GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
06 May 2026 04:10 PM IST
| GODFRYPHLP 26-May-2026 (19d) 2240 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.02
Theta: -2.42
Gamma: 0.00149
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 2308.00 | 141.2 | 21.349999999999994 (17.81%) | 45.85 | 73 | -34 | 60 | |||||||||
| 5 May | 2238.70 | 121.55 | 12.599999999999994 (11.56%) | 54.71 | 55 | 0 | 93 | |||||||||
| 4 May | 2216.30 | 109.6 | -25.400000000000006 (-18.81%) | 52.46 | 70 | 32 | 94 | |||||||||
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| 30 Apr | 2251.00 | 135 | -22.900000000000006 (-14.50%) | 53.16 | 116 | 29 | 91 | |||||||||
| 29 Apr | 2275.30 | 150.75 | 4.599999999999994 (3.15%) | 53.77 | 350 | 60 | 61 | |||||||||
| 28 Apr | 2116.10 | 146.15 | -13.650000000000006 (-8.54%) | - | 0 | 0 | 1 | |||||||||
| 27 Apr | 2114.00 | 146.15 | -13.650000000000006 (-8.54%) | - | 0 | 0 | 1 | |||||||||
| 24 Apr | 2107.20 | 146.15 | -13.650000000000006 (-8.54%) | - | 0 | 0 | 1 | |||||||||
| 23 Apr | 2153.30 | 146.15 | -13.650000000000006 (-8.54%) | 66.25 | 0 | 0 | 1 | |||||||||
| 22 Apr | 2164.60 | 146.15 | 47.5 (48.15%) | 66.25 | 1 | 0 | 0 | |||||||||
| 21 Apr | 2114.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 2137.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 2240 expiring on 26MAY2026
Delta for 2240 CE is 0.64
Historical price for 2240 CE is as follows
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 141.2, which was 21.349999999999994 higher than the previous day. The implied volatity was 45.85, the open interest changed by -34 which decreased total open position to 60
On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 121.55, which was 12.599999999999994 higher than the previous day. The implied volatity was 54.71, the open interest changed by 0 which decreased total open position to 93
On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 109.6, which was -25.400000000000006 lower than the previous day. The implied volatity was 52.46, the open interest changed by 32 which increased total open position to 94
On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 135, which was -22.900000000000006 lower than the previous day. The implied volatity was 53.16, the open interest changed by 29 which increased total open position to 91
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 150.75, which was 4.599999999999994 higher than the previous day. The implied volatity was 53.77, the open interest changed by 60 which increased total open position to 61
On 28 Apr GODFRYPHLP was trading at 2116.10. The strike last trading price was 146.15, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Apr GODFRYPHLP was trading at 2114.00. The strike last trading price was 146.15, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr GODFRYPHLP was trading at 2107.20. The strike last trading price was 146.15, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr GODFRYPHLP was trading at 2153.30. The strike last trading price was 146.15, which was -13.650000000000006 lower than the previous day. The implied volatity was 66.25, the open interest changed by 0 which decreased total open position to 1
On 22 Apr GODFRYPHLP was trading at 2164.60. The strike last trading price was 146.15, which was 47.5 higher than the previous day. The implied volatity was 66.25, the open interest changed by 0 which decreased total open position to 0
On 21 Apr GODFRYPHLP was trading at 2114.40. 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 20 Apr GODFRYPHLP was trading at 2137.80. 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 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
| GODFRYPHLP 26-May-2026 (19d) 2240 PE | |||||||
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Delta: -0.35
Vega: 0.02
Theta: -1.83
Gamma: 0.00165
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 2308.00 | 55.45 | -55 (-49.80%) | 41.1 | 25 | 6 | 32 |
| 5 May | 2238.70 | 110.45 | -20.89999999999999 (-15.91%) | 53.75 | 7 | 1 | 25 |
| 4 May | 2216.30 | 127.8 | 5.799999999999997 (4.75%) | 55.58 | 16 | 7 | 23 |
| 30 Apr | 2251.00 | 122 | 12.599999999999994 (11.52%) | 54.15 | 29 | 2 | 18 |
| 29 Apr | 2275.30 | 110 | -330.35 (-75.02%) | 51.72 | 28 | 15 | 15 |
| 28 Apr | 2116.10 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 2114.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 2107.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 2153.30 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 2164.60 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 2114.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 2137.80 | 0 | 0 | - | 0 | 0 | 0 |
| 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 2240 expiring on 26MAY2026
Delta for 2240 PE is -0.35
Historical price for 2240 PE is as follows
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 55.45, which was -55 lower than the previous day. The implied volatity was 41.1, the open interest changed by 6 which increased total open position to 32
On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 110.45, which was -20.89999999999999 lower than the previous day. The implied volatity was 53.75, the open interest changed by 1 which increased total open position to 25
On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 127.8, which was 5.799999999999997 higher than the previous day. The implied volatity was 55.58, the open interest changed by 7 which increased total open position to 23
On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 122, which was 12.599999999999994 higher than the previous day. The implied volatity was 54.15, the open interest changed by 2 which increased total open position to 18
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 110, which was -330.35 lower than the previous day. The implied volatity was 51.72, the open interest changed by 15 which increased total open position to 15
On 28 Apr GODFRYPHLP was trading at 2116.10. 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 27 Apr GODFRYPHLP was trading at 2114.00. 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 24 Apr GODFRYPHLP was trading at 2107.20. 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
On 23 Apr GODFRYPHLP was trading at 2153.30. 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 22 Apr GODFRYPHLP was trading at 2164.60. 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 21 Apr GODFRYPHLP was trading at 2114.40. 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 20 Apr GODFRYPHLP was trading at 2137.80. 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 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
