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Historical option data for GODREJCP

03 Jun 2026 04:10 PM IST
GODREJCP 30-Jun-2026 (27d) 1020 CE
Delta: 0.34
Vega: 0.01
Theta: -0.54
Gamma: 0.00509
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 986.50 15.95 -5.55 (-25.81%) 26.83 241 7 237
2 Jun 999.10 21.35 -3.75 (-14.94%) 25.83 386 74 230
1 Jun 1009.00 24.05 -17.45 (-42.05%) 24.61 206 24 157
29 May 1029.30 40.8 -7.2 (-15.00%) 27.06 38 -4 134
27 May 1044.40 49.65 9.45 (23.51%) 25.18 302 31 137
26 May 1031.80 40.95 4.95 (13.75%) 24.1 209 -5 109
25 May 1020.40 36.7 -4.3 (-10.49%) 25.19 191 69 114
22 May 1027.50 41.6 2.2 (5.58%) 25.04 60 44 45
21 May 1017.30 39.4 -11.45 (-22.52%) 26.46 2 1 1
20 May 1022.90 0 0 - 0 0 0
19 May 1022.00 0 0 - 0 0 0
18 May 1014.40 0 0 (-100.00%) - 0 0 0
15 May 1039.20 0 -50.85 (-100.00%) - 0 0 0
14 May 1033.30 0 -50.85 (-100.00%) 0 0 0 0
13 May 1030.50 0 -50.85 (-100.00%) 0 0 0 0
12 May 1030.20 0 -50.85 (-100.00%) 0 0 0 0
11 May 1010.90 0 -50.85 (-100.00%) 0 0 0 0
8 May 1042.40 0 0 - 0 0 0
7 May 1036.60 0 0 - 0 0 0
29 Apr 1090.05 0 0 - 0 0 0
27 Apr 1089.25 - - - 0 0 0
24 Apr 1089.90 0 0 - 0 0 0
23 Apr 1142.95 0 0 - 0 0 0
15 Apr 1085.50 - - - 0 0 0
10 Apr 1071.25 0 0 (0.00%) - 0 0 0
9 Apr 1063.35 0 0 (0.00%) - 0 0 0
8 Apr 1075.15 0 0 (0.00%) - 0 0 0
7 Apr 1029.15 0 0 (0.00%) - 0 0 0
6 Apr 1001.95 0 0 (0.00%) 0.01 0 0 0
2 Apr 994.80 0 0 (0.00%) 0.07 0 0 0


For Godrej Consumer Products - strike price 1020 expiring on 30JUN2026

Delta for 1020 CE is 0.34

Historical price for 1020 CE is as follows

On 3 Jun GODREJCP was trading at 986.50. The strike last trading price was 15.95, which was -5.55 lower than the previous day. The implied volatity was 26.83, the open interest changed by 7 which increased total open position to 237


On 2 Jun GODREJCP was trading at 999.10. The strike last trading price was 21.35, which was -3.75 lower than the previous day. The implied volatity was 25.83, the open interest changed by 74 which increased total open position to 230


On 1 Jun GODREJCP was trading at 1009.00. The strike last trading price was 24.05, which was -17.45 lower than the previous day. The implied volatity was 24.61, the open interest changed by 24 which increased total open position to 157


On 29 May GODREJCP was trading at 1029.30. The strike last trading price was 40.8, which was -7.2 lower than the previous day. The implied volatity was 27.06, the open interest changed by -4 which decreased total open position to 134


On 27 May GODREJCP was trading at 1044.40. The strike last trading price was 49.65, which was 9.45 higher than the previous day. The implied volatity was 25.18, the open interest changed by 31 which increased total open position to 137


On 26 May GODREJCP was trading at 1031.80. The strike last trading price was 40.95, which was 4.95 higher than the previous day. The implied volatity was 24.1, the open interest changed by -5 which decreased total open position to 109


