GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
24 Dec 2025 04:13 PM IST
| GMRAIRPORT 27-JAN-2026 105 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.13
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 103.08 | 3.45 | -0.87 | 30.52 | 1,155 | 294 | 1,268 | |||||||||
| 23 Dec | 104.89 | 4.23 | 1.21 | 29.38 | 1,775 | 165 | 973 | |||||||||
| 22 Dec | 102.17 | 3 | 0.36 | 29.69 | 872 | 485 | 811 | |||||||||
| 19 Dec | 101.53 | 2.6 | 0.23 | 28.06 | 216 | 38 | 322 | |||||||||
| 18 Dec | 100.59 | 2.4 | -0.19 | 28.23 | 135 | 45 | 282 | |||||||||
| 17 Dec | 100.95 | 2.57 | -1.12 | 28.30 | 173 | 78 | 236 | |||||||||
| 16 Dec | 103.52 | 3.72 | -0.91 | 28.62 | 83 | 4 | 153 | |||||||||
| 15 Dec | 104.88 | 4.66 | 0.35 | 28.50 | 104 | -9 | 149 | |||||||||
| 12 Dec | 104.34 | 4.31 | 2.74 | 27.50 | 218 | -32 | 155 | |||||||||
| 11 Dec | 98.16 | 1.56 | -0.24 | 25.82 | 103 | 51 | 186 | |||||||||
| 10 Dec | 98.54 | 1.8 | -0.67 | 27.17 | 46 | 31 | 134 | |||||||||
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| 9 Dec | 100.41 | 2.47 | 0.5 | 25.77 | 92 | 76 | 104 | |||||||||
| 8 Dec | 98.71 | 1.9 | -1.62 | 26.70 | 33 | 23 | 28 | |||||||||
| 5 Dec | 103.51 | 3.52 | -0.23 | 22.00 | 3 | 0 | 5 | |||||||||
| 4 Dec | 103.06 | 3.75 | -2.1 | 25.13 | 8 | 3 | 4 | |||||||||
| 3 Dec | 105.35 | 5.85 | -0.48 | - | 0 | 1 | 0 | |||||||||
| 2 Dec | 106.63 | 5.85 | -0.48 | 24.37 | 1 | 0 | 0 | |||||||||
| 1 Dec | 107.64 | 6.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 108.35 | 6.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 106.69 | 6.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 106.76 | 6.33 | 0 | - | 0 | 0 | 0 | |||||||||
For Gmr Airports Limited - strike price 105 expiring on 27JAN2026
Delta for 105 CE is 0.48
Historical price for 105 CE is as follows
On 24 Dec GMRAIRPORT was trading at 103.08. The strike last trading price was 3.45, which was -0.87 lower than the previous day. The implied volatity was 30.52, the open interest changed by 294 which increased total open position to 1268
On 23 Dec GMRAIRPORT was trading at 104.89. The strike last trading price was 4.23, which was 1.21 higher than the previous day. The implied volatity was 29.38, the open interest changed by 165 which increased total open position to 973
On 22 Dec GMRAIRPORT was trading at 102.17. The strike last trading price was 3, which was 0.36 higher than the previous day. The implied volatity was 29.69, the open interest changed by 485 which increased total open position to 811
On 19 Dec GMRAIRPORT was trading at 101.53. The strike last trading price was 2.6, which was 0.23 higher than the previous day. The implied volatity was 28.06, the open interest changed by 38 which increased total open position to 322
On 18 Dec GMRAIRPORT was trading at 100.59. The strike last trading price was 2.4, which was -0.19 lower than the previous day. The implied volatity was 28.23, the open interest changed by 45 which increased total open position to 282
On 17 Dec GMRAIRPORT was trading at 100.95. The strike last trading price was 2.57, which was -1.12 lower than the previous day. The implied volatity was 28.30, the open interest changed by 78 which increased total open position to 236
On 16 Dec GMRAIRPORT was trading at 103.52. The strike last trading price was 3.72, which was -0.91 lower than the previous day. The implied volatity was 28.62, the open interest changed by 4 which increased total open position to 153
On 15 Dec GMRAIRPORT was trading at 104.88. The strike last trading price was 4.66, which was 0.35 higher than the previous day. The implied volatity was 28.50, the open interest changed by -9 which decreased total open position to 149
On 12 Dec GMRAIRPORT was trading at 104.34. The strike last trading price was 4.31, which was 2.74 higher than the previous day. The implied volatity was 27.50, the open interest changed by -32 which decreased total open position to 155
