GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
21 Apr 2026 04:10 PM IST
| GODFRYPHLP 28-Apr-2026 (7d) 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 (7d) 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
