GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 30SEP2025 1160 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 | |||||||||
| 21 Sept | 1238.90 | 77.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1249.70 | 86.25 | -14.75 | - | 27 | 10 | 71 | |||||||||
For Godrej Consumer Products - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.00
Historical price for 1160 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 77.55, 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 86.25, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 71
| GODREJCP 30SEP2025 1160 PE | |||||||
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Delta: -0.10
Vega: 0.39
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1238.90 | 3.55 | 0.1 | 32.55 | 276 | 143 | 827 |
| 14 Sept | 1249.70 | 4 | 0.75 | 29.58 | 689 | 82 | 291 |
For Godrej Consumer Products - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.10
Historical price for 1160 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 3.55, which was 0.1 higher than the previous day. The implied volatity was 32.55, the open interest changed by 143 which increased total open position to 827
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 4, which was 0.75 higher than the previous day. The implied volatity was 29.58, the open interest changed by 82 which increased total open position to 291
