GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Nov 2024 04:13 PM IST
| GODREJCP 28NOV2024 1200 CE | ||||||||||
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Delta: 0.31
Vega: 0.57
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1178.70 | 6.7 | -5.10 | 21.09 | 1,424 | 34 | 379 | |||
| 20 Nov | 1185.30 | 11.8 | 0.00 | 21.48 | 1,957 | 1 | 342 | |||
| 19 Nov | 1185.30 | 11.8 | 1.85 | 21.48 | 1,957 | -2 | 342 | |||
| 18 Nov | 1181.65 | 9.95 | -0.10 | 21.66 | 1,073 | 61 | 344 | |||
| 14 Nov | 1175.10 | 10.05 | -6.95 | 20.65 | 1,190 | -37 | 286 | |||
| 13 Nov | 1183.90 | 17 | 2.90 | 21.11 | 1,022 | 109 | 323 | |||
| 12 Nov | 1176.20 | 14.1 | -22.55 | 23.19 | 1,802 | 168 | 217 | |||
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| 11 Nov | 1220.85 | 36.65 | -28.35 | 21.51 | 93 | 20 | 48 | |||
| 8 Nov | 1251.05 | 65 | -7.35 | 26.50 | 53 | 15 | 27 | |||
| 7 Nov | 1258.50 | 72.35 | -15.65 | 17.44 | 8 | 0 | 13 | |||
| 6 Nov | 1275.15 | 88 | 7.95 | 21.51 | 9 | 3 | 13 | |||
| 5 Nov | 1266.25 | 80.05 | -4.50 | 24.02 | 1 | 0 | 10 | |||
| 4 Nov | 1272.15 | 84.55 | 1.75 | 22.56 | 20 | 4 | 9 | |||
| 1 Nov | 1275.10 | 82.8 | -32.20 | 21.41 | 3 | 0 | 4 | |||
| 31 Oct | 1283.15 | 115 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1300.05 | 115 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1278.30 | 115 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 1296.65 | 115 | 18.00 | - | 1 | 3 | 3 | |||
| 25 Oct | 1291.25 | 97 | 0.00 | - | 0 | 3 | 0 | |||
| 24 Oct | 1255.10 | 97 | -208.40 | - | 3 | 2 | 2 | |||
| 23 Oct | 1292.35 | 305.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1299.60 | 305.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1313.50 | 305.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1336.15 | 305.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1347.30 | 305.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1361.00 | 305.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1332.35 | 305.4 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1200 expiring on 28NOV2024
Delta for 1200 CE is 0.31
Historical price for 1200 CE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 6.7, which was -5.10 lower than the previous day. The implied volatity was 21.09, the open interest changed by 34 which increased total open position to 379
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 21.48, the open interest changed by 1 which increased total open position to 342
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 11.8, which was 1.85 higher than the previous day. The implied volatity was 21.48, the open interest changed by -2 which decreased total open position to 342
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 9.95, which was -0.10 lower than the previous day. The implied volatity was 21.66, the open interest changed by 61 which increased total open position to 344
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 10.05, which was -6.95 lower than the previous day. The implied volatity was 20.65, the open interest changed by -37 which decreased total open position to 286
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 17, which was 2.90 higher than the previous day. The implied volatity was 21.11, the open interest changed by 109 which increased total open position to 323
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 14.1, which was -22.55 lower than the previous day. The implied volatity was 23.19, the open interest changed by 168 which increased total open position to 217
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 36.65, which was -28.35 lower than the previous day. The implied volatity was 21.51, the open interest changed by 20 which increased total open position to 48
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 65, which was -7.35 lower than the previous day. The implied volatity was 26.50, the open interest changed by 15 which increased total open position to 27
On 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 72.35, which was -15.65 lower than the previous day. The implied volatity was 17.44, the open interest changed by 0 which decreased total open position to 13
On 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 88, which was 7.95 higher than the previous day. The implied volatity was 21.51, the open interest changed by 3 which increased total open position to 13
On 5 Nov GODREJCP was trading at 1266.25. The strike last trading price was 80.05, which was -4.50 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 10
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 84.55, which was 1.75 higher than the previous day. The implied volatity was 22.56, the open interest changed by 4 which increased total open position to 9
On 1 Nov GODREJCP was trading at 1275.10. The strike last trading price was 82.8, which was -32.20 lower than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 4
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 115, 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 115, 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 115, 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 115, which was 18.00 higher 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 97, 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 97, which was -208.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct GODREJCP was trading at 1292.35. The strike last trading price was 305.4, 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 22 Oct GODREJCP was trading at 1299.60. The strike last trading price was 305.4, 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 21 Oct GODREJCP was trading at 1313.50. The strike last trading price was 305.4, 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 18 Oct GODREJCP was trading at 1336.15. The strike last trading price was 305.4, 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 17 Oct GODREJCP was trading at 1347.30. The strike last trading price was 305.4, 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 16 Oct GODREJCP was trading at 1361.00. The strike last trading price was 305.4, 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 7 Oct GODREJCP was trading at 1332.35. The strike last trading price was 305.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GODREJCP 28NOV2024 1200 PE | |||||||
