GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
GMRAIRPORT 26DEC2024 89 CE | ||||||||||
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Delta: 0.04
Vega: 0.01
Theta: -0.05
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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