GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 82 CE | ||||||||||
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Delta: 0.13
Vega: 0.02
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78.82 | 0.2 | -0.65 | 31.20 | 2,720 | -27 | 796 | |||
| 19 Dec | 80.63 | 0.85 | -0.95 | 29.78 | 1,435 | 21 | 827 | |||
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| 18 Dec | 82.15 | 1.8 | -0.65 | 32.87 | 1,310 | 217 | 807 | |||
| 17 Dec | 83.44 | 2.45 | -0.45 | 34.59 | 385 | -8 | 587 | |||
| 16 Dec | 83.90 | 2.9 | -0.20 | 27.16 | 260 | -6 | 595 | |||
| 13 Dec | 83.95 | 3.1 | -0.50 | 24.15 | 547 | -10 | 602 | |||
| 12 Dec | 84.56 | 3.6 | 28.61 | 60 | -8 | 612 | ||||
For Gmr Airports Limited - strike price 82 expiring on 26DEC2024
Delta for 82 CE is 0.13
Historical price for 82 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.2, which was -0.65 lower than the previous day. The implied volatity was 31.20, the open interest changed by -27 which decreased total open position to 796
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.85, which was -0.95 lower than the previous day. The implied volatity was 29.78, the open interest changed by 21 which increased total open position to 827
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 32.87, the open interest changed by 217 which increased total open position to 807
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 34.59, the open interest changed by -8 which decreased total open position to 587
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was 27.16, the open interest changed by -6 which decreased total open position to 595
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 3.1, which was -0.50 lower than the previous day. The implied volatity was 24.15, the open interest changed by -10 which decreased total open position to 602
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was 28.61, the open interest changed by -8 which decreased total open position to 612
| GMRAIRPORT 26DEC2024 82 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.02
Theta: -0.05
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 3.95 | 2.00 | 34.89 | 1,624 | 12 | 675 |
| 19 Dec | 80.63 | 1.95 | 0.65 | 29.24 | 413 | -52 | 667 |
| 18 Dec | 82.15 | 1.3 | 0.15 | 30.79 | 1,431 | 80 | 721 |
| 17 Dec | 83.44 | 1.15 | 0.40 | 32.62 | 662 | -21 | 647 |
| 16 Dec | 83.90 | 0.75 | -0.10 | 30.07 | 330 | 5 | 669 |
| 13 Dec | 83.95 | 0.85 | 0.05 | 29.56 | 693 | 15 | 665 |
| 12 Dec | 84.56 | 0.8 | 29.04 | 255 | 35 | 653 | |
For Gmr Airports Limited - strike price 82 expiring on 26DEC2024
Delta for 82 PE is -0.84
Historical price for 82 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 3.95, which was 2.00 higher than the previous day. The implied volatity was 34.89, the open interest changed by 12 which increased total open position to 675
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 1.95, which was 0.65 higher than the previous day. The implied volatity was 29.24, the open interest changed by -52 which decreased total open position to 667
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 30.79, the open interest changed by 80 which increased total open position to 721
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 1.15, which was 0.40 higher than the previous day. The implied volatity was 32.62, the open interest changed by -21 which decreased total open position to 647
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 30.07, the open interest changed by 5 which increased total open position to 669
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 29.56, the open interest changed by 15 which increased total open position to 665
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 29.04, the open interest changed by 35 which increased total open position to 653
