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[--[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
GMRAIRPORT 26DEC2024 89 CE
Delta: 0.04
Vega: 0.01
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 0.1 0.00 57.19 50 3 279
19 Dec 80.63 0.1 -0.05 41.79 67 -22 283
18 Dec 82.15 0.15 -0.05 35.95 228 -57 305
17 Dec 83.44 0.2 -0.10 32.88 374 36 366
16 Dec 83.90 0.3 0.00 30.09 77 -11 329
13 Dec 83.95 0.3 -0.20 25.40 172 -43 342
12 Dec 84.56 0.5 28.01 310 -17 384


For Gmr Airports Limited - strike price 89 expiring on 26DEC2024

Delta for 89 CE is 0.04

Historical price for 89 CE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 57.19, the open interest changed by 3 which increased total open position to 279


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 41.79, the open interest changed by -22 which decreased total open position to 283


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.95, the open interest changed by -57 which decreased total open position to 305


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 32.88, the open interest changed by 36 which increased total open position to 366


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by -11 which decreased total open position to 329


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 25.40, the open interest changed by -43 which decreased total open position to 342


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 28.01, the open interest changed by -17 which decreased total open position to 384


GMRAIRPORT 26DEC2024 89 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 78.82 9.3 5.00 - 12 -3 34
19 Dec 80.63 4.3 0.00 0.00 0 0 0
18 Dec 82.15 4.3 0.00 0.00 0 0 0
17 Dec 83.44 4.3 0.00 0.00 0 0 0
16 Dec 83.90 4.3 0.00 0.00 0 0 0
13 Dec 83.95 4.3 0.00 0.00 0 0 0
12 Dec 84.56 4.3 0.00 0 0 0


For Gmr Airports Limited - strike price 89 expiring on 26DEC2024

Delta for 89 PE is -

Historical price for 89 PE is as follows

On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 9.3, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 34


On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0