Historical option data for GODREJCP
29 Jun 2026 10:50 AM IST
| GODREJCP 28-Jul-2026 (27d) 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.01
Theta: -0.59
Gamma: 0.00479
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1040.20 | 40.5 | 4.5 (12.50%) | 27.4 | 92 | 33 | 66 | |||||||||
| 25 Jun | 1034.60 | 36 | 6 (20.00%) | 24.14 | 87 | 18 | 32 | |||||||||
| 24 Jun | 1020.50 | 30.1 | 0.1 (0.33%) | 24 | 29 | 4 | 14 | |||||||||
| 23 Jun | 1020.70 | 30 | 0 (0.00%) | 25.04 | 26 | 9 | 11 | |||||||||
| 22 Jun | 1019.50 | 30.5 | -12.5 (-29.07%) | 25.34 | 2 | 0 | 1 | |||||||||
| 19 Jun | 1000.60 | 42.95 | -0.05 (-0.12%) | - | 1 | 0 | 1 | |||||||||
| 18 Jun | 1009.20 | 42.95 | -0.05 (-0.12%) | 32.18 | 1 | 0 | 1 | |||||||||
| 17 Jun | 1020.00 | 42.95 | -16.05 (-27.20%) | 32.18 | 1 | 1 | 1 | |||||||||
| 16 Jun | 1034.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Godrej Consumer Products - strike price 1030 expiring on 28JUL2026
Delta for 1030 CE is 0.59
Historical price for 1030 CE is as follows
On 29 Jun GODREJCP was trading at 1040.20. The strike last trading price was 40.5, which was 4.5 higher than the previous day. The implied volatity was 27.4, the open interest changed by 33 which increased total open position to 66
On 25 Jun GODREJCP was trading at 1034.60. The strike last trading price was 36, which was 6 higher than the previous day. The implied volatity was 24.14, the open interest changed by 18 which increased total open position to 32
On 24 Jun GODREJCP was trading at 1020.50. The strike last trading price was 30.1, which was 0.1 higher than the previous day. The implied volatity was 24, the open interest changed by 4 which increased total open position to 14
On 23 Jun GODREJCP was trading at 1020.70. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 25.04, the open interest changed by 9 which increased total open position to 11
On 22 Jun GODREJCP was trading at 1019.50. The strike last trading price was 30.5, which was -12.5 lower than the previous day. The implied volatity was 25.34, 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 42.95, which was -0.05 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 42.95, which was -0.05 lower than the previous day. The implied volatity was 32.18, 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 42.95, which was -16.05 lower than the previous day. The implied volatity was 32.18, the open interest changed by 1 which increased total open position to 1
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
| GODREJCP 28-Jul-2026 (27d) 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.01
Theta: -0.42
Gamma: 0.00488
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1040.20 | 23 | -3.75 (-14.02%) | 26.55 | 87 | 67 | 77 |
| 25 Jun | 1034.60 | 25.65 | -4.35 (-14.50%) | 24.33 | 16 | 3 | 9 |
| 24 Jun | 1020.50 | 30 | -8 (-21.05%) | 25.91 | 1 | 0 | 6 |
| 23 Jun | 1020.70 | 38 | 38 (-12.64%) | 25.24 | 2 | 0 | 6 |
| 22 Jun | 1019.50 | 38 | -5.5 (-12.64%) | 25.24 | 2 | 0 | 4 |
| 19 Jun | 1000.60 | 43.5 | 12.5 (40.32%) | 23.59 | 4 | 0 | 4 |
| 18 Jun | 1009.20 | 31 | 31 (0.00%) | - | 4 | 0 | 4 |
| 17 Jun | 1020.00 | 31 | 0 (0.00%) | 26.65 | 4 | 0 | 4 |
| 16 Jun | 1034.50 | 31 | -15.9 (-33.90%) | 26.65 | 4 | 4 | 4 |
For Godrej Consumer Products - strike price 1030 expiring on 28JUL2026
Delta for 1030 PE is -0.39
Historical price for 1030 PE is as follows
On 29 Jun GODREJCP was trading at 1040.20. The strike last trading price was 23, which was -3.75 lower than the previous day. The implied volatity was 26.55, the open interest changed by 67 which increased total open position to 77
On 25 Jun GODREJCP was trading at 1034.60. The strike last trading price was 25.65, which was -4.35 lower than the previous day. The implied volatity was 24.33, the open interest changed by 3 which increased total open position to 9
On 24 Jun GODREJCP was trading at 1020.50. The strike last trading price was 30, which was -8 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 6
On 23 Jun GODREJCP was trading at 1020.70. The strike last trading price was 38, which was 38 higher than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 6
On 22 Jun GODREJCP was trading at 1019.50. The strike last trading price was 38, which was -5.5 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 4
On 19 Jun GODREJCP was trading at 1000.60. The strike last trading price was 43.5, which was 12.5 higher than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 4
On 18 Jun GODREJCP was trading at 1009.20. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Jun GODREJCP was trading at 1020.00. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 4
On 16 Jun GODREJCP was trading at 1034.50. The strike last trading price was 31, which was -15.9 lower than the previous day. The implied volatity was 26.65, the open interest changed by 4 which increased total open position to 4
