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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 1220 CE
Delta: 0.57
Vega: 0.91
Theta: -1.26
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1223.60 33.4 -13.5 30.83 1,737 76 235
9 Apr 1242.35 44.9 19.5 32.36 3,100 -2 158
8 Apr 1200.50 25.6 7.8 32.61 1,205 36 160
7 Apr 1160.10 17.25 7.35 36.92 512 54 125
4 Apr 1156.60 10 -1.65 27.28 135 -2 71
3 Apr 1162.05 11.85 0.1 26.31 118 -1 74
2 Apr 1162.65 11.7 3.75 25.76 86 10 75
1 Apr 1143.60 7.95 -3.95 25.40 145 17 66
28 Mar 1159.25 11.9 4.05 24.06 346 48 49
27 Mar 1144.55 7.85 -28.35 23.65 1 0 0
26 Mar 1130.30 36.2 0 6.76 0 0 0
25 Mar 1129.85 36.2 0 6.57 0 0 0
24 Mar 1106.30 36.2 0 7.74 0 0 0
21 Mar 1111.95 36.2 0 7.27 0 0 0
20 Mar 1101.50 36.2 0 7.98 0 0 0
4 Feb 1135.25 0 0 2.95 0 0 0
3 Feb 1155.55 0 0 1.86 0 0 0
1 Feb 1191.70 0 0 0.46 0 0 0


For Godrej Consumer Products - strike price 1220 expiring on 24APR2025

Delta for 1220 CE is 0.57

Historical price for 1220 CE is as follows

On 11 Apr GODREJCP was trading at 1223.60. The strike last trading price was 33.4, which was -13.5 lower than the previous day. The implied volatity was 30.83, the open interest changed by 76 which increased total open position to 235


On 9 Apr GODREJCP was trading at 1242.35. The strike last trading price was 44.9, which was 19.5 higher than the previous day. The implied volatity was 32.36, the open interest changed by -2 which decreased total open position to 158


On 8 Apr GODREJCP was trading at 1200.50. The strike last trading price was 25.6, which was 7.8 higher than the previous day. The implied volatity was 32.61, the open interest changed by 36 which increased total open position to 160


On 7 Apr GODREJCP was trading at 1160.10. The strike last trading price was 17.25, which was 7.35 higher than the previous day. The implied volatity was 36.92, the open interest changed by 54 which increased total open position to 125


On 4 Apr GODREJCP was trading at 1156.60. The strike last trading price was 10, which was -1.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by -2 which decreased total open position to 71


On 3 Apr GODREJCP was trading at 1162.05. The strike last trading price was 11.85, which was 0.1 higher than the previous day. The implied volatity was 26.31, the open interest changed by -1 which decreased total open position to 74


On 2 Apr GODREJCP was trading at 1162.65. The strike last trading price was 11.7, which was 3.75 higher than the previous day. The implied volatity was 25.76, the open interest changed by 10 which increased total open position to 75


On 1 Apr GODREJCP was trading at 1143.60. The strike last trading price was 7.95, which was -3.95 lower than the previous day. The implied volatity was 25.40, the open interest changed by 17 which increased total open position to 66


On 28 Mar GODREJCP was trading at 1159.25. The strike last trading price was 11.9, which was 4.05 higher than the previous day. The implied volatity was 24.06, the open interest changed by 48 which increased total open position to 49


On 27 Mar GODREJCP was trading at 1144.55. The strike last trading price was 7.85, which was -28.35 lower than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 0


On 26 Mar GODREJCP was trading at 1130.30. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0


On 25 Mar GODREJCP was trading at 1129.85. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0


On 24 Mar GODREJCP was trading at 1106.30. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0


On 21 Mar GODREJCP was trading at 1111.95. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 7.27, the open interest changed by 0 which decreased total open position to 0


On 20 Mar GODREJCP was trading at 1101.50. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 7.98, 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 2.95, 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 1.86, 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 0.46, the open interest changed by 0 which decreased total open position to 0


