I think it will be EditingControlShowing event in datagridview.
Try this
private void DGV_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e)
{
comboBOX = (ComboBox)e.Control;
comboBOX .SelectedIndexChanged -=new EventHandler(comboBOX _SelectedIndexChanged);
comboBOX .SelectedIndexChanged +=new EventHandler(comboBOX _SelectedIndexChanged);
}
private void comboBOX _SelectedIndexChanged(object sender, EventArgs e)
{
ComboBox combo = sender as ComboBox;
string str=combo.SelectedIndex.ToString();
}