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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 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