Historical option data for GMRAIRPORT
22 Jun 2026 01:19 PM IST
| GMRAIRPORT 28-Jul-2026 (36d) 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0
Theta: -0.06
Gamma: 0.03529
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 108.23 | 6.27 | -0.73 (-10.43%) | 30.08 | 11 | 7 | 77 | |||||||||
| 19 Jun | 108.83 | 6.7 | -1.3 (-16.25%) | 30.21 | 5 | 2 | 69 | |||||||||
| 18 Jun | 110.55 | 8 | 1 (14.29%) | 30.78 | 12 | -3 | 67 | |||||||||
| 17 Jun | 109.32 | 6.95 | 0.95 (15.83%) | 29.11 | 11 | 3 | 70 | |||||||||
| 16 Jun | 107.51 | 6.05 | 0.05 (0.83%) | 30.4 | 57 | -13 | 66 | |||||||||
| 15 Jun | 106.66 | 6.02 | 2.02 (50.50%) | 30.17 | 113 | -47 | 79 | |||||||||
| 12 Jun | 103.65 | 4.4 | 1.4 (46.67%) | 31.16 | 103 | 38 | 123 | |||||||||
| 11 Jun | 100.10 | 2.72 | -0.28 (-9.33%) | 31.08 | 65 | 14 | 86 | |||||||||
| 10 Jun | 100.92 | 3.3 | -0.7 (-17.50%) | 32.64 | 23 | 1 | 71 | |||||||||
| 9 Jun | 102.61 | 4.35 | 1.35 (45.00%) | 32.95 | 50 | 14 | 69 | |||||||||
| 8 Jun | 100.32 | 3.24 | -0.76 (-19.00%) | 33.03 | 34 | 5 | 54 | |||||||||
| 5 Jun | 102.03 | 4.31 | 0.31 (7.75%) | 33.44 | 31 | 5 | 48 | |||||||||
| 4 Jun | 101.99 | 4.46 | 1.46 (48.67%) | 33.22 | 56 | 12 | 42 | |||||||||
| 3 Jun | 98.78 | 2.77 | -0.23 (-7.67%) | 33.12 | 46 | 5 | 30 | |||||||||
| 2 Jun | 98.13 | 2.58 | 0.58 (29.00%) | 31.64 | 21 | 5 | 24 | |||||||||
| 1 Jun | 97.06 | 2.25 | -1.75 (-43.75%) | 31.73 | 28 | 7 | 17 | |||||||||
| 29 May | 100.37 | 3.5 | 0.03 (0.86%) | 30.43 | 15 | 9 | 9 | |||||||||
For Gmr Airports Limited - strike price 105 expiring on 28JUL2026
Delta for 105 CE is 0.67
Historical price for 105 CE is as follows
On 22 Jun GMRAIRPORT was trading at 108.23. The strike last trading price was 6.27, which was -0.73 lower than the previous day. The implied volatity was 30.08, the open interest changed by 7 which increased total open position to 77
On 19 Jun GMRAIRPORT was trading at 108.83. The strike last trading price was 6.7, which was -1.3 lower than the previous day. The implied volatity was 30.21, the open interest changed by 2 which increased total open position to 69
On 18 Jun GMRAIRPORT was trading at 110.55. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 30.78, the open interest changed by -3 which decreased total open position to 67
On 17 Jun GMRAIRPORT was trading at 109.32. The strike last trading price was 6.95, which was 0.95 higher than the previous day. The implied volatity was 29.11, the open interest changed by 3 which increased total open position to 70
On 16 Jun GMRAIRPORT was trading at 107.51. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 30.4, the open interest changed by -13 which decreased total open position to 66
On 15 Jun GMRAIRPORT was trading at 106.66. The strike last trading price was 6.02, which was 2.02 higher than the previous day. The implied volatity was 30.17, the open interest changed by -47 which decreased total open position to 79
On 12 Jun GMRAIRPORT was trading at 103.65. The strike last trading price was 4.4, which was 1.4 higher than the previous day. The implied volatity was 31.16, the open interest changed by 38 which increased total open position to 123
On 11 Jun GMRAIRPORT was trading at 100.10. The strike last trading price was 2.72, which was -0.28 lower than the previous day. The implied volatity was 31.08, the open interest changed by 14 which increased total open position to 86
On 10 Jun GMRAIRPORT was trading at 100.92. The strike last trading price was 3.3, which was -0.7 lower than the previous day. The implied volatity was 32.64, the open interest changed by 1 which increased total open position to 71
On 9 Jun GMRAIRPORT was trading at 102.61. The strike last trading price was 4.35, which was 1.35 higher than the previous day. The implied volatity was 32.95, the open interest changed by 14 which increased total open position to 69
On 8 Jun GMRAIRPORT was trading at 100.32. The strike last trading price was 3.24, which was -0.76 lower than the previous day. The implied volatity was 33.03, the open interest changed by 5 which increased total open position to 54
On 5 Jun GMRAIRPORT was trading at 102.03. The strike last trading price was 4.31, which was 0.31 higher than the previous day. The implied volatity was 33.44, the open interest changed by 5 which increased total open position to 48
On 4 Jun GMRAIRPORT was trading at 101.99. The strike last trading price was 4.46, which was 1.46 higher than the previous day. The implied volatity was 33.22, the open interest changed by 12 which increased total open position to 42
On 3 Jun GMRAIRPORT was trading at 98.78. The strike last trading price was 2.77, which was -0.23 lower than the previous day. The implied volatity was 33.12, the open interest changed by 5 which increased total open position to 30
On 2 Jun GMRAIRPORT was trading at 98.13. The strike last trading price was 2.58, which was 0.58 higher than the previous day. The implied volatity was 31.64, the open interest changed by 5 which increased total open position to 24
