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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 83 CE
Delta: 0.07
Vega: 0.01
Theta: -0.04
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 0.1 -0.40 30.79 2,009 118 1,405
19 Dec 80.63 0.5 -0.75 28.64 1,322 -100 1,288
18 Dec 82.15 1.25 -0.50 31.41 2,560 211 1,385
17 Dec 83.44 1.75 -0.45 31.70 978 137 1,174
16 Dec 83.90 2.2 -0.15 26.65 394 -12 1,037
13 Dec 83.95 2.35 -0.55 23.16 1,160 119 1,046
12 Dec 84.56 2.9 28.24 122 8 928

For Gmr Airports Limited - strike price 83 expiring on 26DEC2024

Delta for 83 CE is 0.07

Historical price for 83 CE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.1, which was -0.40 lower than the previous day. The implied volatity was 30.79, the open interest changed by 118 which increased total open position to 1405


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.5, which was -0.75 lower than the previous day. The implied volatity was 28.64, the open interest changed by -100 which decreased total open position to 1288


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 31.41, the open interest changed by 211 which increased total open position to 1385


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 31.70, the open interest changed by 137 which increased total open position to 1174


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 26.65, the open interest changed by -12 which decreased total open position to 1037


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 23.16, the open interest changed by 119 which increased total open position to 1046


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was 28.24, the open interest changed by 8 which increased total open position to 928


GMRAIRPORT 26DEC2024 83 PE
Delta: -0.89
Vega: 0.02
Theta: -0.04
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 4.85 2.25 36.05 1,305 -241 767
19 Dec 80.63 2.6 0.85 28.07 565 -139 1,011
18 Dec 82.15 1.75 0.20 29.36 985 -12 1,150
17 Dec 83.44 1.55 0.55 31.78 1,138 -80 1,161
16 Dec 83.90 1 -0.15 28.33 465 -40 1,231
13 Dec 83.95 1.15 0.15 28.89 818 10 1,267
12 Dec 84.56 1 27.03 346 22 1,104

For Gmr Airports Limited - strike price 83 expiring on 26DEC2024

Delta for 83 PE is -0.89

Historical price for 83 PE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 4.85, which was 2.25 higher than the previous day. The implied volatity was 36.05, the open interest changed by -241 which decreased total open position to 767


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 2.6, which was 0.85 higher than the previous day. The implied volatity was 28.07, the open interest changed by -139 which decreased total open position to 1011


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 29.36, the open interest changed by -12 which decreased total open position to 1150


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 31.78, the open interest changed by -80 which decreased total open position to 1161


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 28.33, the open interest changed by -40 which decreased total open position to 1231


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 28.89, the open interest changed by 10 which increased total open position to 1267


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 27.03, the open interest changed by 22 which increased total open position to 1104