GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
05 Dec 2025 04:13 PM IST
| GMRAIRPORT 30-DEC-2025 104 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.11
Theta: -0.06
Gamma: 0.06
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 103.51 | 2.69 | 0.16 | 22.45 | 699 | 103 | 633 | |||||||||
| 4 Dec | 103.06 | 2.5 | -1.43 | 23.99 | 343 | 103 | 529 | |||||||||
| 3 Dec | 105.35 | 3.83 | -0.93 | 23.26 | 107 | 11 | 424 | |||||||||
| 2 Dec | 106.63 | 4.81 | -0.61 | 23.53 | 53 | 2 | 412 | |||||||||
| 1 Dec | 107.64 | 5.36 | -0.74 | 21.07 | 105 | -22 | 405 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 108.35 | 6.15 | 1.27 | 21.69 | 152 | -36 | 428 | |||||||||
| 27 Nov | 106.69 | 4.93 | -0.13 | 21.56 | 160 | 5 | 464 | |||||||||
| 26 Nov | 106.76 | 5.12 | 1.18 | 22.33 | 430 | -125 | 458 | |||||||||
| 25 Nov | 104.21 | 4.08 | 0.31 | 25.27 | 585 | 39 | 582 | |||||||||
| 24 Nov | 103.76 | 3.61 | -0.19 | 27.05 | 323 | 97 | 540 | |||||||||
| 21 Nov | 104.05 | 3.8 | 0.39 | 24.12 | 697 | 58 | 447 | |||||||||
| 20 Nov | 103.27 | 3.48 | 0.17 | 25.00 | 207 | 40 | 386 | |||||||||
| 19 Nov | 102.92 | 3.28 | -0.57 | 24.00 | 406 | -30 | 348 | |||||||||
| 18 Nov | 103.72 | 3.95 | 2.62 | 23.74 | 557 | 21 | 376 | |||||||||
| 17 Nov | 97.68 | 1.28 | 0.25 | 23.84 | 126 | 21 | 355 | |||||||||
| 14 Nov | 95.67 | 1.02 | 0.04 | 24.88 | 229 | 18 | 334 | |||||||||
| 13 Nov | 95.49 | 0.98 | -0.01 | 24.35 | 41 | 7 | 316 | |||||||||
| 12 Nov | 95.50 | 0.99 | -0.69 | 24.59 | 32 | 3 | 309 | |||||||||
| 11 Nov | 95.49 | 1.68 | 0.61 | 29.68 | 14 | -3 | 306 | |||||||||
| 10 Nov | 95.65 | 1.07 | -0.12 | 24.34 | 43 | -2 | 309 | |||||||||
| 7 Nov | 95.66 | 1.15 | 0.19 | 23.68 | 174 | 91 | 310 | |||||||||
| 6 Nov | 94.45 | 0.96 | -0.15 | 24.34 | 22 | 4 | 219 | |||||||||
| 4 Nov | 95.16 | 1.12 | 0.27 | 23.77 | 72 | 52 | 214 | |||||||||
| 3 Nov | 93.50 | 0.85 | -0.35 | 23.93 | 1 | 0 | 163 | |||||||||
| 31 Oct | 93.97 | 1.2 | 0 | - | 109 | 39 | 136 | |||||||||
| 30 Oct | 94.47 | 1.15 | -0.2 | 23.64 | 125 | 85 | 91 | |||||||||
| 29 Oct | 92.97 | 1.35 | -0.2 | 27.44 | 9 | 6 | 8 | |||||||||
| 23 Oct | 92.31 | 1.55 | 0.35 | 29.86 | 1 | 0 | 1 | |||||||||
For Gmr Airports Limited - strike price 104 expiring on 30DEC2025
Delta for 104 CE is 0.55
Historical price for 104 CE is as follows
On 5 Dec GMRAIRPORT was trading at 103.51. The strike last trading price was 2.69, which was 0.16 higher than the previous day. The implied volatity was 22.45, the open interest changed by 103 which increased total open position to 633
On 4 Dec GMRAIRPORT was trading at 103.06. The strike last trading price was 2.5, which was -1.43 lower than the previous day. The implied volatity was 23.99, the open interest changed by 103 which increased total open position to 529
On 3 Dec GMRAIRPORT was trading at 105.35. The strike last trading price was 3.83, which was -0.93 lower than the previous day. The implied volatity was 23.26, the open interest changed by 11 which increased total open position to 424
On 2 Dec GMRAIRPORT was trading at 106.63. The strike last trading price was 4.81, which was -0.61 lower than the previous day. The implied volatity was 23.53, the open interest changed by 2 which increased total open position to 412
On 1 Dec GMRAIRPORT was trading at 107.64. The strike last trading price was 5.36, which was -0.74 lower than the previous day. The implied volatity was 21.07, the open interest changed by -22 which decreased total open position to 405
On 28 Nov GMRAIRPORT was trading at 108.35. The strike last trading price was 6.15, which was 1.27 higher than the previous day. The implied volatity was 21.69, the open interest changed by -36 which decreased total open position to 428
On 27 Nov GMRAIRPORT was trading at 106.69. The strike last trading price was 4.93, which was -0.13 lower than the previous day. The implied volatity was 21.56, the open interest changed by 5 which increased total open position to 464
