GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.29
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2145.20 | 1.7 | 0.55 | 33.84 | 246 | 75 | 464 | |||||||||
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| 14 Sept | 1998.90 | 1 | -0.1 | 37.16 | 52 | -2 | 447 | |||||||||
| 17 Aug | 1936.60 | 5.1 | -241.5 | 33.61 | 1 | 1 | 0 | |||||||||
For Godrej Properties Ltd - strike price 2400 expiring on 30SEP2025
Delta for 2400 CE is 0.03
Historical price for 2400 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 1.7, which was 0.55 higher than the previous day. The implied volatity was 33.84, the open interest changed by 75 which increased total open position to 464
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 37.16, the open interest changed by -2 which decreased total open position to 447
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 5.1, which was -241.5 lower than the previous day. The implied volatity was 33.61, the open interest changed by 1 which increased total open position to 0
| GODREJPROP 30SEP2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.47
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 249.85 | -60.15 | 40.34 | 42 | 6 | 77 |
| 14 Sept | 1998.90 | 395 | -10.45 | 50.54 | 4 | 1 | 64 |
| 17 Aug | 1936.60 | 435 | 218.45 | 30.80 | 1 | 1 | 0 |
For Godrej Properties Ltd - strike price 2400 expiring on 30SEP2025
Delta for 2400 PE is -0.93
Historical price for 2400 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 249.85, which was -60.15 lower than the previous day. The implied volatity was 40.34, the open interest changed by 6 which increased total open position to 77
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 395, which was -10.45 lower than the previous day. The implied volatity was 50.54, the open interest changed by 1 which increased total open position to 64
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 435, which was 218.45 higher than the previous day. The implied volatity was 30.80, the open interest changed by 1 which increased total open position to 0
