GODFRYPHLP
Godfrey Phillips India Lt
Historical option data for GODFRYPHLP
15 May 2026 04:10 PM IST
| GODFRYPHLP 26-May-2026 (10d) 2340 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.02
Theta: -4.89
Gamma: 0.0011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 2424.90 | 198.6 | 0 (0.00%) | 72.21 | 0 | 0 | 159 | |||||||||
| 14 May | 2458.60 | 198.6 | 9.349999999999994 (4.94%) | 72.21 | 1 | 0 | 160 | |||||||||
| 13 May | 2418.60 | 189.25 | 79.6 (72.59%) | 0 | 45 | -17 | 159 | |||||||||
| 12 May | 2341.30 | 112 | -23.19999999999999 (-17.16%) | 55.55 | 19 | -7 | 175 | |||||||||
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| 11 May | 2392.10 | 132.55 | -10.449999999999989 (-7.31%) | 0 | 30 | -1 | 181 | |||||||||
| 8 May | 2424.80 | 143 | 44.900000000000006 (45.77%) | 41.65 | 126 | -33 | 183 | |||||||||
| 7 May | 2340.40 | 98 | -0.7999999999999972 (-0.81%) | 43.52 | 317 | 5 | 203 | |||||||||
| 6 May | 2308.00 | 94.65 | 18.60000000000001 (24.46%) | 47.7 | 273 | 182 | 199 | |||||||||
| 5 May | 2238.70 | 76 | 6.299999999999997 (9.04%) | 53.98 | 6 | 0 | 17 | |||||||||
| 4 May | 2216.30 | 69.7 | -33.75 (-32.62%) | 53.37 | 39 | 17 | 19 | |||||||||
| 30 Apr | 2251.00 | 103.45 | -7.200000000000003 (-6.51%) | 57.02 | 82 | 33 | 35 | |||||||||
| 29 Apr | 2275.30 | 101 | 23 (29.49%) | 52.13 | 3 | 2 | 2 | |||||||||
| 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 2340 expiring on 26MAY2026
Delta for 2340 CE is 0.68
Historical price for 2340 CE is as follows
On 15 May GODFRYPHLP was trading at 2424.90. The strike last trading price was 198.6, which was 0 lower than the previous day. The implied volatity was 72.21, the open interest changed by 0 which decreased total open position to 159
On 14 May GODFRYPHLP was trading at 2458.60. The strike last trading price was 198.6, which was 9.349999999999994 higher than the previous day. The implied volatity was 72.21, the open interest changed by 0 which decreased total open position to 160
On 13 May GODFRYPHLP was trading at 2418.60. The strike last trading price was 189.25, which was 79.6 higher than the previous day. The implied volatity was 0, the open interest changed by -17 which decreased total open position to 159
On 12 May GODFRYPHLP was trading at 2341.30. The strike last trading price was 112, which was -23.19999999999999 lower than the previous day. The implied volatity was 55.55, the open interest changed by -7 which decreased total open position to 175
On 11 May GODFRYPHLP was trading at 2392.10. The strike last trading price was 132.55, which was -10.449999999999989 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 181
On 8 May GODFRYPHLP was trading at 2424.80. The strike last trading price was 143, which was 44.900000000000006 higher than the previous day. The implied volatity was 41.65, the open interest changed by -33 which decreased total open position to 183
On 7 May GODFRYPHLP was trading at 2340.40. The strike last trading price was 98, which was -0.7999999999999972 lower than the previous day. The implied volatity was 43.52, the open interest changed by 5 which increased total open position to 203
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 94.65, which was 18.60000000000001 higher than the previous day. The implied volatity was 47.7, the open interest changed by 182 which increased total open position to 199
On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 76, which was 6.299999999999997 higher than the previous day. The implied volatity was 53.98, the open interest changed by 0 which decreased total open position to 17
On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 69.7, which was -33.75 lower than the previous day. The implied volatity was 53.37, the open interest changed by 17 which increased total open position to 19
On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 103.45, which was -7.200000000000003 lower than the previous day. The implied volatity was 57.02, the open interest changed by 33 which increased total open position to 35
