GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
02 Apr 2026 04:14 PM IST
| GODFRYPHLP 28-Apr-2026 (25d) 1900 CE | ||||||||||||||||
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Delta: 0.57
Vega: 2.01
Theta: -2.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 1909.90 | 119.5 | -23.05 | 51.46 | 73 | 13 | 13 | |||||||||
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| 1 Apr | 1927.30 | 142.55 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
For Godfrey Phillips India Lt - strike price 1900 expiring on 28APR2026
Delta for 1900 CE is 0.57
Historical price for 1900 CE is as follows
On 2 Apr GODFRYPHLP was trading at 1909.90. The strike last trading price was 119.5, which was -23.05 lower than the previous day. The implied volatity was 51.46, the open interest changed by 13 which increased total open position to 13
On 1 Apr GODFRYPHLP was trading at 1927.30. The strike last trading price was 142.55, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
| GODFRYPHLP 28-Apr-2026 (25d) 1900 PE | |||||||
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Delta: -0.42
Vega: 2.01
Theta: -2.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 1909.90 | 111.55 | 38.2 | 63.25 | 4 | 2 | 3 |
| 1 Apr | 1927.30 | 73.35 | -85.1 | 46.18 | 13 | 0 | 0 |
For Godfrey Phillips India Lt - strike price 1900 expiring on 28APR2026
Delta for 1900 PE is -0.42
Historical price for 1900 PE is as follows
On 2 Apr GODFRYPHLP was trading at 1909.90. The strike last trading price was 111.55, which was 38.2 higher than the previous day. The implied volatity was 63.25, the open interest changed by 2 which increased total open position to 3
On 1 Apr GODFRYPHLP was trading at 1927.30. The strike last trading price was 73.35, which was -85.1 lower than the previous day. The implied volatity was 46.18, the open interest changed by 0 which decreased total open position to 0
