GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.62
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2145.20 | 4.4 | 1.9 | 28.05 | 3,203 | 132 | 756 | |||||||||
| 14 Sept | 1998.90 | 2.7 | 0.65 | 34.88 | 45 | 32 | 388 | |||||||||
| 17 Aug | 1936.60 | 296.45 | 0 | 11.06 | 0 | 0 | 0 | |||||||||
For Godrej Properties Ltd - strike price 2300 expiring on 30SEP2025
Delta for 2300 CE is 0.09
Historical price for 2300 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 4.4, which was 1.9 higher than the previous day. The implied volatity was 28.05, the open interest changed by 132 which increased total open position to 756
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 34.88, the open interest changed by 32 which increased total open position to 388
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 296.45, which was 0 lower than the previous day. The implied volatity was 11.06, the open interest changed by 0 which decreased total open position to 0
| GODREJPROP 30SEP2025 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.84
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 155.2 | -62.8 | 34.49 | 121 | -23 | 108 |
| 14 Sept | 1998.90 | 292 | -10 | 34.16 | 6 | 2 | 147 |
| 17 Aug | 1936.60 | 168 | 0 | - | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2300 expiring on 30SEP2025
Delta for 2300 PE is -0.86
Historical price for 2300 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 155.2, which was -62.8 lower than the previous day. The implied volatity was 34.49, the open interest changed by -23 which decreased total open position to 108
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 292, which was -10 lower than the previous day. The implied volatity was 34.16, the open interest changed by 2 which increased total open position to 147
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 168, 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
