GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
17 Apr 2026 04:11 PM IST
| GODFRYPHLP 28-Apr-2026 (10d) 2120 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.01
Theta: -2.18
Gamma: 0.00221
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 2207.70 | 111.95 | 24.35000000000001 | 37.55 | 76 | -19 | 52 | |||||||||
| 16 Apr | 2124.90 | 86.9 | 10.75 | 51.94 | 187 | 13 | 73 | |||||||||
| 15 Apr | 2092.80 | 77.55 | 15.599999999999994 | 55.15 | 312 | 49 | 62 | |||||||||
| 13 Apr | 2043.30 | 61.95 | -34.14999999999999 | 52.8 | 14 | -1 | 16 | |||||||||
| 10 Apr | 2101.60 | 91.6 | 31.699999999999996 | 52.51 | 102 | 14 | 17 | |||||||||
| 9 Apr | 2034.80 | 59.9 | -5 | 49.37 | 18 | 4 | 5 | |||||||||
| 8 Apr | 2005.60 | 64.9 | -3.6 | 55.28 | 1 | 0 | 0 | |||||||||
| 7 Apr | 1930.20 | 68.5 | 0 | 9.67 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1926.50 | 68.5 | 0 | 9.31 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1909.90 | 68.5 | 0 | 9.01 | 0 | 0 | 0 | |||||||||
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| 1 Apr | 1927.30 | 68.5 | 0 | 8.16 | 0 | 0 | 0 | |||||||||
For Godfrey Phillips India Lt - strike price 2120 expiring on 28APR2026
Delta for 2120 CE is 0.74
Historical price for 2120 CE is as follows
On 17 Apr GODFRYPHLP was trading at 2207.70. The strike last trading price was 111.95, which was 24.35000000000001 higher than the previous day. The implied volatity was 37.55, the open interest changed by -19 which decreased total open position to 52
On 16 Apr GODFRYPHLP was trading at 2124.90. The strike last trading price was 86.9, which was 10.75 higher than the previous day. The implied volatity was 51.94, the open interest changed by 13 which increased total open position to 73
On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 77.55, which was 15.599999999999994 higher than the previous day. The implied volatity was 55.15, the open interest changed by 49 which increased total open position to 62
On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 61.95, which was -34.14999999999999 lower than the previous day. The implied volatity was 52.8, the open interest changed by -1 which decreased total open position to 16
On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 91.6, which was 31.699999999999996 higher than the previous day. The implied volatity was 52.51, the open interest changed by 14 which increased total open position to 17
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 59.9, which was -5 lower than the previous day. The implied volatity was 49.37, the open interest changed by 4 which increased total open position to 5
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 64.9, which was -3.6 lower than the previous day. The implied volatity was 55.28, 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 68.5, which was 0 lower than the previous day. The implied volatity was 9.67, 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 68.5, which was 0 lower than the previous day. The implied volatity was 9.31, 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 68.5, which was 0 lower than the previous day. The implied volatity was 9.01, 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 68.5, which was 0 lower than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 0
| GODFRYPHLP 28-Apr-2026 (10d) 2120 PE | |||||||
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Delta: -0.33
Vega: 0.01
Theta: -3.55
Gamma: 0.00155
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 2207.70 | 54 | -19.049999999999997 | 60.31 | 6 | 0 | 34 |
| 16 Apr | 2124.90 | 72.35 | -27.950000000000003 | 49.36 | 32 | 18 | 32 |
| 15 Apr | 2092.80 | 99 | -31 | 54.1 | 25 | 13 | 15 |
| 13 Apr | 2043.30 | 130 | 130 | - | 0 | 0 | 2 |
| 10 Apr | 2101.60 | 130 | 130 | - | 0 | 0 | 2 |
| 9 Apr | 2034.80 | 130 | -173.15 | 45.7 | 3 | 1 | 1 |
| 8 Apr | 2005.60 | 303.15 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1930.20 | 303.15 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1926.50 | 303.15 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1909.90 | 303.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1927.30 | 303.15 | 0 | - | 0 | 0 | 0 |
For Godfrey Phillips India Lt - strike price 2120 expiring on 28APR2026
Delta for 2120 PE is -0.33
Historical price for 2120 PE is as follows
On 17 Apr GODFRYPHLP was trading at 2207.70. The strike last trading price was 54, which was -19.049999999999997 lower than the previous day. The implied volatity was 60.31, the open interest changed by 0 which decreased total open position to 34
On 16 Apr GODFRYPHLP was trading at 2124.90. The strike last trading price was 72.35, which was -27.950000000000003 lower than the previous day. The implied volatity was 49.36, the open interest changed by 18 which increased total open position to 32
On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was 99, which was -31 lower than the previous day. The implied volatity was 54.1, the open interest changed by 13 which increased total open position to 15
On 13 Apr GODFRYPHLP was trading at 2043.30. The strike last trading price was 130, which was 130 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr GODFRYPHLP was trading at 2101.60. The strike last trading price was 130, which was 130 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr GODFRYPHLP was trading at 2034.80. The strike last trading price was 130, which was -173.15 lower than the previous day. The implied volatity was 45.7, the open interest changed by 1 which increased total open position to 1
On 8 Apr GODFRYPHLP was trading at 2005.60. The strike last trading price was 303.15, 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 303.15, 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 303.15, 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 303.15, 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 303.15, 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
