GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 28OCT2025 1240 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.57
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1238.90 | 32.55 | -0.85 | 15.81 | 58 | 18 | 115 | |||||||||
| 14 Sept | 1249.70 | 41.05 | -9.95 | 13.77 | 37 | 15 | 32 | |||||||||
For Godrej Consumer Products - strike price 1240 expiring on 28OCT2025
Delta for 1240 CE is 0.59
Historical price for 1240 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 32.55, which was -0.85 lower than the previous day. The implied volatity was 15.81, the open interest changed by 18 which increased total open position to 115
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 41.05, which was -9.95 lower than the previous day. The implied volatity was 13.77, the open interest changed by 15 which increased total open position to 32
| GODREJCP 28OCT2025 1240 PE | |||||||
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Delta: -0.44
Vega: 1.60
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1238.90 | 41.55 | 1.9 | 29.73 | 31 | 24 | 62 |
| 14 Sept | 1249.70 | 41 | -18.1 | 30.61 | 1 | 1 | 0 |
For Godrej Consumer Products - strike price 1240 expiring on 28OCT2025
Delta for 1240 PE is -0.44
Historical price for 1240 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 41.55, which was 1.9 higher than the previous day. The implied volatity was 29.73, the open interest changed by 24 which increased total open position to 62
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 41, which was -18.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by 1 which increased total open position to 0
