Thanks to different ground-based surveys and space missions, nowadays we have a fairly large sample of discovered extra-solar planets to study and, without a doubt, this number will increase in the future. One of the most succesful techniques that allows us to prove the physical properties and atmospheric composition of these exoplanets is transmission spectroscopy. The level of precision that is require to measure these effects provides a technical challenge that is solved by using big telescopes and stable instruments to reach low noise levels. In this article, we will discuss the use of the 10m class telescope GTC to observed planetary transits in spectroscopic mode and some of the results that we are currently obtaining.