GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 86 CE | ||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78.82 | 0.05 | -0.15 | 39.12 | 507 | 44 | 799 | |||
| 19 Dec | 80.63 | 0.2 | -0.15 | 35.18 | 484 | -12 | 755 | |||
| 18 Dec | 82.15 | 0.35 | -0.20 | 30.53 | 1,118 | 0 | 768 | |||
| 17 Dec | 83.44 | 0.55 | -0.25 | 29.60 | 2,935 | -96 | 770 | |||
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| 16 Dec | 83.90 | 0.8 | -0.10 | 26.77 | 982 | 14 | 860 | |||
| 13 Dec | 83.95 | 0.9 | -0.45 | 23.73 | 1,289 | -30 | 845 | |||
| 12 Dec | 84.56 | 1.35 | 28.19 | 1,122 | 17 | 873 | ||||
For Gmr Airports Limited - strike price 86 expiring on 26DEC2024
Delta for 86 CE is 0.03
Historical price for 86 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 39.12, the open interest changed by 44 which increased total open position to 799
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 35.18, the open interest changed by -12 which decreased total open position to 755
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 30.53, the open interest changed by 0 which decreased total open position to 768
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 29.60, the open interest changed by -96 which decreased total open position to 770
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 26.77, the open interest changed by 14 which increased total open position to 860
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by -30 which decreased total open position to 845
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was 28.19, the open interest changed by 17 which increased total open position to 873
| GMRAIRPORT 26DEC2024 86 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.02
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78.82 | 7.9 | 2.60 | 54.59 | 294 | -15 | 544 |
| 19 Dec | 80.63 | 5.3 | 1.55 | 34.43 | 37 | -3 | 559 |
| 18 Dec | 82.15 | 3.75 | 0.40 | 23.68 | 225 | -18 | 561 |
| 17 Dec | 83.44 | 3.35 | 0.75 | 29.89 | 758 | 1 | 581 |
| 16 Dec | 83.90 | 2.6 | -0.25 | 28.65 | 144 | -31 | 576 |
| 13 Dec | 83.95 | 2.85 | 0.25 | 31.92 | 180 | -54 | 608 |
| 12 Dec | 84.56 | 2.6 | 29.57 | 292 | -25 | 666 | |
For Gmr Airports Limited - strike price 86 expiring on 26DEC2024
Delta for 86 PE is -0.90
Historical price for 86 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 7.9, which was 2.60 higher than the previous day. The implied volatity was 54.59, the open interest changed by -15 which decreased total open position to 544
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 5.3, which was 1.55 higher than the previous day. The implied volatity was 34.43, the open interest changed by -3 which decreased total open position to 559
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 3.75, which was 0.40 higher than the previous day. The implied volatity was 23.68, the open interest changed by -18 which decreased total open position to 561
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was 29.89, the open interest changed by 1 which increased total open position to 581
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 28.65, the open interest changed by -31 which decreased total open position to 576
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 2.85, which was 0.25 higher than the previous day. The implied volatity was 31.92, the open interest changed by -54 which decreased total open position to 608
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was 29.57, the open interest changed by -25 which decreased total open position to 666
