[--[65.84.65.76]--]

GODFRYPHLP

Godfrey Phillips India Lt
2114.4 -23.40 (-1.09%)
L: 2106.1 H: 2154.4

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Historical option data for GODFRYPHLP

21 Apr 2026 04:10 PM IST
GODFRYPHLP 28-Apr-2026 (6d) 2100 CE
Delta: 0.57
Vega: 0.01
Theta: -4.32
Gamma: 0.0025
Date Close Ltp Change IV Volume OI Chg OI
21 Apr 2114.40 74 -13.75 52.17 125 12 176
20 Apr 2137.80 86.3 -47.39999999999999 52.06 116 -17 163
17 Apr 2207.70 131.35 32.849999999999994 38.28 776 -65 179
16 Apr 2124.90 97 10.599999999999994 51.7 660 -9 245
15 Apr 2092.80 86.6 22.599999999999994 55.09 1,280 84 255
13 Apr 2043.30 60.7 -44.89999999999999 50.09 258 -6 171
10 Apr 2101.60 103.6 36.39999999999999 54.12 1,413 62 177
9 Apr 2034.80 61 17.35 46.64 653 117 119
8 Apr 2005.60 43.65 -29.8 39.84 4 2 2
7 Apr 1930.20 73.45 0 8.78 0 0 0
6 Apr 1926.50 73.45 0 8.53 0 0 0
2 Apr 1909.90 73.45 0 8.19 0 0 0
1 Apr 1927.30 73.45 0 7.36 0 0 0


For Godfrey Phillips India Lt - strike price 2100 expiring on 28APR2026

Delta for 2100 CE is 0.57

Historical price for 2100 CE is as follows

On 21 Apr GODFRYPHLP was trading at 2114.40. The strike last trading price was 74, which was -13.75 lower than the previous day. The implied volatity was 52.17, the open interest changed by 12 which increased total open position to 176


On 20 Apr GODFRYPHLP was trading at 2137.80. The strike last trading price was 86.3, which was -47.39999999999999 lower than the previous day. The implied volatity was 52.06, the open interest changed by -17 which decreased total open position to 163


On 17 Apr GODFRYPHLP was trading at 2207.70. The strike last trading price was 131.35, which was 32.849999999999994 higher than the previous day. The implied volatity was 38.28, the open interest changed by -65 which decreased total open position to 179


On 16 Apr GODFRYPHLP was trading at 2124.90. The strike last trading price was 97, which was 10.599999999999994 higher than the previous day. The implied volatity was 51.7, the open interest changed by -9 which decreased total open position to 245


On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 86.6, which was 22.599999999999994 higher than the previous day. The implied volatity was 55.09, the open interest changed by 84 which increased total open position to 255


On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 60.7, which was -44.89999999999999 lower than the previous day. The implied volatity was 50.09, the open interest changed by -6 which decreased total open position to 171


On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 103.6, which was 36.39999999999999 higher than the previous day. The implied volatity was 54.12, the open interest changed by 62 which increased total open position to 177


On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 61, which was 17.35 higher than the previous day. The implied volatity was 46.64, the open interest changed by 117 which increased total open position to 119


On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 43.65, which was -29.8 lower than the previous day. The implied volatity was 39.84, the open interest changed by 2 which increased total open position to 2


On 7 Apr GODFRYPHLP was trading at 1930.20. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 8.78, 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 73.45, which was 0 lower than the previous day. The implied volatity was 8.53, 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 73.45, which was 0 lower than the previous day. The implied volatity was 8.19, 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 73.45, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0


GODFRYPHLP 28-Apr-2026 (6d) 2100 PE
Delta: -0.42
Vega: 0.01
Theta: -4.08
Gamma: 0.00245
Date Close Ltp Change IV Volume OI Chg OI
21 Apr 2114.40 52.05 -6.300000000000004 53.21 459 0 327
20 Apr 2137.80 59 10.25 59.54 607 -7 325
17 Apr 2207.70 51.45 -13.5 65.79 1,459 227 334
16 Apr 2124.90 65 -23.700000000000003 51.63 160 47 107
15 Apr 2092.80 88.5 -29.400000000000006 54.56 90 24 58
13 Apr 2043.30 117.9 26.30000000000001 54.36 9 0 33
10 Apr 2101.60 90 -198.2 49.21 38 34 34
9 Apr 2034.80 288.2 0 - 0 0 0
8 Apr 2005.60 288.2 0 - 0 0 0
7 Apr 1930.20 288.2 0 - 0 0 0
6 Apr 1926.50 288.2 0 - 0 0 0
2 Apr 1909.90 288.2 0 - 0 0 0
1 Apr 1927.30 288.2 0 - 0 0 0


For Godfrey Phillips India Lt - strike price 2100 expiring on 28APR2026

Delta for 2100 PE is -0.42

Historical price for 2100 PE is as follows

On 21 Apr GODFRYPHLP was trading at 2114.40. The strike last trading price was 52.05, which was -6.300000000000004 lower than the previous day. The implied volatity was 53.21, the open interest changed by 0 which decreased total open position to 327


On 20 Apr GODFRYPHLP was trading at 2137.80. The strike last trading price was 59, which was 10.25 higher than the previous day. The implied volatity was 59.54, the open interest changed by -7 which decreased total open position to 325


On 17 Apr GODFRYPHLP was trading at 2207.70. The strike last trading price was 51.45, which was -13.5 lower than the previous day. The implied volatity was 65.79, the open interest changed by 227 which increased total open position to 334


On 16 Apr GODFRYPHLP was trading at 2124.90. The strike last trading price was 65, which was -23.700000000000003 lower than the previous day. The implied volatity was 51.63, the open interest changed by 47 which increased total open position to 107


On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 88.5, which was -29.400000000000006 lower than the previous day. The implied volatity was 54.56, the open interest changed by 24 which increased total open position to 58


On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 117.9, which was 26.30000000000001 higher than the previous day. The implied volatity was 54.36, the open interest changed by 0 which decreased total open position to 33


On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 90, which was -198.2 lower than the previous day. The implied volatity was 49.21, the open interest changed by 34 which increased total open position to 34


On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 288.2, 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 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 288.2, 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 288.2, 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 288.2, 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 288.2, 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 288.2, 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