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GODREJCP
Godrej Consumer Products

1069.6 -8.85 (-0.82%)

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Historical option data for GODREJCP

20 Dec 2024 04:13 PM IST
GODREJCP 26DEC2024 1120 CE
Delta: 0.08
Vega: 0.21
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1069.60 1.3 -2.25 24.71 2,016 -654 1,130
19 Dec 1078.45 3.55 -2.65 26.83 1,644 -135 1,781
18 Dec 1091.75 6.2 -1.85 25.38 2,204 -103 1,917
17 Dec 1089.30 8.05 -7.90 26.48 2,547 693 2,019
16 Dec 1112.35 15.95 -0.60 24.89 2,829 252 1,331
13 Dec 1111.45 16.55 -2.40 23.39 4,083 -225 1,100
12 Dec 1111.10 18.95 -12.35 25.03 2,505 486 1,321
11 Dec 1135.30 31.3 -1.10 21.58 1,442 -204 836
10 Dec 1133.85 32.4 -1.00 23.67 2,384 -417 1,063
9 Dec 1127.85 33.4 -292.95 28.14 9,248 1,504 1,504
6 Dec 1235.45 326.35 0.00 - 0 0 0
5 Dec 1244.75 326.35 0.00 - 0 0 0
4 Dec 1228.50 326.35 0.00 - 0 0 0
3 Dec 1230.45 326.35 0.00 - 0 0 0
2 Dec 1227.15 326.35 0.00 - 0 0 0
28 Nov 1251.25 326.35 0.00 - 0 0 0
27 Nov 1261.60 326.35 0.00 - 0 0 0
26 Nov 1240.10 326.35 0.00 - 0 0 0
14 Nov 1175.10 326.35 0.00 - 0 0 0
13 Nov 1183.90 326.35 0.00 - 0 0 0
12 Nov 1176.20 326.35 326.35 - 0 0 0
30 Oct 1300.05 0 0.00 - 0 0 0
29 Oct 1278.30 0 0.00 - 0 0 0
28 Oct 1296.65 0 0.00 - 0 0 0
25 Oct 1291.25 0 0.00 - 0 0 0
23 Oct 1292.35 0 0.00 - 0 0 0
22 Oct 1299.60 0 0.00 - 0 0 0
21 Oct 1313.50 0 0.00 - 0 0 0
14 Oct 1312.60 0 0.00 - 0 0 0
11 Oct 1315.70 0 0.00 - 0 0 0
10 Oct 1316.75 0 0.00 - 0 0 0
8 Oct 1304.55 0 - 0 0 0


For Godrej Consumer Products - strike price 1120 expiring on 26DEC2024

Delta for 1120 CE is 0.08

Historical price for 1120 CE is as follows

On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 1.3, which was -2.25 lower than the previous day. The implied volatity was 24.71, the open interest changed by -654 which decreased total open position to 1130


On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 3.55, which was -2.65 lower than the previous day. The implied volatity was 26.83, the open interest changed by -135 which decreased total open position to 1781


On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 6.2, which was -1.85 lower than the previous day. The implied volatity was 25.38, the open interest changed by -103 which decreased total open position to 1917


On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 8.05, which was -7.90 lower than the previous day. The implied volatity was 26.48, the open interest changed by 693 which increased total open position to 2019


On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 15.95, which was -0.60 lower than the previous day. The implied volatity was 24.89, the open interest changed by 252 which increased total open position to 1331


On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 16.55, which was -2.40 lower than the previous day. The implied volatity was 23.39, the open interest changed by -225 which decreased total open position to 1100


On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 18.95, which was -12.35 lower than the previous day. The implied volatity was 25.03, the open interest changed by 486 which increased total open position to 1321


On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 31.3, which was -1.10 lower than the previous day. The implied volatity was 21.58, the open interest changed by -204 which decreased total open position to 836


On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 32.4, which was -1.00 lower than the previous day. The implied volatity was 23.67, the open interest changed by -417 which decreased total open position to 1063


On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 33.4, which was -292.95 lower than the previous day. The implied volatity was 28.14, the open interest changed by 1504 which increased total open position to 1504


