Grasim Industries Limited

Construction Materials · Cement & Cement Products

NSE: GRASIM BSE: 500300

₹2972.00

Oct. 5, 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) +46.00

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	2983.8000	+3.90	7275250	25000	Long Buildup
Nov. 23, 2026	2999.9000	+8.70	33250	250	Long Buildup
Dec. 29, 2026	3018.0000	+6.20	7750	1250	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	3000.0000	3049.8000	3000.0000	3018.0000	7750	1250
Oct. 5, 2026	Nov. 23, 2026	3040.0000	3040.0000	2994.2000	2999.9000	33250	250
Oct. 5, 2026	Oct. 27, 2026	2987.3000	3034.0000	2975.0000	2983.8000	7275250	25000
Oct. 1, 2026	Dec. 29, 2026	3071.6000	3071.6000	2995.6000	3011.8000	6500	1750
Oct. 1, 2026	Nov. 23, 2026	3000.0000	3047.2000	2967.0000	2991.2000	33000	3000
Oct. 1, 2026	Oct. 27, 2026	3061.0000	3061.0000	2950.1000	2979.9000	7250250	51500
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

Options Chain

As of Oct. 1, 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) 0.65

Max Pain 3000.0000

Open Interest by Strike (Max Pain: 3000.0000)

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	567.6500	115.93	0.727	2600.0000	-0.084	39.13	12.4000	0	0
0	0	531.8500	111.62	0.713	2640.0000	-0.043	27.61	4.0000	750	750
0	0	496.8500	107.53	0.699	2680.0000	-0.055	26.05	5.0000	1750	1750
0	0	462.7500	103.67	0.683	2720.0000	-0.075	24.96	6.8500	24250	24250
0	0	429.6500	100.05	0.666	2760.0000	-0.104	24.12	9.7500	22500	22500
2250	250	187.3500	13.36	0.966	2800.0000	-0.142	23.31	13.8500	17250	46750
0	0	511.2500	138.35	0.633	2820.0000	-0.142	20.67	12.2500	0	0
1000	0	258.6500	57.09	0.658	2840.0000	-0.195	22.8	20.1500	3500	13750
0	0	475.5000	132.86	0.618	2860.0000	-0.228	22.75	24.6000	25750	26250
1000	0	223.0000	52.95	0.629	2880.0000	-0.163	14.19	9.9000	0	1250
5500	4000	112.5000	19.11	0.727	2900.0000	-0.296	21.87	33.5000	70500	96500
1250	0	185.5000	47.94	0.595	2920.0000	-0.339	21.91	40.3500	6500	10500
4250	3000	80.1000	17.07	0.644	2940.0000	-0.380	21.34	46.2500	15500	29000
50000	48750	72.7500	18.55	0.582	2960.0000	-0.426	21.34	54.7000	27500	45500
91500	90250	62.6500	18.72	0.528	2980.0000	-0.473	21.42	64.3500	84500	86250
292500	290000	52.0500	18.4	0.474	3000.0000	-0.520	20.93	73.1000	44000	130500
10750	9500	43.4500	18.38	0.421	3020.0000	-0.566	21.15	85.0500	5750	12750
14500	14500	35.4000	18.18	0.367	3040.0000	-0.610	21.47	98.2000	-5000	14250
124250	112000	29.7500	18.47	0.321	3060.0000	-0.656	21.05	109.9500	-1250	13000
27500	22000	24.0500	18.43	0.274	3080.0000		—	66.1500	0	3250
190250	101000	19.9000	18.66	0.235	3100.0000	-0.724	22.31	141.8000	-4250	49000
21500	7000	16.1000	18.76	0.199	3120.0000		—	87.4000	0	10250
47500	-4500	13.3500	19.07	0.169	3140.0000	-0.787	22.7	173.6000	-3250	54250
34250	6750	10.9500	19.31	0.143	3160.0000	-0.844	20.32	185.1000	750	17500
4750	4750	9.0000	19.58	0.120	3180.0000	-0.773	29.75	222.0000	-2000	11500
251750	-85500	7.4500	19.88	0.102	3200.0000	-0.843	24.88	227.9000	-1500	84750
3750	3750	6.2000	20.22	0.086	3220.0000		—	226.0000	-750	0
1250	1250	5.3500	20.72	0.074	3240.0000		—	158.2000	0	2500
0	0	4.3500	20.92	0.062	3260.0000		—	162.5500	0	7000
2500	2250	4.0000	21.67	0.056	3280.0000		—	192.2500	0	1250
101750	2000	3.6500	22.35	0.050	3300.0000		—	234.2500	0	34000
0	0	105.5000	70.5	0.320	3320.0000		—	228.2000	0	1250
5500	-3750	2.5500	22.9	0.036	3340.0000		—	246.2500	0	1250
0	0	92.9000	69.48	0.294	3360.0000		—	220.0000	0	13500
					3380.0000		—	284.2000	0	1000
25750	-12750	1.7000	24.18	0.024	3400.0000		—	297.7500	0	4250
6000	-1500	1.5500	25.62	0.021	3440.0000		—	324.0000	0	1500
0	0	62.3500	66.97	0.222	3480.0000		—	373.9000	0	0
20250	-8750	1.1500	27.06	0.015	3500.0000
0	0	54.1000	66.21	0.200	3520.0000		—	405.0500	0	0
500	0	4.0000	34.83	0.037	3540.0000
250	250	1.0500	29.15	0.013	3560.0000		—	437.2000	0	0
500	0	0.3500	26.26	0.005	3580.0000		—	479.5500	0	500
					3600.0000		—	395.0000	0	1750
500	0	1.3500	38.0	0.013	3760.0000		—	605.0000	0	250
3500	-750	0.8000	36.99	0.008	3800.0000		—	635.0000	0	750
250	0	2.8500	45.43	0.022	3840.0000