GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 80 CE | ||||||||||
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Delta: 0.29
Vega: 0.03
Theta: -0.09
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78.82 | 0.5 | -1.40 | 28.37 | 3,523 | 5 | 787 | |||
| 19 Dec | 80.63 | 1.9 | -1.40 | 32.04 | 1,054 | 109 | 782 | |||
| 18 Dec | 82.15 | 3.3 | -0.70 | 38.93 | 839 | 116 | 673 | |||
| 17 Dec | 83.44 | 4 | -0.75 | 39.43 | 379 | -26 | 554 | |||
| 16 Dec | 83.90 | 4.75 | 0.15 | 34.90 | 87 | 5 | 581 | |||
| 13 Dec | 83.95 | 4.6 | -0.80 | 18.84 | 314 | 57 | 578 | |||
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| 12 Dec | 84.56 | 5.4 | 34.37 | 52 | -9 | 520 | ||||
For Gmr Airports Limited - strike price 80 expiring on 26DEC2024
Delta for 80 CE is 0.29
Historical price for 80 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.5, which was -1.40 lower than the previous day. The implied volatity was 28.37, the open interest changed by 5 which increased total open position to 787
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 1.9, which was -1.40 lower than the previous day. The implied volatity was 32.04, the open interest changed by 109 which increased total open position to 782
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 3.3, which was -0.70 lower than the previous day. The implied volatity was 38.93, the open interest changed by 116 which increased total open position to 673
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 4, which was -0.75 lower than the previous day. The implied volatity was 39.43, the open interest changed by -26 which decreased total open position to 554
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 4.75, which was 0.15 higher than the previous day. The implied volatity was 34.90, the open interest changed by 5 which increased total open position to 581
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 4.6, which was -0.80 lower than the previous day. The implied volatity was 18.84, the open interest changed by 57 which increased total open position to 578
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was 34.37, the open interest changed by -9 which decreased total open position to 520
| GMRAIRPORT 26DEC2024 80 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.03
Theta: -0.07
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 2.2 | 1.15 | 29.28 | 3,311 | -140 | 847 |
| 19 Dec | 80.63 | 1.05 | 0.30 | 32.59 | 1,037 | 23 | 980 |
| 18 Dec | 82.15 | 0.75 | 0.05 | 35.19 | 1,047 | -11 | 953 |
| 17 Dec | 83.44 | 0.7 | 0.25 | 36.92 | 795 | -31 | 973 |
| 16 Dec | 83.90 | 0.45 | -0.05 | 34.31 | 301 | -21 | 973 |
| 13 Dec | 83.95 | 0.5 | 0.05 | 32.39 | 1,253 | -170 | 993 |
| 12 Dec | 84.56 | 0.45 | 31.22 | 440 | -109 | 1,159 | |
For Gmr Airports Limited - strike price 80 expiring on 26DEC2024
Delta for 80 PE is -0.71
Historical price for 80 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 2.2, which was 1.15 higher than the previous day. The implied volatity was 29.28, the open interest changed by -140 which decreased total open position to 847
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was 32.59, the open interest changed by 23 which increased total open position to 980
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 35.19, the open interest changed by -11 which decreased total open position to 953
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 36.92, the open interest changed by -31 which decreased total open position to 973
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.31, the open interest changed by -21 which decreased total open position to 973
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 32.39, the open interest changed by -170 which decreased total open position to 993
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 31.22, the open interest changed by -109 which decreased total open position to 1159
