GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2200 CE | ||||||||||||||||
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Delta: 0.31
Vega: 1.32
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2145.20 | 19 | 9.75 | 26.07 | 5,765 | 394 | 2,105 | |||||||||
| 14 Sept | 1998.90 | 6.9 | -0.15 | 31.77 | 841 | 207 | 1,864 | |||||||||
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| 17 Aug | 1936.60 | 66.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Godrej Properties Ltd - strike price 2200 expiring on 30SEP2025
Delta for 2200 CE is 0.31
Historical price for 2200 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 19, which was 9.75 higher than the previous day. The implied volatity was 26.07, the open interest changed by 394 which increased total open position to 2105
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 6.9, which was -0.15 lower than the previous day. The implied volatity was 31.77, the open interest changed by 207 which increased total open position to 1864
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 66.8, 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
| GODREJPROP 30SEP2025 2200 PE | |||||||
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Delta: -0.66
Vega: 1.37
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 70.5 | -46.8 | 28.90 | 641 | 176 | 375 |
| 14 Sept | 1998.90 | 203.85 | -3.15 | 39.03 | 7 | -3 | 243 |
| 17 Aug | 1936.60 | 234.5 | 0 | 0.00 | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2200 expiring on 30SEP2025
Delta for 2200 PE is -0.66
Historical price for 2200 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 70.5, which was -46.8 lower than the previous day. The implied volatity was 28.90, the open interest changed by 176 which increased total open position to 375
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 203.85, which was -3.15 lower than the previous day. The implied volatity was 39.03, the open interest changed by -3 which decreased total open position to 243
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 234.5, 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
