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[--[65.84.65.76]--]
GODREJPROP
Godrej Properties Ltd

2855.75 -8.65 (-0.30%)

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Historical option data for GODREJPROP

26 Dec 2024 04:13 PM IST
GODREJPROP 30JAN2025 2850 CE
Delta: 0.57
Vega: 3.47
Theta: -1.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 2855.75 123.1 -3.45 29.48 203 52 81
24 Dec 2864.40 126.55 -40.45 28.70 35 23 29
23 Dec 2887.40 167 19.20 35.93 3 0 6
20 Dec 2855.95 147.8 -49.80 34.21 3 1 5
19 Dec 2984.05 197.6 0.00 0.00 0 0 0
18 Dec 3001.05 197.6 -35.40 18.45 3 0 4
17 Dec 2992.95 233 0.00 0.00 0 0 0
16 Dec 2972.85 233 68.00 36.54 1 0 4
13 Dec 2926.95 165 0.00 0.00 0 4 0
12 Dec 2880.35 165 -52.20 30.82 4 0 0
11 Dec 2912.90 217.2 0.00 - 0 0 0
10 Dec 2899.20 217.2 0.00 - 0 0 0
9 Dec 2842.95 217.2 0.00 - 0 0 0
6 Dec 2840.70 217.2 0.00 - 0 0 0
5 Dec 2860.65 217.2 0.00 - 0 0 0
4 Dec 2900.25 217.2 0.00 - 0 0 0
3 Dec 2862.55 217.2 0.00 - 0 0 0
2 Dec 2901.40 217.2 0.00 - 0 0 0
29 Nov 2776.15 217.2 0.68 0 0 0


For Godrej Properties Ltd - strike price 2850 expiring on 30JAN2025

Delta for 2850 CE is 0.57

Historical price for 2850 CE is as follows

On 26 Dec GODREJPROP was trading at 2855.75. The strike last trading price was 123.1, which was -3.45 lower than the previous day. The implied volatity was 29.48, the open interest changed by 52 which increased total open position to 81


On 24 Dec GODREJPROP was trading at 2864.40. The strike last trading price was 126.55, which was -40.45 lower than the previous day. The implied volatity was 28.70, the open interest changed by 23 which increased total open position to 29


On 23 Dec GODREJPROP was trading at 2887.40. The strike last trading price was 167, which was 19.20 higher than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 6


On 20 Dec GODREJPROP was trading at 2855.95. The strike last trading price was 147.8, which was -49.80 lower than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 5


On 19 Dec GODREJPROP was trading at 2984.05. The strike last trading price was 197.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Dec GODREJPROP was trading at 3001.05. The strike last trading price was 197.6, which was -35.40 lower than the previous day. The implied volatity was 18.45, the open interest changed by 0 which decreased total open position to 4


On 17 Dec GODREJPROP was trading at 2992.95. The strike last trading price was 233, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Dec GODREJPROP was trading at 2972.85. The strike last trading price was 233, which was 68.00 higher than the previous day. The implied volatity was 36.54, the open interest changed by 0 which decreased total open position to 4


On 13 Dec GODREJPROP was trading at 2926.95. The strike last trading price was 165, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 12 Dec GODREJPROP was trading at 2880.35. The strike last trading price was 165, which was -52.20 lower than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 0


On 11 Dec GODREJPROP was trading at 2912.90. The strike last trading price was 217.2, which was 0.00 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 2899.20. The strike last trading price was 217.2, which was 0.00 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 2842.95. The strike last trading price was 217.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec GODREJPROP was trading at 2840.70. The strike last trading price was 217.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec GODREJPROP was trading at 2860.65. The strike last trading price was 217.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec GODREJPROP was trading at 2900.25. The strike last trading price was 217.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec GODREJPROP was trading at 2862.55. The strike last trading price was 217.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec GODREJPROP was trading at 2901.40. The strike last trading price was 217.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov GODREJPROP was trading at 2776.15. The strike last trading price was 217.2, which was lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


GODREJPROP 30JAN2025 2850 PE
Delta: -0.43
Vega: 3.47
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 2855.75 86.7 -6.50 29.71 290 158 160
24 Dec 2864.40 93.2 -26.80 31.43 12 2 3
23 Dec 2887.40 120 0.00 0.00 0 1 0
20 Dec 2855.95 120 -95.80 36.08 1 0 0
19 Dec 2984.05 215.8 0.00 4.17 0 0 0
18 Dec 3001.05 215.8 0.00 4.72 0 0 0
17 Dec 2992.95 215.8 0.00 4.47 0 0 0
16 Dec 2972.85 215.8 0.00 3.79 0 0 0
13 Dec 2926.95 215.8 0.00 2.77 0 0 0
12 Dec 2880.35 215.8 0.00 1.74 0 0 0
11 Dec 2912.90 215.8 0.00 2.70 0 0 0
10 Dec 2899.20 215.8 0.00 2.10 0 0 0
9 Dec 2842.95 215.8 0.00 0.64 0 0 0
6 Dec 2840.70 215.8 0.00 0.79 0 0 0
5 Dec 2860.65 215.8 0.00 1.40 0 0 0
4 Dec 2900.25 215.8 0.00 2.10 0 0 0
3 Dec 2862.55 215.8 0.00 1.24 0 0 0
2 Dec 2901.40 215.8 0.00 2.34 0 0 0
29 Nov 2776.15 215.8 - 0 0 0


For Godrej Properties Ltd - strike price 2850 expiring on 30JAN2025

Delta for 2850 PE is -0.43

Historical price for 2850 PE is as follows

On 26 Dec GODREJPROP was trading at 2855.75. The strike last trading price was 86.7, which was -6.50 lower than the previous day. The implied volatity was 29.71, the open interest changed by 158 which increased total open position to 160


On 24 Dec GODREJPROP was trading at 2864.40. The strike last trading price was 93.2, which was -26.80 lower than the previous day. The implied volatity was 31.43, the open interest changed by 2 which increased total open position to 3


On 23 Dec GODREJPROP was trading at 2887.40. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 20 Dec GODREJPROP was trading at 2855.95. The strike last trading price was 120, which was -95.80 lower than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 0


On 19 Dec GODREJPROP was trading at 2984.05. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0


On 18 Dec GODREJPROP was trading at 3001.05. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0


On 17 Dec GODREJPROP was trading at 2992.95. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0


On 16 Dec GODREJPROP was trading at 2972.85. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0


On 13 Dec GODREJPROP was trading at 2926.95. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 12 Dec GODREJPROP was trading at 2880.35. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 11 Dec GODREJPROP was trading at 2912.90. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 10 Dec GODREJPROP was trading at 2899.20. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0


On 9 Dec GODREJPROP was trading at 2842.95. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 6 Dec GODREJPROP was trading at 2840.70. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 5 Dec GODREJPROP was trading at 2860.65. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0


On 4 Dec GODREJPROP was trading at 2900.25. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0


On 3 Dec GODREJPROP was trading at 2862.55. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 2 Dec GODREJPROP was trading at 2901.40. The strike last trading price was 215.8, which was 0.00 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 29 Nov GODREJPROP was trading at 2776.15. The strike last trading price was 215.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0