GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 70 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.01
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78.82 | 8.35 | -2.90 | 43.83 | 61 | -14 | 153 | |||
| 19 Dec | 80.63 | 11.25 | -1.05 | - | 21 | 6 | 167 | |||
| 18 Dec | 82.15 | 12.3 | -2.10 | - | 17 | 0 | 161 | |||
| 17 Dec | 83.44 | 14.4 | -0.15 | - | 17 | -1 | 161 | |||
| 16 Dec | 83.90 | 14.55 | 0.65 | - | 9 | 0 | 162 | |||
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| 13 Dec | 83.95 | 13.9 | -1.30 | - | 36 | 1 | 162 | |||
| 12 Dec | 84.56 | 15.2 | - | 2 | 0 | 161 | ||||
For Gmr Airports Limited - strike price 70 expiring on 26DEC2024
Delta for 70 CE is 0.98
Historical price for 70 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 8.35, which was -2.90 lower than the previous day. The implied volatity was 43.83, the open interest changed by -14 which decreased total open position to 153
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 11.25, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 167
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 12.3, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 14.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 161
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 14.55, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 162
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 13.9, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 162
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161
| GMRAIRPORT 26DEC2024 70 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.01
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 0.1 | 0.00 | 52.77 | 115 | 11 | 452 |
| 19 Dec | 80.63 | 0.1 | 0.00 | - | 68 | 14 | 441 |
| 18 Dec | 82.15 | 0.1 | 0.00 | 61.50 | 40 | -7 | 427 |
| 17 Dec | 83.44 | 0.1 | 0.00 | 60.68 | 58 | 11 | 433 |
| 16 Dec | 83.90 | 0.1 | 0.05 | - | 4 | 0 | 423 |
| 13 Dec | 83.95 | 0.05 | -0.05 | 47.18 | 36 | -8 | 423 |
| 12 Dec | 84.56 | 0.1 | 53.03 | 7 | -1 | 435 | |
For Gmr Airports Limited - strike price 70 expiring on 26DEC2024
Delta for 70 PE is -0.04
Historical price for 70 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 52.77, the open interest changed by 11 which increased total open position to 452
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 441
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 61.50, the open interest changed by -7 which decreased total open position to 427
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 60.68, the open interest changed by 11 which increased total open position to 433
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 423
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 47.18, the open interest changed by -8 which decreased total open position to 423
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was 53.03, the open interest changed by -1 which decreased total open position to 435
