GODREJCP
Godrej Consumer Products
Historical option data for GODREJCP
21 Nov 2024 04:13 PM IST
| GODREJCP 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.24
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1178.70 | 1.4 | -0.90 | 24.22 | 627 | -33 | 456 | |||
| 20 Nov | 1185.30 | 2.3 | 0.00 | 21.56 | 734 | 36 | 490 | |||
| 19 Nov | 1185.30 | 2.3 | 0.10 | 21.56 | 734 | 37 | 490 | |||
| 18 Nov | 1181.65 | 2.2 | -0.65 | 22.38 | 394 | 66 | 454 | |||
| 14 Nov | 1175.10 | 2.85 | -3.15 | 21.79 | 534 | 0 | 388 | |||
| 13 Nov | 1183.90 | 6 | 0.95 | 22.38 | 1,023 | 78 | 388 | |||
| 12 Nov | 1176.20 | 5.05 | -10.55 | 24.00 | 1,678 | 134 | 317 | |||
| 11 Nov | 1220.85 | 15.6 | -18.50 | 21.27 | 809 | 103 | 188 | |||
| 8 Nov | 1251.05 | 34.1 | -7.30 | 22.49 | 256 | 56 | 85 | |||
| 7 Nov | 1258.50 | 41.4 | -13.35 | 19.22 | 21 | 3 | 28 | |||
| 6 Nov | 1275.15 | 54.75 | 5.95 | 21.21 | 25 | 5 | 24 | |||
| 5 Nov | 1266.25 | 48.8 | -6.10 | 22.85 | 23 | 11 | 18 | |||
| 4 Nov | 1272.15 | 54.9 | 1.30 | 24.03 | 19 | 7 | 8 | |||
| 1 Nov | 1275.10 | 53.6 | -21.80 | 22.84 | 1 | 0 | 1 | |||
| 31 Oct | 1283.15 | 75.4 | -194.90 | - | 1 | 0 | 0 | |||
| 30 Oct | 1300.05 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1278.30 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1296.65 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1291.25 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1255.10 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 1292.35 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1299.60 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1313.50 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1336.15 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1347.30 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1361.00 | 270.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1332.35 | 270.3 | 270.30 | - | 0 | 0 | 0 | |||
| 26 Sept | 1422.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1429.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1432.15 | 0 | - | 0 | 0 | 0 | ||||
For Godrej Consumer Products - strike price 1240 expiring on 28NOV2024
Delta for 1240 CE is 0.08
Historical price for 1240 CE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 1.4, which was -0.90 lower than the previous day. The implied volatity was 24.22, the open interest changed by -33 which decreased total open position to 456
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 21.56, the open interest changed by 36 which increased total open position to 490
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 2.3, which was 0.10 higher than the previous day. The implied volatity was 21.56, the open interest changed by 37 which increased total open position to 490
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 22.38, the open interest changed by 66 which increased total open position to 454
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 2.85, which was -3.15 lower than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 388
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 6, which was 0.95 higher than the previous day. The implied volatity was 22.38, the open interest changed by 78 which increased total open position to 388
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 5.05, which was -10.55 lower than the previous day. The implied volatity was 24.00, the open interest changed by 134 which increased total open position to 317
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 15.6, which was -18.50 lower than the previous day. The implied volatity was 21.27, the open interest changed by 103 which increased total open position to 188
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 34.1, which was -7.30 lower than the previous day. The implied volatity was 22.49, the open interest changed by 56 which increased total open position to 85
On 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 41.4, which was -13.35 lower than the previous day. The implied volatity was 19.22, the open interest changed by 3 which increased total open position to 28
On 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 54.75, which was 5.95 higher than the previous day. The implied volatity was 21.21, the open interest changed by 5 which increased total open position to 24
On 5 Nov GODREJCP was trading at 1266.25. The strike last trading price was 48.8, which was -6.10 lower than the previous day. The implied volatity was 22.85, the open interest changed by 11 which increased total open position to 18
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 54.9, which was 1.30 higher than the previous day. The implied volatity was 24.03, the open interest changed by 7 which increased total open position to 8
On 1 Nov GODREJCP was trading at 1275.10. The strike last trading price was 53.6, which was -21.80 lower than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 1
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 75.4, which was -194.90 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 270.3, 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 270.3, 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 270.3, 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 270.3, 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 270.3, 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 23 Oct GODREJCP was trading at 1292.35. The strike last trading price was 270.3, 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 270.3, 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 270.3, 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 270.3, 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 270.3, 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 270.3, 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 270.3, which was 270.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GODREJCP was trading at 1422.30. 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 which decreased total open position to
On 25 Sept GODREJCP was trading at 1429.55. 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 which decreased total open position to
On 18 Sept GODREJCP was trading at 1432.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GODREJCP 28NOV2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.48
