Godfrey Phillips India Limited

Fast Moving Consumer Goods · Cigarettes & Tobacco Products

NSE: GODFRYPHLP BSE: 500163

₹1876.00

Oct. 5, 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) -23.60

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	1887.3000	+31.90	1417075	11000	Long Buildup
Nov. 23, 2026	1876.4000	+21.50	60225	1925	Long Buildup
Dec. 29, 2026	1852.4000	0.00	1375	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	1852.4000	1375	0
Oct. 5, 2026	Nov. 23, 2026	1870.0000	1884.4000	1844.9000	1876.4000	60225	1925
Oct. 5, 2026	Oct. 27, 2026	1897.5000	1902.0000	1851.9000	1887.3000	1417075	11000
Oct. 1, 2026	Dec. 29, 2026	1900.0000	1910.6000	1823.5000	1852.4000	1375	1100
Oct. 1, 2026	Nov. 23, 2026	1896.2000	1914.0000	1816.0000	1854.9000	58300	3575
Oct. 1, 2026	Oct. 27, 2026	1900.7000	1922.3000	1829.6000	1855.4000	1406075	12925
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

Options Chain

As of Oct. 1, 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) 0.567

Max Pain 1950.0000

Open Interest by Strike (Max Pain: 1950.0000)

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	0	334.7000	82.94	0.803	1600.0000	-0.073	44.18	7.6000	1375	6875
0	0	264.2500	52.06	0.858	1640.0000	-0.184	63.98	34.8000	0	0
0	0	234.8500	53.91	0.809	1680.0000	-0.224	64.19	45.2500	0	0
0	0	455.9500	189.69	0.676	1700.0000	-0.147	38.91	15.5000	1375	2750
0	0	207.2500	55.13	0.757	1720.0000	-0.267	64.29	57.4500	0	0
0	0	194.3000	55.66	0.731	1740.0000	-0.290	64.41	64.4000	0	0
					1750.0000	-0.235	41.88	30.5000	0	9075
0	0	181.8500	56.12	0.703	1760.0000	-0.314	64.53	71.8500	0	0
0	0	169.9000	56.51	0.676	1780.0000	-0.337	64.66	79.8500	0	0
825	0	122.0000	36.72	0.699	1800.0000	-0.311	39.32	41.6000	-4125	16225
0	0	147.6000	57.16	0.621	1820.0000	-0.386	64.91	97.3500	0	0
0	0	137.2500	57.44	0.593	1840.0000	-0.410	65.05	106.9000	0	0
6875	5225	69.9000	25.45	0.623	1850.0000	-0.407	38.4	59.6500	3025	11275
2200	1650	64.4500	25.62	0.592	1860.0000	-0.435	65.22	117.0000	0	0
0	0	118.1000	57.92	0.538	1880.0000	-0.459	65.39	127.6000	0	0
47300	15950	45.2500	26.04	0.470	1900.0000	-0.510	38.44	84.5500	-14025	39325
7700	2750	39.2500	27.17	0.415	1920.0000	-0.506	65.75	150.3000	0	0
0	0	93.2000	58.49	0.458	1940.0000	-0.530	65.95	162.4000	0	0
19525	5225	30.0000	27.78	0.338	1950.0000	-0.600	40.96	119.2500	1100	8800
0	0	85.8500	58.64	0.433	1960.0000	-0.552	66.16	174.9500	0	0
0	0	78.9500	58.78	0.408	1980.0000	-0.574	66.4	188.0000	0	0
91025	-6050	21.5000	30.48	0.247	2000.0000	-0.627	55.46	180.0000	-275	27775
0	0	66.5000	59.03	0.360	2020.0000	-0.617	66.9	215.3500	0	0
0	0	60.9000	59.15	0.337	2040.0000	-0.637	67.18	229.6500	0	0
					2050.0000		—	100.6000	0	9075
0	0	55.7500	59.29	0.315	2060.0000	-0.656	67.5	244.4000	0	0
0	0	50.9500	59.41	0.294	2080.0000	-0.674	67.84	259.5000	0	0
89650	-8250	11.0000	34.64	0.131	2100.0000	-0.733	57.68	257.0000	-550	15950
0	0	42.2500	59.54	0.255	2120.0000	-0.709	68.51	290.6500	0	0
					2150.0000		—	242.0000	0	275
0	0	34.9000	59.7	0.220	2160.0000	-0.740	69.33	323.1500	0	0
					2200.0000		—	299.0000	0	5500
					2300.0000		—	395.0000	0	3025
1100	0	2.7000	46.85	0.031	2400.0000
8800	0	1.9000	50.45	0.021	2500.0000