GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
14 Nov 2024 04:13 PM IST
| GODREJCP 28NOV2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.67
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1175.10 | 43.95 | -8.05 | 21.77 | 164 | 5 | 27 | |||
| 13 Nov | 1183.90 | 52 | 6.00 | - | 2 | 0 | 21 | |||
| 12 Nov | 1176.20 | 46 | -252.80 | 21.62 | 38 | 20 | 20 | |||
| 11 Nov | 1220.85 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1251.05 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1258.50 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1275.15 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1266.25 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1272.15 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1283.15 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1300.05 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 1278.30 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1296.65 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1291.25 | 298.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1255.10 | 298.8 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1140 expiring on 28NOV2024
Delta for 1140 CE is 0.78
Historical price for 1140 CE is as follows
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 43.95, which was -8.05 lower than the previous day. The implied volatity was 21.77, the open interest changed by 5 which increased total open position to 27
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 52, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 46, which was -252.80 lower than the previous day. The implied volatity was 21.62, the open interest changed by 20 which increased total open position to 20
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GODREJCP 28NOV2024 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.71
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1175.10 | 7.7 | 1.00 | 23.82 | 545 | 23 | 136 |
| 13 Nov | 1183.90 | 6.7 | -3.05 | 26.15 | 415 | -54 | 112 |
| 12 Nov | 1176.20 | 9.75 | 5.80 | 25.42 | 828 | 82 | 168 |
| 11 Nov | 1220.85 | 3.95 | 1.45 | 27.66 | 268 | 33 | 88 |
| 8 Nov | 1251.05 | 2.5 | 0.20 | 28.07 | 98 | 8 | 55 |
| 7 Nov | 1258.50 | 2.3 | 0.45 | 29.52 | 30 | 24 | 46 |
| 6 Nov | 1275.15 | 1.85 | -0.75 | 29.81 | 27 | -3 | 22 |
| 5 Nov | 1266.25 | 2.6 | -0.75 | 29.57 | 56 | -6 | 24 |
| 4 Nov | 1272.15 | 3.35 | -0.30 | 31.69 | 70 | 27 | 30 |
| 31 Oct | 1283.15 | 3.65 | -0.80 | - | 13 | 0 | 2 |
| 30 Oct | 1300.05 | 4.45 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 1278.30 | 4.45 | 2.25 | - | 10 | 1 | 1 |
| 28 Oct | 1296.65 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1291.25 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1255.10 | 2.2 | - | 0 | 0 | 0 | |
For Godrej Consumer Products - strike price 1140 expiring on 28NOV2024
Delta for 1140 PE is -0.23
Historical price for 1140 PE is as follows
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 7.7, which was 1.00 higher than the previous day. The implied volatity was 23.82, the open interest changed by 23 which increased total open position to 136
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 6.7, which was -3.05 lower than the previous day. The implied volatity was 26.15, the open interest changed by -54 which decreased total open position to 112
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 9.75, which was 5.80 higher than the previous day. The implied volatity was 25.42, the open interest changed by 82 which increased total open position to 168
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 3.95, which was 1.45 higher than the previous day. The implied volatity was 27.66, the open interest changed by 33 which increased total open position to 88
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was 28.07, the open interest changed by 8 which increased total open position to 55
On 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 2.3, which was 0.45 higher than the previous day. The implied volatity was 29.52, the open interest changed by 24 which increased total open position to 46
On 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by -3 which decreased total open position to 22
On 5 Nov GODREJCP was trading at 1266.25. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 29.57, the open interest changed by -6 which decreased total open position to 24
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 3.35, which was -0.30 lower than the previous day. The implied volatity was 31.69, the open interest changed by 27 which increased total open position to 30
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 3.65, which was -0.80 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 4.45, 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 4.45, which was 2.25 higher 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 2.2, 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 2.2, 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 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