On 25 May GODREJCP was trading at 1020.40. The strike last trading price was 36.7, which was -4.3 lower than the previous day. The implied volatity was 25.19, the open interest changed by 69 which increased total open position to 114


On 22 May GODREJCP was trading at 1027.50. The strike last trading price was 41.6, which was 2.2 higher than the previous day. The implied volatity was 25.04, the open interest changed by 44 which increased total open position to 45


On 21 May GODREJCP was trading at 1017.30. The strike last trading price was 39.4, which was -11.45 lower than the previous day. The implied volatity was 26.46, the open interest changed by 1 which increased total open position to 1


On 20 May GODREJCP was trading at 1022.90. 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 19 May GODREJCP was trading at 1022.00. 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 18 May GODREJCP was trading at 1014.40. 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


On 15 May GODREJCP was trading at 1039.20. The strike last trading price was 0, which was -50.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May GODREJCP was trading at 1033.30. The strike last trading price was 0, which was -50.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May GODREJCP was trading at 1030.50. The strike last trading price was 0, which was -50.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May GODREJCP was trading at 1030.20. The strike last trading price was 0, which was -50.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May GODREJCP was trading at 1010.90. The strike last trading price was 0, which was -50.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May GODREJCP was trading at 1042.40. 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


On 7 May GODREJCP was trading at 1036.60. 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 29 Apr GODREJCP was trading at 1090.05. 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 27 Apr GODREJCP was trading at 1089.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr GODREJCP was trading at 1089.90. 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 23 Apr GODREJCP was trading at 1142.95. 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 Apr GODREJCP was trading at 1085.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr GODREJCP was trading at 1071.25. 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 Apr GODREJCP was trading at 1063.35. 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 Apr GODREJCP was trading at 1075.15. 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 7 Apr GODREJCP was trading at 1029.15. 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 6 Apr GODREJCP was trading at 1001.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 2 Apr GODREJCP was trading at 994.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


GODREJCP 30-Jun-2026 (27d) 1020 PE
Delta: -0.59
Vega: 0.01
Theta: -0.31
Gamma: 0.0065
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 986.50 32.9 32.9 (9.52%) 21.41 50 0 173
2 Jun 999.10 32.8 2.85 (9.52%) 21.41 50 7 172
1 Jun 1009.00 30.7 10.7 (53.50%) 23.27 195 -13 166
29 May 1029.30 20.55 3.5 (20.53%) 21.88 170 -11 179
27 May 1044.40 16.5 -5.8 (-26.01%) 23.99 224 16 188
26 May 1031.80 21.95 -5.9 (-21.18%) 23.35 142 -6 172
25 May 1020.40 26.95 0.45 (1.70%) 23.76 103 47 178
22 May 1027.50 27 -14 (-34.15%) 25.08 80 48 131
21 May 1017.30 41 0 (0.00%) - 0 0 83
20 May 1022.90 41 0 (0.00%) - 0 0 83
19 May 1022.00 41 0 (0.00%) 26.99 0 0 83
18 May 1014.40 41 16 (64.00%) 26.99 52 -7 98
15 May 1039.20 25.25 -3.05 (-10.78%) 25.56 13 2 103
14 May 1033.30 28.3 -39.45 (-58.23%) 25.65 109 100 100
13 May 1030.50 0 -67.75 (-100.00%) 0 0 0 0
12 May 1030.20 0 -67.75 (-100.00%) 0 0 0 0
11 May 1010.90 0 -67.75 (-100.00%) 0 0 0 0
8 May 1042.40 0 0 - 0 0 0
7 May 1036.60 0 0 - 0 0 0
29 Apr 1090.05 0 0 - 0 0 0
27 Apr 1089.25 - - - 0 0 0
24 Apr 1089.90 0 0 - 0 0 0
23 Apr 1142.95 0 0 - 0 0 0
15 Apr 1085.50 - - - 0 0 0
10 Apr 1071.25 0 0 (0.00%) 3.53 0 0 0
9 Apr 1063.35 0 0 (0.00%) 3.77 0 0 0
8 Apr 1075.15 0 0 (0.00%) 4.44 0 0 0
7 Apr 1029.15 0 0 (0.00%) 1.87 0 0 0
6 Apr 1001.95 0 0 (0.00%) 0.38 0 0 0
2 Apr 994.80 0 0 (0.00%) 0.15 0 0 0