On 26 Nov GMRAIRPORT was trading at 106.76. The strike last trading price was 5.12, which was 1.18 higher than the previous day. The implied volatity was 22.33, the open interest changed by -125 which decreased total open position to 458
On 25 Nov GMRAIRPORT was trading at 104.21. The strike last trading price was 4.08, which was 0.31 higher than the previous day. The implied volatity was 25.27, the open interest changed by 39 which increased total open position to 582
On 24 Nov GMRAIRPORT was trading at 103.76. The strike last trading price was 3.61, which was -0.19 lower than the previous day. The implied volatity was 27.05, the open interest changed by 97 which increased total open position to 540
On 21 Nov GMRAIRPORT was trading at 104.05. The strike last trading price was 3.8, which was 0.39 higher than the previous day. The implied volatity was 24.12, the open interest changed by 58 which increased total open position to 447
On 20 Nov GMRAIRPORT was trading at 103.27. The strike last trading price was 3.48, which was 0.17 higher than the previous day. The implied volatity was 25.00, the open interest changed by 40 which increased total open position to 386
On 19 Nov GMRAIRPORT was trading at 102.92. The strike last trading price was 3.28, which was -0.57 lower than the previous day. The implied volatity was 24.00, the open interest changed by -30 which decreased total open position to 348
On 18 Nov GMRAIRPORT was trading at 103.72. The strike last trading price was 3.95, which was 2.62 higher than the previous day. The implied volatity was 23.74, the open interest changed by 21 which increased total open position to 376
On 17 Nov GMRAIRPORT was trading at 97.68. The strike last trading price was 1.28, which was 0.25 higher than the previous day. The implied volatity was 23.84, the open interest changed by 21 which increased total open position to 355
On 14 Nov GMRAIRPORT was trading at 95.67. The strike last trading price was 1.02, which was 0.04 higher than the previous day. The implied volatity was 24.88, the open interest changed by 18 which increased total open position to 334
On 13 Nov GMRAIRPORT was trading at 95.49. The strike last trading price was 0.98, which was -0.01 lower than the previous day. The implied volatity was 24.35, the open interest changed by 7 which increased total open position to 316
On 12 Nov GMRAIRPORT was trading at 95.50. The strike last trading price was 0.99, which was -0.69 lower than the previous day. The implied volatity was 24.59, the open interest changed by 3 which increased total open position to 309
On 11 Nov GMRAIRPORT was trading at 95.49. The strike last trading price was 1.68, which was 0.61 higher than the previous day. The implied volatity was 29.68, the open interest changed by -3 which decreased total open position to 306
On 10 Nov GMRAIRPORT was trading at 95.65. The strike last trading price was 1.07, which was -0.12 lower than the previous day. The implied volatity was 24.34, the open interest changed by -2 which decreased total open position to 309
On 7 Nov GMRAIRPORT was trading at 95.66. The strike last trading price was 1.15, which was 0.19 higher than the previous day. The implied volatity was 23.68, the open interest changed by 91 which increased total open position to 310
On 6 Nov GMRAIRPORT was trading at 94.45. The strike last trading price was 0.96, which was -0.15 lower than the previous day. The implied volatity was 24.34, the open interest changed by 4 which increased total open position to 219
On 4 Nov GMRAIRPORT was trading at 95.16. The strike last trading price was 1.12, which was 0.27 higher than the previous day. The implied volatity was 23.77, the open interest changed by 52 which increased total open position to 214
On 3 Nov GMRAIRPORT was trading at 93.50. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 163
On 31 Oct GMRAIRPORT was trading at 93.97. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 136
