GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
20 Dec 2024 04:13 PM IST
| GODREJCP 26DEC2024 1100 CE | ||||||||||
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Delta: 0.15
Vega: 0.32
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1069.60 | 2 | -4.30 | 19.22 | 3,006 | 54 | 1,395 | |||
| 19 Dec | 1078.45 | 6.3 | -5.15 | 23.40 | 3,136 | -127 | 1,343 | |||
| 18 Dec | 1091.75 | 11.45 | -2.45 | 23.36 | 3,184 | 313 | 1,481 | |||
| 17 Dec | 1089.30 | 13.9 | -13.10 | 24.73 | 2,591 | 407 | 1,170 | |||
| 16 Dec | 1112.35 | 27 | -1.15 | 25.42 | 1,296 | 65 | 766 | |||
| 13 Dec | 1111.45 | 28.15 | -1.70 | 24.93 | 2,542 | 172 | 706 | |||
| 12 Dec | 1111.10 | 29.85 | -15.95 | 25.67 | 805 | 133 | 534 | |||
| 11 Dec | 1135.30 | 45.8 | -0.05 | 21.78 | 607 | -180 | 404 | |||
| 10 Dec | 1133.85 | 45.85 | 0.55 | 23.45 | 934 | -85 | 587 | |||
| 9 Dec | 1127.85 | 45.3 | -155.75 | 27.78 | 4,943 | 669 | 669 | |||
| 6 Dec | 1235.45 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1244.75 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1228.50 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1230.45 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1227.15 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1251.25 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1261.60 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1240.10 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 1175.10 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1183.90 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1176.20 | 201.05 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.15
Historical price for 1100 CE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 2, which was -4.30 lower than the previous day. The implied volatity was 19.22, the open interest changed by 54 which increased total open position to 1395
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 6.3, which was -5.15 lower than the previous day. The implied volatity was 23.40, the open interest changed by -127 which decreased total open position to 1343
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 11.45, which was -2.45 lower than the previous day. The implied volatity was 23.36, the open interest changed by 313 which increased total open position to 1481
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 13.9, which was -13.10 lower than the previous day. The implied volatity was 24.73, the open interest changed by 407 which increased total open position to 1170
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 27, which was -1.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 65 which increased total open position to 766
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 28.15, which was -1.70 lower than the previous day. The implied volatity was 24.93, the open interest changed by 172 which increased total open position to 706
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 29.85, which was -15.95 lower than the previous day. The implied volatity was 25.67, the open interest changed by 133 which increased total open position to 534
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 45.8, which was -0.05 lower than the previous day. The implied volatity was 21.78, the open interest changed by -180 which decreased total open position to 404
On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 45.85, which was 0.55 higher than the previous day. The implied volatity was 23.45, the open interest changed by -85 which decreased total open position to 587
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 45.3, which was -155.75 lower than the previous day. The implied volatity was 27.78, the open interest changed by 669 which increased total open position to 669
On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 201.05, 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 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 201.05, 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 4 Dec GODREJCP was trading at 1228.50. The strike last trading price was 201.05, 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 3 Dec GODREJCP was trading at 1230.45. The strike last trading price was 201.05, 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 2 Dec GODREJCP was trading at 1227.15. The strike last trading price was 201.05, 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 201.05, 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 201.05, 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 26 Nov GODREJCP was trading at 1240.10. The strike last trading price was 201.05, 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 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 201.05, 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 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 201.05, 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 201.05, 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 1100 PE | |||||||
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Delta: -0.75
Vega: 0.44
