GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1238.90 | 146.3 | -0.15 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1249.70 | 146.3 | -0.15 | 0.00 | 0 | 0 | 0 | |||||||||
For Godrej Consumer Products - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.00
Historical price for 1100 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 146.3, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 146.3, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GODREJCP 30SEP2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.15
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1238.90 | 1 | -0.35 | 38.42 | 677 | -270 | 537 |
| 14 Sept | 1249.70 | 1.65 | 0.15 | 35.59 | 223 | 28 | 1,197 |
For Godrej Consumer Products - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.03
Historical price for 1100 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 38.42, the open interest changed by -270 which decreased total open position to 537
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 35.59, the open interest changed by 28 which increased total open position to 1197
