GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
| GMRAIRPORT 26DEC2024 90 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78.82 | 0.05 | -0.05 | 53.00 | 499 | -207 | 3,326 | |||
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| 19 Dec | 80.63 | 0.1 | 0.00 | 45.60 | 432 | 87 | 3,533 | |||
| 18 Dec | 82.15 | 0.1 | -0.10 | 36.51 | 817 | -190 | 3,491 | |||
| 17 Dec | 83.44 | 0.2 | 0.00 | 36.79 | 2,414 | 102 | 3,681 | |||
| 16 Dec | 83.90 | 0.2 | -0.05 | 30.49 | 475 | -103 | 3,579 | |||
| 13 Dec | 83.95 | 0.25 | -0.15 | 27.50 | 2,842 | -382 | 3,680 | |||
| 12 Dec | 84.56 | 0.4 | 29.48 | 2,639 | -11 | 4,070 | ||||
For Gmr Airports Limited - strike price 90 expiring on 26DEC2024
Delta for 90 CE is 0.03
Historical price for 90 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 53.00, the open interest changed by -207 which decreased total open position to 3326
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 45.60, the open interest changed by 87 which increased total open position to 3533
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 36.51, the open interest changed by -190 which decreased total open position to 3491
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 36.79, the open interest changed by 102 which increased total open position to 3681
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 30.49, the open interest changed by -103 which decreased total open position to 3579
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 27.50, the open interest changed by -382 which decreased total open position to 3680
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 29.48, the open interest changed by -11 which decreased total open position to 4070
| GMRAIRPORT 26DEC2024 90 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 | 11.35 | 1.85 | - | 107 | -79 | 1,702 |
| 19 Dec | 80.63 | 9.5 | 1.80 | 62.87 | 56 | -28 | 1,781 |
| 18 Dec | 82.15 | 7.7 | 0.85 | 37.73 | 30 | -14 | 1,811 |
| 17 Dec | 83.44 | 6.85 | 1.05 | 29.33 | 30 | -7 | 1,826 |
| 16 Dec | 83.90 | 5.8 | -0.40 | 26.14 | 28 | -4 | 1,834 |
| 13 Dec | 83.95 | 6.2 | 0.75 | 40.24 | 41 | -3 | 1,838 |
| 12 Dec | 84.56 | 5.45 | 26.99 | 150 | -22 | 1,842 | |
For Gmr Airports Limited - strike price 90 expiring on 26DEC2024
Delta for 90 PE is -
Historical price for 90 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 11.35, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 1702
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 9.5, which was 1.80 higher than the previous day. The implied volatity was 62.87, the open interest changed by -28 which decreased total open position to 1781
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 7.7, which was 0.85 higher than the previous day. The implied volatity was 37.73, the open interest changed by -14 which decreased total open position to 1811
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 6.85, which was 1.05 higher than the previous day. The implied volatity was 29.33, the open interest changed by -7 which decreased total open position to 1826
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 5.8, which was -0.40 lower than the previous day. The implied volatity was 26.14, the open interest changed by -4 which decreased total open position to 1834
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 6.2, which was 0.75 higher than the previous day. The implied volatity was 40.24, the open interest changed by -3 which decreased total open position to 1838
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was 26.99, the open interest changed by -22 which decreased total open position to 1842
