GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
07 May 2026 11:59 AM IST
| GODFRYPHLP 26-May-2026 (19d) 2260 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0.02
Theta: -2.38
Gamma: 0.0014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 2357.30 | 163.2 | 24.549999999999983 (17.71%) | 45.84 | 30 | -24 | 81 | |||||||||
| 6 May | 2308.00 | 135 | 24.150000000000006 (21.79%) | 47.04 | 175 | -5 | 106 | |||||||||
| 5 May | 2238.70 | 113.5 | 13.349999999999994 (13.33%) | 54.87 | 61 | -11 | 111 | |||||||||
| 4 May | 2216.30 | 101.7 | -27.200000000000003 (-21.10%) | 53.99 | 141 | 57 | 122 | |||||||||
| 30 Apr | 2251.00 | 129.6 | -14.849999999999994 (-10.28%) | 53.74 | 477 | 35 | 100 | |||||||||
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| 29 Apr | 2275.30 | 140.35 | 1.6500000000000057 (1.19%) | 53.71 | 409 | 67 | 68 | |||||||||
| 28 Apr | 2116.10 | 138.7 | -13.200000000000017 (-8.69%) | - | 0 | 0 | 1 | |||||||||
| 27 Apr | 2114.00 | 138.7 | -13.200000000000017 (-8.69%) | - | 0 | 0 | 1 | |||||||||
| 24 Apr | 2107.20 | 138.7 | -13.200000000000017 (-8.69%) | - | 0 | 0 | 1 | |||||||||
| 23 Apr | 2153.30 | 138.7 | -13.200000000000017 (-8.69%) | 66.22 | 0 | 0 | 1 | |||||||||
| 22 Apr | 2164.60 | 138.7 | 44.54999999999998 (47.32%) | 66.22 | 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 2260 expiring on 26MAY2026
Delta for 2260 CE is 0.69
Historical price for 2260 CE is as follows
On 7 May GODFRYPHLP was trading at 2357.30. The strike last trading price was 163.2, which was 24.549999999999983 higher than the previous day. The implied volatity was 45.84, the open interest changed by -24 which decreased total open position to 81
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 135, which was 24.150000000000006 higher than the previous day. The implied volatity was 47.04, the open interest changed by -5 which decreased total open position to 106
On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 113.5, which was 13.349999999999994 higher than the previous day. The implied volatity was 54.87, the open interest changed by -11 which decreased total open position to 111
On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 101.7, which was -27.200000000000003 lower than the previous day. The implied volatity was 53.99, the open interest changed by 57 which increased total open position to 122
On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 129.6, which was -14.849999999999994 lower than the previous day. The implied volatity was 53.74, the open interest changed by 35 which increased total open position to 100
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 140.35, which was 1.6500000000000057 higher than the previous day. The implied volatity was 53.71, the open interest changed by 67 which increased total open position to 68
On 28 Apr GODFRYPHLP was trading at 2116.10. The strike last trading price was 138.7, which was -13.200000000000017 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 138.7, which was -13.200000000000017 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 138.7, which was -13.200000000000017 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 138.7, which was -13.200000000000017 lower than the previous day. The implied volatity was 66.22, 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 138.7, which was 44.54999999999998 higher than the previous day. The implied volatity was 66.22, 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) 2260 PE | |||||||
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Delta: -0.31
Vega: 0.02
Theta: -1.91
Gamma: 0.00148
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 2357.30 | 48.85 | -19.999999999999993 (-29.05%) | 43.4 | 42 | 21 | 94 |
| 6 May | 2308.00 | 62.15 | -63.85 (-50.67%) | 40.06 | 114 | 40 | 64 |
| 5 May | 2238.70 | 126 | -11 (-8.03%) | 53.27 | 8 | 6 | 24 |
| 4 May | 2216.30 | 134.15 | -2.4000000000000057 (-1.76%) | 52.69 | 18 | 14 | 19 |
| 30 Apr | 2251.00 | 136.55 | 17.750000000000014 (14.94%) | 56.24 | 32 | 5 | 10 |
| 29 Apr | 2275.30 | 123.45 | -332.2 (-72.91%) | 53.16 | 6 | 4 | 4 |
| 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 2260 expiring on 26MAY2026
Delta for 2260 PE is -0.31
Historical price for 2260 PE is as follows
On 7 May GODFRYPHLP was trading at 2357.30. The strike last trading price was 48.85, which was -19.999999999999993 lower than the previous day. The implied volatity was 43.4, the open interest changed by 21 which increased total open position to 94
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 62.15, which was -63.85 lower than the previous day. The implied volatity was 40.06, the open interest changed by 40 which increased total open position to 64
On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 126, which was -11 lower than the previous day. The implied volatity was 53.27, the open interest changed by 6 which increased total open position to 24
On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 134.15, which was -2.4000000000000057 lower than the previous day. The implied volatity was 52.69, the open interest changed by 14 which increased total open position to 19
On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 136.55, which was 17.750000000000014 higher than the previous day. The implied volatity was 56.24, the open interest changed by 5 which increased total open position to 10
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 123.45, which was -332.2 lower than the previous day. The implied volatity was 53.16, the open interest changed by 4 which increased total open position to 4
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
