		—	345.9500	0	0
0	0	34.8000	56.09	0.153	3640.0000		—	503.9500	0	0
0	0	29.8500	55.83	0.135	3680.0000		—	538.4000	0	0
0	0	25.5500	55.61	0.120	3720.0000		—	573.4500	0	0
500	500	1.3500	32.97	0.014	3760.0000		—	605.0000	0	250
4250	750	0.9000	32.7	0.010	3800.0000		—	635.0000	0	750
250	250	2.8500	39.93	0.024	3840.0000		—	681.8000	0	0