GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 1.29
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2145.20 | 68 | 30.85 | 26.18 | 6,111 | -815 | 1,076 | |||||||||
| 14 Sept | 1998.90 | 19.55 | -0.9 | 29.25 | 1,546 | 216 | 2,090 | |||||||||
| 17 Aug | 1936.60 | 36.6 | -9.1 | 30.80 | 44 | 27 | 82 | |||||||||
For Godrej Properties Ltd - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.70
Historical price for 2100 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 68, which was 30.85 higher than the previous day. The implied volatity was 26.18, the open interest changed by -815 which decreased total open position to 1076
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 19.55, which was -0.9 lower than the previous day. The implied volatity was 29.25, the open interest changed by 216 which increased total open position to 2090
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 36.6, which was -9.1 lower than the previous day. The implied volatity was 30.80, the open interest changed by 27 which increased total open position to 82
| GODREJPROP 30SEP2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 1.28
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 19 | -26.55 | 27.35 | 3,868 | 115 | 729 |
| 14 Sept | 1998.90 | 123 | 5 | 37.78 | 25 | 0 | 358 |
| 17 Aug | 1936.60 | 179 | 14 | 33.61 | 5 | 3 | 6 |
For Godrej Properties Ltd - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -0.29
Historical price for 2100 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 19, which was -26.55 lower than the previous day. The implied volatity was 27.35, the open interest changed by 115 which increased total open position to 729
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 123, which was 5 higher than the previous day. The implied volatity was 37.78, the open interest changed by 0 which decreased total open position to 358
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 179, which was 14 higher than the previous day. The implied volatity was 33.61, the open interest changed by 3 which increased total open position to 6
