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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 1280 CE
Delta: 0.22
Vega: 0.64
Theta: -0.68
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 5.6 -0.95 20.99 297 -7 854
14 Sept 1249.70 11.85 -5.45 18.38 949 66 777

For Godrej Consumer Products - strike price 1280 expiring on 30SEP2025

Delta for 1280 CE is 0.22

Historical price for 1280 CE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 5.6, which was -0.95 lower than the previous day. The implied volatity was 20.99, the open interest changed by -7 which decreased total open position to 854


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 11.85, which was -5.45 lower than the previous day. The implied volatity was 18.38, the open interest changed by 66 which increased total open position to 777


GODREJCP 30SEP2025 1280 PE
Delta: -0.68
Vega: 0.77
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 51.4 -3.15 34.26 8 1 147
14 Sept 1249.70 48.2 8.75 33.00 68 -13 156

For Godrej Consumer Products - strike price 1280 expiring on 30SEP2025

Delta for 1280 PE is -0.68

Historical price for 1280 PE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 51.4, which was -3.15 lower than the previous day. The implied volatity was 34.26, the open interest changed by 1 which increased total open position to 147


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 48.2, which was 8.75 higher than the previous day. The implied volatity was 33.00, the open interest changed by -13 which decreased total open position to 156