[--[65.84.65.76]--]

GODREJPROP

Godrej Properties Ltd
2006.1 -13.40 (-0.66%)
L: 2001.8 H: 2044.9

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Historical option data for GODREJPROP

24 Dec 2025 04:12 PM IST
GODREJPROP 27-JAN-2026 2020 CE
Delta: 0.53
Vega: 2.44
Theta: -1.26
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2006.10 69.45 -8.4 27.71 45 15 71
23 Dec 2019.50 77.85 -8.4 27.53 62 43 55
22 Dec 2030.40 86.25 -9.15 27.91 8 3 12
19 Dec 2044.80 97.7 21.7 27.86 13 4 9
18 Dec 1999.80 76 -121.4 28.61 5 3 3
17 Dec 2014.90 197.4 0 - 0 0 0
16 Dec 2023.60 197.4 0 - 0 0 0
15 Dec 2067.80 197.4 0 - 0 0 0
12 Dec 2075.10 197.4 0 - 0 0 0
11 Dec 2035.60 197.4 0 - 0 0 0
10 Dec 2014.30 197.4 0 - 0 0 0
9 Dec 2043.00 197.4 0 - 0 0 0
8 Dec 1975.10 197.4 0 0.50 0 0 0
26 Nov 2114.40 197.4 0 - 0 0 0


For Godrej Properties Ltd - strike price 2020 expiring on 27JAN2026

Delta for 2020 CE is 0.53

Historical price for 2020 CE is as follows

On 24 Dec GODREJPROP was trading at 2006.10. The strike last trading price was 69.45, which was -8.4 lower than the previous day. The implied volatity was 27.71, the open interest changed by 15 which increased total open position to 71


On 23 Dec GODREJPROP was trading at 2019.50. The strike last trading price was 77.85, which was -8.4 lower than the previous day. The implied volatity was 27.53, the open interest changed by 43 which increased total open position to 55


On 22 Dec GODREJPROP was trading at 2030.40. The strike last trading price was 86.25, which was -9.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 3 which increased total open position to 12


On 19 Dec GODREJPROP was trading at 2044.80. The strike last trading price was 97.7, which was 21.7 higher than the previous day. The implied volatity was 27.86, the open interest changed by 4 which increased total open position to 9


On 18 Dec GODREJPROP was trading at 1999.80. The strike last trading price was 76, which was -121.4 lower than the previous day. The implied volatity was 28.61, the open interest changed by 3 which increased total open position to 3


On 17 Dec GODREJPROP was trading at 2014.90. The strike last trading price was 197.4, 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 Dec GODREJPROP was trading at 2023.60. The strike last trading price was 197.4, 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 Dec GODREJPROP was trading at 2067.80. The strike last trading price was 197.4, 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 Dec GODREJPROP was trading at 2075.10. The strike last trading price was 197.4, 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 Dec GODREJPROP was trading at 2035.60. The strike last trading price was 197.4, 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 Dec GODREJPROP was trading at 2014.30. The strike last trading price was 197.4, 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 Dec GODREJPROP was trading at 2043.00. The strike last trading price was 197.4, 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 Dec GODREJPROP was trading at 1975.10. The strike last trading price was 197.4, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 26 Nov GODREJPROP was trading at 2114.40. The strike last trading price was 197.4, 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


GODREJPROP 27JAN2026 2020 PE
Delta: -0.47
Vega: 2.44
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2006.10 66.75 -35.5 28.13 25 16 16
23 Dec 2019.50 102.25 0 0.89 0 0 0
22 Dec 2030.40 102.25 0 1.34 0 0 0
19 Dec 2044.80 102.25 0 1.91 0 0 0
18 Dec 1999.80 102.25 0 0.09 0 0 0
17 Dec 2014.90 102.25 0 0.66 0 0 0
16 Dec 2023.60 102.25 0 0.97 0 0 0
15 Dec 2067.80 102.25 0 2.82 0 0 0
12 Dec 2075.10 102.25 0 2.89 0 0 0
11 Dec 2035.60 102.25 0 1.62 0 0 0
10 Dec 2014.30 102.25 0 0.71 0 0 0
9 Dec 2043.00 102.25 0 1.89 0 0 0
8 Dec 1975.10 102.25 0 - 0 0 0
26 Nov 2114.40 102.25 0 3.83 0 0 0


For Godrej Properties Ltd - strike price 2020 expiring on 27JAN2026

Delta for 2020 PE is -0.47

Historical price for 2020 PE is as follows

On 24 Dec GODREJPROP was trading at 2006.10. The strike last trading price was 66.75, which was -35.5 lower than the previous day. The implied volatity was 28.13, the open interest changed by 16 which increased total open position to 16


On 23 Dec GODREJPROP was trading at 2019.50. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 22 Dec GODREJPROP was trading at 2030.40. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 19 Dec GODREJPROP was trading at 2044.80. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 18 Dec GODREJPROP was trading at 1999.80. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 17 Dec GODREJPROP was trading at 2014.90. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 16 Dec GODREJPROP was trading at 2023.60. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


On 15 Dec GODREJPROP was trading at 2067.80. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 12 Dec GODREJPROP was trading at 2075.10. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0


On 11 Dec GODREJPROP was trading at 2035.60. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 10 Dec GODREJPROP was trading at 2014.30. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 9 Dec GODREJPROP was trading at 2043.00. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0


On 8 Dec GODREJPROP was trading at 1975.10. The strike last trading price was 102.25, 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 26 Nov GODREJPROP was trading at 2114.40. The strike last trading price was 102.25, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0