GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
20 Dec 2024 04:13 PM IST
| GODREJCP 26DEC2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.16
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1069.60 | 1.05 | -1.05 | 30.47 | 1,437 | -156 | 1,779 | |||
| 19 Dec | 1078.45 | 2.1 | -1.40 | 30.02 | 1,172 | -80 | 1,943 | |||
| 18 Dec | 1091.75 | 3.5 | -1.10 | 27.79 | 1,081 | 41 | 2,025 | |||
| 17 Dec | 1089.30 | 4.6 | -4.60 | 28.21 | 2,245 | -22 | 1,984 | |||
| 16 Dec | 1112.35 | 9.2 | -0.30 | 25.75 | 3,144 | 426 | 2,023 | |||
| 13 Dec | 1111.45 | 9.5 | -1.80 | 23.63 | 4,874 | -362 | 1,602 | |||
| 12 Dec | 1111.10 | 11.3 | -9.10 | 24.87 | 2,574 | 186 | 1,952 | |||
| 11 Dec | 1135.30 | 20.4 | -1.40 | 22.12 | 2,921 | -202 | 1,763 | |||
| 10 Dec | 1133.85 | 21.8 | -1.40 | 23.99 | 5,186 | -108 | 1,971 | |||
| 9 Dec | 1127.85 | 23.2 | -143.20 | 27.85 | 13,067 | 2,079 | 2,079 | |||
| 6 Dec | 1235.45 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1244.75 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1228.50 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1230.45 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1227.15 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1244.65 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Nov | 1251.25 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1261.60 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1240.10 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1218.70 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1175.10 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1183.90 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1176.20 | 166.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1220.85 | 166.4 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is 0.06
Historical price for 1140 CE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 1.05, which was -1.05 lower than the previous day. The implied volatity was 30.47, the open interest changed by -156 which decreased total open position to 1779
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 30.02, the open interest changed by -80 which decreased total open position to 1943
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 3.5, which was -1.10 lower than the previous day. The implied volatity was 27.79, the open interest changed by 41 which increased total open position to 2025
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 4.6, which was -4.60 lower than the previous day. The implied volatity was 28.21, the open interest changed by -22 which decreased total open position to 1984
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 9.2, which was -0.30 lower than the previous day. The implied volatity was 25.75, the open interest changed by 426 which increased total open position to 2023
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 9.5, which was -1.80 lower than the previous day. The implied volatity was 23.63, the open interest changed by -362 which decreased total open position to 1602
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 11.3, which was -9.10 lower than the previous day. The implied volatity was 24.87, the open interest changed by 186 which increased total open position to 1952
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 20.4, which was -1.40 lower than the previous day. The implied volatity was 22.12, the open interest changed by -202 which decreased total open position to 1763
On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 21.8, which was -1.40 lower than the previous day. The implied volatity was 23.99, the open interest changed by -108 which decreased total open position to 1971
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 23.2, which was -143.20 lower than the previous day. The implied volatity was 27.85, the open interest changed by 2079 which increased total open position to 2079
On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 166.4, 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 166.4, 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 166.4, 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 166.4, 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 166.4, 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 29 Nov GODREJCP was trading at 1244.65. The strike last trading price was 166.4, 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 166.4, 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 166.4, 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 166.4, 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 25 Nov GODREJCP was trading at 1218.70. The strike last trading price was 166.4, 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 166.4, 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 166.4, 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 166.4, 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 166.4, 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 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.33
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1069.60 | 73.3 | 13.85 | 46.66 | 44 | -23 | 564 |
| 19 Dec | 1078.45 | 59.45 | 8.60 | - | 159 | -26 | 587 |
| 18 Dec | 1091.75 | 50.85 | 1.55 | 26.42 | 41 | -10 | 618 |
| 17 Dec | 1089.30 | 49.3 | 16.05 | 24.15 | 62 | 2 | 627 |
| 16 Dec | 1112.35 | 33.25 | 2.65 | 24.46 | 206 | 7 | 624 |
| 13 Dec | 1111.45 | 30.6 | -5.00 | 16.02 | 439 | -62 | 617 |