On 30 Oct GMRAIRPORT was trading at 94.47. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 23.64, the open interest changed by 85 which increased total open position to 91
On 29 Oct GMRAIRPORT was trading at 92.97. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 27.44, the open interest changed by 6 which increased total open position to 8
On 23 Oct GMRAIRPORT was trading at 92.31. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 1
| GMRAIRPORT 30DEC2025 104 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.11
Theta: -0.04
Gamma: 0.06
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 103.51 | 2.43 | -0.29 | 24.77 | 200 | -14 | 359 |
| 4 Dec | 103.06 | 2.73 | 0.79 | 23.61 | 415 | -19 | 373 |
| 3 Dec | 105.35 | 1.96 | 0.51 | 25.63 | 208 | 12 | 393 |
| 2 Dec | 106.63 | 1.48 | 0.33 | 24.94 | 201 | 13 | 380 |
| 1 Dec | 107.64 | 1.15 | 0.04 | 24.06 | 161 | 12 | 367 |
| 28 Nov | 108.35 | 1.08 | -0.55 | 24.19 | 339 | 46 | 348 |
| 27 Nov | 106.69 | 1.62 | -0.11 | 24.77 | 98 | 19 | 302 |
| 26 Nov | 106.76 | 1.7 | -1.34 | 25.37 | 375 | 56 | 282 |
| 25 Nov | 104.21 | 2.87 | -0.52 | 28.07 | 354 | 54 | 227 |
| 24 Nov | 103.76 | 3.49 | 0.26 | 27.91 | 217 | 60 | 170 |
| 21 Nov | 104.05 | 3.25 | -0.27 | 27.81 | 245 | 69 | 116 |
| 20 Nov | 103.27 | 3.49 | -0.21 | 26.27 | 51 | 10 | 48 |
| 19 Nov | 102.92 | 3.7 | 0.33 | 26.78 | 94 | 8 | 38 |
| 18 Nov | 103.72 | 3.35 | -5.57 | 28.00 | 82 | 27 | 30 |
| 17 Nov | 97.68 | 8.92 | -0.43 | - | 0 | 0 | 0 |
| 14 Nov | 95.67 | 8.92 | -0.43 | - | 0 | 0 | 0 |
| 13 Nov | 95.49 | 8.92 | -0.43 | - | 0 | 0 | 0 |
| 12 Nov | 95.50 | 8.92 | -0.43 | - | 0 | -4 | 0 |
| 11 Nov | 95.49 | 8.92 | -0.43 | 30.97 | 4 | -3 | 4 |
| 10 Nov | 95.65 | 9.35 | -7.75 | - | 0 | 0 | 0 |
| 7 Nov | 95.66 | 9.35 | -7.75 | - | 0 | 0 | 0 |
| 6 Nov | 94.45 | 9.35 | -7.75 | - | 0 | 0 | 0 |
| 4 Nov | 95.16 | 9.35 | -7.75 | - | 0 | 0 | 0 |
| 3 Nov | 93.50 | 9.35 | -7.75 | - | 0 | 0 | 0 |
| 31 Oct | 93.97 | 9.35 | -7.75 | - | 0 | 7 | 0 |
| 30 Oct | 94.47 | 9.35 | -7.75 | 28.69 | 7 | 4 | 4 |
| 29 Oct | 92.97 | 17.1 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 92.31 | 17.1 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 104 expiring on 30DEC2025
Delta for 104 PE is -0.46
Historical price for 104 PE is as follows
On 5 Dec GMRAIRPORT was trading at 103.51. The strike last trading price was 2.43, which was -0.29 lower than the previous day. The implied volatity was 24.77, the open interest changed by -14 which decreased total open position to 359
On 4 Dec GMRAIRPORT was trading at 103.06. The strike last trading price was 2.73, which was 0.79 higher than the previous day. The implied volatity was 23.61, the open interest changed by -19 which decreased total open position to 373
On 3 Dec GMRAIRPORT was trading at 105.35. The strike last trading price was 1.96, which was 0.51 higher than the previous day. The implied volatity was 25.63, the open interest changed by 12 which increased total open position to 393
On 2 Dec GMRAIRPORT was trading at 106.63. The strike last trading price was 1.48, which was 0.33 higher than the previous day. The implied volatity was 24.94, the open interest changed by 13 which increased total open position to 380
On 1 Dec GMRAIRPORT was trading at 107.64. The strike last trading price was 1.15, which was 0.04 higher than the previous day. The implied volatity was 24.06, the open interest changed by 12 which increased total open position to 367
On 28 Nov GMRAIRPORT was trading at 108.35. The strike last trading price was 1.08, which was -0.55 lower than the previous day. The implied volatity was 24.19, the open interest changed by 46 which increased total open position to 348
On 27 Nov GMRAIRPORT was trading at 106.69. The strike last trading price was 1.62, which was -0.11 lower than the previous day. The implied volatity was 24.77, the open interest changed by 19 which increased total open position to 302
