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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 87 CE
Delta: 0.03
Vega: 0.01
Theta: -0.03
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 0.05 -0.05 43.06 386 -58 1,105
19 Dec 80.63 0.1 -0.15 34.24 529 -59 1,188
18 Dec 82.15 0.25 -0.15 31.99 481 -77 1,258
17 Dec 83.44 0.4 -0.15 28.59 2,157 165 1,334
16 Dec 83.90 0.55 -0.05 27.27 466 15 1,174
13 Dec 83.95 0.6 -0.35 23.65 1,167 -64 1,161
12 Dec 84.56 0.95 27.37 702 158 1,225

For Gmr Airports Limited - strike price 87 expiring on 26DEC2024

Delta for 87 CE is 0.03

Historical price for 87 CE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 43.06, the open interest changed by -58 which decreased total open position to 1105


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 34.24, the open interest changed by -59 which decreased total open position to 1188


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.99, the open interest changed by -77 which decreased total open position to 1258


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.59, the open interest changed by 165 which increased total open position to 1334


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 27.27, the open interest changed by 15 which increased total open position to 1174


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 23.65, the open interest changed by -64 which decreased total open position to 1161


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was 27.37, the open interest changed by 158 which increased total open position to 1225


GMRAIRPORT 26DEC2024 87 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 7.5 1.35 - 55 10 2,429
19 Dec 80.63 6.15 1.50 27.90 41 -29 2,419
18 Dec 82.15 4.65 0.55 22.47 117 -1 2,448
17 Dec 83.44 4.1 0.80 28.37 289 57 2,449
16 Dec 83.90 3.3 -0.25 28.37 61 -6 2,392
13 Dec 83.95 3.55 0.45 32.66 152 -4 2,398
12 Dec 84.56 3.1 27.25 154 -2 2,402

For Gmr Airports Limited - strike price 87 expiring on 26DEC2024

Delta for 87 PE is -

Historical price for 87 PE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 7.5, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 2429


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 6.15, which was 1.50 higher than the previous day. The implied volatity was 27.90, the open interest changed by -29 which decreased total open position to 2419


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 4.65, which was 0.55 higher than the previous day. The implied volatity was 22.47, the open interest changed by -1 which decreased total open position to 2448


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 4.1, which was 0.80 higher than the previous day. The implied volatity was 28.37, the open interest changed by 57 which increased total open position to 2449


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 3.3, which was -0.25 lower than the previous day. The implied volatity was 28.37, the open interest changed by -6 which decreased total open position to 2392


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 32.66, the open interest changed by -4 which decreased total open position to 2398


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 27.25, the open interest changed by -2 which decreased total open position to 2402