GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
17 Aug 2025 12:57 AM IST
| GODREJCP 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.49
Vega: 1.69
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1184.90 | 34 | -43.35 | 21.88 | 5 | 4 | 3 | |||||||||
For Godrej Consumer Products - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.49
Historical price for 1200 CE is as follows
On 17 Aug GODREJCP was trading at 1184.90. The strike last trading price was 34, which was -43.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 4 which increased total open position to 3
| GODREJCP 30SEP2025 1200 PE | |||||||
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Delta: -0.51
Vega: 1.69
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1184.90 | 43.25 | 3.25 | 23.72 | 3 | 0 | 17 |
For Godrej Consumer Products - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.51
Historical price for 1200 PE is as follows
On 17 Aug GODREJCP was trading at 1184.90. The strike last trading price was 43.25, which was 3.25 higher than the previous day. The implied volatity was 23.72, the open interest changed by 0 which decreased total open position to 17