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1178.70 | 66.45 | 11.85 | 43.07 | 28 | -5 | 85 |
| 20 Nov | 1185.30 | 54.6 | 0.00 | 28.47 | 20 | 0 | 91 |
| 19 Nov | 1185.30 | 54.6 | -7.60 | 28.47 | 20 | 1 | 91 |
| 18 Nov | 1181.65 | 62.2 | -4.80 | 30.15 | 16 | -12 | 90 |
| 14 Nov | 1175.10 | 67 | 10.95 | 26.08 | 47 | -5 | 101 |
| 13 Nov | 1183.90 | 56.05 | -10.70 | 26.72 | 78 | -30 | 111 |
| 12 Nov | 1176.20 | 66.75 | 32.20 | 26.00 | 513 | 14 | 154 |
| 11 Nov | 1220.85 | 34.55 | 16.25 | 24.76 | 1,084 | -1 | 141 |
| 8 Nov | 1251.05 | 18.3 | 2.75 | 21.58 | 437 | 15 | 143 |
| 7 Nov | 1258.50 | 15.55 | 3.25 | 23.65 | 159 | 14 | 126 |
| 6 Nov | 1275.15 | 12.3 | -4.40 | 24.08 | 214 | 43 | 112 |
| 5 Nov | 1266.25 | 16.7 | -2.35 | 24.62 | 97 | -9 | 69 |
| 4 Nov | 1272.15 | 19.05 | 0.80 | 27.78 | 204 | 32 | 78 |
| 1 Nov | 1275.10 | 18.25 | 4.25 | 25.11 | 5 | -1 | 47 |
| 31 Oct | 1283.15 | 14 | -0.55 | - | 72 | 22 | 47 |
| 30 Oct | 1300.05 | 14.55 | -5.90 | - | 26 | 3 | 25 |
| 29 Oct | 1278.30 | 20.45 | 4.05 | - | 224 | 12 | 22 |
| 28 Oct | 1296.65 | 16.4 | -9.60 | - | 10 | 6 | 9 |
| 25 Oct | 1291.25 | 26 | 14.70 | - | 4 | 3 | 3 |
| 24 Oct | 1255.10 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1292.35 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1299.60 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1313.50 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1336.15 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1347.30 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1361.00 | 11.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1332.35 | 11.3 | 11.30 | - | 0 | 0 | 0 |
| 26 Sept | 1422.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1429.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1432.15 | 0 | - | 0 | 0 | 0 | |
For Godrej Consumer Products - strike price 1240 expiring on 28NOV2024
Delta for 1240 PE is -0.78
Historical price for 1240 PE is as follows
On 21 Nov GODREJCP was trading at 1178.70. The strike last trading price was 66.45, which was 11.85 higher than the previous day. The implied volatity was 43.07, the open interest changed by -5 which decreased total open position to 85
On 20 Nov GODREJCP was trading at 1185.30. The strike last trading price was 54.6, which was 0.00 lower than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 91
On 19 Nov GODREJCP was trading at 1185.30. The strike last trading price was 54.6, which was -7.60 lower than the previous day. The implied volatity was 28.47, the open interest changed by 1 which increased total open position to 91
On 18 Nov GODREJCP was trading at 1181.65. The strike last trading price was 62.2, which was -4.80 lower than the previous day. The implied volatity was 30.15, the open interest changed by -12 which decreased total open position to 90
On 14 Nov GODREJCP was trading at 1175.10. The strike last trading price was 67, which was 10.95 higher than the previous day. The implied volatity was 26.08, the open interest changed by -5 which decreased total open position to 101
On 13 Nov GODREJCP was trading at 1183.90. The strike last trading price was 56.05, which was -10.70 lower than the previous day. The implied volatity was 26.72, the open interest changed by -30 which decreased total open position to 111
On 12 Nov GODREJCP was trading at 1176.20. The strike last trading price was 66.75, which was 32.20 higher than the previous day. The implied volatity was 26.00, the open interest changed by 14 which increased total open position to 154
On 11 Nov GODREJCP was trading at 1220.85. The strike last trading price was 34.55, which was 16.25 higher than the previous day. The implied volatity was 24.76, the open interest changed by -1 which decreased total open position to 141
On 8 Nov GODREJCP was trading at 1251.05. The strike last trading price was 18.3, which was 2.75 higher than the previous day. The implied volatity was 21.58, the open interest changed by 15 which increased total open position to 143
On 7 Nov GODREJCP was trading at 1258.50. The strike last trading price was 15.55, which was 3.25 higher than the previous day. The implied volatity was 23.65, the open interest changed by 14 which increased total open position to 126
On 6 Nov GODREJCP was trading at 1275.15. The strike last trading price was 12.3, which was -4.40 lower than the previous day. The implied volatity was 24.08, the open interest changed by 43 which increased total open position to 112
On 5 Nov GODREJCP was trading at 1266.25. The strike last trading price was 16.7, which was -2.35 lower than the previous day. The implied volatity was 24.62, the open interest changed by -9 which decreased total open position to 69
On 4 Nov GODREJCP was trading at 1272.15. The strike last trading price was 19.05, which was 0.80 higher than the previous day. The implied volatity was 27.78, the open interest changed by 32 which increased total open position to 78
On 1 Nov GODREJCP was trading at 1275.10. The strike last trading price was 18.25, which was 4.25 higher than the previous day. The implied volatity was 25.11, the open interest changed by -1 which decreased total open position to 47
On 31 Oct GODREJCP was trading at 1283.15. The strike last trading price was 14, which was -0.55 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 14.55, which was -5.90 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 20.45, which was 4.05 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 16.4, which was -9.60 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 26, which was 14.70 higher 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 11.3, 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 23 Oct GODREJCP was trading at 1292.35. The strike last trading price was 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GODREJCP was trading at 1422.30. 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 which decreased total open position to
On 25 Sept GODREJCP was trading at 1429.55. 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 which decreased total open position to
On 18 Sept GODREJCP was trading at 1432.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
