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GODREJCP
Godrej Consumer Products

1069.6 -8.85 (-0.82%)

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Historical option data for GODREJCP

20 Dec 2024 04:13 PM IST
GODREJCP 26DEC2024 1000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1069.60 81 0.00 0.00 0 2 0
19 Dec 1078.45 81 -23.40 34.28 3 0 13
18 Dec 1091.75 104.4 -0.50 71.57 3 0 12
17 Dec 1089.30 104.9 0.00 0.00 0 0 0
16 Dec 1112.35 104.9 0.00 0.00 0 3 0
13 Dec 1111.45 104.9 -23.10 - 6 3 12
12 Dec 1111.10 128 -15.30 64.28 4 1 8
11 Dec 1135.30 143.3 5.30 46.37 3 0 8
10 Dec 1133.85 138 10.15 29.95 7 -3 8
9 Dec 1127.85 127.85 -152.65 - 39 9 11
5 Dec 1244.75 280.5 0.00 0.00 0 0 0
28 Nov 1251.25 280.5 1.00 88.48 2 0 2
27 Nov 1261.60 279.5 68.45 2 0 0


For Godrej Consumer Products - strike price 1000 expiring on 26DEC2024

Delta for 1000 CE is 0.00

Historical price for 1000 CE is as follows

On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 81, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 81, which was -23.40 lower than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 13


On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 104.4, which was -0.50 lower than the previous day. The implied volatity was 71.57, the open interest changed by 0 which decreased total open position to 12


On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 104.9, 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 GODREJCP was trading at 1112.35. The strike last trading price was 104.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 104.9, which was -23.10 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 12


On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 128, which was -15.30 lower than the previous day. The implied volatity was 64.28, the open interest changed by 1 which increased total open position to 8


On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 143.3, which was 5.30 higher than the previous day. The implied volatity was 46.37, the open interest changed by 0 which decreased total open position to 8


On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 138, which was 10.15 higher than the previous day. The implied volatity was 29.95, the open interest changed by -3 which decreased total open position to 8


On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 127.85, which was -152.65 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11


On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 280.5, 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 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 280.5, which was 1.00 higher than the previous day. The implied volatity was 88.48, the open interest changed by 0 which decreased total open position to 2


On 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 279.5, which was lower than the previous day. The implied volatity was 68.45, the open interest changed by 0 which decreased total open position to 0


GODREJCP 26DEC2024 1000 PE
Delta: -0.05
Vega: 0.13
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1069.60 0.85 -0.15 32.42 186 -27 1,212
19 Dec 1078.45 1 0.00 33.72 218 -29 1,239
18 Dec 1091.75 1 0.00 35.07 142 -42 1,267
17 Dec 1089.30 1 0.25 33.46 325 18 1,291
16 Dec 1112.35 0.75 -0.10 35.33 161 -91 1,273
13 Dec 1111.45 0.85 -0.60 31.36 610 -171 1,363
12 Dec 1111.10 1.45 0.60 33.58 392 16 1,514
11 Dec 1135.30 0.85 -0.35 34.33 472 -219 1,495
10 Dec 1133.85 1.2 -1.80 34.95 2,147 -512 1,716
9 Dec 1127.85 3 2.15 39.67 12,047 2,281 2,287
5 Dec 1244.75 0.85 0.80 45.99 4 0 3
28 Nov 1251.25 0.05 -1.50 28.60 2 0 2
27 Nov 1261.60 1.55 44.67 4 2 2


For Godrej Consumer Products - strike price 1000 expiring on 26DEC2024

Delta for 1000 PE is -0.05

Historical price for 1000 PE is as follows

On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 32.42, the open interest changed by -27 which decreased total open position to 1212


On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 33.72, the open interest changed by -29 which decreased total open position to 1239


On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 35.07, the open interest changed by -42 which decreased total open position to 1267


On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 33.46, the open interest changed by 18 which increased total open position to 1291


On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 35.33, the open interest changed by -91 which decreased total open position to 1273


On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 31.36, the open interest changed by -171 which decreased total open position to 1363


On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 1.45, which was 0.60 higher than the previous day. The implied volatity was 33.58, the open interest changed by 16 which increased total open position to 1514


On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 34.33, the open interest changed by -219 which decreased total open position to 1495


On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 1.2, which was -1.80 lower than the previous day. The implied volatity was 34.95, the open interest changed by -512 which decreased total open position to 1716


On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 3, which was 2.15 higher than the previous day. The implied volatity was 39.67, the open interest changed by 2281 which increased total open position to 2287


On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 0.85, which was 0.80 higher than the previous day. The implied volatity was 45.99, the open interest changed by 0 which decreased total open position to 3


On 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 0.05, which was -1.50 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 2


On 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was 44.67, the open interest changed by 2 which increased total open position to 2