GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
28 Sep 2025 10:09 PM IST
GODREJPROP 28-OCT-2025 2000 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.48
Vega: 2.31
Theta: -1.38
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
||||||||||||||||
28 Sept | 1957.60 | 64.25 | -6.5 | 31.60 | 2,470 | 384 | 882 | |||||||||
21 Sept | 2145.20 | 188.75 | 49.35 | 28.70 | 19 | -8 | 94 | |||||||||
14 Sept | 1998.90 | 96.9 | 1.9 | 29.96 | 86 | 15 | 141 | |||||||||
17 Aug | 1936.60 | 0 | 0 | 0.69 | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2000 expiring on 28OCT2025
Delta for 2000 CE is 0.48
Historical price for 2000 CE is as follows
On 28 Sept GODREJPROP was trading at 1957.60. The strike last trading price was 64.25, which was -6.5 lower than the previous day. The implied volatity was 31.60, the open interest changed by 384 which increased total open position to 882
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 188.75, which was 49.35 higher than the previous day. The implied volatity was 28.70, the open interest changed by -8 which decreased total open position to 94
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 96.9, which was 1.9 higher than the previous day. The implied volatity was 29.96, the open interest changed by 15 which increased total open position to 141
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
GODREJPROP 28OCT2025 2000 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.52
Vega: 2.32
Theta: -0.92
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
28 Sept | 1957.60 | 89 | 3.2 | 33.85 | 1,141 | 393 | 860 |
21 Sept | 2145.20 | 25.5 | -15 | 31.33 | 85 | -8 | 129 |
14 Sept | 1998.90 | 77.75 | -2.65 | 31.75 | 24 | 20 | 84 |
17 Aug | 1936.60 | 127.25 | 0 | - | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2000 expiring on 28OCT2025
Delta for 2000 PE is -0.52
Historical price for 2000 PE is as follows
On 28 Sept GODREJPROP was trading at 1957.60. The strike last trading price was 89, which was 3.2 higher than the previous day. The implied volatity was 33.85, the open interest changed by 393 which increased total open position to 860
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 25.5, which was -15 lower than the previous day. The implied volatity was 31.33, the open interest changed by -8 which decreased total open position to 129
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 77.75, which was -2.65 lower than the previous day. The implied volatity was 31.75, the open interest changed by 20 which increased total open position to 84
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 127.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0