GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.35
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1238.90 | 2.2 | -0.2 | 25.10 | 108 | 2 | 526 | |||||||||
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| 14 Sept | 1249.70 | 4.9 | -2.5 | 21.03 | 592 | 134 | 583 | |||||||||
For Godrej Consumer Products - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.09
Historical price for 1320 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 25.10, the open interest changed by 2 which increased total open position to 526
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 4.9, which was -2.5 lower than the previous day. The implied volatity was 21.03, the open interest changed by 134 which increased total open position to 583
| GODREJCP 30SEP2025 1320 PE | |||||||
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Delta: -0.76
Vega: 0.67
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1238.90 | 89.6 | -2.7 | 46.01 | 6 | -1 | 34 |
| 14 Sept | 1249.70 | 81.4 | 13.2 | 39.42 | 22 | 2 | 31 |
For Godrej Consumer Products - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.76
Historical price for 1320 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 89.6, which was -2.7 lower than the previous day. The implied volatity was 46.01, the open interest changed by -1 which decreased total open position to 34
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 81.4, which was 13.2 higher than the previous day. The implied volatity was 39.42, the open interest changed by 2 which increased total open position to 31