On 11 Dec GMRAIRPORT was trading at 98.16. The strike last trading price was 1.56, which was -0.24 lower than the previous day. The implied volatity was 25.82, the open interest changed by 51 which increased total open position to 186
On 10 Dec GMRAIRPORT was trading at 98.54. The strike last trading price was 1.8, which was -0.67 lower than the previous day. The implied volatity was 27.17, the open interest changed by 31 which increased total open position to 134
On 9 Dec GMRAIRPORT was trading at 100.41. The strike last trading price was 2.47, which was 0.5 higher than the previous day. The implied volatity was 25.77, the open interest changed by 76 which increased total open position to 104
On 8 Dec GMRAIRPORT was trading at 98.71. The strike last trading price was 1.9, which was -1.62 lower than the previous day. The implied volatity was 26.70, the open interest changed by 23 which increased total open position to 28
On 5 Dec GMRAIRPORT was trading at 103.51. The strike last trading price was 3.52, which was -0.23 lower than the previous day. The implied volatity was 22.00, the open interest changed by 0 which decreased total open position to 5
On 4 Dec GMRAIRPORT was trading at 103.06. The strike last trading price was 3.75, which was -2.1 lower than the previous day. The implied volatity was 25.13, the open interest changed by 3 which increased total open position to 4
On 3 Dec GMRAIRPORT was trading at 105.35. The strike last trading price was 5.85, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec GMRAIRPORT was trading at 106.63. The strike last trading price was 5.85, which was -0.48 lower than the previous day. The implied volatity was 24.37, the open interest changed by 0 which decreased total open position to 0
On 1 Dec GMRAIRPORT was trading at 107.64. The strike last trading price was 6.33, 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 28 Nov GMRAIRPORT was trading at 108.35. The strike last trading price was 6.33, 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 27 Nov GMRAIRPORT was trading at 106.69. The strike last trading price was 6.33, 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 26 Nov GMRAIRPORT was trading at 106.76. The strike last trading price was 6.33, 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
| GMRAIRPORT 27JAN2026 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.13
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 103.08 | 4.48 | 1.01 | 32.14 | 270 | 166 | 581 |
| 23 Dec | 104.89 | 3.52 | -1.37 | 30.49 | 327 | 224 | 418 |
| 22 Dec | 102.17 | 4.93 | -0.16 | 30.72 | 225 | 167 | 193 |
| 19 Dec | 101.53 | 5.09 | -0.65 | 27.32 | 13 | 12 | 25 |
| 18 Dec | 100.59 | 5.74 | 1.51 | 28.55 | 1 | 0 | 12 |
| 17 Dec | 100.95 | 4.35 | 0.68 | - | 0 | 0 | 12 |
| 16 Dec | 103.52 | 4.35 | 0.68 | 28.92 | 9 | 1 | 11 |
| 15 Dec | 104.88 | 3.67 | -0.03 | 29.49 | 7 | 3 | 10 |
| 12 Dec | 104.34 | 3.7 | -3.43 | 26.86 | 1 | 0 | 7 |
| 11 Dec | 98.16 | 7.13 | 0.1 | 25.10 | 5 | 2 | 4 |
| 10 Dec | 98.54 | 7.03 | 0.23 | - | 0 | 0 | 2 |
| 9 Dec | 100.41 | 7.03 | 0.23 | 35.61 | 1 | 0 | 2 |
| 8 Dec | 98.71 | 6.8 | 1.8 | 23.62 | 3 | 1 | 2 |
| 5 Dec | 103.51 | 5 | 2.5 | 32.74 | 2 | 1 | 2 |
| 4 Dec | 103.06 | 2.5 | 0.2 | - | 0 | 0 | 0 |
| 3 Dec | 105.35 | 2.5 | 0.2 | - | 0 | 0 | 0 |
| 2 Dec | 106.63 | 2.5 | 0.2 | 23.64 | 2 | 0 | 1 |
| 1 Dec | 107.64 | 2.3 | -3.72 | - | 0 | 1 | 0 |
| 28 Nov | 108.35 | 2.3 | -3.72 | 25.66 | 1 | 0 | 0 |
| 27 Nov | 106.69 | 6.02 | 0 | 2.73 | 0 | 0 | 0 |
| 26 Nov | 106.76 | 6.02 | 0 | 2.81 | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 105 expiring on 27JAN2026
Delta for 105 PE is -0.51
Historical price for 105 PE is as follows
