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Historical option data for GODREJCP

23 Jun 2026 04:10 PM IST
GODREJCP 28-Jul-2026 (35d) 1020 CE
Delta: 0.55
Vega: 0.01
Theta: -0.5
Gamma: 0.00507
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 1020.70 34.15 2.15 (6.72%) 24.63 39 32 35
22 Jun 1019.50 31.6 -84.4 (-72.76%) 22.44 4 3 3
19 Jun 1000.60 0 0 - 0 0 0
18 Jun 1009.20 0 0 - 0 0 0
17 Jun 1020.00 0 0 - 0 0 0
16 Jun 1034.50 0 0 - 0 0 0
15 Jun 1036.80 0 0 - 0 0 0
12 Jun 1033.30 0 0 - 0 0 0
11 Jun 1008.90 0 0 - 0 0 0
10 Jun 1027.60 0 0 - 0 0 0
9 Jun 1013.20 0 0 - 0 0 0
8 Jun 997.00 0 0 - 0 0 0
5 Jun 998.00 0 0 - 0 0 0
4 Jun 995.40 0 0 - 0 0 0


For Godrej Consumer Products - strike price 1020 expiring on 28JUL2026

Delta for 1020 CE is 0.55

Historical price for 1020 CE is as follows

On 23 Jun GODREJCP was trading at 1020.70. The strike last trading price was 34.15, which was 2.15 higher than the previous day. The implied volatity was 24.63, the open interest changed by 32 which increased total open position to 35


On 22 Jun GODREJCP was trading at 1019.50. The strike last trading price was 31.6, which was -84.4 lower than the previous day. The implied volatity was 22.44, the open interest changed by 3 which increased total open position to 3


On 19 Jun GODREJCP was trading at 1000.60. The strike last trading price was 0, 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


On 18 Jun GODREJCP was trading at 1009.20. The strike last trading price was 0, 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


On 17 Jun GODREJCP was trading at 1020.00. The strike last trading price was 0, 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


On 16 Jun GODREJCP was trading at 1034.50. The strike last trading price was 0, 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


On 15 Jun GODREJCP was trading at 1036.80. The strike last trading price was 0, 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


On 12 Jun GODREJCP was trading at 1033.30. The strike last trading price was 0, 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


On 11 Jun GODREJCP was trading at 1008.90. The strike last trading price was 0, 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


On 10 Jun GODREJCP was trading at 1027.60. The strike last trading price was 0, 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


On 9 Jun GODREJCP was trading at 1013.20. The strike last trading price was 0, 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


On 8 Jun GODREJCP was trading at 997.00. The strike last trading price was 0, 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


On 5 Jun GODREJCP was trading at 998.00. The strike last trading price was 0, 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


On 4 Jun GODREJCP was trading at 995.40. The strike last trading price was 0, 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


GODREJCP 28-Jul-2026 (35d) 1020 PE
Delta: -0.46
Vega: 0.01
Theta: -0.41
Gamma: 0.0044
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 1020.70 33 0 (0.00%) 28.3 1 1 3
22 Jun 1019.50 33 -10.5 (-24.14%) 25.45 1 0 1
19 Jun 1000.60 43.5 0 (0.00%) - 1 0 1
18 Jun 1009.20 43.5 0 (0.00%) - 1 0 1
17 Jun 1020.00 43.5 0 (0.00%) - 1 0 1
16 Jun 1034.50 43.5 0 (0.00%) - 1 0 1
15 Jun 1036.80 43.5 0 (0.00%) - 1 0 1
12 Jun 1033.30 43.5 0 (0.00%) - 1 0 1
11 Jun 1008.90 43.5 0 (0.00%) - 1 0 1
10 Jun 1027.60 43.5 0 (0.00%) - 1 0 1
9 Jun 1013.20 43.5 0 (0.00%) - 1 0 1
8 Jun 997.00 44 0 (0.00%) - 1 0 1
5 Jun 998.00 44 0 (0.00%) 21.57 1 0 1
4 Jun 995.40 44 14 (46.67%) 21.57 1 1 1


For Godrej Consumer Products - strike price 1020 expiring on 28JUL2026

Delta for 1020 PE is -0.46

Historical price for 1020 PE is as follows

On 23 Jun GODREJCP was trading at 1020.70. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 28.3, the open interest changed by 1 which increased total open position to 3


On 22 Jun GODREJCP was trading at 1019.50. The strike last trading price was 33, which was -10.5 lower than the previous day. The implied volatity was 25.45, the open interest changed by 0 which decreased total open position to 1


On 19 Jun GODREJCP was trading at 1000.60. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Jun GODREJCP was trading at 1009.20. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Jun GODREJCP was trading at 1020.00. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jun GODREJCP was trading at 1034.50. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Jun GODREJCP was trading at 1036.80. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Jun GODREJCP was trading at 1033.30. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Jun GODREJCP was trading at 1008.90. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Jun GODREJCP was trading at 1027.60. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jun GODREJCP was trading at 1013.20. The strike last trading price was 43.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jun GODREJCP was trading at 997.00. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Jun GODREJCP was trading at 998.00. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 1


On 4 Jun GODREJCP was trading at 995.40. The strike last trading price was 44, which was 14 higher than the previous day. The implied volatity was 21.57, the open interest changed by 1 which increased total open position to 1