GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 30SEP2025 1340 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.26
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1238.90 | 1.5 | -0.1 | 27.29 | 97 | -43 | 347 | |||||||||
| 14 Sept | 1249.70 | 3.4 | -1.4 | 22.68 | 245 | 11 | 332 | |||||||||
For Godrej Consumer Products - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.06
Historical price for 1340 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 27.29, the open interest changed by -43 which decreased total open position to 347
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 3.4, which was -1.4 lower than the previous day. The implied volatity was 22.68, the open interest changed by 11 which increased total open position to 332
| GODREJCP 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1238.90 | 95.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1249.70 | 110.95 | 0 | 0.00 | 0 | 0 | 0 |
For Godrej Consumer Products - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is 0.00
Historical price for 1340 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 95.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 110.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
