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	-84.20	7275250	25000	Short Buildup
Nov. 23, 2026	2999.9000	-78.40	33250	250	Short Buildup
Dec. 29, 2026	3018.0000	-106.80	7750	1250	Short 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
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

Options Chain

As of Sept. 25, 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).

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

PCR (OI) —

Max Pain 2640.0000

Open Interest by Strike (Max Pain: 2640.0000)

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	696.2500	111.54	0.696	2640.0000	-0.064	21.79	7.4500	0	0
0	0	622.5500	103.85	0.673	2720.0000	-0.104	20.39	12.5000	0	0
0	0	551.2500	96.67	0.647	2800.0000	-0.164	18.72	20.0500	0	0
0	0	483.1500	90.07	0.618	2880.0000	-0.251	16.63	30.7500	0	0
0	0	450.4500	86.98	0.602	2920.0000	-0.308	15.35	37.5000	0	0
0	0	418.8500	84.07	0.585	2960.0000	-0.381	13.83	45.2500	0	0
0	0	388.3000	81.29	0.567	3000.0000	-0.474	11.97	54.1500	0	0
0	0	359.0500	78.7	0.549	3040.0000	-0.609	9.47	64.3000	0	0
0	0	330.8000	76.21	0.529	3080.0000	-0.914	4.4	75.4000	0	0
0	0	303.9500	73.89	0.509	3120.0000		—	88.0000	0	0
0	0	278.5000	71.74	0.488	3160.0000		—	101.9500	0	0
0	0	254.4000	69.72	0.467	3200.0000		—	117.2500	0	0
0	0	231.6500	67.83	0.445	3240.0000		—	133.9000	0	0
0	0	210.3000	66.08	0.422	3280.0000		—	151.9500	0	0
0	0	190.3500	64.45	0.400	3320.0000		—	171.4000	0	0
0	0	171.7500	62.93	0.377	3360.0000		—	192.2000	0	0
0	0	154.5000	61.53	0.354	3400.0000		—	214.4000	0	0
0	0	138.5500	60.22	0.331	3440.0000		—	237.8500	0	0
0	0	123.9000	59.01	0.309	3480.0000		—	262.6000	0	0
0	0	110.4500	57.88	0.287	3520.0000		—	288.5500	0	0
0	0	98.1500	56.83	0.266	3560.0000		—	315.7000	0	0
0	0	87.0000	55.86	0.245	3600.0000		—	343.9000	0	0
0	0	67.9500	54.18	0.206	3680.0000		—	403.7000	0	0
0	0	52.2500	52.64	0.171	3760.0000		—	466.8000	0	0
0	0	39.8000	51.32	0.139	3840.0000		—	533.1500	0	0