GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
08 May 2026 04:10 PM IST
| GODFRYPHLP 26-May-2026 (16d) 2300 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.02
Theta: -2.28
Gamma: 0.00139
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 2424.80 | 172 | 53.599999999999994 (45.27%) | 43.94 | 453 | -90 | 255 | |||||||||
| 7 May | 2340.40 | 117.35 | 5.3999999999999915 (4.82%) | 42.75 | 679 | -123 | 346 | |||||||||
| 6 May | 2308.00 | 113 | 20.299999999999997 (21.90%) | 48.14 | 1,880 | 51 | 476 | |||||||||
| 5 May | 2238.70 | 94 | 12.650000000000006 (15.55%) | 54.23 | 675 | 85 | 433 | |||||||||
| 4 May | 2216.30 | 82.2 | -27 (-24.73%) | 52.54 | 588 | -33 | 349 | |||||||||
| 30 Apr | 2251.00 | 111 | -16.349999999999994 (-12.84%) | 52.66 | 1,183 | -12 | 370 | |||||||||
| 29 Apr | 2275.30 | 120.6 | 59.099999999999994 (96.10%) | 53.32 | 3,705 | 315 | 382 | |||||||||
| 28 Apr | 2116.10 | 63.3 | 5.25 (9.04%) | 53.61 | 75 | 10 | 66 | |||||||||
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| 27 Apr | 2114.00 | 57 | -5 (-8.06%) | 50.63 | 41 | 24 | 54 | |||||||||
| 24 Apr | 2107.20 | 65 | -23.599999999999994 (-26.64%) | 52.79 | 24 | 11 | 29 | |||||||||
| 23 Apr | 2153.30 | 87 | 3 (3.57%) | 53.7 | 7 | 3 | 18 | |||||||||
| 22 Apr | 2164.60 | 84 | -34.8 (-29.29%) | 56.78 | 0 | 0 | 15 | |||||||||
| 21 Apr | 2114.40 | 84 | -1.4500000000000028 (-1.70%) | 56.78 | 1 | 0 | 15 | |||||||||
| 20 Apr | 2137.80 | 85.45 | -20 (-18.97%) | 53.3 | 3 | 2 | 15 | |||||||||
| 17 Apr | 2207.70 | 101 | -31.900000000000006 (-24.00%) | 46.22 | 21 | 7 | 8 | |||||||||
For Godfrey Phillips India Lt - strike price 2300 expiring on 26MAY2026
Delta for 2300 CE is 0.73
Historical price for 2300 CE is as follows
On 8 May GODFRYPHLP was trading at 2424.80. The strike last trading price was 172, which was 53.599999999999994 higher than the previous day. The implied volatity was 43.94, the open interest changed by -90 which decreased total open position to 255
On 7 May GODFRYPHLP was trading at 2340.40. The strike last trading price was 117.35, which was 5.3999999999999915 higher than the previous day. The implied volatity was 42.75, the open interest changed by -123 which decreased total open position to 346
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 113, which was 20.299999999999997 higher than the previous day. The implied volatity was 48.14, the open interest changed by 51 which increased total open position to 476
On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 94, which was 12.650000000000006 higher than the previous day. The implied volatity was 54.23, the open interest changed by 85 which increased total open position to 433
On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 82.2, which was -27 lower than the previous day. The implied volatity was 52.54, the open interest changed by -33 which decreased total open position to 349
On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 111, which was -16.349999999999994 lower than the previous day. The implied volatity was 52.66, the open interest changed by -12 which decreased total open position to 370
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 120.6, which was 59.099999999999994 higher than the previous day. The implied volatity was 53.32, the open interest changed by 315 which increased total open position to 382
On 28 Apr GODFRYPHLP was trading at 2116.10. The strike last trading price was 63.3, which was 5.25 higher than the previous day. The implied volatity was 53.61, the open interest changed by 10 which increased total open position to 66
On 27 Apr GODFRYPHLP was trading at 2114.00. The strike last trading price was 57, which was -5 lower than the previous day. The implied volatity was 50.63, the open interest changed by 24 which increased total open position to 54
On 24 Apr GODFRYPHLP was trading at 2107.20. The strike last trading price was 65, which was -23.599999999999994 lower than the previous day. The implied volatity was 52.79, the open interest changed by 11 which increased total open position to 29
On 23 Apr GODFRYPHLP was trading at 2153.30. The strike last trading price was 87, which was 3 higher than the previous day. The implied volatity was 53.7, the open interest changed by 3 which increased total open position to 18
On 22 Apr GODFRYPHLP was trading at 2164.60. The strike last trading price was 84, which was -34.8 lower than the previous day. The implied volatity was 56.78, the open interest changed by 0 which decreased total open position to 15
On 21 Apr GODFRYPHLP was trading at 2114.40. The strike last trading price was 84, which was -1.4500000000000028 lower than the previous day. The implied volatity was 56.78, the open interest changed by 0 which decreased total open position to 15
On 20 Apr GODFRYPHLP was trading at 2137.80. The strike last trading price was 85.45, which was -20 lower than the previous day. The implied volatity was 53.3, the open interest changed by 2 which increased total open position to 15
On 17 Apr GODFRYPHLP was trading at 2207.70. The strike last trading price was 101, which was -31.900000000000006 lower than the previous day. The implied volatity was 46.22, the open interest changed by 7 which increased total open position to 8
| GODFRYPHLP 26-May-2026 (16d) 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.02
Theta: -2.18
Gamma: 0.00131
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 2424.80 | 48.65 | -17.199999999999996 (-26.12%) | 47.77 | 490 | 118 | 249 |
| 7 May | 2340.40 | 65.85 | -28.200000000000003 (-29.98%) | 40.55 | 180 | 67 | 132 |
| 6 May | 2308.00 | 84.9 | -401.9 (-82.56%) | 43.01 | 129 | 64 | 64 |
| 5 May | 2238.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2216.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 2251.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 2275.30 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Godfrey Phillips India Lt - strike price 2300 expiring on 26MAY2026
Delta for 2300 PE is -0.28
Historical price for 2300 PE is as follows
On 8 May GODFRYPHLP was trading at 2424.80. The strike last trading price was 48.65, which was -17.199999999999996 lower than the previous day. The implied volatity was 47.77, the open interest changed by 118 which increased total open position to 249
On 7 May GODFRYPHLP was trading at 2340.40. The strike last trading price was 65.85, which was -28.200000000000003 lower than the previous day. The implied volatity was 40.55, the open interest changed by 67 which increased total open position to 132
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 84.9, which was -401.9 lower than the previous day. The implied volatity was 43.01, the open interest changed by 64 which increased total open position to 64
On 5 May GODFRYPHLP was trading at 2238.70. 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 4 May GODFRYPHLP was trading at 2216.30. 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 30 Apr GODFRYPHLP was trading at 2251.00. 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 29 Apr GODFRYPHLP was trading at 2275.30. 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 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
