GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 76 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 | |||
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| 20 Dec | 78.82 | 4.9 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 19 Dec | 80.63 | 4.9 | -4.85 | 24.52 | 9 | 0 | 2 | |||
| 18 Dec | 82.15 | 9.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 83.44 | 9.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 83.90 | 9.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 83.95 | 9.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 84.56 | 9.75 | 0.00 | 0 | 0 | 0 | ||||
For Gmr Airports Limited - strike price 76 expiring on 26DEC2024
Delta for 76 CE is 0.00
Historical price for 76 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 4.9, which was -4.85 lower than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 2
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GMRAIRPORT 26DEC2024 76 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.03
Theta: -0.08
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 0.45 | 0.10 | 32.83 | 253 | -28 | 280 |
| 19 Dec | 80.63 | 0.35 | 0.05 | 42.74 | 152 | 22 | 323 |
| 18 Dec | 82.15 | 0.3 | 0.05 | 45.62 | 59 | 2 | 305 |
| 17 Dec | 83.44 | 0.25 | 0.05 | 44.30 | 23 | -6 | 305 |
| 16 Dec | 83.90 | 0.2 | -0.05 | 43.84 | 63 | -33 | 312 |
| 13 Dec | 83.95 | 0.25 | 0.05 | 41.50 | 71 | 30 | 345 |
| 12 Dec | 84.56 | 0.2 | 38.78 | 43 | 11 | 315 | |
For Gmr Airports Limited - strike price 76 expiring on 26DEC2024
Delta for 76 PE is -0.23
Historical price for 76 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 32.83, the open interest changed by -28 which decreased total open position to 280
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 42.74, the open interest changed by 22 which increased total open position to 323
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 45.62, the open interest changed by 2 which increased total open position to 305
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 44.30, the open interest changed by -6 which decreased total open position to 305
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.84, the open interest changed by -33 which decreased total open position to 312
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 41.50, the open interest changed by 30 which increased total open position to 345
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 38.78, the open interest changed by 11 which increased total open position to 315