On 29 Apr GODFRYPHLP was trading at 2275.30. The strike last trading price was 101, which was 23 higher than the previous day. The implied volatity was 52.13, the open interest changed by 2 which increased total open position to 2
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
| GODFRYPHLP 26-May-2026 (10d) 2340 PE | |||||||
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Delta: -0.37
Vega: 0.02
Theta: -4.84
Gamma: 0.00125
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 2424.90 | 84.05 | 13.049999999999997 (18.38%) | 71.17 | 27 | -5 | 140 |
| 14 May | 2458.60 | 71.05 | -3.4000000000000057 (-4.57%) | 70.23 | 45 | -11 | 146 |
| 13 May | 2418.60 | 75.1 | -25.35000000000001 (-25.24%) | 0 | 46 | -8 | 159 |
| 12 May | 2341.30 | 100.45 | 31.10000000000001 (44.84%) | 0 | 56 | -14 | 167 |
| 11 May | 2392.10 | 72 | 15.299999999999997 (26.98%) | 0 | 10 | -5 | 180 |
| 8 May | 2424.80 | 58.3 | -28.25 (-32.64%) | 46.06 | 230 | 68 | 185 |
| 7 May | 2340.40 | 85 | -32.400000000000006 (-27.60%) | 40.96 | 141 | 6 | 117 |
| 6 May | 2308.00 | 101.15 | -73.85 (-42.20%) | 40.49 | 122 | 99 | 106 |
| 5 May | 2238.70 | 175 | -17 (-8.85%) | 52.73 | 1 | 0 | 6 |
| 4 May | 2216.30 | 192 | 5.25 (2.81%) | 54.74 | 2 | 0 | 4 |
| 30 Apr | 2251.00 | 186.75 | -331.9 (-63.99%) | 59.63 | 11 | 5 | 5 |
| 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 2340 expiring on 26MAY2026
Delta for 2340 PE is -0.37
Historical price for 2340 PE is as follows
On 15 May GODFRYPHLP was trading at 2424.90. The strike last trading price was 84.05, which was 13.049999999999997 higher than the previous day. The implied volatity was 71.17, the open interest changed by -5 which decreased total open position to 140
On 14 May GODFRYPHLP was trading at 2458.60. The strike last trading price was 71.05, which was -3.4000000000000057 lower than the previous day. The implied volatity was 70.23, the open interest changed by -11 which decreased total open position to 146
On 13 May GODFRYPHLP was trading at 2418.60. The strike last trading price was 75.1, which was -25.35000000000001 lower than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 159
On 12 May GODFRYPHLP was trading at 2341.30. The strike last trading price was 100.45, which was 31.10000000000001 higher than the previous day. The implied volatity was 0, the open interest changed by -14 which decreased total open position to 167
On 11 May GODFRYPHLP was trading at 2392.10. The strike last trading price was 72, which was 15.299999999999997 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 180
On 8 May GODFRYPHLP was trading at 2424.80. The strike last trading price was 58.3, which was -28.25 lower than the previous day. The implied volatity was 46.06, the open interest changed by 68 which increased total open position to 185
On 7 May GODFRYPHLP was trading at 2340.40. The strike last trading price was 85, which was -32.400000000000006 lower than the previous day. The implied volatity was 40.96, the open interest changed by 6 which increased total open position to 117
On 6 May GODFRYPHLP was trading at 2308.00. The strike last trading price was 101.15, which was -73.85 lower than the previous day. The implied volatity was 40.49, the open interest changed by 99 which increased total open position to 106
On 5 May GODFRYPHLP was trading at 2238.70. The strike last trading price was 175, which was -17 lower than the previous day. The implied volatity was 52.73, the open interest changed by 0 which decreased total open position to 6
On 4 May GODFRYPHLP was trading at 2216.30. The strike last trading price was 192, which was 5.25 higher than the previous day. The implied volatity was 54.74, the open interest changed by 0 which decreased total open position to 4
On 30 Apr GODFRYPHLP was trading at 2251.00. The strike last trading price was 186.75, which was -331.9 lower than the previous day. The implied volatity was 59.63, the open interest changed by 5 which increased total open position to 5
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
