GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 81 CE | ||||||||||
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Delta: 0.19
Vega: 0.03
Theta: -0.07
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78.82 | 0.3 | -1.00 | 29.16 | 3,478 | -59 | 382 | |||
| 19 Dec | 80.63 | 1.3 | -1.20 | 30.51 | 1,076 | 267 | 449 | |||
| 18 Dec | 82.15 | 2.5 | -0.60 | 35.55 | 242 | -19 | 182 | |||
| 17 Dec | 83.44 | 3.1 | -0.90 | 34.88 | 65 | -27 | 201 | |||
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| 16 Dec | 83.90 | 4 | 0.25 | 35.51 | 11 | 1 | 228 | |||
| 13 Dec | 83.95 | 3.75 | -0.80 | 20.67 | 65 | -2 | 228 | |||
| 12 Dec | 84.56 | 4.55 | 32.75 | 16 | -1 | 229 | ||||
For Gmr Airports Limited - strike price 81 expiring on 26DEC2024
Delta for 81 CE is 0.19
Historical price for 81 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.3, which was -1.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by -59 which decreased total open position to 382
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 1.3, which was -1.20 lower than the previous day. The implied volatity was 30.51, the open interest changed by 267 which increased total open position to 449
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was 35.55, the open interest changed by -19 which decreased total open position to 182
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 34.88, the open interest changed by -27 which decreased total open position to 201
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 4, which was 0.25 higher than the previous day. The implied volatity was 35.51, the open interest changed by 1 which increased total open position to 228
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 3.75, which was -0.80 lower than the previous day. The implied volatity was 20.67, the open interest changed by -2 which decreased total open position to 228
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was 32.75, the open interest changed by -1 which decreased total open position to 229
| GMRAIRPORT 26DEC2024 81 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.03
Theta: -0.05
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 3 | 1.65 | 30.35 | 2,028 | -43 | 260 |
| 19 Dec | 80.63 | 1.35 | 0.35 | 28.83 | 727 | -17 | 304 |
| 18 Dec | 82.15 | 1 | 0.10 | 33.29 | 839 | 60 | 321 |
| 17 Dec | 83.44 | 0.9 | 0.35 | 34.87 | 333 | 1 | 266 |
| 16 Dec | 83.90 | 0.55 | -0.10 | 31.52 | 136 | -34 | 267 |
| 13 Dec | 83.95 | 0.65 | 0.05 | 30.94 | 420 | 6 | 302 |
| 12 Dec | 84.56 | 0.6 | 30.08 | 173 | -15 | 298 | |
For Gmr Airports Limited - strike price 81 expiring on 26DEC2024
Delta for 81 PE is -0.80
Historical price for 81 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 3, which was 1.65 higher than the previous day. The implied volatity was 30.35, the open interest changed by -43 which decreased total open position to 260
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 28.83, the open interest changed by -17 which decreased total open position to 304
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 33.29, the open interest changed by 60 which increased total open position to 321
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 266
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 31.52, the open interest changed by -34 which decreased total open position to 267
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 30.94, the open interest changed by 6 which increased total open position to 302
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 30.08, the open interest changed by -15 which decreased total open position to 298
