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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 1240 CE
Delta: 0.55
Vega: 0.85
Theta: -0.85
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 16.65 -1.4 17.22 754 5 693
14 Sept 1249.70 26.25 -10 13.42 1,651 141 448

For Godrej Consumer Products - strike price 1240 expiring on 30SEP2025

Delta for 1240 CE is 0.55

Historical price for 1240 CE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 16.65, which was -1.4 lower than the previous day. The implied volatity was 17.22, the open interest changed by 5 which increased total open position to 693


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 26.25, which was -10 lower than the previous day. The implied volatity was 13.42, the open interest changed by 141 which increased total open position to 448


GODREJCP 30SEP2025 1240 PE
Delta: -0.47
Vega: 0.86
Theta: -0.99
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 23.65 -0.8 29.65 252 -24 636
14 Sept 1249.70 22.75 4.45 28.49 3,437 165 426

For Godrej Consumer Products - strike price 1240 expiring on 30SEP2025

Delta for 1240 PE is -0.47

Historical price for 1240 PE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 23.65, which was -0.8 lower than the previous day. The implied volatity was 29.65, the open interest changed by -24 which decreased total open position to 636


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 22.75, which was 4.45 higher than the previous day. The implied volatity was 28.49, the open interest changed by 165 which increased total open position to 426