GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
29 Apr 2026 04:10 PM IST
| GODFRYPHLP 26-May-2026 (26d) 2200 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.02
Theta: -2.44
Gamma: 0.00114
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 2275.30 | 173 | 79.55 | 53.59 | 3,319 | -31 | 252 | |||||||||
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| 28 Apr | 2116.10 | 95.95 | 6.6000000000000085 | 54.09 | 218 | 51 | 278 | |||||||||
| 27 Apr | 2114.00 | 89 | 0.5499999999999972 | 50.55 | 253 | 80 | 227 | |||||||||
| 24 Apr | 2107.20 | 90 | -36.900000000000006 | 50.49 | 94 | -5 | 147 | |||||||||
| 23 Apr | 2153.30 | 124.05 | -15.950000000000003 | 54.26 | 84 | 45 | 152 | |||||||||
| 22 Apr | 2164.60 | 140 | 31.049999999999997 | 56.83 | 152 | 47 | 106 | |||||||||
| 21 Apr | 2114.40 | 108.1 | -7.650000000000006 | 51.93 | 55 | 34 | 61 | |||||||||
| 20 Apr | 2137.80 | 115 | -27.849999999999994 | 51.65 | 43 | 21 | 27 | |||||||||
| 17 Apr | 2207.70 | 133.2 | 24.999999999999986 | 42.26 | 17 | 6 | 6 | |||||||||
| 15 Apr | 2092.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2043.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Godfrey Phillips India Lt - strike price 2200 expiring on 26MAY2026
Delta for 2200 CE is 0.62
Historical price for 2200 CE is as follows
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 173, which was 79.55 higher than the previous day. The implied volatity was 53.59, the open interest changed by -31 which decreased total open position to 252
On 28 Apr GODFRYPHLP was trading at 2116.10. The strike last trading price was 95.95, which was 6.6000000000000085 higher than the previous day. The implied volatity was 54.09, the open interest changed by 51 which increased total open position to 278
On 27 Apr GODFRYPHLP was trading at 2114.00. The strike last trading price was 89, which was 0.5499999999999972 higher than the previous day. The implied volatity was 50.55, the open interest changed by 80 which increased total open position to 227
On 24 Apr GODFRYPHLP was trading at 2107.20. The strike last trading price was 90, which was -36.900000000000006 lower than the previous day. The implied volatity was 50.49, the open interest changed by -5 which decreased total open position to 147
On 23 Apr GODFRYPHLP was trading at 2153.30. The strike last trading price was 124.05, which was -15.950000000000003 lower than the previous day. The implied volatity was 54.26, the open interest changed by 45 which increased total open position to 152
On 22 Apr GODFRYPHLP was trading at 2164.60. The strike last trading price was 140, which was 31.049999999999997 higher than the previous day. The implied volatity was 56.83, the open interest changed by 47 which increased total open position to 106
On 21 Apr GODFRYPHLP was trading at 2114.40. The strike last trading price was 108.1, which was -7.650000000000006 lower than the previous day. The implied volatity was 51.93, the open interest changed by 34 which increased total open position to 61
On 20 Apr GODFRYPHLP was trading at 2137.80. The strike last trading price was 115, which was -27.849999999999994 lower than the previous day. The implied volatity was 51.65, the open interest changed by 21 which increased total open position to 27
On 17 Apr GODFRYPHLP was trading at 2207.70. The strike last trading price was 133.2, which was 24.999999999999986 higher than the previous day. The implied volatity was 42.26, the open interest changed by 6 which increased total open position to 6
On 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr GODFRYPHLP was trading at 2043.30. 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
| GODFRYPHLP 26-May-2026 (26d) 2200 PE | |||||||
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Delta: -0.38
Vega: 0.02
Theta: -2.08
Gamma: 0.00116
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 2275.30 | 93.5 | -68.5 | 52.93 | 1,047 | 162 | 184 |
| 28 Apr | 2116.10 | 162 | -21.75 | 50.94 | 5 | 0 | 17 |
| 27 Apr | 2114.00 | 180.9 | -30.150000000000006 | 57.48 | 14 | 4 | 18 |
| 24 Apr | 2107.20 | 211.05 | 21.05000000000001 | 64.4 | 11 | 8 | 13 |
| 23 Apr | 2153.30 | 190 | 0.15000000000000568 | 63.85 | 3 | 1 | 3 |
| 22 Apr | 2164.60 | 189.85 | 189.85 | - | 0 | 0 | 2 |
| 21 Apr | 2114.40 | 189.85 | 189.85 | 60.76 | 0 | 0 | 2 |
| 20 Apr | 2137.80 | 189.85 | -220.50000000000003 | 60.76 | 2 | 1 | 1 |
| 17 Apr | 2207.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 2092.80 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 2043.30 | 0 | 0 | - | 0 | 0 | 0 |
For Godfrey Phillips India Lt - strike price 2200 expiring on 26MAY2026
Delta for 2200 PE is -0.38
Historical price for 2200 PE is as follows
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 93.5, which was -68.5 lower than the previous day. The implied volatity was 52.93, the open interest changed by 162 which increased total open position to 184
On 28 Apr GODFRYPHLP was trading at 2116.10. The strike last trading price was 162, which was -21.75 lower than the previous day. The implied volatity was 50.94, the open interest changed by 0 which decreased total open position to 17
On 27 Apr GODFRYPHLP was trading at 2114.00. The strike last trading price was 180.9, which was -30.150000000000006 lower than the previous day. The implied volatity was 57.48, the open interest changed by 4 which increased total open position to 18
On 24 Apr GODFRYPHLP was trading at 2107.20. The strike last trading price was 211.05, which was 21.05000000000001 higher than the previous day. The implied volatity was 64.4, the open interest changed by 8 which increased total open position to 13
On 23 Apr GODFRYPHLP was trading at 2153.30. The strike last trading price was 190, which was 0.15000000000000568 higher than the previous day. The implied volatity was 63.85, the open interest changed by 1 which increased total open position to 3
On 22 Apr GODFRYPHLP was trading at 2164.60. The strike last trading price was 189.85, which was 189.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr GODFRYPHLP was trading at 2114.40. The strike last trading price was 189.85, which was 189.85 higher than the previous day. The implied volatity was 60.76, the open interest changed by 0 which decreased total open position to 2
On 20 Apr GODFRYPHLP was trading at 2137.80. The strike last trading price was 189.85, which was -220.50000000000003 lower than the previous day. The implied volatity was 60.76, the open interest changed by 1 which increased total open position to 1
On 17 Apr GODFRYPHLP was trading at 2207.70. 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 15 Apr GODFRYPHLP was trading at 2092.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr GODFRYPHLP was trading at 2043.30. 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
