GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
20 Dec 2024 04:13 PM IST
| GODREJCP 26DEC2024 1080 CE | ||||||||||
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Delta: 0.36
Vega: 0.51
Theta: -0.77
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1069.60 | 5.1 | -8.70 | 15.64 | 2,564 | 226 | 749 | |||
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| 19 Dec | 1078.45 | 13.8 | -8.25 | 23.11 | 2,686 | 420 | 522 | |||
| 18 Dec | 1091.75 | 22.05 | -2.35 | 23.90 | 253 | 22 | 102 | |||
| 17 Dec | 1089.30 | 24.4 | -18.60 | 24.77 | 145 | 25 | 78 | |||
| 16 Dec | 1112.35 | 43 | 0.05 | 29.16 | 24 | 6 | 55 | |||
| 13 Dec | 1111.45 | 42.95 | -0.15 | 27.19 | 94 | 8 | 47 | |||
| 12 Dec | 1111.10 | 43.1 | -23.90 | 25.85 | 27 | -1 | 40 | |||
| 11 Dec | 1135.30 | 67 | 5.25 | 30.36 | 21 | -3 | 41 | |||
| 10 Dec | 1133.85 | 61.75 | 2.40 | 23.29 | 34 | -7 | 43 | |||
| 9 Dec | 1127.85 | 59.35 | -121.45 | 27.25 | 248 | 51 | 52 | |||
| 6 Dec | 1235.45 | 180.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1244.75 | 180.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1251.25 | 180.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1261.60 | 180.8 | 0.80 | - | 1 | 0 | 1 | |||
| 26 Nov | 1240.10 | 180 | -183.90 | 43.47 | 1 | 0 | 1 | |||
| 14 Nov | 1175.10 | 363.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1176.20 | 363.9 | 363.90 | - | 0 | 0 | 0 | |||
| 29 Oct | 1278.30 | 0 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1080 expiring on 26DEC2024
Delta for 1080 CE is 0.36
Historical price for 1080 CE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 5.1, which was -8.70 lower than the previous day. The implied volatity was 15.64, the open interest changed by 226 which increased total open position to 749
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 13.8, which was -8.25 lower than the previous day. The implied volatity was 23.11, the open interest changed by 420 which increased total open position to 522
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 22.05, which was -2.35 lower than the previous day. The implied volatity was 23.90, the open interest changed by 22 which increased total open position to 102
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 24.4, which was -18.60 lower than the previous day. The implied volatity was 24.77, the open interest changed by 25 which increased total open position to 78
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 43, which was 0.05 higher than the previous day. The implied volatity was 29.16, the open interest changed by 6 which increased total open position to 55
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 42.95, which was -0.15 lower than the previous day. The implied volatity was 27.19, the open interest changed by 8 which increased total open position to 47
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 43.1, which was -23.90 lower than the previous day. The implied volatity was 25.85, the open interest changed by -1 which decreased total open position to 40
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 67, which was 5.25 higher than the previous day. The implied volatity was 30.36, the open interest changed by -3 which decreased total open position to 41
On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 61.75, which was 2.40 higher than the previous day. The implied volatity was 23.29, the open interest changed by -7 which decreased total open position to 43
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 59.35, which was -121.45 lower than the previous day. The implied volatity was 27.25, the open interest changed by 51 which increased total open position to 52
On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 180.8, 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 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 180.8, 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 180.8, 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 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 180.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Nov GODREJCP was trading at 1240.10. The strike last trading price was 180, which was -183.90 lower than the previous day. The implied volatity was 43.47, the open interest changed by 0 which decreased total open position to 1
