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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)

ExpiryClosePrice ChgOIChg OIBuildup
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
DateExpiryOpenHighLowCloseOIChange 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) 0.594
Max Pain 3200.0000

Open Interest by Strike (Max Pain: 3200.0000)

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

CALLS Strike PUTS
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
0 0 518.7000 278.51 0.710 2640.0000 -0.115 99.34 18.2000 0 0
0 0 484.1500 268.6 0.695 2680.0000 -0.142 97.52 23.0500 0 0
0 0 450.5000 259.24 0.679 2720.0000 -0.173 95.46 28.8000 0 0
0 0 417.9000 250.49 0.661 2760.0000 -0.207 93.16 35.5500 0 0
0 0 386.4000 242.31 0.642 2800.0000 -0.028 30.54 1.0500 0 5750
0 0 356.1000 234.71 0.622 2840.0000 -0.292 87.8 52.5500 0 0
0 0 327.1500 227.74 0.600 2880.0000 -0.034 16.9 0.7000 750 3500
250 0 380.0000 279.71 0.592 2900.0000 -0.040 13.86 0.7000 1250 13750
750 0 266.7500 194.38 0.576 2920.0000 -0.042 10.23 0.5500 0 1000
500 0 431.3500 337.23 0.583 2940.0000 -0.055 6.93 0.5000 0 8000
750 0 224.3000 175.57 0.547 2960.0000 -0.084 3.34 0.4000 -4000 15750
500 0 394.6500 321.46 0.565 2980.0000 — 0.6500 -4750 4500
2750 0 170.5000 147.0 0.508 3000.0000 — 0.7500 -23250 77750
21000 0 152.4000 139.48 0.487 3020.0000 — 0.7000 -250 4500
0 0 224.8500 204.67 0.502 3040.0000 — 1.0000 0 138000
1000 0 146.5000 148.04 0.458 3060.0000 — 1.6500 16500 50000
0 0 202.9500 200.07 0.475 3080.0000 — 1.9500 -3500 15250
24250 4000 81.5000 106.68 0.376 3100.0000 — 2.1500 -5250 96750
15000 0 68.0000 100.59 0.344 3120.0000 — 2.8000 -9250 20750
34500 0 44.0000 83.94 0.283 3140.0000 — 4.0000 -27000 31000
38000 4500 27.3000 71.71 0.221 3160.0000 — 7.2500 -16750 56000
36750 -8750 14.5500 60.49 0.153 3180.0000 — 14.7500 7250 41750
294500 -1500 6.2000 50.52 0.087 3200.0000 — 26.5000 -30000 93000
52000 1750 3.9000 48.3 0.061 3220.0000 — 82.6000 0 23500
64500 11250 2.3500 46.34 0.041 3240.0000 — 61.9500 -4000 33250
61750 -8500 1.6500 46.07 0.030 3260.0000 — 81.7500 -8500 33000
37250 -15250 1.5000 47.83 0.027 3280.0000 — 102.7500 -250 41250
285750 -19750 1.4000 49.74 0.024 3300.0000 — 121.5000 -5500 80000
52000 5500 1.0500 49.93 0.019 3320.0000 — 152.0000 -250 44000
29500 3000 0.8500 50.68 0.015 3340.0000 — 174.1000 0 16500
29500 2500 0.9500 53.73 0.016 3360.0000 — 179.8500 0 17750
13000 -250 0.8000 54.64 0.014 3380.0000 — 219.4500 0 42000
101500 -18250 0.7000 55.81 0.012 3400.0000 — 220.1500 -6500 46500
12750 -1250 0.5500 56.17 0.010 3420.0000 — 158.2500 0 2250
0 0 69.2000 173.19 0.238 3440.0000 — 356.4000 0 0
14250 -1250 0.5500 60.22 0.009 3460.0000 — 195.0500 0 2250
4250 -250 1.0000 67.13 0.014 3480.0000 — 184.0000 0 1000
106750 -750 0.5000 63.45 0.008 3500.0000 — 330.5000 0 5000
7000 0 1.2500 73.48 0.016 3520.0000 — 418.4500 0 0
259000 0 0.1000 57.08 0.002 3540.0000 — 415.4000 0 0
13250 0 0.2500 64.16 0.004 3560.0000 — 450.8500 0 0
750 0 0.2000 64.47 0.003 3580.0000 — 450.0000 0 0
135250 0 0.0500 58.48 0.001 3600.0000 — 288.0000 0 1500
26750 -2500 0.1000 63.65 0.002 3620.0000 — 317.4000 0 500
1750 0 0.1500 67.71 0.002 3640.0000 — 518.0000 0 0
2750 0 0.1500 69.36 0.002 3660.0000
1000 0 0.1500 70.99 0.002 3680.0000 — 374.1000 0 1000
8750 0 0.1000 70.02 0.002 3700.0000 — 535.0000 -250 250
750 0 0.2500 77.94 0.003 3720.0000 — 587.8000 0 0
6750 0 0.1000 74.65 0.002 3760.0000 — 450.1500 0 750
2250 0 0.2500 84.5 0.003 3800.0000 — 625.0000 -250 250
500 0 2.8500 117.45 0.022 3840.0000 — 696.4500 0 0
3880.0000 — 560.0000 0 250