GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
GMRAIRPORT 26DEC2024 75 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 78.82 | 5.8 | 0.00 | 0.00 | 0 | -2 | 0 | |||
19 Dec | 80.63 | 5.8 | -1.70 | - | 6 | -1 | 147 | |||
18 Dec | 82.15 | 7.5 | -1.85 | 40.44 | 22 | -11 | 147 | |||
17 Dec | 83.44 | 9.35 | 0.05 | 80.89 | 17 | -4 | 158 | |||
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16 Dec | 83.90 | 9.3 | 0.95 | 34.62 | 8 | -1 | 162 | |||
13 Dec | 83.95 | 8.35 | -1.85 | - | 11 | 1 | 163 | |||
12 Dec | 84.56 | 10.2 | 50.58 | 2 | -1 | 161 |
For Gmr Airports Limited - strike price 75 expiring on 26DEC2024
Delta for 75 CE is 0.00
Historical price for 75 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 5.8, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 147
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 7.5, which was -1.85 lower than the previous day. The implied volatity was 40.44, the open interest changed by -11 which decreased total open position to 147
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 9.35, which was 0.05 higher than the previous day. The implied volatity was 80.89, the open interest changed by -4 which decreased total open position to 158
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 9.3, which was 0.95 higher than the previous day. The implied volatity was 34.62, the open interest changed by -1 which decreased total open position to 162
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 8.35, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 163
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was 50.58, the open interest changed by -1 which decreased total open position to 161
GMRAIRPORT 26DEC2024 75 PE | |||||||
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Delta: -0.16
Vega: 0.02
Theta: -0.07
Gamma: 0.07
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 78.82 | 0.3 | 0.00 | 34.84 | 689 | -51 | 475 |
19 Dec | 80.63 | 0.3 | 0.10 | 46.64 | 349 | -16 | 544 |
18 Dec | 82.15 | 0.2 | 0.05 | 45.79 | 82 | -26 | 565 |
17 Dec | 83.44 | 0.15 | -0.05 | 43.46 | 186 | 23 | 592 |
16 Dec | 83.90 | 0.2 | 0.05 | 48.16 | 12 | -7 | 569 |
13 Dec | 83.95 | 0.15 | 0.00 | 40.42 | 234 | -46 | 578 |
12 Dec | 84.56 | 0.15 | 39.81 | 107 | -5 | 626 |
For Gmr Airports Limited - strike price 75 expiring on 26DEC2024
Delta for 75 PE is -0.16
Historical price for 75 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 34.84, the open interest changed by -51 which decreased total open position to 475
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 46.64, the open interest changed by -16 which decreased total open position to 544
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 45.79, the open interest changed by -26 which decreased total open position to 565
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.46, the open interest changed by 23 which increased total open position to 592
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 48.16, the open interest changed by -7 which decreased total open position to 569
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.42, the open interest changed by -46 which decreased total open position to 578
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was 39.81, the open interest changed by -5 which decreased total open position to 626