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 363.9, 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 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 363.9, which was 363.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct GODREJCP was trading at 1278.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GODREJCP 26DEC2024 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.53
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1069.60 | 17.2 | 5.35 | 23.05 | 1,690 | -1 | 387 |
| 19 Dec | 1078.45 | 11.85 | 1.75 | 19.96 | 1,938 | 67 | 386 |
| 18 Dec | 1091.75 | 10.1 | -0.30 | 24.01 | 996 | -91 | 325 |
| 17 Dec | 1089.30 | 10.4 | 4.60 | 23.93 | 1,035 | 20 | 416 |
| 16 Dec | 1112.35 | 5.8 | 0.65 | 25.15 | 513 | -6 | 398 |
| 13 Dec | 1111.45 | 5.15 | -3.10 | 20.48 | 1,054 | 11 | 402 |
| 12 Dec | 1111.10 | 8.25 | 3.65 | 24.62 | 987 | -87 | 392 |
| 11 Dec | 1135.30 | 4.6 | -1.40 | 26.02 | 1,127 | -160 | 482 |
| 10 Dec | 1133.85 | 6 | -7.15 | 27.07 | 1,568 | 34 | 656 |
| 9 Dec | 1127.85 | 13.15 | 10.95 | 34.46 | 6,664 | 622 | 625 |
| 6 Dec | 1235.45 | 2.2 | -0.05 | 36.96 | 1 | 0 | 2 |
| 5 Dec | 1244.75 | 2.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1251.25 | 2.25 | -1.75 | 33.36 | 1 | 0 | 2 |
| 27 Nov | 1261.60 | 4 | 1.20 | 39.11 | 10 | 3 | 4 |
| 26 Nov | 1240.10 | 2.8 | 0.70 | 32.84 | 6 | 0 | 1 |
| 14 Nov | 1175.10 | 2.1 | 0.00 | 7.41 | 0 | 0 | 0 |
| 12 Nov | 1176.20 | 2.1 | 2.10 | 8.58 | 0 | 0 | 0 |
| 29 Oct | 1278.30 | 0 | - | 0 | 0 | 0 | |
For Godrej Consumer Products - strike price 1080 expiring on 26DEC2024
Delta for 1080 PE is -0.60
Historical price for 1080 PE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 17.2, which was 5.35 higher than the previous day. The implied volatity was 23.05, the open interest changed by -1 which decreased total open position to 387
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 11.85, which was 1.75 higher than the previous day. The implied volatity was 19.96, the open interest changed by 67 which increased total open position to 386
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 10.1, which was -0.30 lower than the previous day. The implied volatity was 24.01, the open interest changed by -91 which decreased total open position to 325
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 10.4, which was 4.60 higher than the previous day. The implied volatity was 23.93, the open interest changed by 20 which increased total open position to 416
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 5.8, which was 0.65 higher than the previous day. The implied volatity was 25.15, the open interest changed by -6 which decreased total open position to 398
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 5.15, which was -3.10 lower than the previous day. The implied volatity was 20.48, the open interest changed by 11 which increased total open position to 402
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 8.25, which was 3.65 higher than the previous day. The implied volatity was 24.62, the open interest changed by -87 which decreased total open position to 392
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 4.6, which was -1.40 lower than the previous day. The implied volatity was 26.02, the open interest changed by -160 which decreased total open position to 482
On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 6, which was -7.15 lower than the previous day. The implied volatity was 27.07, the open interest changed by 34 which increased total open position to 656
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 13.15, which was 10.95 higher than the previous day. The implied volatity was 34.46, the open interest changed by 622 which increased total open position to 625
On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 2
On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 2.25, 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 2.25, which was -1.75 lower than the previous day. The implied volatity was 33.36, 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 4, which was 1.20 higher than the previous day. The implied volatity was 39.11, the open interest changed by 3 which increased total open position to 4
On 26 Nov GODREJCP was trading at 1240.10. The strike last trading price was 2.8, which was 0.70 higher than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 1
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 2.1, which was 2.10 higher than the previous day. The implied volatity was 8.58, the open interest changed by 0 which decreased total open position to 0
On 29 Oct GODREJCP was trading at 1278.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
