GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Sep 2025 04:13 PM IST
| GODREJCP 30SEP2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1238.90 | 0.55 | -0.05 | 33.15 | 55 | -17 | 431 | |||||||||
| 14 Sept | 1249.70 | 1.15 | -0.35 | 26.69 | 129 | -2 | 331 | |||||||||
For Godrej Consumer Products - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.02
Historical price for 1400 CE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 33.15, the open interest changed by -17 which decreased total open position to 431
On 14 Sept GODREJCP was trading at 1249.70. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 26.69, the open interest changed by -2 which decreased total open position to 331
| GODREJCP 30SEP2025 1400 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 | 156.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1249.70 | 156.5 | 0 | 0.00 | 0 | 0 | 0 |
For Godrej Consumer Products - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is 0.00
Historical price for 1400 PE is as follows
On 21 Sept GODREJCP was trading at 1238.90. The strike last trading price was 156.5, 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 156.5, 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
