GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
14 Nov 2024 04:13 PM IST
| GODREJCP 28NOV2024 1120 CE | ||||||||||
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Delta: 0.94
Vega: 0.28
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1175.10 | 58.65 | -9.90 | 16.91 | 21 | 16 | 17 | |||
| 13 Nov | 1183.90 | 68.55 | -310.70 | - | 1 | 0 | 0 | |||
| 12 Nov | 1176.20 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1220.85 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1251.05 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1258.50 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 1275.15 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1266.25 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1272.15 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1283.15 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1300.05 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1278.30 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1296.65 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1291.25 | 379.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1255.10 | 379.25 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1120 expiring on 28NOV2024
Delta for 1120 CE is 0.94
Historical price for 1120 CE is as follows
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 58.65, which was -9.90 lower than the previous day. The implied volatity was 16.91, the open interest changed by 16 which increased total open position to 17
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 68.55, which was -310.70 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 379.25, 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 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 379.25, 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 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 379.25, 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 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 379.25, 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 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 379.25, 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 Nov GODREJCP was trading at 1266.25. The strike last trading price was 379.25, 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 Nov GODREJCP was trading at 1272.15. The strike last trading price was 379.25, 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 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 379.25, 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 30 Oct GODREJCP was trading at 1300.05. The strike last trading price was 379.25, 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 379.25, 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 379.25, 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 379.25, 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 24 Oct GODREJCP was trading at 1255.10. The strike last trading price was 379.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GODREJCP 28NOV2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.53
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1175.10 | 4.55 | 0.70 | 25.24 | 204 | 1 | 143 |
| 13 Nov | 1183.90 | 3.85 | -2.10 | 26.90 | 276 | -50 | 146 |
| 12 Nov | 1176.20 | 5.95 | 3.80 | 26.37 | 704 | 35 | 197 |
| 11 Nov | 1220.85 | 2.15 | 0.35 | 27.92 | 139 | 16 | 162 |
| 8 Nov | 1251.05 | 1.8 | 0.30 | 29.87 | 36 | 13 | 148 |
| 7 Nov | 1258.50 | 1.5 | 0.15 | 30.55 | 58 | 10 | 132 |
| 6 Nov | 1275.15 | 1.35 | -0.75 | 31.40 | 130 | -9 | 123 |
| 5 Nov | 1266.25 | 2.1 | -0.45 | 31.75 | 65 | 35 | 131 |
| 4 Nov | 1272.15 | 2.55 | 1.00 | 33.31 | 132 | 16 | 96 |
| 31 Oct | 1283.15 | 1.55 | -0.15 | - | 59 | -1 | 80 |
| 30 Oct | 1300.05 | 1.7 | -0.40 | - | 12 | 1 | 81 |
| 29 Oct | 1278.30 | 2.1 | -0.90 | - | 62 | 15 | 98 |
| 28 Oct | 1296.65 | 3 | -1.05 | - | 52 | 0 | 85 |
| 25 Oct | 1291.25 | 4.05 | -12.95 | - | 24 | 2 | 85 |
| 24 Oct | 1255.10 | 17 | - | 132 | 82 | 82 | |
For Godrej Consumer Products - strike price 1120 expiring on 28NOV2024
Delta for 1120 PE is -0.15
Historical price for 1120 PE is as follows
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 4.55, which was 0.70 higher than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 143
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 3.85, which was -2.10 lower than the previous day. The implied volatity was 26.90, the open interest changed by -50 which decreased total open position to 146
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 5.95, which was 3.80 higher than the previous day. The implied volatity was 26.37, the open interest changed by 35 which increased total open position to 197
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 27.92, the open interest changed by 16 which increased total open position to 162
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 29.87, the open interest changed by 13 which increased total open position to 148
On 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 30.55, the open interest changed by 10 which increased total open position to 132
On 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 31.40, the open interest changed by -9 which decreased total open position to 123
On 5 Nov GODREJCP was trading at 1266.25. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 31.75, the open interest changed by 35 which increased total open position to 131
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 2.55, which was 1.00 higher than the previous day. The implied volatity was 33.31, the open interest changed by 16 which increased total open position to 96
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GODREJCP was trading at 1300.05. The strike last trading price was 1.7, which was -0.40 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 2.1, which was -0.90 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, which was -1.05 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 4.05, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GODREJCP was trading at 1255.10. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
