GODREJPROP
Godrej Properties Ltd
Historical option data for GODREJPROP
21 Sep 2025 04:13 PM IST
| GODREJPROP 30SEP2025 2500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.16
Theta: -0.30
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2145.20 | 0.9 | 0 | 39.95 | 25 | -1 | 130 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1998.90 | 0.85 | 0.1 | 43.26 | 30 | -9 | 118 | |||||||||
| 17 Aug | 1936.60 | 4.85 | 0.25 | 38.49 | 50 | 16 | 55 | |||||||||
For Godrej Properties Ltd - strike price 2500 expiring on 30SEP2025
Delta for 2500 CE is 0.02
Historical price for 2500 CE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 39.95, the open interest changed by -1 which decreased total open position to 130
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 43.26, the open interest changed by -9 which decreased total open position to 118
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 4.85, which was 0.25 higher than the previous day. The implied volatity was 38.49, the open interest changed by 16 which increased total open position to 55
| GODREJPROP 30SEP2025 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.59
Theta: -1.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2145.20 | 354.1 | -47.5 | 60.86 | 9 | 5 | 141 |
| 14 Sept | 1998.90 | 498.25 | -2.3 | 66.84 | 2 | -2 | 136 |
| 17 Aug | 1936.60 | 521.4 | 0 | 0.00 | 0 | 0 | 0 |
For Godrej Properties Ltd - strike price 2500 expiring on 30SEP2025
Delta for 2500 PE is -0.91
Historical price for 2500 PE is as follows
On 21 Sept GODREJPROP was trading at 2145.20. The strike last trading price was 354.1, which was -47.5 lower than the previous day. The implied volatity was 60.86, the open interest changed by 5 which increased total open position to 141
On 14 Sept GODREJPROP was trading at 1998.90. The strike last trading price was 498.25, which was -2.3 lower than the previous day. The implied volatity was 66.84, the open interest changed by -2 which decreased total open position to 136
On 17 Aug GODREJPROP was trading at 1936.60. The strike last trading price was 521.4, 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
