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Historical option data for GMRAIRPORT

26 May 2026 04:10 PM IST
GMRAIRPORT 30-Jun-2026 (34d) 96 CE
Delta: 0.55
Vega: 0
Theta: -0.07
Gamma: 0.03609
Date Close Ltp Change IV Volume OI Chg OI
26 May 96.23 4.75 -0.12 (-2.46%) 36.61 150 71 107
25 May 96.90 4.9 0.42 (9.37%) 34.14 50 1 36
22 May 95.85 4.41 -0.88 (-16.64%) 33.32 41 19 34
21 May 96.87 5.27 1.1 (26.38%) 35.82 44 12 14
20 May 94.50 4.17 0 (0.00%) - 0 0 2
19 May 94.21 4.17 0.17 (4.25%) 34.99 0 0 2
18 May 95.04 4.17 -1.83 (-30.50%) 34.99 1 0 1
15 May 96.59 5.68 -0.62 (-9.84%) 31.04 2 0 1
14 May 96.79 6.3 0 (0.00%) 0 0 0 1
13 May 96.87 6.3 0 (0.00%) 0 0 0 1
12 May 94.69 6.3 0 (0.00%) 0 0 0 1
11 May 98.10 6.3 2.97 (89.19%) 33.75 1 1 1
8 May 101.32 0 0 - 0 0 0
7 May 100.66 0 0 - 0 0 0
6 May 99.23 0 0 - 0 0 0
5 May 96.97 0 0 - 0 0 0
4 May 98.90 0 0 - 0 0 0
30 Apr 96.43 0 0 - 0 0 0
29 Apr 96.43 0 0 - 0 0 0
28 Apr 97.86 - - - 0 0 0
27 Apr 95.74 0 0 - 0 0 0
24 Apr 94.49 0 0 - 0 0 0
23 Apr 96.44 0 0 - 0 0 0
22 Apr 97.39 0 0 - 0 0 0
21 Apr 97.24 - - - 0 0 0
20 Apr 97.45 - - - 0 0 0
17 Apr 96.85 - - - 0 0 0
16 Apr 96.75 - - - 0 0 0
15 Apr 99.22 0 0 - 0 0 0
13 Apr 94.92 - - - 0 0 0
10 Apr 95.25 3.33 0 (0.00%) - 0 0 0
9 Apr 94.53 3.33 0 (0.00%) - 0 0 0
8 Apr 95.82 3.33 0 (0.00%) 2.23 0 0 0
7 Apr 90.93 3.33 0 (0.00%) 2.9 0 0 0
6 Apr 91.20 3.33 0 (0.00%) 3.98 0 0 0
2 Apr 88.87 3.33 0 (0.00%) 3.45 0 0 0


For Gmr Airports Limited - strike price 96 expiring on 30JUN2026

Delta for 96 CE is 0.55

Historical price for 96 CE is as follows

On 26 May GMRAIRPORT was trading at 96.23. The strike last trading price was 4.75, which was -0.12 lower than the previous day. The implied volatity was 36.61, the open interest changed by 71 which increased total open position to 107


On 25 May GMRAIRPORT was trading at 96.90. The strike last trading price was 4.9, which was 0.42 higher than the previous day. The implied volatity was 34.14, the open interest changed by 1 which increased total open position to 36


On 22 May GMRAIRPORT was trading at 95.85. The strike last trading price was 4.41, which was -0.88 lower than the previous day. The implied volatity was 33.32, the open interest changed by 19 which increased total open position to 34


On 21 May GMRAIRPORT was trading at 96.87. The strike last trading price was 5.27, which was 1.1 higher than the previous day. The implied volatity was 35.82, the open interest changed by 12 which increased total open position to 14


On 20 May GMRAIRPORT was trading at 94.50. The strike last trading price was 4.17, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 May GMRAIRPORT was trading at 94.21. The strike last trading price was 4.17, which was 0.17 higher than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 2


