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[--[65.84.65.76]--]
GODREJCP
Godrej Consumer Products

1223.6 -18.74 (-1.51%)

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Historical option data for GODREJCP

11 Apr 2025 04:12 PM IST
GODREJCP 24APR2025 1200 CE
Delta: 0.68
Vega: 0.83
Theta: -1.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1223.60 44.35 -15.85 29.67 712 -104 354
9 Apr 1242.35 57.45 23.35 31.96 2,503 39 457
8 Apr 1200.50 35.1 11.2 32.98 4,470 -1 416
7 Apr 1160.10 23.45 9.15 36.89 4,732 79 427
4 Apr 1156.60 14.65 -2.25 26.76 771 56 345
3 Apr 1162.05 17.65 0.3 26.25 1,048 -12 290
2 Apr 1162.65 17.1 5.2 25.38 484 17 299
1 Apr 1143.60 11.7 -5.35 24.76 491 -12 280
28 Mar 1159.25 16.9 2.45 23.47 1,490 130 292
27 Mar 1144.55 13.2 0.9 24.71 376 -23 164
26 Mar 1130.30 12.25 -1 26.94 605 -12 186
25 Mar 1129.85 13.4 3.8 27.31 403 78 195
24 Mar 1106.30 10.3 0.7 27.79 324 64 115
21 Mar 1111.95 10.05 1.75 26.31 107 20 51
20 Mar 1101.50 8.95 3.25 26.94 57 10 30
19 Mar 1074.30 5.7 -36.65 27.18 21 20 20
7 Feb 1106.75 42.35 0 3.97 0 0 0
6 Feb 1119.60 0 0 2.95 0 0 0
5 Feb 1118.75 0 0 2.97 0 0 0
4 Feb 1135.25 0 0 1.97 0 0 0
3 Feb 1155.55 0 0 0.93 0 0 0
1 Feb 1191.70 0 0 - 0 0 0


For Godrej Consumer Products - strike price 1200 expiring on 24APR2025

Delta for 1200 CE is 0.68

Historical price for 1200 CE is as follows

On 11 Apr GODREJCP was trading at 1223.60. The strike last trading price was 44.35, which was -15.85 lower than the previous day. The implied volatity was 29.67, the open interest changed by -104 which decreased total open position to 354


On 9 Apr GODREJCP was trading at 1242.35. The strike last trading price was 57.45, which was 23.35 higher than the previous day. The implied volatity was 31.96, the open interest changed by 39 which increased total open position to 457


On 8 Apr GODREJCP was trading at 1200.50. The strike last trading price was 35.1, which was 11.2 higher than the previous day. The implied volatity was 32.98, the open interest changed by -1 which decreased total open position to 416


On 7 Apr GODREJCP was trading at 1160.10. The strike last trading price was 23.45, which was 9.15 higher than the previous day. The implied volatity was 36.89, the open interest changed by 79 which increased total open position to 427


On 4 Apr GODREJCP was trading at 1156.60. The strike last trading price was 14.65, which was -2.25 lower than the previous day. The implied volatity was 26.76, the open interest changed by 56 which increased total open position to 345


On 3 Apr GODREJCP was trading at 1162.05. The strike last trading price was 17.65, which was 0.3 higher than the previous day. The implied volatity was 26.25, the open interest changed by -12 which decreased total open position to 290


On 2 Apr GODREJCP was trading at 1162.65. The strike last trading price was 17.1, which was 5.2 higher than the previous day. The implied volatity was 25.38, the open interest changed by 17 which increased total open position to 299


On 1 Apr GODREJCP was trading at 1143.60. The strike last trading price was 11.7, which was -5.35 lower than the previous day. The implied volatity was 24.76, the open interest changed by -12 which decreased total open position to 280


On 28 Mar GODREJCP was trading at 1159.25. The strike last trading price was 16.9, which was 2.45 higher than the previous day. The implied volatity was 23.47, the open interest changed by 130 which increased total open position to 292


On 27 Mar GODREJCP was trading at 1144.55. The strike last trading price was 13.2, which was 0.9 higher than the previous day. The implied volatity was 24.71, the open interest changed by -23 which decreased total open position to 164


On 26 Mar GODREJCP was trading at 1130.30. The strike last trading price was 12.25, which was -1 lower than the previous day. The implied volatity was 26.94, the open interest changed by -12 which decreased total open position to 186


On 25 Mar GODREJCP was trading at 1129.85. The strike last trading price was 13.4, which was 3.8 higher than the previous day. The implied volatity was 27.31, the open interest changed by 78 which increased total open position to 195


On 24 Mar GODREJCP was trading at 1106.30. The strike last trading price was 10.3, which was 0.7 higher than the previous day. The implied volatity was 27.79, the open interest changed by 64 which increased total open position to 115


On 21 Mar GODREJCP was trading at 1111.95. The strike last trading price was 10.05, which was 1.75 higher than the previous day. The implied volatity was 26.31, the open interest changed by 20 which increased total open position to 51


On 20 Mar GODREJCP was trading at 1101.50. The strike last trading price was 8.95, which was 3.25 higher than the previous day. The implied volatity was 26.94, the open interest changed by 10 which increased total open position to 30


