GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
09 Apr 2026 04:17 PM IST
| GODFRYPHLP 28-Apr-2026 (18d) 2000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 1.79
Theta: -2.6
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 2034.80 | 112.45 | 18.9 | 48.69 | 267 | -5 | 68 | |||||||||
| 8 Apr | 2005.60 | 96.15 | 30 | 45.39 | 330 | 6 | 74 | |||||||||
|
|
||||||||||||||||
| 7 Apr | 1930.20 | 61.5 | -14.3 | 47.71 | 110 | 31 | 69 | |||||||||
| 6 Apr | 1926.50 | 76 | 0.85 | 53.41 | 74 | -5 | 38 | |||||||||
| 2 Apr | 1909.90 | 78.55 | -5.45 | 52.34 | 102 | 23 | 44 | |||||||||
| 1 Apr | 1927.30 | 81.95 | -21.5 | 49.58 | 67 | 21 | 21 | |||||||||
For Godfrey Phillips India Lt - strike price 2000 expiring on 28APR2026
Delta for 2000 CE is 0.6
Historical price for 2000 CE is as follows
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 112.45, which was 18.9 higher than the previous day. The implied volatity was 48.69, the open interest changed by -5 which decreased total open position to 68
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 96.15, which was 30 higher than the previous day. The implied volatity was 45.39, the open interest changed by 6 which increased total open position to 74
On 7 Apr GODFRYPHLP was trading at 1930.20. The strike last trading price was 61.5, which was -14.3 lower than the previous day. The implied volatity was 47.71, the open interest changed by 31 which increased total open position to 69
On 6 Apr GODFRYPHLP was trading at 1926.50. The strike last trading price was 76, which was 0.85 higher than the previous day. The implied volatity was 53.41, the open interest changed by -5 which decreased total open position to 38
On 2 Apr GODFRYPHLP was trading at 1909.90. The strike last trading price was 78.55, which was -5.45 lower than the previous day. The implied volatity was 52.34, the open interest changed by 23 which increased total open position to 44
On 1 Apr GODFRYPHLP was trading at 1927.30. The strike last trading price was 81.95, which was -21.5 lower than the previous day. The implied volatity was 49.58, the open interest changed by 21 which increased total open position to 21
| GODFRYPHLP 28-Apr-2026 (18d) 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 1.8
Theta: -2.44
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 2034.80 | 83.5 | 2 | 56.72 | 99 | 23 | 83 |
| 8 Apr | 2005.60 | 74.1 | -80.7 | 45.32 | 104 | 52 | 61 |
| 7 Apr | 1930.20 | 157.3 | -72.4 | - | 0 | 0 | 9 |
| 6 Apr | 1926.50 | 157.3 | -72.4 | - | 0 | 0 | 9 |
| 2 Apr | 1909.90 | 157.3 | -72.4 | 58.26 | 9 | 7 | 8 |
| 1 Apr | 1927.30 | 229.7 | 10.9 | 94.81 | 1 | 0 | 0 |
For Godfrey Phillips India Lt - strike price 2000 expiring on 28APR2026
Delta for 2000 PE is -0.41
Historical price for 2000 PE is as follows
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 83.5, which was 2 higher than the previous day. The implied volatity was 56.72, the open interest changed by 23 which increased total open position to 83
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 74.1, which was -80.7 lower than the previous day. The implied volatity was 45.32, the open interest changed by 52 which increased total open position to 61
On 7 Apr GODFRYPHLP was trading at 1930.20. The strike last trading price was 157.3, which was -72.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Apr GODFRYPHLP was trading at 1926.50. The strike last trading price was 157.3, which was -72.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr GODFRYPHLP was trading at 1909.90. The strike last trading price was 157.3, which was -72.4 lower than the previous day. The implied volatity was 58.26, the open interest changed by 7 which increased total open position to 8
On 1 Apr GODFRYPHLP was trading at 1927.30. The strike last trading price was 229.7, which was 10.9 higher than the previous day. The implied volatity was 94.81, the open interest changed by 0 which decreased total open position to 0