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Delta: -0.62
Vega: 0.62
Theta: -1.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1178.70 | 31.3 | 7.15 | 32.22 | 439 | -16 | 212 |
| 20 Nov | 1185.30 | 24.15 | 0.00 | 25.59 | 492 | 19 | 227 |
| 19 Nov | 1185.30 | 24.15 | -5.15 | 25.59 | 492 | 18 | 227 |
| 18 Nov | 1181.65 | 29.3 | -4.60 | 25.32 | 337 | -11 | 209 |
| 14 Nov | 1175.10 | 33.9 | 5.40 | 22.72 | 439 | 4 | 218 |
| 13 Nov | 1183.90 | 28.5 | -7.55 | 25.74 | 335 | -50 | 213 |
| 12 Nov | 1176.20 | 36.05 | 20.30 | 24.64 | 2,400 | -43 | 333 |
| 11 Nov | 1220.85 | 15.75 | 6.80 | 25.19 | 995 | 32 | 373 |
| 8 Nov | 1251.05 | 8.95 | 2.20 | 24.77 | 316 | 36 | 335 |
| 7 Nov | 1258.50 | 6.75 | 1.15 | 25.10 | 278 | 46 | 299 |
| 6 Nov | 1275.15 | 5.6 | -2.35 | 25.95 | 340 | 36 | 253 |
| 5 Nov | 1266.25 | 7.95 | -1.85 | 26.24 | 216 | -9 | 217 |
| 4 Nov | 1272.15 | 9.8 | -0.20 | 29.15 | 321 | 81 | 225 |
| 1 Nov | 1275.10 | 10 | 2.60 | 27.38 | 22 | 4 | 144 |
| 31 Oct | 1283.15 | 7.4 | -0.10 | - | 52 | 11 | 140 |
| 30 Oct | 1300.05 | 7.5 | -2.65 | - | 46 | -4 | 129 |
| 29 Oct | 1278.30 | 10.15 | 1.15 | - | 85 | 34 | 132 |
| 28 Oct | 1296.65 | 9 | -5.00 | - | 63 | 20 | 97 |
| 25 Oct | 1291.25 | 14 | -15.75 | - | 207 | -9 | 77 |
| 24 Oct | 1255.10 | 29.75 | 14.50 | - | 193 | 65 | 84 |
| 23 Oct | 1292.35 | 15.25 | 2.55 | - | 8 | 4 | 17 |
| 22 Oct | 1299.60 | 12.7 | 5.70 | - | 11 | 5 | 14 |
| 21 Oct | 1313.50 | 7 | 2.00 | - | 4 | 1 | 7 |
| 18 Oct | 1336.15 | 5 | -2.50 | - | 1 | 0 | 6 |
| 17 Oct | 1347.30 | 7.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1361.00 | 7.5 | 0.40 | - | 2 | 0 | 6 |
| 7 Oct | 1332.35 | 7.1 | - | 0 | 0 | 0 | |
For Godrej Consumer Products - strike price 1200 expiring on 28NOV2024
Delta for 1200 PE is -0.62
Historical price for 1200 PE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 31.3, which was 7.15 higher than the previous day. The implied volatity was 32.22, the open interest changed by -16 which decreased total open position to 212
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 25.59, the open interest changed by 19 which increased total open position to 227
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 24.15, which was -5.15 lower than the previous day. The implied volatity was 25.59, the open interest changed by 18 which increased total open position to 227
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 29.3, which was -4.60 lower than the previous day. The implied volatity was 25.32, the open interest changed by -11 which decreased total open position to 209
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 33.9, which was 5.40 higher than the previous day. The implied volatity was 22.72, the open interest changed by 4 which increased total open position to 218
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 28.5, which was -7.55 lower than the previous day. The implied volatity was 25.74, the open interest changed by -50 which decreased total open position to 213
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 36.05, which was 20.30 higher than the previous day. The implied volatity was 24.64, the open interest changed by -43 which decreased total open position to 333
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 15.75, which was 6.80 higher than the previous day. The implied volatity was 25.19, the open interest changed by 32 which increased total open position to 373
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 8.95, which was 2.20 higher than the previous day. The implied volatity was 24.77, the open interest changed by 36 which increased total open position to 335
On 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 6.75, which was 1.15 higher than the previous day. The implied volatity was 25.10, the open interest changed by 46 which increased total open position to 299
On 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 5.6, which was -2.35 lower than the previous day. The implied volatity was 25.95, the open interest changed by 36 which increased total open position to 253
On 5 Nov GODREJCP was trading at 1266.25. The strike last trading price was 7.95, which was -1.85 lower than the previous day. The implied volatity was 26.24, the open interest changed by -9 which decreased total open position to 217
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 9.8, which was -0.20 lower than the previous day. The implied volatity was 29.15, the open interest changed by 81 which increased total open position to 225
On 1 Nov GODREJCP was trading at 1275.10. The strike last trading price was 10, which was 2.60 higher than the previous day. The implied volatity was 27.38, the open interest changed by 4 which increased total open position to 144
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 7.4, which was -0.10 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 7.5, which was -2.65 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 10.15, which was 1.15 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 9, 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 25 Oct GODREJCP was trading at 1291.25. The strike last trading price was 14, which was -15.75 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 29.75, which was 14.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct GODREJCP was trading at 1292.35. The strike last trading price was 15.25, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct GODREJCP was trading at 1299.60. The strike last trading price was 12.7, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct GODREJCP was trading at 1313.50. The strike last trading price was 7, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct GODREJCP was trading at 1336.15. The strike last trading price was 5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct GODREJCP was trading at 1347.30. The strike last trading price was 7.5, 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 7.5, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct GODREJCP was trading at 1332.35. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