On 19 Mar GODREJCP was trading at 1074.30. The strike last trading price was 5.7, which was -36.65 lower than the previous day. The implied volatity was 27.18, the open interest changed by 20 which increased total open position to 20


On 7 Feb GODREJCP was trading at 1106.75. The strike last trading price was 42.35, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GODREJCP was trading at 1119.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GODREJCP was trading at 1118.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


On 4 Feb GODREJCP was trading at 1135.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0


On 3 Feb GODREJCP was trading at 1155.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 1 Feb GODREJCP was trading at 1191.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


GODREJCP 24APR2025 1200 PE
Delta: -0.33
Vega: 0.84
Theta: -0.89
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1223.60 16 -1.9 31.13 3,439 -35 555
9 Apr 1242.35 18.15 -15.75 36.16 2,292 401 593
8 Apr 1200.50 33.55 -25.8 35.63 910 76 191
7 Apr 1160.10 59.05 -3.85 40.30 490 47 116
4 Apr 1156.60 62.9 12.65 38.44 46 3 68
3 Apr 1162.05 50.25 -0.4 30.48 72 2 65
2 Apr 1162.65 50.75 -14.15 29.84 13 7 62
1 Apr 1143.60 63.75 9.55 31.14 10 0 54
28 Mar 1159.25 54.2 -15.8 28.65 64 39 54
27 Mar 1144.55 70 -12 31.86 2 1 14
26 Mar 1130.30 82 0.3 33.40 1 0 13
25 Mar 1129.85 81.7 1.2 33.31 12 11 13
24 Mar 1106.30 80.5 0 0.00 0 2 0
21 Mar 1111.95 80.5 -23.4 18.37 2 1 1
20 Mar 1101.50 103.9 0 - 0 0 0
19 Mar 1074.30 103.9 0 - 0 0 0
7 Feb 1106.75 0 0 - 0 0 0
6 Feb 1119.60 0 0 - 0 0 0
5 Feb 1118.75 0 0 - 0 0 0
4 Feb 1135.25 0 0 - 0 0 0
3 Feb 1155.55 0 0 - 0 0 0
1 Feb 1191.70 0 0 0.63 0 0 0


For Godrej Consumer Products - strike price 1200 expiring on 24APR2025

Delta for 1200 PE is -0.33

Historical price for 1200 PE is as follows

On 11 Apr GODREJCP was trading at 1223.60. The strike last trading price was 16, which was -1.9 lower than the previous day. The implied volatity was 31.13, the open interest changed by -35 which decreased total open position to 555


On 9 Apr GODREJCP was trading at 1242.35. The strike last trading price was 18.15, which was -15.75 lower than the previous day. The implied volatity was 36.16, the open interest changed by 401 which increased total open position to 593


On 8 Apr GODREJCP was trading at 1200.50. The strike last trading price was 33.55, which was -25.8 lower than the previous day. The implied volatity was 35.63, the open interest changed by 76 which increased total open position to 191


On 7 Apr GODREJCP was trading at 1160.10. The strike last trading price was 59.05, which was -3.85 lower than the previous day. The implied volatity was 40.30, the open interest changed by 47 which increased total open position to 116


On 4 Apr GODREJCP was trading at 1156.60. The strike last trading price was 62.9, which was 12.65 higher than the previous day. The implied volatity was 38.44, the open interest changed by 3 which increased total open position to 68


On 3 Apr GODREJCP was trading at 1162.05. The strike last trading price was 50.25, which was -0.4 lower than the previous day. The implied volatity was 30.48, the open interest changed by 2 which increased total open position to 65


On 2 Apr GODREJCP was trading at 1162.65. The strike last trading price was 50.75, which was -14.15 lower than the previous day. The implied volatity was 29.84, the open interest changed by 7 which increased total open position to 62


On 1 Apr GODREJCP was trading at 1143.60. The strike last trading price was 63.75, which was 9.55 higher than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 54


On 28 Mar GODREJCP was trading at 1159.25. The strike last trading price was 54.2, which was -15.8 lower than the previous day. The implied volatity was 28.65, the open interest changed by 39 which increased total open position to 54


On 27 Mar GODREJCP was trading at 1144.55. The strike last trading price was 70, which was -12 lower than the previous day. The implied volatity was 31.86, the open interest changed by 1 which increased total open position to 14


On 26 Mar GODREJCP was trading at 1130.30. The strike last trading price was 82, which was 0.3 higher than the previous day. The implied volatity was 33.40, the open interest changed by 0 which decreased total open position to 13


On 25 Mar GODREJCP was trading at 1129.85. The strike last trading price was 81.7, which was 1.2 higher than the previous day. The implied volatity was 33.31, the open interest changed by 11 which increased total open position to 13


On 24 Mar GODREJCP was trading at 1106.30. The strike last trading price was 80.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 21 Mar GODREJCP was trading at 1111.95. The strike last trading price was 80.5, which was -23.4 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1 which increased total open position to 1


On 20 Mar GODREJCP was trading at 1101.50. The strike last trading price was 103.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar GODREJCP was trading at 1074.30. The strike last trading price was 103.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb GODREJCP was trading at 1106.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GODREJCP was trading at 1119.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GODREJCP was trading at 1118.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb GODREJCP was trading at 1135.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb GODREJCP was trading at 1155.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb GODREJCP was trading at 1191.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0