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GODREJCP
Godrej Consumer Products

1071.2 -6.60 (-0.61%)

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Historical option data for GODREJCP

26 Dec 2024 04:13 PM IST
GODREJCP 30JAN2025 1240 CE
Delta: 0.05
Vega: 0.33
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1071.20 1.6 -1.15 25.31 1 0 26
24 Dec 1077.80 2.75 0.00 0.00 0 1 0
23 Dec 1073.75 2.75 -4.60 26.77 5 1 26
20 Dec 1069.60 7.35 0.00 0.00 0 0 0
19 Dec 1078.45 7.35 0.00 0.00 0 4 0
18 Dec 1091.75 7.35 1.70 29.73 95 5 26
17 Dec 1089.30 5.65 -4.45 27.06 6 2 22
16 Dec 1112.35 10.1 -1.90 28.23 1 0 20
13 Dec 1111.45 12 0.00 0.00 0 0 0
12 Dec 1111.10 12 0.00 0.00 0 -2 0
11 Dec 1135.30 12 -3.65 24.01 4 -1 21
10 Dec 1133.85 15.65 0.00 0.00 0 22 0
9 Dec 1127.85 15.65 -98.25 28.04 36 21 21
5 Dec 1244.75 113.9 0.00 - 0 0 0
4 Dec 1228.50 113.9 0.00 - 0 0 0
28 Nov 1251.25 113.9 0.00 - 0 0 0
27 Nov 1261.60 113.9 0.00 - 0 0 0
26 Nov 1240.10 113.9 0.00 - 0 0 0
25 Nov 1218.70 113.9 0.00 - 0 0 0
22 Nov 1192.30 113.9 0.00 1.27 0 0 0
21 Nov 1178.70 113.9 113.90 1.77 0 0 0
20 Nov 1185.30 0 0.00 1.62 0 0 0
19 Nov 1185.30 0 0.00 1.62 0 0 0
18 Nov 1181.65 0 0.00 1.83 0 0 0
14 Nov 1175.10 0 0.00 2.13 0 0 0
13 Nov 1183.90 0 0.00 1.74 0 0 0
12 Nov 1176.20 0 0.00 1.85 0 0 0
11 Nov 1220.85 0 0.00 - 0 0 0
8 Nov 1251.05 0 0.00 - 0 0 0
7 Nov 1258.50 0 0.00 - 0 0 0
6 Nov 1275.15 0 0.00 - 0 0 0
5 Nov 1266.25 0 0.00 - 0 0 0
4 Nov 1272.15 0 - 0 0 0


For Godrej Consumer Products - strike price 1240 expiring on 30JAN2025

Delta for 1240 CE is 0.05

Historical price for 1240 CE is as follows

On 26 Dec GODREJCP was trading at 1071.20. The strike last trading price was 1.6, which was -1.15 lower than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 26


On 24 Dec GODREJCP was trading at 1077.80. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 23 Dec GODREJCP was trading at 1073.75. The strike last trading price was 2.75, which was -4.60 lower than the previous day. The implied volatity was 26.77, the open interest changed by 1 which increased total open position to 26


On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 7.35, 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 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 7.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 7.35, which was 1.70 higher than the previous day. The implied volatity was 29.73, the open interest changed by 5 which increased total open position to 26


On 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 5.65, which was -4.45 lower than the previous day. The implied volatity was 27.06, the open interest changed by 2 which increased total open position to 22


On 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 10.1, which was -1.90 lower than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 20


On 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 12, 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 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 12, which was -3.65 lower than the previous day. The implied volatity was 24.01, the open interest changed by -1 which decreased total open position to 21


On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 15.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0


On 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 15.65, which was -98.25 lower than the previous day. The implied volatity was 28.04, the open interest changed by 21 which increased total open position to 21


On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 113.9, 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 Dec GODREJCP was trading at 1228.50. The strike last trading price was 113.9, 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 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 113.9, 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 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 113.9, 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 26 Nov GODREJCP was trading at 1240.10. The strike last trading price was 113.9, 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 25 Nov GODREJCP was trading at 1218.70. The strike last trading price was 113.9, 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 22 Nov GODREJCP was trading at 1192.30. The strike last trading price was 113.9, which was 0.00 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 113.9, which was 113.90 higher than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0


