GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Nov 2024 04:13 PM IST
| GODREJCP 28NOV2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.45
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1178.70 | 24.95 | -12.35 | 16.18 | 101 | -8 | 79 | |||
| 20 Nov | 1185.30 | 37.3 | 0.00 | 24.59 | 214 | -4 | 87 | |||
| 19 Nov | 1185.30 | 37.3 | 6.40 | 24.59 | 214 | -4 | 87 | |||
| 18 Nov | 1181.65 | 30.9 | 1.95 | 21.77 | 393 | -1 | 93 | |||
| 14 Nov | 1175.10 | 28.95 | -10.30 | 20.62 | 547 | 48 | 94 | |||
| 13 Nov | 1183.90 | 39.25 | 5.85 | 19.44 | 304 | 0 | 46 | |||
| 12 Nov | 1176.20 | 33.4 | -44.55 | 23.13 | 142 | 34 | 39 | |||
| 11 Nov | 1220.85 | 77.95 | -41.65 | 36.60 | 2 | 0 | 3 | |||
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| 8 Nov | 1251.05 | 119.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1258.50 | 119.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1275.15 | 119.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1266.25 | 119.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 4 Nov | 1272.15 | 119.6 | -222.25 | - | 5 | 2 | 2 | |||
| 31 Oct | 1283.15 | 341.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1300.05 | 341.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1278.30 | 341.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1296.65 | 341.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1291.25 | 341.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1255.10 | 341.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1361.00 | 341.85 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1160 expiring on 28NOV2024
Delta for 1160 CE is 0.80
Historical price for 1160 CE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 24.95, which was -12.35 lower than the previous day. The implied volatity was 16.18, the open interest changed by -8 which decreased total open position to 79
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 37.3, which was 0.00 lower than the previous day. The implied volatity was 24.59, the open interest changed by -4 which decreased total open position to 87
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 37.3, which was 6.40 higher than the previous day. The implied volatity was 24.59, the open interest changed by -4 which decreased total open position to 87
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 30.9, which was 1.95 higher than the previous day. The implied volatity was 21.77, the open interest changed by -1 which decreased total open position to 93
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 28.95, which was -10.30 lower than the previous day. The implied volatity was 20.62, the open interest changed by 48 which increased total open position to 94
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 39.25, which was 5.85 higher than the previous day. The implied volatity was 19.44, the open interest changed by 0 which decreased total open position to 46
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 33.4, which was -44.55 lower than the previous day. The implied volatity was 23.13, the open interest changed by 34 which increased total open position to 39
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 77.95, which was -41.65 lower than the previous day. The implied volatity was 36.60, the open interest changed by 0 which decreased total open position to 3
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 119.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 119.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 119.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 119.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 119.6, which was -222.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 341.85, 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 30 Oct GODREJCP was trading at 1300.05. The strike last trading price was 341.85, 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 341.85, 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 341.85, 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 341.85, 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 24 Oct GODREJCP was trading at 1255.10. The strike last trading price was 341.85, 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 16 Oct GODREJCP was trading at 1361.00. The strike last trading price was 341.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GODREJCP 28NOV2024 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.58
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1178.70 | 9.6 | 1.25 | 28.76 | 604 | 31 | 228 |
| 20 Nov | 1185.30 | 8.35 | 0.00 | 27.27 | 1,292 | -27 | 197 |
| 19 Nov | 1185.30 | 8.35 | -1.90 | 27.27 | 1,292 | -27 | 197 |
| 18 Nov | 1181.65 | 10.25 | -3.00 | 25.57 | 952 | 49 | 224 |
| 14 Nov | 1175.10 | 13.25 | 2.10 | 23.01 | 803 | -28 | 175 |
| 13 Nov | 1183.90 | 11.15 | -4.60 | 25.40 | 768 | -43 | 204 |
| 12 Nov | 1176.20 | 15.75 | 9.45 | 24.84 | 1,086 | 94 | 257 |
| 11 Nov | 1220.85 | 6.3 | 2.70 | 26.58 | 256 | 37 | 160 |
| 8 Nov | 1251.05 | 3.6 | 0.75 | 26.44 | 145 | -6 | 123 |
| 7 Nov | 1258.50 | 2.85 | 0.35 | 27.08 | 94 | 24 | 130 |
| 6 Nov | 1275.15 | 2.5 | -1.15 | 28.08 | 119 | 30 | 105 |
| 5 Nov | 1266.25 | 3.65 | -1.10 | 28.16 | 102 | 27 | 82 |
| 4 Nov | 1272.15 | 4.75 | 0.35 | 30.66 | 131 | 48 | 55 |
| 31 Oct | 1283.15 | 4.4 | -5.00 | - | 7 | 0 | 7 |
| 30 Oct | 1300.05 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1278.30 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1296.65 | 9.4 | 0.00 | - | 0 | 5 | 0 |
| 25 Oct | 1291.25 | 9.4 | -17.00 | - | 6 | 5 | 7 |
| 24 Oct | 1255.10 | 26.4 | 23.20 | - | 2 | 0 | 0 |
| 16 Oct | 1361.00 | 3.2 | - | 6 | 2 | 2 | |
For Godrej Consumer Products - strike price 1160 expiring on 28NOV2024
Delta for 1160 PE is -0.31
Historical price for 1160 PE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 9.6, which was 1.25 higher than the previous day. The implied volatity was 28.76, the open interest changed by 31 which increased total open position to 228
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 8.35, which was 0.00 lower than the previous day. The implied volatity was 27.27, the open interest changed by -27 which decreased total open position to 197
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 8.35, which was -1.90 lower than the previous day. The implied volatity was 27.27, the open interest changed by -27 which decreased total open position to 197
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 10.25, which was -3.00 lower than the previous day. The implied volatity was 25.57, the open interest changed by 49 which increased total open position to 224
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 13.25, which was 2.10 higher than the previous day. The implied volatity was 23.01, the open interest changed by -28 which decreased total open position to 175
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 11.15, which was -4.60 lower than the previous day. The implied volatity was 25.40, the open interest changed by -43 which decreased total open position to 204
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 15.75, which was 9.45 higher than the previous day. The implied volatity was 24.84, the open interest changed by 94 which increased total open position to 257
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 6.3, which was 2.70 higher than the previous day. The implied volatity was 26.58, the open interest changed by 37 which increased total open position to 160
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 3.6, which was 0.75 higher than the previous day. The implied volatity was 26.44, the open interest changed by -6 which decreased total open position to 123
On 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 27.08, the open interest changed by 24 which increased total open position to 130
On 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 28.08, the open interest changed by 30 which increased total open position to 105
On 5 Nov GODREJCP was trading at 1266.25. The strike last trading price was 3.65, which was -1.10 lower than the previous day. The implied volatity was 28.16, the open interest changed by 27 which increased total open position to 82
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 4.75, which was 0.35 higher than the previous day. The implied volatity was 30.66, the open interest changed by 48 which increased total open position to 55
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 4.4, which was -5.00 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 9.4, 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 9.4, 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 9.4, 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 9.4, which was -17.00 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 26.4, which was 23.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct GODREJCP was trading at 1361.00. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
