GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 28OCT2025 2100 CE | ||||||||||||||||
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Delta: 0.65
Vega: 2.59
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2145.20 | 119 | 36.05 | 28.90 | 429 | 17 | 235 | |||||||||
| 14 Sept | 1998.90 | 53 | 0.5 | 29.54 | 28 | 11 | 35 | |||||||||
| 17 Aug | 1936.60 | 0 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
For Godrej Properties Ltd - strike price 2100 expiring on 28OCT2025
Delta for 2100 CE is 0.65
Historical price for 2100 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 119, which was 36.05 higher than the previous day. The implied volatity was 28.90, the open interest changed by 17 which increased total open position to 235
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 53, which was 0.5 higher than the previous day. The implied volatity was 29.54, the open interest changed by 11 which increased total open position to 35
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 3.44, the open interest changed by 0 which decreased total open position to 0
| GODREJPROP 28OCT2025 2100 PE | |||||||
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Delta: -0.35
Vega: 2.61
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 55.05 | -25.35 | 30.97 | 290 | 212 | 294 |
| 14 Sept | 1998.90 | 136 | -1 | 32.62 | 1 | -1 | 3 |
| 17 Aug | 1936.60 | 0 | 0 | - | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2100 expiring on 28OCT2025
Delta for 2100 PE is -0.35
Historical price for 2100 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 55.05, which was -25.35 lower than the previous day. The implied volatity was 30.97, the open interest changed by 212 which increased total open position to 294
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 136, which was -1 lower than the previous day. The implied volatity was 32.62, the open interest changed by -1 which decreased total open position to 3
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 -, the open interest changed by 0 which decreased total open position to 0
