GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
20 Dec 2024 04:14 PM IST
GMRAIRPORT 26DEC2024 91 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
||||||||||
20 Dec | 78.82 | 0.05 | 0.00 | 57.23 | 36 | -2 | 418 | |||
19 Dec | 80.63 | 0.05 | -0.05 | 44.29 | 6 | -1 | 424 | |||
18 Dec | 82.15 | 0.1 | 0.00 | 40.07 | 95 | 50 | 422 | |||
17 Dec | 83.44 | 0.1 | -0.10 | 34.83 | 76 | 4 | 372 | |||
16 Dec | 83.90 | 0.2 | 0.05 | 34.17 | 41 | -21 | 367 | |||
13 Dec | 83.95 | 0.15 | -0.15 | 27.10 | 100 | -5 | 390 | |||
12 Dec | 84.56 | 0.3 | 30.24 | 144 | 11 | 400 |
For Gmr Airports Limited - strike price 91 expiring on 26DEC2024
Delta for 91 CE is 0.02
Historical price for 91 CE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 57.23, the open interest changed by -2 which decreased total open position to 418
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.29, the open interest changed by -1 which decreased total open position to 424
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 40.07, the open interest changed by 50 which increased total open position to 422
On 17 Dec GMRAIRPORT was trading at 83.44. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 34.83, the open interest changed by 4 which increased total open position to 372
On 16 Dec GMRAIRPORT was trading at 83.90. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 34.17, the open interest changed by -21 which decreased total open position to 367
On 13 Dec GMRAIRPORT was trading at 83.95. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 27.10, the open interest changed by -5 which decreased total open position to 390
On 12 Dec GMRAIRPORT was trading at 84.56. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 30.24, the open interest changed by 11 which increased total open position to 400
GMRAIRPORT 26DEC2024 91 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 | 10.2 | 0.00 | 0.00 | 0 | -2 | 0 |
19 Dec | 80.63 | 10.2 | 4.25 | 45.67 | 2 | 0 | 5 |
18 Dec | 82.15 | 5.95 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 83.44 | 5.95 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 83.90 | 5.95 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 83.95 | 5.95 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 84.56 | 5.95 | 0.00 | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 91 expiring on 26DEC2024
Delta for 91 PE is 0.00
Historical price for 91 PE is as follows
On 20 Dec GMRAIRPORT was trading at 78.82. The strike last trading price was 10.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 19 Dec GMRAIRPORT was trading at 80.63. The strike last trading price was 10.2, which was 4.25 higher than the previous day. The implied volatity was 45.67, the open interest changed by 0 which decreased total open position to 5
On 18 Dec GMRAIRPORT was trading at 82.15. The strike last trading price was 5.95, 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 5.95, 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 5.95, 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 5.95, 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 5.95, 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