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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 85 CE
Delta: 0.06
Vega: 0.01
Theta: -0.04
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 0.1 -0.10 40.18 1,696 -207 1,799
19 Dec 80.63 0.2 -0.40 30.27 1,759 -158 2,068
18 Dec 82.15 0.6 -0.30 31.80 3,505 -187 2,239
17 Dec 83.44 0.9 -0.30 31.26 6,268 112 2,439
16 Dec 83.90 1.2 -0.10 27.41 2,304 25 2,327
13 Dec 83.95 1.3 -0.45 23.88 5,036 302 2,308
12 Dec 84.56 1.75 27.71 1,683 30 2,009

For Gmr Airports Limited - strike price 85 expiring on 26DEC2024

Delta for 85 CE is 0.06

Historical price for 85 CE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 40.18, the open interest changed by -207 which decreased total open position to 1799


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.2, which was -0.40 lower than the previous day. The implied volatity was 30.27, the open interest changed by -158 which decreased total open position to 2068


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 31.80, the open interest changed by -187 which decreased total open position to 2239


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 31.26, the open interest changed by 112 which increased total open position to 2439


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 27.41, the open interest changed by 25 which increased total open position to 2327


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 23.88, the open interest changed by 302 which increased total open position to 2308


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was 27.71, the open interest changed by 30 which increased total open position to 2009


GMRAIRPORT 26DEC2024 85 PE
Delta: -0.91
Vega: 0.02
Theta: -0.04
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 6.85 2.50 46.50 1,445 -210 901
19 Dec 80.63 4.35 1.25 31.68 272 -71 1,112
18 Dec 82.15 3.1 0.45 29.37 667 -101 1,188
17 Dec 83.44 2.65 0.70 30.40 1,616 73 1,289
16 Dec 83.90 1.95 -0.20 28.19 395 10 1,215
13 Dec 83.95 2.15 0.30 30.07 728 -89 1,206
12 Dec 84.56 1.85 26.73 820 104 1,301

For Gmr Airports Limited - strike price 85 expiring on 26DEC2024

Delta for 85 PE is -0.91

Historical price for 85 PE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 6.85, which was 2.50 higher than the previous day. The implied volatity was 46.50, the open interest changed by -210 which decreased total open position to 901


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 4.35, which was 1.25 higher than the previous day. The implied volatity was 31.68, the open interest changed by -71 which decreased total open position to 1112


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 3.1, which was 0.45 higher than the previous day. The implied volatity was 29.37, the open interest changed by -101 which decreased total open position to 1188


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 2.65, which was 0.70 higher than the previous day. The implied volatity was 30.40, the open interest changed by 73 which increased total open position to 1289


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 1.95, which was -0.20 lower than the previous day. The implied volatity was 28.19, the open interest changed by 10 which increased total open position to 1215


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 2.15, which was 0.30 higher than the previous day. The implied volatity was 30.07, the open interest changed by -89 which decreased total open position to 1206


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was 26.73, the open interest changed by 104 which increased total open position to 1301