Historical option data for GODFRYPHLP
29 Jun 2026 10:50 AM IST
| GODFRYPHLP 28-Jul-2026 (27d) 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.02
Theta: -1.37
Gamma: 0.00212
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2208.20 | 84.5 | -23.35 (-21.65%) | 29.5 | 13 | 8 | 57 | |||||||||
| 25 Jun | 2247.30 | 107.7 | -16.3 (-13.15%) | 29.39 | 53 | 5 | 47 | |||||||||
| 24 Jun | 2248.40 | 124 | 1.85 (1.51%) | 34.21 | 5 | 1 | 41 | |||||||||
| 23 Jun | 2237.90 | 122 | -33 (-21.29%) | 36.41 | 45 | 18 | 21 | |||||||||
| 22 Jun | 2287.60 | 155 | 15 (10.71%) | 34.1 | 1 | 0 | 3 | |||||||||
| 19 Jun | 2271.00 | 140 | -25 (-15.15%) | 32.85 | 4 | -1 | 2 | |||||||||
| 18 Jun | 2271.20 | 165 | -108.3 (-39.63%) | 40.65 | 3 | 3 | 3 | |||||||||
For Godfrey Phillips India Lt - strike price 2200 expiring on 28JUL2026
Delta for 2200 CE is 0.56
Historical price for 2200 CE is as follows
On 29 Jun GODFRYPHLP was trading at 2208.20. The strike last trading price was 84.5, which was -23.35 lower than the previous day. The implied volatity was 29.5, the open interest changed by 8 which increased total open position to 57
On 25 Jun GODFRYPHLP was trading at 2247.30. The strike last trading price was 107.7, which was -16.3 lower than the previous day. The implied volatity was 29.39, the open interest changed by 5 which increased total open position to 47
On 24 Jun GODFRYPHLP was trading at 2248.40. The strike last trading price was 124, which was 1.85 higher than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 41
On 23 Jun GODFRYPHLP was trading at 2237.90. The strike last trading price was 122, which was -33 lower than the previous day. The implied volatity was 36.41, the open interest changed by 18 which increased total open position to 21
On 22 Jun GODFRYPHLP was trading at 2287.60. The strike last trading price was 155, which was 15 higher than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 3
On 19 Jun GODFRYPHLP was trading at 2271.00. The strike last trading price was 140, which was -25 lower than the previous day. The implied volatity was 32.85, the open interest changed by -1 which decreased total open position to 2
On 18 Jun GODFRYPHLP was trading at 2271.20. The strike last trading price was 165, which was -108.3 lower than the previous day. The implied volatity was 40.65, the open interest changed by 3 which increased total open position to 3
| GODFRYPHLP 28-Jul-2026 (27d) 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.02
Theta: -1.61
Gamma: 0.00146
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2208.20 | 97.8 | -227.8 (-69.96%) | 43.05 | 8 | 7 | 7 |
| 25 Jun | 2247.30 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Jun | 2248.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 2237.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 2287.60 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 2271.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 2271.20 | 0 | 0 | - | 0 | 0 | 0 |
For Godfrey Phillips India Lt - strike price 2200 expiring on 28JUL2026
Delta for 2200 PE is -0.45
Historical price for 2200 PE is as follows
On 29 Jun GODFRYPHLP was trading at 2208.20. The strike last trading price was 97.8, which was -227.8 lower than the previous day. The implied volatity was 43.05, the open interest changed by 7 which increased total open position to 7
On 25 Jun GODFRYPHLP was trading at 2247.30. The strike last trading price was 0, 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 24 Jun GODFRYPHLP was trading at 2248.40. The strike last trading price was 0, 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 23 Jun GODFRYPHLP was trading at 2237.90. The strike last trading price was 0, 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 22 Jun GODFRYPHLP was trading at 2287.60. The strike last trading price was 0, 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 19 Jun GODFRYPHLP was trading at 2271.00. The strike last trading price was 0, 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 18 Jun GODFRYPHLP was trading at 2271.20. The strike last trading price was 0, 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
