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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 84 CE
Delta: 0.07
Vega: 0.01
Theta: -0.04
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 0.1 -0.25 35.54 1,323 -118 850
19 Dec 80.63 0.35 -0.55 30.49 885 99 980
18 Dec 82.15 0.9 -0.40 32.05 2,155 -50 885
17 Dec 83.44 1.3 -0.30 31.91 1,524 16 933
16 Dec 83.90 1.6 -0.20 26.18 554 22 917
13 Dec 83.95 1.8 -0.45 23.98 2,241 103 898
12 Dec 84.56 2.25 27.46 409 -49 788

For Gmr Airports Limited - strike price 84 expiring on 26DEC2024

Delta for 84 CE is 0.07

Historical price for 84 CE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was 35.54, the open interest changed by -118 which decreased total open position to 850


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.35, which was -0.55 lower than the previous day. The implied volatity was 30.49, the open interest changed by 99 which increased total open position to 980


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 32.05, the open interest changed by -50 which decreased total open position to 885


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 31.91, the open interest changed by 16 which increased total open position to 933


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 26.18, the open interest changed by 22 which increased total open position to 917


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 23.98, the open interest changed by 103 which increased total open position to 898


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was 27.46, the open interest changed by -49 which decreased total open position to 788


GMRAIRPORT 26DEC2024 84 PE
Delta: -0.90
Vega: 0.02
Theta: -0.04
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 5.85 2.40 41.37 1,213 -127 489
19 Dec 80.63 3.45 1.10 29.85 412 -72 619
18 Dec 82.15 2.35 0.35 28.78 667 -74 691
17 Dec 83.44 2 0.55 30.09 1,342 35 763
16 Dec 83.90 1.45 -0.10 28.71 787 2 734
13 Dec 83.95 1.55 0.15 28.58 594 25 731
12 Dec 84.56 1.4 27.18 501 22 701

For Gmr Airports Limited - strike price 84 expiring on 26DEC2024

Delta for 84 PE is -0.90

Historical price for 84 PE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 5.85, which was 2.40 higher than the previous day. The implied volatity was 41.37, the open interest changed by -127 which decreased total open position to 489


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 3.45, which was 1.10 higher than the previous day. The implied volatity was 29.85, the open interest changed by -72 which decreased total open position to 619


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 28.78, the open interest changed by -74 which decreased total open position to 691


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 2, which was 0.55 higher than the previous day. The implied volatity was 30.09, the open interest changed by 35 which increased total open position to 763


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 28.71, the open interest changed by 2 which increased total open position to 734


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 28.58, the open interest changed by 25 which increased total open position to 731


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was 27.18, the open interest changed by 22 which increased total open position to 701