On 1 Jun GMRAIRPORT was trading at 97.06. The strike last trading price was 2.25, which was -1.75 lower than the previous day. The implied volatity was 31.73, the open interest changed by 7 which increased total open position to 17
On 29 May GMRAIRPORT was trading at 100.37. The strike last trading price was 3.5, which was 0.03 higher than the previous day. The implied volatity was 30.43, the open interest changed by 9 which increased total open position to 9
| GMRAIRPORT 28-Jul-2026 (36d) 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0
Theta: -0.04
Gamma: 0.0382
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 108.23 | 2.15 | -0.01 (-0.46%) | 27.73 | 89 | 59 | 124 |
| 19 Jun | 108.83 | 2.26 | 0.6 (36.14%) | 28.61 | 41 | -5 | 65 |
| 18 Jun | 110.55 | 1.69 | -0.42 (-19.91%) | 28.29 | 70 | 39 | 69 |
| 17 Jun | 109.32 | 2.17 | -0.61 (-21.94%) | 29.03 | 14 | 6 | 29 |
| 16 Jun | 107.51 | 2.74 | -0.27 (-8.97%) | 28.68 | 36 | 8 | 24 |
| 15 Jun | 106.66 | 3 | -2.29 (-43.29%) | 27.77 | 30 | 7 | 16 |
| 12 Jun | 103.65 | 5.29 | 5.29 | - | 7 | 0 | 9 |
| 11 Jun | 100.10 | 5.29 | 5.29 | - | 7 | 0 | 9 |
| 10 Jun | 100.92 | 5.29 | 5.29 | - | 7 | 0 | 9 |
| 9 Jun | 102.61 | 5.29 | 5.29 | - | 7 | 0 | 9 |
| 8 Jun | 100.32 | 5.29 | 5.29 | - | 7 | 0 | 9 |
| 5 Jun | 102.03 | 5.29 | -0.41 (-7.19%) | 29.24 | 7 | 6 | 9 |
| 4 Jun | 101.99 | 5.7 | -2.16 (-27.48%) | 28.26 | 3 | 1 | 2 |
| 3 Jun | 98.78 | 9.65 | 9.65 (-29.57%) | 26.42 | 1 | 0 | 1 |
| 2 Jun | 98.13 | 7.86 | -3.3 (-29.57%) | 26.42 | 1 | 1 | 1 |
| 1 Jun | 97.06 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 100.37 | 0 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 105 expiring on 28JUL2026
Delta for 105 PE is -0.33
Historical price for 105 PE is as follows
On 22 Jun GMRAIRPORT was trading at 108.23. The strike last trading price was 2.15, which was -0.01 lower than the previous day. The implied volatity was 27.73, the open interest changed by 59 which increased total open position to 124
On 19 Jun GMRAIRPORT was trading at 108.83. The strike last trading price was 2.26, which was 0.6 higher than the previous day. The implied volatity was 28.61, the open interest changed by -5 which decreased total open position to 65
On 18 Jun GMRAIRPORT was trading at 110.55. The strike last trading price was 1.69, which was -0.42 lower than the previous day. The implied volatity was 28.29, the open interest changed by 39 which increased total open position to 69
On 17 Jun GMRAIRPORT was trading at 109.32. The strike last trading price was 2.17, which was -0.61 lower than the previous day. The implied volatity was 29.03, the open interest changed by 6 which increased total open position to 29
On 16 Jun GMRAIRPORT was trading at 107.51. The strike last trading price was 2.74, which was -0.27 lower than the previous day. The implied volatity was 28.68, the open interest changed by 8 which increased total open position to 24
On 15 Jun GMRAIRPORT was trading at 106.66. The strike last trading price was 3, which was -2.29 lower than the previous day. The implied volatity was 27.77, the open interest changed by 7 which increased total open position to 16
On 12 Jun GMRAIRPORT was trading at 103.65. The strike last trading price was 5.29, which was 5.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Jun GMRAIRPORT was trading at 100.10. The strike last trading price was 5.29, which was 5.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Jun GMRAIRPORT was trading at 100.92. The strike last trading price was 5.29, which was 5.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Jun GMRAIRPORT was trading at 102.61. The strike last trading price was 5.29, which was 5.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 8 Jun GMRAIRPORT was trading at 100.32. The strike last trading price was 5.29, which was 5.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Jun GMRAIRPORT was trading at 102.03. The strike last trading price was 5.29, which was -0.41 lower than the previous day. The implied volatity was 29.24, the open interest changed by 6 which increased total open position to 9
On 4 Jun GMRAIRPORT was trading at 101.99. The strike last trading price was 5.7, which was -2.16 lower than the previous day. The implied volatity was 28.26, the open interest changed by 1 which increased total open position to 2
On 3 Jun GMRAIRPORT was trading at 98.78. The strike last trading price was 9.65, which was 9.65 higher than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 1
On 2 Jun GMRAIRPORT was trading at 98.13. The strike last trading price was 7.86, which was -3.3 lower than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 1
On 1 Jun GMRAIRPORT was trading at 97.06. The strike last trading price was 0, 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 29 May GMRAIRPORT was trading at 100.37. The strike last trading price was 0, 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
