GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
15 Apr 2026 04:11 PM IST
| GODFRYPHLP 28-Apr-2026 (12d) 2040 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.02
Theta: -3.26
Gamma: 0.00162
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 2092.80 | 131.55 | 38.55000000000001 | 56.38 | 28 | -12 | 45 | |||||||||
| 13 Apr | 2043.30 | 92.9 | -49.400000000000006 | 53.3 | 45 | 15 | 55 | |||||||||
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| 10 Apr | 2101.60 | 140.6 | 47.099999999999994 | 57.26 | 71 | 7 | 40 | |||||||||
| 9 Apr | 2034.80 | 95.2 | 21.7 | 50.54 | 121 | 25 | 36 | |||||||||
| 8 Apr | 2005.60 | 73.5 | -16.95 | 43.55 | 22 | 10 | 10 | |||||||||
| 7 Apr | 1930.20 | 90.45 | 0 | 5.87 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1926.50 | 90.45 | 0 | 5.51 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1909.90 | 90.45 | 0 | 5.54 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1927.30 | 90.45 | 0 | 4.65 | 0 | 0 | 0 | |||||||||
For Godfrey Phillips India Lt - strike price 2040 expiring on 28APR2026
Delta for 2040 CE is 0.65
Historical price for 2040 CE is as follows
On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 131.55, which was 38.55000000000001 higher than the previous day. The implied volatity was 56.38, the open interest changed by -12 which decreased total open position to 45
On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 92.9, which was -49.400000000000006 lower than the previous day. The implied volatity was 53.3, the open interest changed by 15 which increased total open position to 55
On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 140.6, which was 47.099999999999994 higher than the previous day. The implied volatity was 57.26, the open interest changed by 7 which increased total open position to 40
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 95.2, which was 21.7 higher than the previous day. The implied volatity was 50.54, the open interest changed by 25 which increased total open position to 36
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 73.5, which was -16.95 lower than the previous day. The implied volatity was 43.55, the open interest changed by 10 which increased total open position to 10
On 7 Apr GODFRYPHLP was trading at 1930.20. The strike last trading price was 90.45, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 6 Apr GODFRYPHLP was trading at 1926.50. The strike last trading price was 90.45, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 2 Apr GODFRYPHLP was trading at 1909.90. The strike last trading price was 90.45, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
On 1 Apr GODFRYPHLP was trading at 1927.30. The strike last trading price was 90.45, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
| GODFRYPHLP 28-Apr-2026 (12d) 2040 PE | |||||||
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Delta: -0.39
Vega: 0.02
Theta: -3.17
Gamma: 0.00163
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 2092.80 | 68 | -21.549999999999997 | 58.61 | 39 | -7 | 35 |
| 13 Apr | 2043.30 | 90.3 | 15.5 | 56.16 | 21 | 2 | 31 |
| 10 Apr | 2101.60 | 78.3 | -16.299999999999997 | 58.75 | 16 | 3 | 31 |
| 9 Apr | 2034.80 | 93.8 | -151.75 | 51.73 | 71 | 30 | 30 |
| 8 Apr | 2005.60 | 245.55 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1930.20 | 245.55 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1926.50 | 245.55 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1909.90 | 245.55 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1927.30 | 245.55 | 0 | - | 0 | 0 | 0 |
For Godfrey Phillips India Lt - strike price 2040 expiring on 28APR2026
Delta for 2040 PE is -0.39
Historical price for 2040 PE is as follows
On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 68, which was -21.549999999999997 lower than the previous day. The implied volatity was 58.61, the open interest changed by -7 which decreased total open position to 35
On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 90.3, which was 15.5 higher than the previous day. The implied volatity was 56.16, the open interest changed by 2 which increased total open position to 31
On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 78.3, which was -16.299999999999997 lower than the previous day. The implied volatity was 58.75, the open interest changed by 3 which increased total open position to 31
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 93.8, which was -151.75 lower than the previous day. The implied volatity was 51.73, the open interest changed by 30 which increased total open position to 30
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 245.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr GODFRYPHLP was trading at 1930.20. The strike last trading price was 245.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr GODFRYPHLP was trading at 1926.50. The strike last trading price was 245.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr GODFRYPHLP was trading at 1909.90. The strike last trading price was 245.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr GODFRYPHLP was trading at 1927.30. The strike last trading price was 245.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
