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Historical option data for GODFRYPHLP

20 May 2026 04:10 PM IST
GODFRYPHLP 26-May-2026 (5d) 2320 CE
Delta: 0.53
Vega: 0.01
Theta: -4.95
Gamma: 0.00259
Date Close Ltp Change IV Volume OI Chg OI
20 May 2305.30 65.15 -11 (-14.45%) 50.01 910 40 131
19 May 2339.90 77 -5.35 (-6.50%) 50.4 305 -39 92
18 May 2314.90 73.25 -123.75 (-62.82%) 54.32 718 80 132
15 May 2424.90 197 -8.05 (-3.93%) 75.08 9 1 53
14 May 2458.60 205.05 28.05 (15.85%) 71.19 4 0 52
13 May 2418.60 177 60.05 (51.35%) 0 5 -2 53
12 May 2341.30 118.15 -21.85 (-15.61%) 0 6 -1 54
11 May 2392.10 140 -17.85 (-11.31%) 0 1 -1 55
8 May 2424.80 158 47.95 (43.57%) 44.29 42 -15 56
7 May 2340.40 108.85 4.95 (4.76%) 43.82 160 -21 73
6 May 2308.00 107.1 28.2 (35.74%) 49.9 336 41 92
5 May 2238.70 78.9 2.1 (2.73%) 52.02 27 -3 52
4 May 2216.30 76.8 -18.7 (-19.58%) 53.19 17 11 60
30 Apr 2251.00 95.5 -18.45 (-16.19%) 51.09 71 13 62
29 Apr 2275.30 112 30.2 (36.92%) 53.31 118 49 49
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 10 10


For Godfrey Phillips India Lt - strike price 2320 expiring on 26MAY2026

Delta for 2320 CE is 0.53

Historical price for 2320 CE is as follows

On 20 May GODFRYPHLP was trading at 2305.30. The strike last trading price was 65.15, which was -11 lower than the previous day. The implied volatity was 50.01, the open interest changed by 40 which increased total open position to 131


On 19 May GODFRYPHLP was trading at 2339.90. The strike last trading price was 77, which was -5.35 lower than the previous day. The implied volatity was 50.4, the open interest changed by -39 which decreased total open position to 92


On 18 May GODFRYPHLP was trading at 2314.90. The strike last trading price was 73.25, which was -123.75 lower than the previous day. The implied volatity was 54.32, the open interest changed by 80 which increased total open position to 132


On 15 May GODFRYPHLP was trading at 2424.90. The strike last trading price was 197, which was -8.05 lower than the previous day. The implied volatity was 75.08, the open interest changed by 1 which increased total open position to 53


On 14 May GODFRYPHLP was trading at 2458.60. The strike last trading price was 205.05, which was 28.05 higher than the previous day. The implied volatity was 71.19, the open interest changed by 0 which decreased total open position to 52


On 13 May GODFRYPHLP was trading at 2418.60. The strike last trading price was 177, which was 60.05 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 53


On 12 May GODFRYPHLP was trading at 2341.30. The strike last trading price was 118.15, which was -21.85 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 54


On 11 May GODFRYPHLP was trading at 2392.10. The strike last trading price was 140, which was -17.85 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 55


On 8 May GODFRYPHLP was trading at 2424.80. The strike last trading price was 158, which was 47.95 higher than the previous day. The implied volatity was 44.29, the open interest changed by -15 which decreased total open position to 56


On 7 May GODFRYPHLP was trading at 2340.40. The strike last trading price was 108.85, which was 4.95 higher than the previous day. The implied volatity was 43.82, the open interest changed by -21 which decreased total open position to 73


On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 107.1, which was 28.2 higher than the previous day. The implied volatity was 49.9, the open interest changed by 41 which increased total open position to 92


On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 78.9, which was 2.1 higher than the previous day. The implied volatity was 52.02, the open interest changed by -3 which decreased total open position to 52


On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 76.8, which was -18.7 lower than the previous day. The implied volatity was 53.19, the open interest changed by 11 which increased total open position to 60


On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 95.5, which was -18.45 lower than the previous day. The implied volatity was 51.09, the open interest changed by 13 which increased total open position to 62


On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 112, which was 30.2 higher than the previous day. The implied volatity was 53.31, the open interest changed by 49 which increased total open position to 49


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 10 which increased total open position to 10


GODFRYPHLP 26-May-2026 (5d) 2320 PE
Delta: -0.47
Vega: 0.01
Theta: -4.52
Gamma: 0.00264
Date Close Ltp Change IV Volume OI Chg OI
20 May 2305.30 56 -0.5 (-0.88%) 49.16 137 12 68
19 May 2339.90 56 -36.65 (-39.56%) 50.83 121 6 54
18 May 2314.90 96.3 9.45 (10.88%) 65.75 245 33 48
15 May 2424.90 86.85 0 (0.00%) - 0 0 15
14 May 2458.60 86.85 0 (0.00%) 0 0 0 15
13 May 2418.60 86.85 0 (0.00%) 0 0 0 15
12 May 2341.30 86.85 -415.8 (-82.72%) 56.74 25 14 14
11 May 2392.10 0 -502.65 (-100.00%) 0 0 0 0
8 May 2424.80 0 0 - 0 0 0
7 May 2340.40 0 0 - 0 0 0
6 May 2308.00 0 0 - 0 0 0
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
15 Apr 2092.80 - - - 0 0 0
13 Apr 2043.30 0 0 - 0 10 10


For Godfrey Phillips India Lt - strike price 2320 expiring on 26MAY2026

Delta for 2320 PE is -0.47

Historical price for 2320 PE is as follows

On 20 May GODFRYPHLP was trading at 2305.30. The strike last trading price was 56, which was -0.5 lower than the previous day. The implied volatity was 49.16, the open interest changed by 12 which increased total open position to 68


On 19 May GODFRYPHLP was trading at 2339.90. The strike last trading price was 56, which was -36.65 lower than the previous day. The implied volatity was 50.83, the open interest changed by 6 which increased total open position to 54


On 18 May GODFRYPHLP was trading at 2314.90. The strike last trading price was 96.3, which was 9.45 higher than the previous day. The implied volatity was 65.75, the open interest changed by 33 which increased total open position to 48


On 15 May GODFRYPHLP was trading at 2424.90. The strike last trading price was 86.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 14 May GODFRYPHLP was trading at 2458.60. The strike last trading price was 86.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15


On 13 May GODFRYPHLP was trading at 2418.60. The strike last trading price was 86.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15


On 12 May GODFRYPHLP was trading at 2341.30. The strike last trading price was 86.85, which was -415.8 lower than the previous day. The implied volatity was 56.74, the open interest changed by 14 which increased total open position to 14


On 11 May GODFRYPHLP was trading at 2392.10. The strike last trading price was 0, which was -502.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May GODFRYPHLP was trading at 2424.80. 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 7 May GODFRYPHLP was trading at 2340.40. 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 6 May GODFRYPHLP was trading at 2308.00. 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 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


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 10 which increased total open position to 10