For Godrej Consumer Products - strike price 1020 expiring on 30JUN2026

Delta for 1020 PE is -0.59

Historical price for 1020 PE is as follows

On 3 Jun GODREJCP was trading at 986.50. The strike last trading price was 32.9, which was 32.9 higher than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 173


On 2 Jun GODREJCP was trading at 999.10. The strike last trading price was 32.8, which was 2.85 higher than the previous day. The implied volatity was 21.41, the open interest changed by 7 which increased total open position to 172


On 1 Jun GODREJCP was trading at 1009.00. The strike last trading price was 30.7, which was 10.7 higher than the previous day. The implied volatity was 23.27, the open interest changed by -13 which decreased total open position to 166


On 29 May GODREJCP was trading at 1029.30. The strike last trading price was 20.55, which was 3.5 higher than the previous day. The implied volatity was 21.88, the open interest changed by -11 which decreased total open position to 179


On 27 May GODREJCP was trading at 1044.40. The strike last trading price was 16.5, which was -5.8 lower than the previous day. The implied volatity was 23.99, the open interest changed by 16 which increased total open position to 188


On 26 May GODREJCP was trading at 1031.80. The strike last trading price was 21.95, which was -5.9 lower than the previous day. The implied volatity was 23.35, the open interest changed by -6 which decreased total open position to 172


On 25 May GODREJCP was trading at 1020.40. The strike last trading price was 26.95, which was 0.45 higher than the previous day. The implied volatity was 23.76, the open interest changed by 47 which increased total open position to 178


On 22 May GODREJCP was trading at 1027.50. The strike last trading price was 27, which was -14 lower than the previous day. The implied volatity was 25.08, the open interest changed by 48 which increased total open position to 131


On 21 May GODREJCP was trading at 1017.30. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83


On 20 May GODREJCP was trading at 1022.90. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83


On 19 May GODREJCP was trading at 1022.00. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 83


On 18 May GODREJCP was trading at 1014.40. The strike last trading price was 41, which was 16 higher than the previous day. The implied volatity was 26.99, the open interest changed by -7 which decreased total open position to 98


On 15 May GODREJCP was trading at 1039.20. The strike last trading price was 25.25, which was -3.05 lower than the previous day. The implied volatity was 25.56, the open interest changed by 2 which increased total open position to 103


On 14 May GODREJCP was trading at 1033.30. The strike last trading price was 28.3, which was -39.45 lower than the previous day. The implied volatity was 25.65, the open interest changed by 100 which increased total open position to 100


On 13 May GODREJCP was trading at 1030.50. The strike last trading price was 0, which was -67.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May GODREJCP was trading at 1030.20. The strike last trading price was 0, which was -67.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May GODREJCP was trading at 1010.90. The strike last trading price was 0, which was -67.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May GODREJCP was trading at 1042.40. 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


On 7 May GODREJCP was trading at 1036.60. 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 29 Apr GODREJCP was trading at 1090.05. 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 27 Apr GODREJCP was trading at 1089.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr GODREJCP was trading at 1089.90. 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 23 Apr GODREJCP was trading at 1142.95. 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 Apr GODREJCP was trading at 1085.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr GODREJCP was trading at 1071.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0


On 9 Apr GODREJCP was trading at 1063.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0


On 8 Apr GODREJCP was trading at 1075.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0


On 7 Apr GODREJCP was trading at 1029.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 6 Apr GODREJCP was trading at 1001.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0


On 2 Apr GODREJCP was trading at 994.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0