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) —

Max Pain 1600.0000

Open Interest by Strike (Max Pain: 1600.0000)

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	583.1000	156.77	0.725	1600.0000	-0.191	60.99	52.3000	0	0
0	0	305.7000	48.11	0.821	1640.0000	-0.227	63.67	69.1500	0	0
0	0	292.3000	48.91	0.801	1660.0000	-0.243	63.73	75.5500	0	0
0	0	279.3500	49.64	0.780	1680.0000	-0.258	63.86	82.4500	0	0
0	0	508.9000	146.28	0.688	1700.0000	-0.263	58.53	76.6500	0	0
0	0	254.6000	50.86	0.738	1720.0000	-0.291	64.09	97.3500	0	0
0	0	242.8000	51.37	0.717	1740.0000	-0.307	64.21	105.3500	0	0
0	0	231.4000	51.84	0.696	1760.0000	-0.324	64.34	113.7500	0	0
0	0	220.3500	52.25	0.675	1780.0000	-0.340	64.48	122.5500	0	0
0	0	440.9000	137.6	0.647	1800.0000	-0.349	55.55	107.2000	0	0
0	0	199.4500	52.99	0.634	1820.0000	-0.374	64.77	141.3000	0	0
0	0	189.5500	53.3	0.613	1840.0000	-0.391	64.92	151.2000	0	0
0	0	180.0500	53.6	0.593	1860.0000	-0.407	65.08	161.5000	0	0
0	0	170.8500	53.85	0.573	1880.0000	-0.424	65.24	172.1500	0	0
0	0	379.4000	130.47	0.604	1900.0000	-0.448	51.83	144.1500	0	0
0	0	153.6500	54.35	0.533	1920.0000	-0.457	65.6	194.6000	0	0
0	0	145.5500	54.56	0.514	1940.0000	-0.473	65.78	206.3000	0	0
0	0	137.8000	54.76	0.495	1960.0000	-0.489	65.98	218.4000	0	0
0	0	130.4000	54.95	0.476	1980.0000	-0.504	66.19	230.8000	0	0
0	0	324.4500	124.63	0.558	2000.0000	-0.620	31.96	145.0000	0	0
0	0	116.5000	55.27	0.439	2020.0000	-0.535	66.61	256.5500	0	0
0	0	110.0500	55.43	0.421	2040.0000	-0.550	66.85	269.9500	0	0
0	0	103.9000	55.58	0.404	2060.0000	-0.564	67.08	283.6000	0	0
0	0	98.0000	55.7	0.387	2080.0000	-0.578	67.33	297.5500	0	0
0	0	275.8500	119.82	0.511	2100.0000	-0.702	40.26	237.6500	0	0
0	0	87.1000	55.96	0.354	2120.0000	-0.605	67.84	326.2500	0	0
0	0	77.3500	56.22	0.324	2160.0000	-0.630	68.45	356.1500	0	0
0	0	233.3000	115.84	0.463	2200.0000	-0.907	26.61	293.6000	0	0
0	0	196.3000	112.51	0.416	2300.0000		—	355.1500	0	0
0	0	164.4500	109.73	0.371	2400.0000		—	421.8000	0	0
0	0	137.2500	107.38	0.329	2500.0000		—	493.1000	0	0
0	0	114.2500	105.43	0.289	2600.0000		—	568.6500	0	0