Historical option data for GODREJCP
29 Jun 2026 10:50 AM IST
| GODREJCP 28-Jul-2026 (27d) 1040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.01
Theta: -0.6
Gamma: 0.00493
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1040.20 | 34.5 | 4.5 (15.00%) | 27.21 | 119 | 15 | 62 | |||||||||
| 25 Jun | 1034.60 | 31.3 | 4.3 (15.93%) | 24.51 | 94 | 38 | 45 | |||||||||
| 24 Jun | 1020.50 | 26.95 | 2.95 (12.29%) | 26.65 | 8 | 4 | 6 | |||||||||
| 23 Jun | 1020.70 | 24.5 | 0.5 (2.08%) | - | 2 | 0 | 2 | |||||||||
| 22 Jun | 1019.50 | 24.5 | 0.5 (2.08%) | 29.91 | 2 | 0 | 2 | |||||||||
| 19 Jun | 1000.60 | 24.5 | -15.5 (-38.75%) | 29.91 | 2 | 0 | 1 | |||||||||
| 18 Jun | 1009.20 | 40 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 17 Jun | 1020.00 | 40 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 1034.50 | 40 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 1036.80 | 40 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 1033.30 | 40 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 1008.90 | 40 | 0 (0.00%) | 27.88 | 1 | 0 | 1 | |||||||||
| 10 Jun | 1027.60 | 40 | -64 (-61.54%) | 27.88 | 1 | 1 | 1 | |||||||||
For Godrej Consumer Products - strike price 1040 expiring on 28JUL2026
Delta for 1040 CE is 0.54
Historical price for 1040 CE is as follows
On 29 Jun GODREJCP was trading at 1040.20. The strike last trading price was 34.5, which was 4.5 higher than the previous day. The implied volatity was 27.21, the open interest changed by 15 which increased total open position to 62
On 25 Jun GODREJCP was trading at 1034.60. The strike last trading price was 31.3, which was 4.3 higher than the previous day. The implied volatity was 24.51, the open interest changed by 38 which increased total open position to 45
On 24 Jun GODREJCP was trading at 1020.50. The strike last trading price was 26.95, which was 2.95 higher than the previous day. The implied volatity was 26.65, the open interest changed by 4 which increased total open position to 6
On 23 Jun GODREJCP was trading at 1020.70. The strike last trading price was 24.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Jun GODREJCP was trading at 1019.50. The strike last trading price was 24.5, which was 0.5 higher than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 2
On 19 Jun GODREJCP was trading at 1000.60. The strike last trading price was 24.5, which was -15.5 lower than the previous day. The implied volatity was 29.91, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, which was 0 lower than the previous day. The implied volatity was 27.88, 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 40, which was -64 lower than the previous day. The implied volatity was 27.88, the open interest changed by 1 which increased total open position to 1
| GODREJCP 28-Jul-2026 (27d) 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.44
Gamma: 0.005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1040.20 | 28.15 | -10.85 (-27.82%) | 26.71 | 14 | 11 | 12 |
| 25 Jun | 1034.60 | 39 | 39 | - | 1 | 0 | 1 |
| 24 Jun | 1020.50 | 39 | 39 (6.41%) | 24.59 | 1 | 0 | 1 |
| 23 Jun | 1020.70 | 39 | 2.35 (6.41%) | 24.59 | 1 | 1 | 1 |
| 22 Jun | 1019.50 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Godrej Consumer Products - strike price 1040 expiring on 28JUL2026
Delta for 1040 PE is -0.45
Historical price for 1040 PE is as follows
On 29 Jun GODREJCP was trading at 1040.20. The strike last trading price was 28.15, which was -10.85 lower than the previous day. The implied volatity was 26.71, the open interest changed by 11 which increased total open position to 12
On 25 Jun GODREJCP was trading at 1034.60. The strike last trading price was 39, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Jun GODREJCP was trading at 1020.50. The strike last trading price was 39, which was 39 higher than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 1
On 23 Jun GODREJCP was trading at 1020.70. The strike last trading price was 39, which was 2.35 higher than the previous day. The implied volatity was 24.59, the open interest changed by 1 which increased total open position to 1
On 22 Jun GODREJCP was trading at 1019.50. 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 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
