GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 77 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.04
Theta: -0.10
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78.82 | 1.95 | -2.30 | 29.48 | 1,191 | 17 | 250 | |||
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| 19 Dec | 80.63 | 4.25 | -1.60 | 37.69 | 84 | -15 | 238 | |||
| 18 Dec | 82.15 | 5.85 | -1.20 | 46.23 | 4 | -2 | 254 | |||
| 17 Dec | 83.44 | 7.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 83.90 | 7.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 83.95 | 7.05 | -1.10 | - | 2 | 1 | 257 | |||
| 12 Dec | 84.56 | 8.15 | 40.59 | 2 | -1 | 255 | ||||
For Gmr Airports Limited - strike price 77 expiring on 26DEC2024
Delta for 77 CE is 0.68
Historical price for 77 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 1.95, which was -2.30 lower than the previous day. The implied volatity was 29.48, the open interest changed by 17 which increased total open position to 250
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 4.25, which was -1.60 lower than the previous day. The implied volatity was 37.69, the open interest changed by -15 which decreased total open position to 238
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 5.85, which was -1.20 lower than the previous day. The implied volatity was 46.23, the open interest changed by -2 which decreased total open position to 254
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 7.05, 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 7.05, 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 7.05, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 257
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was 40.59, the open interest changed by -1 which decreased total open position to 255
| GMRAIRPORT 26DEC2024 77 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.04
Theta: -0.09
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 0.7 | 0.25 | 31.61 | 473 | -11 | 259 |
| 19 Dec | 80.63 | 0.45 | 0.10 | 40.06 | 145 | 6 | 281 |
| 18 Dec | 82.15 | 0.35 | -0.05 | 42.17 | 137 | -13 | 276 |
| 17 Dec | 83.44 | 0.4 | 0.15 | 45.39 | 92 | 9 | 289 |
| 16 Dec | 83.90 | 0.25 | -0.05 | 41.86 | 21 | 2 | 289 |
| 13 Dec | 83.95 | 0.3 | 0.05 | 39.47 | 132 | 1 | 287 |
| 12 Dec | 84.56 | 0.25 | 37.19 | 67 | -12 | 282 | |
For Gmr Airports Limited - strike price 77 expiring on 26DEC2024
Delta for 77 PE is -0.33
Historical price for 77 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 31.61, the open interest changed by -11 which decreased total open position to 259
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 40.06, the open interest changed by 6 which increased total open position to 281
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 42.17, the open interest changed by -13 which decreased total open position to 276
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 45.39, the open interest changed by 9 which increased total open position to 289
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 41.86, the open interest changed by 2 which increased total open position to 289
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 39.47, the open interest changed by 1 which increased total open position to 287
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 37.19, the open interest changed by -12 which decreased total open position to 282
