GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 1.48
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2145.20 | 38.5 | 19.65 | 26.12 | 7,986 | 421 | 1,304 | |||||||||
| 14 Sept | 1998.90 | 11.6 | -0.35 | 30.47 | 282 | 2 | 551 | |||||||||
| 17 Aug | 1936.60 | 147.8 | 0 | 6.42 | 0 | 0 | 0 | |||||||||
For Godrej Properties Ltd - strike price 2150 expiring on 30SEP2025
Delta for 2150 CE is 0.51
Historical price for 2150 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 38.5, which was 19.65 higher than the previous day. The implied volatity was 26.12, the open interest changed by 421 which increased total open position to 1304
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 11.6, which was -0.35 lower than the previous day. The implied volatity was 30.47, the open interest changed by 2 which increased total open position to 551
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 147.8, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
| GODREJPROP 30SEP2025 2150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 1.48
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 38.8 | -38.75 | 25.96 | 1,305 | 209 | 480 |
| 14 Sept | 1998.90 | 157.25 | -14.25 | 34.98 | 21 | 5 | 252 |
| 17 Aug | 1936.60 | 214.55 | 0 | 0.00 | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2150 expiring on 30SEP2025
Delta for 2150 PE is -0.49
Historical price for 2150 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 38.8, which was -38.75 lower than the previous day. The implied volatity was 25.96, the open interest changed by 209 which increased total open position to 480
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 157.25, which was -14.25 lower than the previous day. The implied volatity was 34.98, the open interest changed by 5 which increased total open position to 252
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 214.55, 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
