GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Nov 2024 04:13 PM IST
| GODREJCP 28NOV2024 1100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1178.70 | 76.45 | -14.55 | - | 2 | 1 | 5 | |||
| 20 Nov | 1185.30 | 91 | 0.00 | 27.07 | 2 | -1 | 5 | |||
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| 19 Nov | 1185.30 | 91 | 11.00 | 27.07 | 2 | 0 | 5 | |||
| 18 Nov | 1181.65 | 80 | 2.50 | - | 9 | 1 | 6 | |||
| 14 Nov | 1175.10 | 77.5 | -259.65 | - | 6 | 5 | 5 | |||
| 13 Nov | 1183.90 | 337.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1176.20 | 337.15 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 76.45, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 91, which was 0.00 lower than the previous day. The implied volatity was 27.07, the open interest changed by -1 which decreased total open position to 5
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 91, which was 11.00 higher than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 5
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 80, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 77.5, which was -259.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 337.15, 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 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 337.15, 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 28NOV2024 1100 PE | |||||||
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Delta: -0.05
Vega: 0.18
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1178.70 | 1.25 | -0.20 | 32.82 | 67 | 5 | 68 |
| 20 Nov | 1185.30 | 1.45 | 0.00 | 32.19 | 121 | 17 | 64 |
| 19 Nov | 1185.30 | 1.45 | -0.45 | 32.19 | 121 | 18 | 64 |
| 18 Nov | 1181.65 | 1.9 | -0.60 | 30.49 | 194 | -5 | 46 |
| 14 Nov | 1175.10 | 2.5 | -0.10 | 26.27 | 121 | -12 | 52 |
| 13 Nov | 1183.90 | 2.6 | -1.15 | 29.07 | 110 | 29 | 63 |
| 12 Nov | 1176.20 | 3.75 | 27.84 | 114 | 31 | 31 | |
For Godrej Consumer Products - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.05
Historical price for 1100 PE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 32.82, the open interest changed by 5 which increased total open position to 68
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 32.19, the open interest changed by 17 which increased total open position to 64
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 32.19, the open interest changed by 18 which increased total open position to 64
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 30.49, the open interest changed by -5 which decreased total open position to 46
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was 26.27, the open interest changed by -12 which decreased total open position to 52
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 2.6, which was -1.15 lower than the previous day. The implied volatity was 29.07, the open interest changed by 29 which increased total open position to 63
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was 27.84, the open interest changed by 31 which increased total open position to 31
