`
Related Pages for GODREJCP
[--[65.84.65.76]--]
GODREJCP
Godrej Consumer Products
1069.6 -8.85 (-0.82%)

Back to Option Chain

Historical option data for GODREJCP

20 Dec 2024 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GODREJCP 26DEC2024 1040 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1069.60 30.6 -14.55 - 34 5 16
19 Dec 1078.45 45.15 -9.45 32.08 28 -1 12
18 Dec 1091.75 54.6 -23.20 28.27 12 1 12
17 Dec 1089.30 77.8 0.00 0.00 0 -1 0
16 Dec 1112.35 77.8 -2.20 33.45 6 0 12
13 Dec 1111.45 80 -9.75 37.42 6 1 12
12 Dec 1111.10 89.75 0.00 0.00 0 0 0
11 Dec 1135.30 89.75 0.00 0.00 0 0 0
10 Dec 1133.85 89.75 0.00 0.00 0 11 0
9 Dec 1127.85 89.75 -312.40 - 18 11 11
5 Dec 1244.75 402.15 0.00 - 0 0 0
28 Nov 1251.25 402.15 0.00 - 0 0 0
27 Nov 1261.60 402.15 - 0 0 0

For Godrej Consumer Products - strike price 1040 expiring on 26DEC2024

Delta for 1040 CE is -

Historical price for 1040 CE is as follows

On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 30.6, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 16


On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 45.15, which was -9.45 lower than the previous day. The implied volatity was 32.08, the open interest changed by -1 which decreased total open position to 12


On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 54.6, which was -23.20 lower than the previous day. The implied volatity was 28.27, the open interest changed by 1 which increased total open position to 12


On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 77.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 77.8, which was -2.20 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 12


On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 80, which was -9.75 lower than the previous day. The implied volatity was 37.42, the open interest changed by 1 which increased total open position to 12


On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 89.75, 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 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 89.75, 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 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 89.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 89.75, which was -312.40 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11


On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 402.15, 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 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 402.15, 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 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 402.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


GODREJCP 26DEC2024 1040 PE
Delta: -0.15
Vega: 0.32
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1069.60 2.45 -0.05 22.87 554 -32 197
19 Dec 1078.45 2.5 0.10 24.83 523 -17 229
18 Dec 1091.75 2.4 0.10 27.40 389 -48 245
17 Dec 1089.30 2.3 0.75 26.01 395 8 310
16 Dec 1112.35 1.55 0.05 28.44 189 -41 302
13 Dec 1111.45 1.5 -1.15 24.40 723 -68 344
12 Dec 1111.10 2.65 1.20 27.22 389 -69 414
11 Dec 1135.30 1.45 -0.70 28.36 431 -66 485
10 Dec 1133.85 2.15 -4.00 29.51 1,308 26 551
9 Dec 1127.85 6.15 5.05 36.50 4,485 531 531
5 Dec 1244.75 1.1 0.00 19.76 0 0 0
28 Nov 1251.25 1.1 0.00 17.18 0 0 0
27 Nov 1261.60 1.1 17.59 0 0 0

For Godrej Consumer Products - strike price 1040 expiring on 26DEC2024

Delta for 1040 PE is -0.15

Historical price for 1040 PE is as follows

On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 22.87, the open interest changed by -32 which decreased total open position to 197


On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 24.83, the open interest changed by -17 which decreased total open position to 229


On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 2.4, which was 0.10 higher than the previous day. The implied volatity was 27.40, the open interest changed by -48 which decreased total open position to 245


On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 26.01, the open interest changed by 8 which increased total open position to 310


On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 28.44, the open interest changed by -41 which decreased total open position to 302


On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 1.5, which was -1.15 lower than the previous day. The implied volatity was 24.40, the open interest changed by -68 which decreased total open position to 344


On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 2.65, which was 1.20 higher than the previous day. The implied volatity was 27.22, the open interest changed by -69 which decreased total open position to 414


On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 1.45, which was -0.70 lower than the previous day. The implied volatity was 28.36, the open interest changed by -66 which decreased total open position to 485


On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 2.15, which was -4.00 lower than the previous day. The implied volatity was 29.51, the open interest changed by 26 which increased total open position to 551


On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 6.15, which was 5.05 higher than the previous day. The implied volatity was 36.50, the open interest changed by 531 which increased total open position to 531


On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 19.76, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 17.18, the open interest changed by 0 which decreased total open position to 0


On 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was 17.59, the open interest changed by 0 which decreased total open position to 0