On 26 Nov GMRAIRPORT was trading at 106.76. The strike last trading price was 1.7, which was -1.34 lower than the previous day. The implied volatity was 25.37, the open interest changed by 56 which increased total open position to 282
On 25 Nov GMRAIRPORT was trading at 104.21. The strike last trading price was 2.87, which was -0.52 lower than the previous day. The implied volatity was 28.07, the open interest changed by 54 which increased total open position to 227
On 24 Nov GMRAIRPORT was trading at 103.76. The strike last trading price was 3.49, which was 0.26 higher than the previous day. The implied volatity was 27.91, the open interest changed by 60 which increased total open position to 170
On 21 Nov GMRAIRPORT was trading at 104.05. The strike last trading price was 3.25, which was -0.27 lower than the previous day. The implied volatity was 27.81, the open interest changed by 69 which increased total open position to 116
On 20 Nov GMRAIRPORT was trading at 103.27. The strike last trading price was 3.49, which was -0.21 lower than the previous day. The implied volatity was 26.27, the open interest changed by 10 which increased total open position to 48
On 19 Nov GMRAIRPORT was trading at 102.92. The strike last trading price was 3.7, which was 0.33 higher than the previous day. The implied volatity was 26.78, the open interest changed by 8 which increased total open position to 38
On 18 Nov GMRAIRPORT was trading at 103.72. The strike last trading price was 3.35, which was -5.57 lower than the previous day. The implied volatity was 28.00, the open interest changed by 27 which increased total open position to 30
On 17 Nov GMRAIRPORT was trading at 97.68. The strike last trading price was 8.92, which was -0.43 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GMRAIRPORT was trading at 95.67. The strike last trading price was 8.92, which was -0.43 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GMRAIRPORT was trading at 95.49. The strike last trading price was 8.92, which was -0.43 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GMRAIRPORT was trading at 95.50. The strike last trading price was 8.92, which was -0.43 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 11 Nov GMRAIRPORT was trading at 95.49. The strike last trading price was 8.92, which was -0.43 lower than the previous day. The implied volatity was 30.97, the open interest changed by -3 which decreased total open position to 4
On 10 Nov GMRAIRPORT was trading at 95.65. The strike last trading price was 9.35, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GMRAIRPORT was trading at 95.66. The strike last trading price was 9.35, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GMRAIRPORT was trading at 94.45. The strike last trading price was 9.35, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GMRAIRPORT was trading at 95.16. The strike last trading price was 9.35, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov GMRAIRPORT was trading at 93.50. The strike last trading price was 9.35, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct GMRAIRPORT was trading at 93.97. The strike last trading price was 9.35, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 30 Oct GMRAIRPORT was trading at 94.47. The strike last trading price was 9.35, which was -7.75 lower than the previous day. The implied volatity was 28.69, the open interest changed by 4 which increased total open position to 4
On 29 Oct GMRAIRPORT was trading at 92.97. The strike last trading price was 17.1, 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 Oct GMRAIRPORT was trading at 92.31. The strike last trading price was 17.1, 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































































































































































































































