GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.42
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2145.20 | 2.65 | 1 | 30.97 | 386 | 33 | 198 | |||||||||
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| 14 Sept | 1998.90 | 1.55 | -0.45 | 35.72 | 23 | -13 | 166 | |||||||||
| 17 Aug | 1936.60 | 78.95 | 0 | 12.27 | 0 | 0 | 0 | |||||||||
For Godrej Properties Ltd - strike price 2350 expiring on 30SEP2025
Delta for 2350 CE is 0.06
Historical price for 2350 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 2.65, which was 1 higher than the previous day. The implied volatity was 30.97, the open interest changed by 33 which increased total open position to 198
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 35.72, the open interest changed by -13 which decreased total open position to 166
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 78.95, which was 0 lower than the previous day. The implied volatity was 12.27, the open interest changed by 0 which decreased total open position to 0
| GODREJPROP 30SEP2025 2350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.69
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 203.4 | -62.35 | 39.60 | 18 | 9 | 17 |
| 14 Sept | 1998.90 | 331.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1936.60 | 302.25 | 0 | - | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2350 expiring on 30SEP2025
Delta for 2350 PE is -0.89
Historical price for 2350 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 203.4, which was -62.35 lower than the previous day. The implied volatity was 39.60, the open interest changed by 9 which increased total open position to 17
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 331.6, 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
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 302.25, 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