On 18 May GMRAIRPORT was trading at 95.04. The strike last trading price was 4.17, which was -1.83 lower than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 1


On 15 May GMRAIRPORT was trading at 96.59. The strike last trading price was 5.68, which was -0.62 lower than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 1


On 14 May GMRAIRPORT was trading at 96.79. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May GMRAIRPORT was trading at 96.87. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May GMRAIRPORT was trading at 94.69. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 11 May GMRAIRPORT was trading at 98.10. The strike last trading price was 6.3, which was 2.97 higher than the previous day. The implied volatity was 33.75, the open interest changed by 1 which increased total open position to 1


On 8 May GMRAIRPORT was trading at 101.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May GMRAIRPORT was trading at 100.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May GMRAIRPORT was trading at 99.23. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May GMRAIRPORT was trading at 96.97. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May GMRAIRPORT was trading at 98.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr GMRAIRPORT was trading at 96.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr GMRAIRPORT was trading at 96.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Apr GMRAIRPORT was trading at 97.86. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr GMRAIRPORT was trading at 95.74. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr GMRAIRPORT was trading at 94.49. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Apr GMRAIRPORT was trading at 96.44. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr GMRAIRPORT was trading at 97.39. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr GMRAIRPORT was trading at 97.24. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr GMRAIRPORT was trading at 97.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr GMRAIRPORT was trading at 96.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr GMRAIRPORT was trading at 96.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr GMRAIRPORT was trading at 99.22. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr GMRAIRPORT was trading at 94.92. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr GMRAIRPORT was trading at 95.25. The strike last trading price was 3.33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr GMRAIRPORT was trading at 94.53. The strike last trading price was 3.33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr GMRAIRPORT was trading at 95.82. The strike last trading price was 3.33, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 7 Apr GMRAIRPORT was trading at 90.93. The strike last trading price was 3.33, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0


On 6 Apr GMRAIRPORT was trading at 91.20. The strike last trading price was 3.33, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0


On 2 Apr GMRAIRPORT was trading at 88.87. The strike last trading price was 3.33, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0


GMRAIRPORT 30-Jun-2026 (34d) 96 PE
Delta: -0.45
Vega: 0
Theta: -0.04
Gamma: 0.04373
Date Close Ltp Change IV Volume OI Chg OI
26 May 96.23 3.22 0.01 (0.31%) 30.19 89 52 90
25 May 96.90 3.21 -0.56 (-14.85%) 32.06 23 14 37
22 May 95.85 3.77 0.29 (8.33%) 32.75 16 6 23
21 May 96.87 3.56 -1.44 (-28.80%) 32.82 24 16 18
20 May 94.50 4.87 4.87 - 0 0 2
19 May 94.21 4.87 4.87 (27.49%) 34.04 0 0 2
18 May 95.04 4.87 1.05 (27.49%) 34.04 1 0 1
15 May 96.59 3.82 -9.04 (-70.30%) 32.46 1 1 1
14 May 96.79 0 -12.86 (-100.00%) 0 0 0 0
13 May 96.87 0 -12.86 (-100.00%) 0 0 0 0
12 May 94.69 0 -12.86 (-100.00%) 0 0 0 0
11 May 98.10 0 -12.86 (-100.00%) 0 0 0 0
8 May 101.32 0 0 - 0 0 0
7 May 100.66 0 0 - 0 0 0
6 May 99.23 0 0 - 0 0 0
5 May 96.97 0 0 - 0 0 0
4 May 98.90 0 0 - 0 0 0
30 Apr 96.43 0 0 - 0 0 0
29 Apr 96.43 0 0 - 0 0 0
28 Apr 97.86 - - - 0 0 0
27 Apr 95.74 0 0 - 0 0 0
24 Apr 94.49 0 0 - 0 0 0
23 Apr 96.44 0 0 - 0 0 0
22 Apr 97.39 0 0 - 0 0 0
21 Apr 97.24 - - - 0 0 0
20 Apr 97.45 - - - 0 0 0
17 Apr 96.85 - - - 0 0 0
16 Apr 96.75 - - - 0 0 0
15 Apr 99.22 0 0 - 0 0 0
13 Apr 94.92 - - - 0 0 0
10 Apr 95.25 12.86 0 (0.00%) 0.95 0 0 0
9 Apr 94.53 12.86 0 (0.00%) 0.6 0 0 0
8 Apr 95.82 12.86 0 (0.00%) 0.94 0 0 0
7 Apr 90.93 12.86 0 (0.00%) - 0 0 0
6 Apr 91.20 12.86 0 (0.00%) - 0 0 0
2 Apr 88.87 12.86 0 (0.00%) - 0 0 0


