Historical option data for GODREJCP
26 May 2026 04:10 PM IST
| GODREJCP 30-Jun-2026 (34d) 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.01
Theta: -0.48
Gamma: 0.00524
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1031.80 | 35.25 | 4.25 (13.71%) | 23.26 | 215 | 28 | 132 | |||||||||
| 25 May | 1020.40 | 31.5 | -3.5 (-10.00%) | 25.02 | 103 | 53 | 104 | |||||||||
| 22 May | 1027.50 | 35.15 | -1.1 (-3.03%) | 24.5 | 22 | 14 | 53 | |||||||||
| 21 May | 1017.30 | 36.25 | 0 (0.00%) | 26.8 | 39 | 0 | 39 | |||||||||
| 20 May | 1022.90 | 36.4 | -3.6 (-9.00%) | 26.8 | 39 | 22 | 36 | |||||||||
| 19 May | 1022.00 | 40 | -15.05 (-27.34%) | 29.32 | 2 | 1 | 13 | |||||||||
| 18 May | 1014.40 | 55.05 | 0 (0.00%) | - | 0 | 0 | 12 | |||||||||
| 15 May | 1039.20 | 55.05 | 3.05 (5.87%) | 29.91 | 1 | 1 | 12 | |||||||||
| 14 May | 1033.30 | 52 | 0 (0.00%) | 0 | 0 | 0 | 11 | |||||||||
| 13 May | 1030.50 | 52 | -3 (-5.45%) | 0 | 1 | 0 | 11 | |||||||||
| 12 May | 1030.20 | 55 | 0 (0.00%) | 0 | 1 | 1 | 11 | |||||||||
| 11 May | 1010.90 | 55 | 0 (0.00%) | 0 | 0 | 0 | 10 | |||||||||
| 8 May | 1042.40 | 55 | 2.55 (4.86%) | 25.97 | 3 | 2 | 11 | |||||||||
| 7 May | 1036.60 | 52.45 | -44.95 (-46.15%) | 28.18 | 9 | 5 | 5 | |||||||||
For Godrej Consumer Products - strike price 1030 expiring on 30JUN2026
Delta for 1030 CE is 0.57
Historical price for 1030 CE is as follows
On 26 May GODREJCP was trading at 1031.80. The strike last trading price was 35.25, which was 4.25 higher than the previous day. The implied volatity was 23.26, the open interest changed by 28 which increased total open position to 132
On 25 May GODREJCP was trading at 1020.40. The strike last trading price was 31.5, which was -3.5 lower than the previous day. The implied volatity was 25.02, the open interest changed by 53 which increased total open position to 104
On 22 May GODREJCP was trading at 1027.50. The strike last trading price was 35.15, which was -1.1 lower than the previous day. The implied volatity was 24.5, the open interest changed by 14 which increased total open position to 53
On 21 May GODREJCP was trading at 1017.30. The strike last trading price was 36.25, which was 0 lower than the previous day. The implied volatity was 26.8, the open interest changed by 0 which decreased total open position to 39
On 20 May GODREJCP was trading at 1022.90. The strike last trading price was 36.4, which was -3.6 lower than the previous day. The implied volatity was 26.8, the open interest changed by 22 which increased total open position to 36
On 19 May GODREJCP was trading at 1022.00. The strike last trading price was 40, which was -15.05 lower than the previous day. The implied volatity was 29.32, the open interest changed by 1 which increased total open position to 13
On 18 May GODREJCP was trading at 1014.40. The strike last trading price was 55.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 15 May GODREJCP was trading at 1039.20. The strike last trading price was 55.05, which was 3.05 higher than the previous day. The implied volatity was 29.91, the open interest changed by 1 which increased total open position to 12
On 14 May GODREJCP was trading at 1033.30. The strike last trading price was 52, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 11
On 13 May GODREJCP was trading at 1030.50. The strike last trading price was 52, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 11
On 12 May GODREJCP was trading at 1030.20. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 11
On 11 May GODREJCP was trading at 1010.90. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 8 May GODREJCP was trading at 1042.40. The strike last trading price was 55, which was 2.55 higher than the previous day. The implied volatity was 25.97, the open interest changed by 2 which increased total open position to 11
On 7 May GODREJCP was trading at 1036.60. The strike last trading price was 52.45, which was -44.95 lower than the previous day. The implied volatity was 28.18, the open interest changed by 5 which increased total open position to 5
| GODREJCP 30-Jun-2026 (34d) 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.34
Gamma: 0.00507
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1031.80 | 27.25 | -5.1 (-15.77%) | 24.27 | 52 | 16 | 66 |
| 25 May | 1020.40 | 31.95 | 0.4 (1.27%) | 24.15 | 68 | 25 | 50 |
| 22 May | 1027.50 | 32 | -9 (-21.95%) | 25.12 | 30 | 23 | 24 |
| 21 May | 1017.30 | 41 | 41 | - | 1 | 0 | 1 |
| 20 May | 1022.90 | 41 | 41 | - | 1 | 0 | 1 |
| 19 May | 1022.00 | 41 | 41 | - | 1 | 0 | 1 |
| 18 May | 1014.40 | 41 | 41 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 1039.20 | 41.25 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 1033.30 | 41.25 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 1030.50 | 41.25 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 1030.20 | 41.25 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 1010.90 | 41.25 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 1042.40 | 41.25 | 41.25 (64.34%) | 30.4 | 0 | 0 | 1 |
| 7 May | 1036.60 | 41.25 | 16.15 (64.34%) | 30.4 | 1 | 0 | 0 |
For Godrej Consumer Products - strike price 1030 expiring on 30JUN2026
Delta for 1030 PE is -0.45
Historical price for 1030 PE is as follows
On 26 May GODREJCP was trading at 1031.80. The strike last trading price was 27.25, which was -5.1 lower than the previous day. The implied volatity was 24.27, the open interest changed by 16 which increased total open position to 66
On 25 May GODREJCP was trading at 1020.40. The strike last trading price was 31.95, which was 0.4 higher than the previous day. The implied volatity was 24.15, the open interest changed by 25 which increased total open position to 50
On 22 May GODREJCP was trading at 1027.50. The strike last trading price was 32, which was -9 lower than the previous day. The implied volatity was 25.12, the open interest changed by 23 which increased total open position to 24
On 21 May GODREJCP was trading at 1017.30. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May GODREJCP was trading at 1022.90. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May GODREJCP was trading at 1022.00. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May GODREJCP was trading at 1014.40. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May GODREJCP was trading at 1039.20. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May GODREJCP was trading at 1033.30. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May GODREJCP was trading at 1030.50. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May GODREJCP was trading at 1030.20. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May GODREJCP was trading at 1010.90. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May GODREJCP was trading at 1042.40. The strike last trading price was 41.25, which was 41.25 higher than the previous day. The implied volatity was 30.4, the open interest changed by 0 which decreased total open position to 1
On 7 May GODREJCP was trading at 1036.60. The strike last trading price was 41.25, which was 16.15 higher than the previous day. The implied volatity was 30.4, the open interest changed by 0 which decreased total open position to 0