GODREJCP 24APR2025 1220 PE
Delta: -0.43
Vega: 0.91
Theta: -0.92
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1223.60 23.5 -1.1 30.54 1,642 17 197
9 Apr 1242.35 24.8 -17.8 35.40 926 164 180
8 Apr 1200.50 42.6 -37.4 33.91 6 0 16
7 Apr 1160.10 80 17.2 48.48 17 7 17
4 Apr 1156.60 62.8 -5.9 22.76 18 -1 11
3 Apr 1162.05 68.7 3.4 35.37 34 2 11
2 Apr 1162.65 65.3 -8.35 30.76 6 -1 9
1 Apr 1143.60 73.65 5.3 25.60 5 0 9
28 Mar 1159.25 68.35 -42.9 29.13 7 3 9
27 Mar 1144.55 111.25 0 0.00 0 0 0
26 Mar 1130.30 111.25 0 0.00 0 0 0
25 Mar 1129.85 111.25 0 0.00 0 6 0
24 Mar 1106.30 111.25 -6.15 34.15 10 6 6
21 Mar 1111.95 117.4 0 - 0 0 0
20 Mar 1101.50 117.4 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 0 0


For Godrej Consumer Products - strike price 1220 expiring on 24APR2025

Delta for 1220 PE is -0.43

Historical price for 1220 PE is as follows

On 11 Apr GODREJCP was trading at 1223.60. The strike last trading price was 23.5, which was -1.1 lower than the previous day. The implied volatity was 30.54, the open interest changed by 17 which increased total open position to 197


On 9 Apr GODREJCP was trading at 1242.35. The strike last trading price was 24.8, which was -17.8 lower than the previous day. The implied volatity was 35.40, the open interest changed by 164 which increased total open position to 180


On 8 Apr GODREJCP was trading at 1200.50. The strike last trading price was 42.6, which was -37.4 lower than the previous day. The implied volatity was 33.91, the open interest changed by 0 which decreased total open position to 16


On 7 Apr GODREJCP was trading at 1160.10. The strike last trading price was 80, which was 17.2 higher than the previous day. The implied volatity was 48.48, the open interest changed by 7 which increased total open position to 17


On 4 Apr GODREJCP was trading at 1156.60. The strike last trading price was 62.8, which was -5.9 lower than the previous day. The implied volatity was 22.76, the open interest changed by -1 which decreased total open position to 11


On 3 Apr GODREJCP was trading at 1162.05. The strike last trading price was 68.7, which was 3.4 higher than the previous day. The implied volatity was 35.37, the open interest changed by 2 which increased total open position to 11


On 2 Apr GODREJCP was trading at 1162.65. The strike last trading price was 65.3, which was -8.35 lower than the previous day. The implied volatity was 30.76, the open interest changed by -1 which decreased total open position to 9


On 1 Apr GODREJCP was trading at 1143.60. The strike last trading price was 73.65, which was 5.3 higher than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 9


On 28 Mar GODREJCP was trading at 1159.25. The strike last trading price was 68.35, which was -42.9 lower than the previous day. The implied volatity was 29.13, the open interest changed by 3 which increased total open position to 9


On 27 Mar GODREJCP was trading at 1144.55. The strike last trading price was 111.25, which was 0 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 26 Mar GODREJCP was trading at 1130.30. The strike last trading price was 111.25, which was 0 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 25 Mar GODREJCP was trading at 1129.85. The strike last trading price was 111.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 24 Mar GODREJCP was trading at 1106.30. The strike last trading price was 111.25, which was -6.15 lower than the previous day. The implied volatity was 34.15, the open interest changed by 6 which increased total open position to 6


On 21 Mar GODREJCP was trading at 1111.95. The strike last trading price was 117.4, 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 20 Mar GODREJCP was trading at 1101.50. The strike last trading price was 117.4, 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 -, the open interest changed by 0 which decreased total open position to 0