GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.56
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2145.20 | 106 | 41.55 | 20.50 | 1,263 | -336 | 579 | |||||||||
| 14 Sept | 1998.90 | 32.25 | -2.05 | 27.97 | 1,468 | 118 | 1,286 | |||||||||
| 17 Aug | 1936.60 | 195.95 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
For Godrej Properties Ltd - strike price 2050 expiring on 30SEP2025
Delta for 2050 CE is 0.92
Historical price for 2050 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 106, which was 41.55 higher than the previous day. The implied volatity was 20.50, the open interest changed by -336 which decreased total open position to 579
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 32.25, which was -2.05 lower than the previous day. The implied volatity was 27.97, the open interest changed by 118 which increased total open position to 1286
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
| GODREJPROP 30SEP2025 2050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.89
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 8.8 | -14.75 | 28.60 | 1,598 | -23 | 604 |
| 14 Sept | 1998.90 | 78.35 | -2.55 | 31.07 | 136 | 11 | 275 |
| 17 Aug | 1936.60 | 122.25 | 0 | - | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2050 expiring on 30SEP2025
Delta for 2050 PE is -0.15
Historical price for 2050 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 8.8, which was -14.75 lower than the previous day. The implied volatity was 28.60, the open interest changed by -23 which decreased total open position to 604
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 78.35, which was -2.55 lower than the previous day. The implied volatity was 31.07, the open interest changed by 11 which increased total open position to 275
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 122.25, 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
