GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 30SEP2025 1120 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 | 113.95 | -0.45 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1249.70 | 119.9 | 1.15 | - | 14 | 8 | 5 | |||||||||
For Godrej Consumer Products - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.00
Historical price for 1120 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 113.95, which was -0.45 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 119.9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 5
| GODREJCP 30SEP2025 1120 PE | |||||||
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Delta: -0.05
Vega: 0.21
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1238.90 | 1.55 | -0.1 | 36.63 | 32 | -6 | 58 |
| 14 Sept | 1249.70 | 2.3 | 0.45 | 33.93 | 40 | 9 | 65 |
For Godrej Consumer Products - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.05
Historical price for 1120 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 36.63, the open interest changed by -6 which decreased total open position to 58
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 2.3, which was 0.45 higher than the previous day. The implied volatity was 33.93, the open interest changed by 9 which increased total open position to 65
