Related Pages for GODREJCP
[--[65.84.65.76]--]
GODREJCP
Godrej Consumer Products
1232.2 -6.70 (-0.54%)

Back to Option Chain

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 1260 CE
Delta: 0.35
Vega: 0.80
Theta: -0.82
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 9.7 -1.45 19.20 699 -119 1,306
14 Sept 1249.70 17.55 -8 16.16 2,694 244 1,070

For Godrej Consumer Products - strike price 1260 expiring on 30SEP2025

Delta for 1260 CE is 0.35

Historical price for 1260 CE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 9.7, which was -1.45 lower than the previous day. The implied volatity was 19.20, the open interest changed by -119 which decreased total open position to 1306


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 17.55, which was -8 lower than the previous day. The implied volatity was 16.16, the open interest changed by 244 which increased total open position to 1070


GODREJCP 30SEP2025 1260 PE
Delta: -0.58
Vega: 0.84
Theta: -1.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 37.25 -0.55 32.81 25 -5 229
14 Sept 1249.70 34.5 7.3 30.71 1,105 -30 244

For Godrej Consumer Products - strike price 1260 expiring on 30SEP2025

Delta for 1260 PE is -0.58

Historical price for 1260 PE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 37.25, which was -0.55 lower than the previous day. The implied volatity was 32.81, the open interest changed by -5 which decreased total open position to 229


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 34.5, which was 7.3 higher than the previous day. The implied volatity was 30.71, the open interest changed by -30 which decreased total open position to 244