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Related Pages for GMRAIRPORT
[--[65.84.65.76]--]
GMRAIRPORT
Gmr Airports Limited
78.82 -1.81 (-2.24%)

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Historical option data for GMRAIRPORT

20 Dec 2024 04:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GMRAIRPORT 26DEC2024 79 CE
Delta: 0.41
Vega: 0.04
Theta: -0.10
Gamma: 0.14
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 0.8 -1.85 27.46 2,119 246 379
19 Dec 80.63 2.65 -1.40 34.86 126 -9 134
18 Dec 82.15 4.05 -1.45 39.72 88 6 144
17 Dec 83.44 5.5 0.00 0.00 0 1 0
16 Dec 83.90 5.5 -0.20 31.75 22 2 139
13 Dec 83.95 5.7 -0.65 27.08 55 0 137
12 Dec 84.56 6.35 37.77 1 0 137

For Gmr Airports Limited - strike price 79 expiring on 26DEC2024

Delta for 79 CE is 0.41

Historical price for 79 CE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.8, which was -1.85 lower than the previous day. The implied volatity was 27.46, the open interest changed by 246 which increased total open position to 379


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 2.65, which was -1.40 lower than the previous day. The implied volatity was 34.86, the open interest changed by -9 which decreased total open position to 134


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 4.05, which was -1.45 lower than the previous day. The implied volatity was 39.72, the open interest changed by 6 which increased total open position to 144


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 5.5, which was -0.20 lower than the previous day. The implied volatity was 31.75, the open interest changed by 2 which increased total open position to 139


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 5.7, which was -0.65 lower than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 137


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was 37.77, the open interest changed by 0 which decreased total open position to 137


GMRAIRPORT 26DEC2024 79 PE
Delta: -0.58
Vega: 0.04
Theta: -0.08
Gamma: 0.13
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 1.55 0.75 29.50 1,910 -92 318
19 Dec 80.63 0.8 0.20 35.41 314 44 415
18 Dec 82.15 0.6 0.10 38.15 126 7 372
17 Dec 83.44 0.5 0.15 37.65 115 -26 374
16 Dec 83.90 0.35 -0.05 35.56 30 7 400
13 Dec 83.95 0.4 0.05 34.27 168 6 399
12 Dec 84.56 0.35 32.72 29 -11 393

For Gmr Airports Limited - strike price 79 expiring on 26DEC2024

Delta for 79 PE is -0.58

Historical price for 79 PE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 1.55, which was 0.75 higher than the previous day. The implied volatity was 29.50, the open interest changed by -92 which decreased total open position to 318


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 35.41, the open interest changed by 44 which increased total open position to 415


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 38.15, the open interest changed by 7 which increased total open position to 372


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 37.65, the open interest changed by -26 which decreased total open position to 374


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 35.56, the open interest changed by 7 which increased total open position to 400


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 34.27, the open interest changed by 6 which increased total open position to 399


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 32.72, the open interest changed by -11 which decreased total open position to 393