GODREJCP GODREJ CONSUMER PRODUCTS

GODREJ CONSUMER PRODUCTS — on this desk since 1 Jan 2016.

Results meeting in 13 days Thu 29 Oct 2026, as the company announced it to NSE

implied move
2.8%
12 days to the expiry read
futures
long unwind
price fell and open interest fell
basis
-0.28%
the future traded 0.28% below the share
option prices
13
dearer than 13 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————77030,000−2,5000.08long unwinding
————78038,500−2,0000.90short covering
————79029,500−2,5000.35long unwinding
—71.5908,5008002,95,500+12,0000.68short build-up
————81041,500−4,5001.45short covering
—53.1207,5008202,12,00001.90—
short build-up44.53+10,00017,0008301,43,000−16,5002.70short covering
long unwinding30.75−2,50056,5008401,94,500−6,0004.05long unwinding
long unwinding22.80−10,0001,44,5008502,69,000−43,5006.10—
long unwinding16.15−5,0006,32,500wall860wall3,33,500−33,0009.25long unwinding
long unwinding10.65−6,5003,69,000870at the money2,72,000+27,00014.00long build-up
short build-up6.90+21,5003,98,5008802,69,000+22,00020.25long build-up
short build-up4.40+88,0002,11,50089029,500−3,50028.27short covering
long unwinding2.85−39,0006,27,0009001,33,000−6,00036.15short covering
long unwinding1.80−17,5001,03,00091029,000043.31—
long unwinding1.30−17,50090,50092022,000051.77—
short covering1.85−21,50039,00093085,500+10,00060.70long build-up
—0.75−1,50057,0009401,89,000−25,00073.00short covering
long unwinding0.68−50097,5009501,14,500+12,00079.49long build-up
long unwinding0.40−2,50013,5009602,000089.18—
—0.2207,000970————

The options were priced for a move of about 2.8% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long unwind: price fell and open interest fell.

For this stock, 292 of 572 times the close 5 sessions later was higher.

Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.28% below the share.

Not in the F&O ban this session; open interest stood at 24% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 2.8% by 27 Oct; over the sessions the desk holds it ranged 1.2–7.2%.

Option prices were dearer than 13 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

Show the recordHide the record

Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong unwind2.8%-0.28%
Wed 14 Octshort cover2.9%-0.40%
Tue 13 Octlong build3.3%-0.97%
Mon 12 Octshort build3.6%-0.35%
Fri 9 Octshort cover3.6%0.67%
Thu 8 Octlong unwind4.1%-0.32%
Wed 7 Octlong unwind4.2%0.24%
Tue 6 Octshort cover4.3%0.24%
Mon 5 Octshort build5.4%0.59%
Thu 1 Octlong unwind5.4%0.70%
Wed 30 Seplong unwind5.2%0.19%
Tue 29 Sepshort build5.1%0.41%
Mon 28 Seplong unwind5.3%0.33%
Fri 25 Seplong build1.4%-0.20%
Thu 24 Seplong unwind1.8%-0.09%
Wed 23 Sepshort cover1.8%-0.08%
Tue 22 Sepshort cover2.2%0.10%
Mon 21 Sepshort build2.4%0.42%
Fri 18 Sepshort cover2.7%-0.24%
Thu 17 Sepshort cover3.0%0.10%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.