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GODREJCP
Godrej Consumer Products
1232.2 -6.70 (-0.54%)

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Historical option data for GODREJCP

21 Sep 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GODREJCP 30SEP2025 1220 CE
Delta: 0.80
Vega: 0.60
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 26.75 -1.7 13.22 115 1 138
14 Sept 1249.70 37.55 -10.8 - 154 4 80

For Godrej Consumer Products - strike price 1220 expiring on 30SEP2025

Delta for 1220 CE is 0.80

Historical price for 1220 CE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 26.75, which was -1.7 lower than the previous day. The implied volatity was 13.22, the open interest changed by 1 which increased total open position to 138


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 37.55, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 80


GODREJCP 30SEP2025 1220 PE
Delta: -0.34
Vega: 0.79
Theta: -0.92
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 14.55 -0.45 28.88 146 -15 323
14 Sept 1249.70 14.95 3.1 27.99 1,337 -19 215

For Godrej Consumer Products - strike price 1220 expiring on 30SEP2025

Delta for 1220 PE is -0.34

Historical price for 1220 PE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 14.55, which was -0.45 lower than the previous day. The implied volatity was 28.88, the open interest changed by -15 which decreased total open position to 323


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 14.95, which was 3.1 higher than the previous day. The implied volatity was 27.99, the open interest changed by -19 which decreased total open position to 215