GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
16 Apr 2026 04:11 PM IST
| GODFRYPHLP 28-Apr-2026 (11d) 2060 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.01
Theta: -3.78
Gamma: 0.00157
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 2124.90 | 129.8 | 22.450000000000017 | 61.64 | 3 | 1 | 66 | |||||||||
| 15 Apr | 2092.80 | 107.35 | 24.39999999999999 | 55.01 | 37 | -18 | 66 | |||||||||
| 13 Apr | 2043.30 | 78 | -53.30000000000001 | 52.03 | 74 | 25 | 84 | |||||||||
| 10 Apr | 2101.60 | 130 | 46.5 | 56.71 | 211 | -1 | 55 | |||||||||
| 9 Apr | 2034.80 | 82.5 | 16.5 | 48.69 | 494 | 39 | 58 | |||||||||
| 8 Apr | 2005.60 | 66 | 18.55 | 44.08 | 62 | -8 | 19 | |||||||||
| 7 Apr | 1930.20 | 40.3 | -15.45 | 46.46 | 31 | 23 | 29 | |||||||||
| 6 Apr | 1926.50 | 56 | 4.65 | 53.67 | 25 | 2 | 6 | |||||||||
| 2 Apr | 1909.90 | 51.35 | -5.75 | 48.55 | 3 | 0 | 3 | |||||||||
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| 1 Apr | 1927.30 | 57.1 | -27.35 | 47.85 | 9 | 5 | 5 | |||||||||
For Godfrey Phillips India Lt - strike price 2060 expiring on 28APR2026
Delta for 2060 CE is 0.63
Historical price for 2060 CE is as follows
On 16 Apr GODFRYPHLP was trading at 2124.90. The strike last trading price was 129.8, which was 22.450000000000017 higher than the previous day. The implied volatity was 61.64, the open interest changed by 1 which increased total open position to 66
On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 107.35, which was 24.39999999999999 higher than the previous day. The implied volatity was 55.01, the open interest changed by -18 which decreased total open position to 66
On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 78, which was -53.30000000000001 lower than the previous day. The implied volatity was 52.03, the open interest changed by 25 which increased total open position to 84
On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 130, which was 46.5 higher than the previous day. The implied volatity was 56.71, the open interest changed by -1 which decreased total open position to 55
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 82.5, which was 16.5 higher than the previous day. The implied volatity was 48.69, the open interest changed by 39 which increased total open position to 58
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 66, which was 18.55 higher than the previous day. The implied volatity was 44.08, the open interest changed by -8 which decreased total open position to 19
On 7 Apr GODFRYPHLP was trading at 1930.20. The strike last trading price was 40.3, which was -15.45 lower than the previous day. The implied volatity was 46.46, the open interest changed by 23 which increased total open position to 29
On 6 Apr GODFRYPHLP was trading at 1926.50. The strike last trading price was 56, which was 4.65 higher than the previous day. The implied volatity was 53.67, the open interest changed by 2 which increased total open position to 6
On 2 Apr GODFRYPHLP was trading at 1909.90. The strike last trading price was 51.35, which was -5.75 lower than the previous day. The implied volatity was 48.55, the open interest changed by 0 which decreased total open position to 3
On 1 Apr GODFRYPHLP was trading at 1927.30. The strike last trading price was 57.1, which was -27.35 lower than the previous day. The implied volatity was 47.85, the open interest changed by 5 which increased total open position to 5
| GODFRYPHLP 28-Apr-2026 (11d) 2060 PE | |||||||
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Delta: -0.36
Vega: 0.01
Theta: -3.03
Gamma: 0.00175
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 2124.90 | 56 | -6.200000000000003 | 54.64 | 1 | 0 | 16 |
| 15 Apr | 2092.80 | 62.2 | -34.64999999999999 | 55.07 | 11 | -4 | 16 |
| 13 Apr | 2043.30 | 98.2 | 19.75 | 52.97 | 46 | -7 | 20 |
| 10 Apr | 2101.60 | 84.15 | -16.64999999999999 | 57.44 | 57 | 28 | 29 |
| 9 Apr | 2034.80 | 100.8 | -158.65 | - | 0 | 0 | 1 |
| 8 Apr | 2005.60 | 100.8 | -158.65 | 41.93 | 2 | 0 | 0 |
| 7 Apr | 1930.20 | 259.45 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1926.50 | 259.45 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1909.90 | 259.45 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1927.30 | 259.45 | 0 | - | 0 | 0 | 0 |
For Godfrey Phillips India Lt - strike price 2060 expiring on 28APR2026
Delta for 2060 PE is -0.36
Historical price for 2060 PE is as follows
On 16 Apr GODFRYPHLP was trading at 2124.90. The strike last trading price was 56, which was -6.200000000000003 lower than the previous day. The implied volatity was 54.64, the open interest changed by 0 which decreased total open position to 16
On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 62.2, which was -34.64999999999999 lower than the previous day. The implied volatity was 55.07, the open interest changed by -4 which decreased total open position to 16
On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 98.2, which was 19.75 higher than the previous day. The implied volatity was 52.97, the open interest changed by -7 which decreased total open position to 20
On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 84.15, which was -16.64999999999999 lower than the previous day. The implied volatity was 57.44, the open interest changed by 28 which increased total open position to 29
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 100.8, which was -158.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 100.8, which was -158.65 lower than the previous day. The implied volatity was 41.93, 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 259.45, 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 259.45, 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 259.45, 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 259.45, 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