| 12 Dec | 1111.10 | 35.6 | 12.60 | 22.96 | 757 | -1 | 681 |
| 11 Dec | 1135.30 | 23 | -2.80 | 25.15 | 868 | 18 | 685 |
| 10 Dec | 1133.85 | 25.8 | -10.70 | 26.24 | 1,087 | 45 | 667 |
| 9 Dec | 1127.85 | 36.5 | 34.10 | 33.12 | 4,956 | 407 | 621 |
| 6 Dec | 1235.45 | 2.4 | 0.60 | 24.69 | 310 | 59 | 211 |
| 5 Dec | 1244.75 | 1.8 | -1.30 | 25.84 | 256 | -6 | 145 |
| 4 Dec | 1228.50 | 3.1 | -0.45 | 24.36 | 204 | 4 | 153 |
| 3 Dec | 1230.45 | 3.55 | -1.70 | 25.63 | 250 | 19 | 149 |
| 2 Dec | 1227.15 | 5.25 | 1.40 | 27.22 | 422 | 57 | 130 |
| 29 Nov | 1244.65 | 3.85 | -0.15 | 26.80 | 145 | 40 | 72 |
| 28 Nov | 1251.25 | 4 | -1.25 | 26.99 | 9 | 4 | 31 |
| 27 Nov | 1261.60 | 5.25 | -1.15 | 30.80 | 5 | 2 | 26 |
| 26 Nov | 1240.10 | 6.4 | -0.60 | 29.21 | 28 | 17 | 23 |
| 25 Nov | 1218.70 | 7 | -3.60 | 26.42 | 7 | 4 | 4 |
| 14 Nov | 1175.10 | 10.6 | 0.00 | 3.34 | 0 | 0 | 0 |
| 13 Nov | 1183.90 | 10.6 | 0.00 | 4.29 | 0 | 0 | 0 |
| 12 Nov | 1176.20 | 10.6 | 0.00 | 3.36 | 0 | 0 | 0 |
| 11 Nov | 1220.85 | 10.6 | 6.12 | 0 | 0 | 0 | |
For Godrej Consumer Products - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -0.84
Historical price for 1140 PE is as follows
On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 73.3, which was 13.85 higher than the previous day. The implied volatity was 46.66, the open interest changed by -23 which decreased total open position to 564
On 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 59.45, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 587
On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 50.85, which was 1.55 higher than the previous day. The implied volatity was 26.42, the open interest changed by -10 which decreased total open position to 618
On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 49.3, which was 16.05 higher than the previous day. The implied volatity was 24.15, the open interest changed by 2 which increased total open position to 627
On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 33.25, which was 2.65 higher than the previous day. The implied volatity was 24.46, the open interest changed by 7 which increased total open position to 624
On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 30.6, which was -5.00 lower than the previous day. The implied volatity was 16.02, the open interest changed by -62 which decreased total open position to 617
On 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 35.6, which was 12.60 higher than the previous day. The implied volatity was 22.96, the open interest changed by -1 which decreased total open position to 681
On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 23, which was -2.80 lower than the previous day. The implied volatity was 25.15, the open interest changed by 18 which increased total open position to 685
On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 25.8, which was -10.70 lower than the previous day. The implied volatity was 26.24, the open interest changed by 45 which increased total open position to 667
On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 36.5, which was 34.10 higher than the previous day. The implied volatity was 33.12, the open interest changed by 407 which increased total open position to 621
On 6 Dec GODREJCP was trading at 1235.45. The strike last trading price was 2.4, which was 0.60 higher than the previous day. The implied volatity was 24.69, the open interest changed by 59 which increased total open position to 211
On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 1.8, which was -1.30 lower than the previous day. The implied volatity was 25.84, the open interest changed by -6 which decreased total open position to 145
On 4 Dec GODREJCP was trading at 1228.50. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 24.36, the open interest changed by 4 which increased total open position to 153
On 3 Dec GODREJCP was trading at 1230.45. The strike last trading price was 3.55, which was -1.70 lower than the previous day. The implied volatity was 25.63, the open interest changed by 19 which increased total open position to 149
On 2 Dec GODREJCP was trading at 1227.15. The strike last trading price was 5.25, which was 1.40 higher than the previous day. The implied volatity was 27.22, the open interest changed by 57 which increased total open position to 130
On 29 Nov GODREJCP was trading at 1244.65. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 26.80, the open interest changed by 40 which increased total open position to 72
On 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 26.99, the open interest changed by 4 which increased total open position to 31
On 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 5.25, which was -1.15 lower than the previous day. The implied volatity was 30.80, the open interest changed by 2 which increased total open position to 26
On 26 Nov GODREJCP was trading at 1240.10. The strike last trading price was 6.4, which was -0.60 lower than the previous day. The implied volatity was 29.21, the open interest changed by 17 which increased total open position to 23
On 25 Nov GODREJCP was trading at 1218.70. The strike last trading price was 7, which was -3.60 lower than the previous day. The implied volatity was 26.42, the open interest changed by 4 which increased total open position to 4
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 10.6, which was lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0