For Gmr Airports Limited - strike price 96 expiring on 30JUN2026

Delta for 96 PE is -0.45

Historical price for 96 PE is as follows

On 26 May GMRAIRPORT was trading at 96.23. The strike last trading price was 3.22, which was 0.01 higher than the previous day. The implied volatity was 30.19, the open interest changed by 52 which increased total open position to 90


On 25 May GMRAIRPORT was trading at 96.90. The strike last trading price was 3.21, which was -0.56 lower than the previous day. The implied volatity was 32.06, the open interest changed by 14 which increased total open position to 37


On 22 May GMRAIRPORT was trading at 95.85. The strike last trading price was 3.77, which was 0.29 higher than the previous day. The implied volatity was 32.75, the open interest changed by 6 which increased total open position to 23


On 21 May GMRAIRPORT was trading at 96.87. The strike last trading price was 3.56, which was -1.44 lower than the previous day. The implied volatity was 32.82, the open interest changed by 16 which increased total open position to 18


On 20 May GMRAIRPORT was trading at 94.50. The strike last trading price was 4.87, which was 4.87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 May GMRAIRPORT was trading at 94.21. The strike last trading price was 4.87, which was 4.87 higher than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 2


On 18 May GMRAIRPORT was trading at 95.04. The strike last trading price was 4.87, which was 1.05 higher than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 1


On 15 May GMRAIRPORT was trading at 96.59. The strike last trading price was 3.82, which was -9.04 lower than the previous day. The implied volatity was 32.46, the open interest changed by 1 which increased total open position to 1


On 14 May GMRAIRPORT was trading at 96.79. The strike last trading price was 0, which was -12.86 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May GMRAIRPORT was trading at 96.87. The strike last trading price was 0, which was -12.86 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May GMRAIRPORT was trading at 94.69. The strike last trading price was 0, which was -12.86 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May GMRAIRPORT was trading at 98.10. The strike last trading price was 0, which was -12.86 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May GMRAIRPORT was trading at 101.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May GMRAIRPORT was trading at 100.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May GMRAIRPORT was trading at 99.23. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May GMRAIRPORT was trading at 96.97. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May GMRAIRPORT was trading at 98.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr GMRAIRPORT was trading at 96.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr GMRAIRPORT was trading at 96.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Apr GMRAIRPORT was trading at 97.86. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr GMRAIRPORT was trading at 95.74. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr GMRAIRPORT was trading at 94.49. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Apr GMRAIRPORT was trading at 96.44. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr GMRAIRPORT was trading at 97.39. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr GMRAIRPORT was trading at 97.24. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr GMRAIRPORT was trading at 97.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr GMRAIRPORT was trading at 96.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr GMRAIRPORT was trading at 96.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr GMRAIRPORT was trading at 99.22. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr GMRAIRPORT was trading at 94.92. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr GMRAIRPORT was trading at 95.25. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0


On 9 Apr GMRAIRPORT was trading at 94.53. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0


On 8 Apr GMRAIRPORT was trading at 95.82. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 7 Apr GMRAIRPORT was trading at 90.93. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr GMRAIRPORT was trading at 91.20. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr GMRAIRPORT was trading at 88.87. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0