GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 30SEP2025 1140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1238.90 | 95.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1249.70 | 104.95 | -12.05 | - | 10 | 1 | 13 | |||||||||
For Godrej Consumer Products - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.00
Historical price for 1140 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 95.25, which was 0 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 104.95, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
| GODREJCP 30SEP2025 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.29
Theta: -0.44
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1238.90 | 2.4 | 0.1 | 34.79 | 155 | 51 | 481 |
| 14 Sept | 1249.70 | 2.85 | 0.55 | 31.33 | 376 | 121 | 394 |
For Godrej Consumer Products - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.07
Historical price for 1140 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 2.4, which was 0.1 higher than the previous day. The implied volatity was 34.79, the open interest changed by 51 which increased total open position to 481
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 2.85, which was 0.55 higher than the previous day. The implied volatity was 31.33, the open interest changed by 121 which increased total open position to 394