On 24 Dec GMRAIRPORT was trading at 103.08. The strike last trading price was 4.48, which was 1.01 higher than the previous day. The implied volatity was 32.14, the open interest changed by 166 which increased total open position to 581
On 23 Dec GMRAIRPORT was trading at 104.89. The strike last trading price was 3.52, which was -1.37 lower than the previous day. The implied volatity was 30.49, the open interest changed by 224 which increased total open position to 418
On 22 Dec GMRAIRPORT was trading at 102.17. The strike last trading price was 4.93, which was -0.16 lower than the previous day. The implied volatity was 30.72, the open interest changed by 167 which increased total open position to 193
On 19 Dec GMRAIRPORT was trading at 101.53. The strike last trading price was 5.09, which was -0.65 lower than the previous day. The implied volatity was 27.32, the open interest changed by 12 which increased total open position to 25
On 18 Dec GMRAIRPORT was trading at 100.59. The strike last trading price was 5.74, which was 1.51 higher than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 12
On 17 Dec GMRAIRPORT was trading at 100.95. The strike last trading price was 4.35, which was 0.68 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Dec GMRAIRPORT was trading at 103.52. The strike last trading price was 4.35, which was 0.68 higher than the previous day. The implied volatity was 28.92, the open interest changed by 1 which increased total open position to 11
On 15 Dec GMRAIRPORT was trading at 104.88. The strike last trading price was 3.67, which was -0.03 lower than the previous day. The implied volatity was 29.49, the open interest changed by 3 which increased total open position to 10
On 12 Dec GMRAIRPORT was trading at 104.34. The strike last trading price was 3.7, which was -3.43 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 7
On 11 Dec GMRAIRPORT was trading at 98.16. The strike last trading price was 7.13, which was 0.1 higher than the previous day. The implied volatity was 25.10, the open interest changed by 2 which increased total open position to 4
On 10 Dec GMRAIRPORT was trading at 98.54. The strike last trading price was 7.03, which was 0.23 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec GMRAIRPORT was trading at 100.41. The strike last trading price was 7.03, which was 0.23 higher than the previous day. The implied volatity was 35.61, the open interest changed by 0 which decreased total open position to 2
On 8 Dec GMRAIRPORT was trading at 98.71. The strike last trading price was 6.8, which was 1.8 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 2
On 5 Dec GMRAIRPORT was trading at 103.51. The strike last trading price was 5, which was 2.5 higher than the previous day. The implied volatity was 32.74, the open interest changed by 1 which increased total open position to 2
On 4 Dec GMRAIRPORT was trading at 103.06. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GMRAIRPORT was trading at 105.35. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GMRAIRPORT was trading at 106.63. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 1
On 1 Dec GMRAIRPORT was trading at 107.64. The strike last trading price was 2.3, which was -3.72 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov GMRAIRPORT was trading at 108.35. The strike last trading price was 2.3, which was -3.72 lower than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GMRAIRPORT was trading at 106.69. The strike last trading price was 6.02, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GMRAIRPORT was trading at 106.76. The strike last trading price was 6.02, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0































































































































































































































