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)

ExpiryClosePrice ChgOIChg OIBuildup
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 —
DateExpiryOpenHighLowCloseOIChange 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).

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
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
0 0 376.8500 55.55 0.782 1600.0000 -0.233 61.89 91.4000 0 0
0 0 327.2500 56.32 0.725 1680.0000 -0.285 62.03 120.6000 0 0
0 0 304.3000 56.63 0.695 1720.0000 -0.311 62.13 137.1000 0 0
0 0 282.5500 56.89 0.666 1760.0000 -0.338 62.23 154.8000 0 0
0 0 262.0500 57.13 0.636 1800.0000 -0.366 62.32 173.6500 0 0
0 0 242.7000 57.34 0.607 1840.0000 -0.393 62.43 193.7000 0 0
0 0 224.4500 57.51 0.577 1880.0000 -0.420 62.56 214.9500 0 0
0 0 207.4000 57.68 0.548 1920.0000 -0.446 62.69 237.2500 0 0
0 0 191.3500 57.81 0.520 1960.0000 -0.473 62.82 260.6500 0 0
0 0 176.4000 57.95 0.492 2000.0000 -0.498 62.97 285.1000 0 0
0 0 162.4000 58.06 0.464 2040.0000 -0.523 63.11 310.5000 0 0
0 0 149.4000 58.17 0.438 2080.0000 -0.548 63.28 336.9000 0 0
0 0 126.0000 58.34 0.387 2160.0000 -0.594 63.64 392.3500 0 0
0 0 106.0500 58.53 0.341 2240.0000 -0.636 64.08 451.2000 0 0