On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0


On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


GODREJCP 30JAN2025 1240 PE
Delta: -0.89
Vega: 0.63
Theta: -0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1071.20 160 7.00 34.04 3 2 9
24 Dec 1077.80 153 -3.00 26.96 1 0 6
23 Dec 1073.75 156 51.00 30.25 1 0 5
20 Dec 1069.60 105 0.00 0.00 0 0 0
19 Dec 1078.45 105 0.00 0.00 0 0 0
18 Dec 1091.75 105 0.00 0.00 0 0 0
17 Dec 1089.30 105 0.00 0.00 0 0 0
16 Dec 1112.35 105 0.00 0.00 0 0 0
13 Dec 1111.45 105 0.00 0.00 0 0 0
12 Dec 1111.10 105 0.00 0.00 0 1 0
11 Dec 1135.30 105 -7.60 28.33 1 0 4
10 Dec 1133.85 112.6 0.00 0.00 0 2 0
9 Dec 1127.85 112.6 71.05 28.79 3 1 3
5 Dec 1244.75 41.55 0.00 0.00 0 1 0
4 Dec 1228.50 41.55 11.25 22.86 1 0 1
28 Nov 1251.25 30.3 -18.15 21.06 1 0 0
27 Nov 1261.60 48.45 0.00 2.29 0 0 0
26 Nov 1240.10 48.45 0.00 1.37 0 0 0
25 Nov 1218.70 48.45 0.00 0.40 0 0 0
22 Nov 1192.30 48.45 0.00 - 0 0 0
21 Nov 1178.70 48.45 0.00 - 0 0 0
20 Nov 1185.30 48.45 0.00 - 0 0 0
19 Nov 1185.30 48.45 0.00 - 0 0 0
18 Nov 1181.65 48.45 0.00 - 0 0 0
14 Nov 1175.10 48.45 0.00 - 0 0 0
13 Nov 1183.90 48.45 48.45 - 0 0 0
12 Nov 1176.20 0 0.00 - 0 0 0
11 Nov 1220.85 0 0.00 0.36 0 0 0
8 Nov 1251.05 0 0.00 1.87 0 0 0
7 Nov 1258.50 0 0.00 2.28 0 0 0
6 Nov 1275.15 0 0.00 3.04 0 0 0
5 Nov 1266.25 0 0.00 2.55 0 0 0
4 Nov 1272.15 0 2.96 0 0 0


For Godrej Consumer Products - strike price 1240 expiring on 30JAN2025

Delta for 1240 PE is -0.89

Historical price for 1240 PE is as follows

On 26 Dec GODREJCP was trading at 1071.20. The strike last trading price was 160, which was 7.00 higher than the previous day. The implied volatity was 34.04, the open interest changed by 2 which increased total open position to 9


On 24 Dec GODREJCP was trading at 1077.80. The strike last trading price was 153, which was -3.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 6


On 23 Dec GODREJCP was trading at 1073.75. The strike last trading price was 156, which was 51.00 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 5


On 20 Dec GODREJCP was trading at 1069.60. The strike last trading price was 105, 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 19 Dec GODREJCP was trading at 1078.45. The strike last trading price was 105, 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 18 Dec GODREJCP was trading at 1091.75. The strike last trading price was 105, 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 17 Dec GODREJCP was trading at 1089.30. The strike last trading price was 105, 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 16 Dec GODREJCP was trading at 1112.35. The strike last trading price was 105, 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 13 Dec GODREJCP was trading at 1111.45. The strike last trading price was 105, 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 12 Dec GODREJCP was trading at 1111.10. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Dec GODREJCP was trading at 1135.30. The strike last trading price was 105, which was -7.60 lower than the previous day. The implied volatity was 28.33, the open interest changed by 0 which decreased total open position to 4


On 10 Dec GODREJCP was trading at 1133.85. The strike last trading price was 112.6, which was 0.00 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 9 Dec GODREJCP was trading at 1127.85. The strike last trading price was 112.6, which was 71.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 3


On 5 Dec GODREJCP was trading at 1244.75. The strike last trading price was 41.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Dec GODREJCP was trading at 1228.50. The strike last trading price was 41.55, which was 11.25 higher than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 1


On 28 Nov GODREJCP was trading at 1251.25. The strike last trading price was 30.3, which was -18.15 lower than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 0


On 27 Nov GODREJCP was trading at 1261.60. The strike last trading price was 48.45, which was 0.00 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 26 Nov GODREJCP was trading at 1240.10. The strike last trading price was 48.45, which was 0.00 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 25 Nov GODREJCP was trading at 1218.70. The strike last trading price was 48.45, which was 0.00 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0


On 22 Nov GODREJCP was trading at 1192.30. The strike last trading price was 48.45, 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 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 48.45, 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 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 48.45, 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 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 48.45, 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 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 48.45, 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 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 48.45, 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 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 48.45, which was 48.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 0, 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 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 0, which was lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0