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1069.60 | 34.3 | 9.90 | 29.79 | 356 | -26 | 598 |
| 19 Dec | 1078.45 | 24.4 | 4.60 | 19.80 | 945 | -142 | 626 |
| 18 Dec | 1091.75 | 19.8 | 0.05 | 24.01 | 1,423 | -159 | 772 |
| 17 Dec | 1089.30 | 19.75 | 8.25 | 23.78 | 1,843 | -110 | 930 |
| 16 Dec | 1112.35 | 11.5 | 1.60 | 24.71 | 1,376 | 32 | 1,049 |
| 13 Dec | 1111.45 | 9.9 | -4.60 | 18.96 | 3,150 | -262 | 1,029 |
| 12 Dec | 1111.10 | 14.5 | 6.15 | 24.12 | 2,211 | -151 | 1,297 |
| 11 Dec | 1135.30 | 8.35 | -1.70 | 25.54 | 2,151 | -74 | 1,451 |
| 10 Dec | 1133.85 | 10.05 | -9.00 | 26.32 | 4,987 | 67 | 1,943 |
| 9 Dec | 1127.85 | 19.05 | 18.30 | 33.93 | 24,922 | 1,648 | 1,735 |
| 6 Dec | 1235.45 | 0.75 | -0.70 | 26.88 | 2 | -1 | 87 |
| 5 Dec | 1244.75 | 1.45 | 0.35 | 31.86 | 23 | 5 | 88 |
| 4 Dec | 1228.50 | 1.1 | -0.70 | 26.11 | 141 | 50 | 83 |
| 3 Dec | 1230.45 | 1.8 | -0.55 | 28.91 | 74 | 14 | 34 |
| 2 Dec | 1227.15 | 2.35 | -3.30 | 29.24 | 57 | 20 | 20 |
| 28 Nov | 1251.25 | 5.65 | 0.00 | 12.59 | 0 | 0 | 0 |
| 27 Nov | 1261.60 | 5.65 | 0.00 | 13.19 | 0 | 0 | 0 |
| 26 Nov | 1240.10 | 5.65 | 0.00 | 11.93 | 0 | 0 | 0 |
| 14 Nov | 1175.10 | 5.65 | 0.00 | 6.08 | 0 | 0 | 0 |
| 13 Nov | 1183.90 | 5.65 | 0.00 | 6.94 | 0 | 0 | 0 |
| 12 Nov | 1176.20 | 5.65 | 7.32 | 0 | 0 | 0 | |
For Godrej Consumer Products - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -0.75
Historical price for 1100 PE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 34.3, which was 9.90 higher than the previous day. The implied volatity was 29.79, the open interest changed by -26 which decreased total open position to 598
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 24.4, which was 4.60 higher than the previous day. The implied volatity was 19.80, the open interest changed by -142 which decreased total open position to 626
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 19.8, which was 0.05 higher than the previous day. The implied volatity was 24.01, the open interest changed by -159 which decreased total open position to 772
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 19.75, which was 8.25 higher than the previous day. The implied volatity was 23.78, the open interest changed by -110 which decreased total open position to 930
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 11.5, which was 1.60 higher than the previous day. The implied volatity was 24.71, the open interest changed by 32 which increased total open position to 1049
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 9.9, which was -4.60 lower than the previous day. The implied volatity was 18.96, the open interest changed by -262 which decreased total open position to 1029
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 14.5, which was 6.15 higher than the previous day. The implied volatity was 24.12, the open interest changed by -151 which decreased total open position to 1297
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 8.35, which was -1.70 lower than the previous day. The implied volatity was 25.54, the open interest changed by -74 which decreased total open position to 1451
On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 10.05, which was -9.00 lower than the previous day. The implied volatity was 26.32, the open interest changed by 67 which increased total open position to 1943
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 19.05, which was 18.30 higher than the previous day. The implied volatity was 33.93, the open interest changed by 1648 which increased total open position to 1735
On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 0.75, which was -0.70 lower than the previous day. The implied volatity was 26.88, the open interest changed by -1 which decreased total open position to 87
On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 31.86, the open interest changed by 5 which increased total open position to 88
On 4 Dec GODREJCP was trading at 1228.50. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 26.11, the open interest changed by 50 which increased total open position to 83
On 3 Dec GODREJCP was trading at 1230.45. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 28.91, the open interest changed by 14 which increased total open position to 34
On 2 Dec GODREJCP was trading at 1227.15. The strike last trading price was 2.35, which was -3.30 lower than the previous day. The implied volatity was 29.24, the open interest changed by 20 which increased total open position to 20
On 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 12.59, 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 5.65, which was 0.00 lower than the previous day. The implied volatity was 13.19, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GODREJCP was trading at 1240.10. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 11.93, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 5.65, which was lower than the previous day. The implied volatity was 7.32, the open interest changed by 0 which decreased total open position to 0
