Godfrey Phillips India Limited

Fast Moving Consumer Goods · Cigarettes & Tobacco Products

NSE: GODFRYPHLP BSE: 500163

₹1891.80

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +8.20

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	1910.7000	+10.10	1393150	8250	Long Buildup
Nov. 23, 2026	1901.0000	+0.80	54725	1100	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	1900.0000	1900.0000	1900.0000	1900.0000	275	275
Sept. 30, 2026	Nov. 23, 2026	1929.0000	1935.0000	1895.0000	1901.0000	54725	1100
Sept. 30, 2026	Oct. 27, 2026	1902.5000	1940.4000	1902.0000	1910.7000	1393150	8250
Sept. 29, 2026	Nov. 23, 2026	1892.0000	1911.4000	1883.6000	1900.2000	53625	9625
Sept. 29, 2026	Oct. 27, 2026	1921.4000	1923.6000	1881.0000	1900.6000	1384900	0
Sept. 29, 2026	Sept. 29, 2026	1928.1000	1948.0000	1864.7000	1895.1000	154550	-136400
Sept. 28, 2026	Nov. 23, 2026	1939.1000	1979.9000	1905.9000	1909.2000	44000	10450
Sept. 28, 2026	Oct. 27, 2026	1951.0000	1988.0000	1902.1000	1911.1000	1384900	656700
Sept. 28, 2026	Sept. 29, 2026	1948.1000	1998.0000	1923.8000	1934.2000	290950	-489225
Sept. 25, 2026	Nov. 23, 2026	1975.2000	1982.4000	1963.8000	1970.0000	33550	3300

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.65

Max Pain 2000.0000

Open Interest by Strike (Max Pain: 2000.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	-550	334.7000	71.58	0.838	1600.0000	-0.046	38.8	3.9000	4125	5500
0	0	264.2500	34.4	0.948	1640.0000	-0.177	64.95	34.8000	0	0
0	0	515.1000	199.3	0.703	1650.0000	-0.194	67.67	40.9000	0	0
0	0	249.3500	39.12	0.908	1660.0000	-0.196	65.15	39.8000	0	0
0	0	234.8500	42.02	0.873	1680.0000	-0.216	65.34	45.2500	0	0
0	0	455.9500	180.21	0.682	1700.0000	-0.097	32.79	7.9500	550	1375
0	0	207.2500	45.75	0.808	1720.0000	-0.257	65.64	57.4500	0	0
0	0	194.3000	47.14	0.775	1740.0000	-0.279	65.86	64.4000	0	0
0	0	438.9000	183.87	0.661	1750.0000	-0.156	31.62	13.8500	1925	9075
0	0	181.8500	48.28	0.744	1760.0000	-0.301	66.09	71.8500	0	0
0	0	169.9000	49.23	0.712	1780.0000	-0.324	66.34	79.8500	0	0
825	0	122.0000	29.03	0.769	1800.0000	-0.238	30.01	22.4500	825	20350
0	0	147.6000	50.78	0.651	1820.0000	-0.370	66.84	97.3500	0	0
0	0	137.2500	51.41	0.620	1840.0000	-0.393	67.12	106.9000	0	0
1650	-275	106.9000	38.82	0.623	1850.0000	-0.346	28.28	35.2000	2475	8250
550	550	94.7000	35.54	0.609	1860.0000	-0.416	67.43	117.0000	0	0
0	0	118.1000	52.47	0.560	1880.0000	-0.439	67.75	127.6000	0	0
31350	11825	68.3000	32.9	0.522	1900.0000	-0.480	28.23	57.1000	11825	53350
4950	4950	57.7500	32.25	0.474	1920.0000	-0.483	68.44	150.3000	0	0
0	0	93.2000	53.71	0.475	1940.0000	-0.505	68.83	162.4000	0	0
14300	4400	46.7500	32.78	0.406	1950.0000	-0.610	28.97	87.3000	3575	7700
0	0	85.8500	54.04	0.447	1960.0000	-0.526	69.22	174.9500	0	0
0	0	78.9500	54.33	0.421	1980.0000	-0.547	69.66	188.0000	0	0
97075	-2200	30.8000	32.77	0.301	2000.0000	-0.724	29.26	122.5000	0	28050
0	0	66.5000	54.87	0.371	2020.0000	-0.587	70.59	215.3500	0	0
0	0	60.9000	55.11	0.347	2040.0000	-0.605	71.09	229.6500	0	0
0	0	254.1000	152.39	0.510	2050.0000		—	100.6000	0	9075
0	0	55.7500	55.36	0.324	2060.0000	-0.623	71.65	244.4000	0	0
0	0	50.9500	55.59	0.302	2080.0000	-0.640	72.23	259.5000	0	0
97900	-11000	14.8000	35.22	0.162	2100.0000		—	195.0500	275	16500
0	0	42.2500	55.91	0.261	2120.0000	-0.672	73.43	290.6500	0	0
0	0	207.6000	145.58	0.455	2150.0000		—	242.0000	0	275
0	0	34.9000	56.23	0.225	2160.0000	-0.700	74.81	323.1500	0	0
0	0	205.3500	151.73	0.442	2200.0000	-0.963	29.33	299.0000	0	5500
0	0	168.0500	140.01	0.401	2250.0000		—	287.6000	0	0
0	0	172.5500	148.72	0.394	2300.0000		—	395.0000	0	3025
0	0	134.9500	135.46	0.348	2350.0000		—	353.4500	0	0
1100	275	2.7000	44.57	0.031	2400.0000		—	477.0500	0	0
8800	-8250	1.9000	48.19	0.022	2500.0000		—	551.7500	0	0