On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 326.35, 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 326.35, 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 326.35, 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 326.35, 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 326.35, 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 326.35, 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 326.35, 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 326.35, 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 326.35, 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 326.35, 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 326.35, which was 326.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct GODREJCP was trading at 1300.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct GODREJCP was trading at 1278.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct GODREJCP was trading at 1296.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct GODREJCP was trading at 1291.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct GODREJCP was trading at 1292.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct GODREJCP was trading at 1299.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct GODREJCP was trading at 1313.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct GODREJCP was trading at 1312.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct GODREJCP was trading at 1315.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct GODREJCP was trading at 1316.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct GODREJCP was trading at 1304.55. 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 1120 PE
Delta: -0.82
Vega: 0.36
Theta: -0.86
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1069.60 53.05 12.55 36.84 180 -119 805
19 Dec 1078.45 40.5 6.05 16.77 149 -20 926
18 Dec 1091.75 34.45 0.55 26.05 237 -37 943
17 Dec 1089.30 33.9 13.40 25.47 643 -108 981
16 Dec 1112.35 20.5 2.75 24.36 838 44 1,081
13 Dec 1111.45 17.75 -5.85 17.08 1,969 -146 1,037
12 Dec 1111.10 23.6 11.10 23.62 2,408 114 1,183
11 Dec 1135.30 12.5 -4.10 23.12 1,381 -102 1,072
10 Dec 1133.85 16.6 -10.00 26.18 2,337 36 1,186
9 Dec 1127.85 26.6 25.15 33.29 10,412 1,104 1,152
6 Dec 1235.45 1.45 0.40 25.78 23 5 47
5 Dec 1244.75 1.05 -0.90 26.47 90 -6 40
4 Dec 1228.50 1.95 -0.35 25.49 158 16 48
3 Dec 1230.45 2.3 -1.15 26.71 67 11 23
2 Dec 1227.15 3.45 -0.40 28.06 38 11 11
28 Nov 1251.25 3.85 0.00 11.21 0 0 0
27 Nov 1261.60 3.85 0.00 11.88 0 0 0
26 Nov 1240.10 3.85 0.00 10.02 0 0 0
14 Nov 1175.10 3.85 0.00 4.72 0 0 0
13 Nov 1183.90 3.85 0.00 5.63 0 0 0
12 Nov 1176.20 3.85 0.00 4.72 0 0 0
30 Oct 1300.05 3.85 0.00 - 0 0 0
29 Oct 1278.30 3.85 0.00 - 0 0 0
28 Oct 1296.65 3.85 0.00 - 0 0 0
25 Oct 1291.25 3.85 3.85 - 0 0 0
23 Oct 1292.35 0 0.00 - 0 0 0
22 Oct 1299.60 0 0.00 - 0 0 0
21 Oct 1313.50 0 0.00 - 0 0 0
14 Oct 1312.60 0 0.00 - 0 0 0
11 Oct 1315.70 0 0.00 - 0 0 0
10 Oct 1316.75 0 0.00 - 0 0 0
8 Oct 1304.55 0 - 0 0 0


For Godrej Consumer Products - strike price 1120 expiring on 26DEC2024

Delta for 1120 PE is -0.82

Historical price for 1120 PE is as follows

On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 53.05, which was 12.55 higher than the previous day. The implied volatity was 36.84, the open interest changed by -119 which decreased total open position to 805


On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 40.5, which was 6.05 higher than the previous day. The implied volatity was 16.77, the open interest changed by -20 which decreased total open position to 926


On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 34.45, which was 0.55 higher than the previous day. The implied volatity was 26.05, the open interest changed by -37 which decreased total open position to 943


On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 33.9, which was 13.40 higher than the previous day. The implied volatity was 25.47, the open interest changed by -108 which decreased total open position to 981


On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 20.5, which was 2.75 higher than the previous day. The implied volatity was 24.36, the open interest changed by 44 which increased total open position to 1081


On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 17.75, which was -5.85 lower than the previous day. The implied volatity was 17.08, the open interest changed by -146 which decreased total open position to 1037


On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 23.6, which was 11.10 higher than the previous day. The implied volatity was 23.62, the open interest changed by 114 which increased total open position to 1183


On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 12.5, which was -4.10 lower than the previous day. The implied volatity was 23.12, the open interest changed by -102 which decreased total open position to 1072


On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 16.6, which was -10.00 lower than the previous day. The implied volatity was 26.18, the open interest changed by 36 which increased total open position to 1186


On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 26.6, which was 25.15 higher than the previous day. The implied volatity was 33.29, the open interest changed by 1104 which increased total open position to 1152


On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 1.45, which was 0.40 higher than the previous day. The implied volatity was 25.78, the open interest changed by 5 which increased total open position to 47


On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 1.05, which was -0.90 lower than the previous day. The implied volatity was 26.47, the open interest changed by -6 which decreased total open position to 40


On 4 Dec GODREJCP was trading at 1228.50. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 25.49, the open interest changed by 16 which increased total open position to 48


On 3 Dec GODREJCP was trading at 1230.45. The strike last trading price was 2.3, which was -1.15 lower than the previous day. The implied volatity was 26.71, the open interest changed by 11 which increased total open position to 23


On 2 Dec GODREJCP was trading at 1227.15. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 28.06, the open interest changed by 11 which increased total open position to 11


On 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 11.21, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 11.88, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 10.02, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 3.85, which was 0.00 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0


On 30 Oct GODREJCP was trading at 1300.05. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct GODREJCP was trading at 1278.30. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct GODREJCP was trading at 1296.65. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct GODREJCP was trading at 1291.25. The strike last trading price was 3.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct GODREJCP was trading at 1292.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct GODREJCP was trading at 1299.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct GODREJCP was trading at 1313.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct GODREJCP was trading at 1312.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct GODREJCP was trading at 1315.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct GODREJCP was trading at 1316.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct GODREJCP was trading at 1304.55. 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