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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 88 CE
Delta: 0.03
Vega: 0.01
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 0.05 -0.05 47.71 249 -59 560
19 Dec 80.63 0.1 -0.10 37.86 269 -50 645
18 Dec 82.15 0.2 -0.10 34.37 421 -37 701
17 Dec 83.44 0.3 -0.10 32.50 1,087 42 747
16 Dec 83.90 0.4 -0.10 28.60 479 -3 704
13 Dec 83.95 0.5 -0.20 26.18 681 -57 696
12 Dec 84.56 0.7 27.79 506 14 751

For Gmr Airports Limited - strike price 88 expiring on 26DEC2024

Delta for 88 CE is 0.03

Historical price for 88 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 47.71, the open interest changed by -59 which decreased total open position to 560


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 37.86, the open interest changed by -50 which decreased total open position to 645


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 34.37, the open interest changed by -37 which decreased total open position to 701


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 32.50, the open interest changed by 42 which increased total open position to 747


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 28.60, the open interest changed by -3 which decreased total open position to 704


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 26.18, the open interest changed by -57 which decreased total open position to 696


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 27.79, the open interest changed by 14 which increased total open position to 751


GMRAIRPORT 26DEC2024 88 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 7.2 0.00 0.00 0 -26 0
19 Dec 80.63 7.2 1.60 39.13 37 -25 346
18 Dec 82.15 5.6 0.60 20.33 80 -13 371
17 Dec 83.44 5 0.95 29.48 180 6 384
16 Dec 83.90 4.05 -0.10 27.23 66 3 378
13 Dec 83.95 4.15 0.30 30.35 61 0 373
12 Dec 84.56 3.85 27.73 38 -6 375

For Gmr Airports Limited - strike price 88 expiring on 26DEC2024

Delta for 88 PE is 0.00

Historical price for 88 PE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -26 which decreased total open position to 0


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 7.2, which was 1.60 higher than the previous day. The implied volatity was 39.13, the open interest changed by -25 which decreased total open position to 346


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 5.6, which was 0.60 higher than the previous day. The implied volatity was 20.33, the open interest changed by -13 which decreased total open position to 371


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 5, which was 0.95 higher than the previous day. The implied volatity was 29.48, the open interest changed by 6 which increased total open position to 384


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 4.05, which was -0.10 lower than the previous day. The implied volatity was 27.23, the open interest changed by 3 which increased total open position to 378


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 4.15, which was 0.30 higher than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 373


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was 27.73, the open interest changed by -6 which decreased total open position to 375