GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
28 Sep 2025 10:08 PM IST
| GODREJCP 28-OCT-2025 1200 CE | ||||||||||||||||
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Delta: 0.36
Vega: 1.29
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1163.90 | 15.5 | -7.7 | 18.80 | 595 | 201 | 498 | |||||||||
| 21 Sept | 1238.90 | 51.65 | -4.55 | - | 4 | 0 | 38 | |||||||||
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| 14 Sept | 1249.70 | 59.85 | -16.6 | - | 7 | 6 | 27 | |||||||||
| 17 Aug | 1184.90 | 47 | -72.6 | 20.77 | 2 | 2 | 1 | |||||||||
For Godrej Consumer Products - strike price 1200 expiring on 28OCT2025
Delta for 1200 CE is 0.36
Historical price for 1200 CE is as follows
On 28 Sept GODREJCP was trading at 1163.90. The strike last trading price was 15.5, which was -7.7 lower than the previous day. The implied volatity was 18.80, the open interest changed by 201 which increased total open position to 498
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 51.65, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 59.85, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 27
On 17 Aug GODREJCP was trading at 1184.90. The strike last trading price was 47, which was -72.6 lower than the previous day. The implied volatity was 20.77, the open interest changed by 2 which increased total open position to 1
| GODREJCP 28OCT2025 1200 PE | |||||||
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Delta: -0.55
Vega: 1.37
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1163.90 | 70.65 | 18.05 | 41.22 | 135 | 0 | 193 |
| 21 Sept | 1238.90 | 22.4 | 0.1 | 27.68 | 28 | 4 | 102 |
| 14 Sept | 1249.70 | 22.1 | 3.7 | 28.26 | 41 | 21 | 63 |
| 17 Aug | 1184.90 | 42.85 | 0 | 0.30 | 0 | 0 | 0 |
For Godrej Consumer Products - strike price 1200 expiring on 28OCT2025
Delta for 1200 PE is -0.55
Historical price for 1200 PE is as follows
On 28 Sept GODREJCP was trading at 1163.90. The strike last trading price was 70.65, which was 18.05 higher than the previous day. The implied volatity was 41.22, the open interest changed by 0 which decreased total open position to 193
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 22.4, which was 0.1 higher than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 102
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 22.1, which was 3.7 higher than the previous day. The implied volatity was 28.26, the open interest changed by 21 which increased total open position to 63
On 17 Aug GODREJCP was trading at 1184.90. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0
