GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 78 CE | ||||||||||
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Delta: 0.55
Vega: 0.04
Theta: -0.10
Gamma: 0.14
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 78.82 | 1.3 | -1.85 | 28.27 | 802 | 28 | 110 | |||
| 19 Dec | 80.63 | 3.15 | -2.95 | 27.66 | 4 | -1 | 82 | |||
| 18 Dec | 82.15 | 6.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 83.44 | 6.1 | -0.10 | 54.87 | 1 | 0 | 83 | |||
| 16 Dec | 83.90 | 6.2 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 13 Dec | 83.95 | 6.2 | -0.70 | - | 38 | -3 | 83 | |||
| 12 Dec | 84.56 | 6.9 | 26.38 | 1 | 0 | 87 | ||||
For Gmr Airports Limited - strike price 78 expiring on 26DEC2024
Delta for 78 CE is 0.55
Historical price for 78 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 1.3, which was -1.85 lower than the previous day. The implied volatity was 28.27, the open interest changed by 28 which increased total open position to 110
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 3.15, which was -2.95 lower than the previous day. The implied volatity was 27.66, the open interest changed by -1 which decreased total open position to 82
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 6.1, 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 6.1, which was -0.10 lower than the previous day. The implied volatity was 54.87, the open interest changed by 0 which decreased total open position to 83
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 6.2, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 83
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 87
| GMRAIRPORT 26DEC2024 78 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.04
Theta: -0.09
Gamma: 0.13
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 1.05 | 0.45 | 30.24 | 1,230 | 13 | 263 |
| 19 Dec | 80.63 | 0.6 | 0.10 | 37.76 | 251 | 22 | 252 |
| 18 Dec | 82.15 | 0.5 | 0.10 | 41.51 | 217 | 20 | 230 |
| 17 Dec | 83.44 | 0.4 | 0.15 | 40.06 | 191 | -34 | 212 |
| 16 Dec | 83.90 | 0.25 | -0.05 | 37.33 | 92 | -30 | 247 |
| 13 Dec | 83.95 | 0.3 | -0.05 | 35.42 | 217 | -14 | 277 |
| 12 Dec | 84.56 | 0.35 | 36.76 | 29 | -2 | 296 | |
For Gmr Airports Limited - strike price 78 expiring on 26DEC2024
Delta for 78 PE is -0.45
Historical price for 78 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 30.24, the open interest changed by 13 which increased total open position to 263
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 37.76, the open interest changed by 22 which increased total open position to 252
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 41.51, the open interest changed by 20 which increased total open position to 230
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 40.06, the open interest changed by -34 which decreased total open position to 212
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 37.33, the open interest changed by -30 which decreased total open position to 247
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.42, the open interest changed by -14 which decreased total open position to 277
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was 36.76, the open interest changed by -2 which decreased total open position to 296
