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GRASIM GRASIM INDUSTRIES LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

GRASIM INDUSTRIES LTD — on this desk since 2 Jan 2006.

Prices before Wed 10 Jan 2024 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
2.8%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.40%
the future traded 0.40% above the share
option prices
35
dearer than 35 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————2,68028,25003.60—
————2,70021,500−2,0004.20long unwinding
————2,720wall2,47,750−1,0005.15long unwinding
————2,74037,500−3,2505.60long unwinding
————2,76020,750−2,0007.20long unwinding
————2,78019,250+2,2509.00short build-up
—106.4802,7502,80054,000−2,50011.40long unwinding
————2,82019,500−2,25014.85long unwinding
short covering75.70−5001,5002,84034,750−11,00019.10long unwinding
short covering60.75−25017,5002,86037,250−25024.00long unwinding
long build-up48.85+4,25043,0002,880at the money27,250−6,50031.05long unwinding
short covering37.35−3,75093,7502,90087,250−5,75040.45long unwinding
long build-up28.60+6,50043,2502,92023,750+75050.85short build-up
short covering20.90−7,0001,29,5002,94044,000+1,00063.85short build-up
long build-up15.15+19,7501,12,2502,96043,250−1,00078.10long unwinding
long build-up11.15+1,00069,2502,98069,5000105.46—
short build-up8.00+4,2503,55,500wall3,00096,000−1,500112.20long unwinding
long build-up6.25+15,00040,0003,02015,000−500129.10long unwinding
short build-up4.75+4,00038,0003,04013,250+250147.00short build-up
long unwinding3.75−7,00029,5003,06012,5000173.38—
short build-up3.20+50024,2503,0803,0000191.86—

The options were priced for a move of about 2.8% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 69 of 170 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.40% above the share.

Not in the F&O ban this session; open interest stood at 28% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 2.8% by 27 Oct; over the sessions the desk holds it ranged 1.0–6.4%.

Option prices were dearer than 35 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 12 Aug 2026: options priced about 5.6%; the share moved 2.0% by 13 Aug.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover2.8%0.40%
Wed 14 Octshort build3.0%0.13%
Tue 13 Octlong build2.9%0.62%
Mon 12 Octshort build3.3%0.10%
Fri 9 Octshort cover3.5%0.62%
Thu 8 Octlong unwind4.1%0.66%
Wed 7 Octshort build3.8%-0.04%
Tue 6 Octlong unwind3.8%0.13%
Mon 5 Octlong build3.9%0.40%
Thu 1 Octshort build4.3%0.60%
Wed 30 Seplong unwind3.9%0.20%
Tue 29 Sepshort build4.0%0.36%
Mon 28 Seplong unwind4.0%0.12%
Fri 25 Seplong build1.0%-0.30%
Thu 24 Seplong unwind1.4%-0.15%
Wed 23 Sepshort cover1.5%-0.31%
Tue 22 Seplong unwind1.8%0.35%
Mon 21 Seplong unwind2.1%0.17%
Fri 18 Sepshort cover2.2%-0.18%
Thu 17 Seplong unwind2.5%0.20%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.