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 1300 CE
Delta: 0.14
Vega: 0.49
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 3.65 -0.25 23.51 586 5 1,464
14 Sept 1249.70 7.9 -3.7 20.08 1,928 316 1,399

For Godrej Consumer Products - strike price 1300 expiring on 30SEP2025

Delta for 1300 CE is 0.14

Historical price for 1300 CE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 3.65, which was -0.25 lower than the previous day. The implied volatity was 23.51, the open interest changed by 5 which increased total open position to 1464


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 7.9, which was -3.7 lower than the previous day. The implied volatity was 20.08, the open interest changed by 316 which increased total open position to 1399


GODREJCP 30SEP2025 1300 PE
Delta: -0.72
Vega: 0.72
Theta: -1.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1238.90 70.85 -0.15 41.00 11 -4 116
14 Sept 1249.70 64.9 11.9 36.78 124 -16 126

For Godrej Consumer Products - strike price 1300 expiring on 30SEP2025

Delta for 1300 PE is -0.72

Historical price for 1300 PE is as follows

On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 70.85, which was -0.15 lower than the previous day. The implied volatity was 41.00, the open interest changed by -4 which decreased total open position to 116


On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 64.9, which was 11.9 higher than the previous day. The implied volatity was 36.78, the open interest changed by -16 which decreased total open position to 126