GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
20 Dec 2024 04:13 PM IST
| GODREJCP 26DEC2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.43
Theta: -0.68
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1069.60 | 14.35 | -13.40 | 12.79 | 302 | 19 | 166 | |||
| 19 Dec | 1078.45 | 27.75 | -8.50 | 26.70 | 281 | 81 | 147 | |||
| 18 Dec | 1091.75 | 36.25 | -2.60 | 23.99 | 28 | 7 | 64 | |||
| 17 Dec | 1089.30 | 38.85 | -21.00 | 25.61 | 67 | 28 | 58 | |||
| 16 Dec | 1112.35 | 59.85 | -2.00 | 31.45 | 15 | 7 | 29 | |||
| 13 Dec | 1111.45 | 61.85 | 1.85 | 33.43 | 42 | 13 | 21 | |||
| 12 Dec | 1111.10 | 60 | -18.90 | 28.39 | 12 | 3 | 7 | |||
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| 11 Dec | 1135.30 | 78.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 1133.85 | 78.9 | 9.90 | 21.17 | 5 | -3 | 2 | |||
| 9 Dec | 1127.85 | 69 | -168.70 | - | 6 | 2 | 2 | |||
| 5 Dec | 1244.75 | 237.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1251.25 | 237.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1261.60 | 237.7 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.75
Historical price for 1060 CE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 14.35, which was -13.40 lower than the previous day. The implied volatity was 12.79, the open interest changed by 19 which increased total open position to 166
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 27.75, which was -8.50 lower than the previous day. The implied volatity was 26.70, the open interest changed by 81 which increased total open position to 147
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 36.25, which was -2.60 lower than the previous day. The implied volatity was 23.99, the open interest changed by 7 which increased total open position to 64
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 38.85, which was -21.00 lower than the previous day. The implied volatity was 25.61, the open interest changed by 28 which increased total open position to 58
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 59.85, which was -2.00 lower than the previous day. The implied volatity was 31.45, the open interest changed by 7 which increased total open position to 29
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 61.85, which was 1.85 higher than the previous day. The implied volatity was 33.43, the open interest changed by 13 which increased total open position to 21
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 60, which was -18.90 lower than the previous day. The implied volatity was 28.39, the open interest changed by 3 which increased total open position to 7
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 78.9, 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 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 78.9, which was 9.90 higher than the previous day. The implied volatity was 21.17, the open interest changed by -3 which decreased total open position to 2
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 69, which was -168.70 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 237.7, 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 237.7, 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 237.7, 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 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.50
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1069.60 | 6.55 | 1.10 | 21.09 | 1,861 | 92 | 332 |
| 19 Dec | 1078.45 | 5.45 | 0.50 | 22.21 | 962 | -38 | 243 |
| 18 Dec | 1091.75 | 4.95 | -0.10 | 25.46 | 493 | -43 | 281 |
| 17 Dec | 1089.30 | 5.05 | 2.20 | 24.83 | 620 | 28 | 328 |
| 16 Dec | 1112.35 | 2.85 | 0.35 | 26.29 | 291 | -38 | 310 |
| 13 Dec | 1111.45 | 2.5 | -2.10 | 21.78 | 879 | -11 | 351 |
| 12 Dec | 1111.10 | 4.6 | 2.05 | 25.64 | 659 | 66 | 366 |
| 11 Dec | 1135.30 | 2.55 | -0.85 | 27.01 | 710 | -85 | 303 |
| 10 Dec | 1133.85 | 3.4 | -5.40 | 27.77 | 1,186 | 21 | 391 |
| 9 Dec | 1127.85 | 8.8 | 6.05 | 35.04 | 4,473 | 371 | 371 |
| 5 Dec | 1244.75 | 2.75 | 0.00 | 18.62 | 0 | 0 | 0 |
| 28 Nov | 1251.25 | 2.75 | 0.00 | 16.04 | 0 | 0 | 0 |
| 27 Nov | 1261.60 | 2.75 | 16.50 | 0 | 0 | 0 | |
For Godrej Consumer Products - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -0.34
Historical price for 1060 PE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 6.55, which was 1.10 higher than the previous day. The implied volatity was 21.09, the open interest changed by 92 which increased total open position to 332
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 5.45, which was 0.50 higher than the previous day. The implied volatity was 22.21, the open interest changed by -38 which decreased total open position to 243
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 4.95, which was -0.10 lower than the previous day. The implied volatity was 25.46, the open interest changed by -43 which decreased total open position to 281
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 5.05, which was 2.20 higher than the previous day. The implied volatity was 24.83, the open interest changed by 28 which increased total open position to 328
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 26.29, the open interest changed by -38 which decreased total open position to 310
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 2.5, which was -2.10 lower than the previous day. The implied volatity was 21.78, the open interest changed by -11 which decreased total open position to 351
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 4.6, which was 2.05 higher than the previous day. The implied volatity was 25.64, the open interest changed by 66 which increased total open position to 366
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 2.55, which was -0.85 lower than the previous day. The implied volatity was 27.01, the open interest changed by -85 which decreased total open position to 303
On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 3.4, which was -5.40 lower than the previous day. The implied volatity was 27.77, the open interest changed by 21 which increased total open position to 391
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 8.8, which was 6.05 higher than the previous day. The implied volatity was 35.04, the open interest changed by 371 which increased total open position to 371
On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 18.62, 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 2.75, which was 0.00 lower than the previous day. The implied volatity was 16.04, 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 2.75, which was lower than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 0
