GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
21 Nov 2024 04:11 PM IST
| GMRINFRA 28NOV2024 68 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.01
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 76.85 | 9 | -18.30 | 55.55 | 0.5 | 0 | 0 | |||
| 20 Nov | 80.53 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 80.53 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 78.01 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 76.81 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 76.01 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 78.22 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 79.49 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 80.29 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 80.89 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 81.62 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 78.46 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 77.94 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 79.99 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 79.32 | 27.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 80.77 | 27.3 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 68 expiring on 28NOV2024
Delta for 68 CE is 0.95
Historical price for 68 CE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 9, which was -18.30 lower than the previous day. The implied volatity was 55.55, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 27.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 68 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.02
Theta: -0.08
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 76.85 | 0.3 | 0.15 | 67.94 | 89.5 | 18 | 40 |
| 20 Nov | 80.53 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 80.53 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 78.01 | 0.15 | -0.05 | 52.98 | 1.5 | 0 | 22 |
| 14 Nov | 76.81 | 0.2 | -0.10 | 43.93 | 20.5 | 6.5 | 22 |
| 13 Nov | 76.01 | 0.3 | 0.15 | 44.61 | 8 | 5 | 15.5 |
| 12 Nov | 78.22 | 0.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 79.49 | 0.15 | 0.00 | 45.39 | 1.5 | 0 | 11.5 |
| 8 Nov | 80.29 | 0.15 | 0.00 | 42.54 | 0.5 | 0 | 11.5 |
| 7 Nov | 80.89 | 0.15 | -0.05 | 44.49 | 6 | -0.5 | 15 |
| 6 Nov | 81.62 | 0.2 | -0.10 | 47.92 | 13 | 0.5 | 15.5 |
| 5 Nov | 78.46 | 0.3 | -0.15 | 44.11 | 6 | -1.5 | 15.5 |
| 4 Nov | 77.94 | 0.45 | 0.10 | 44.70 | 61.5 | 17.5 | 17.5 |
| 1 Nov | 79.99 | 0.35 | 0.00 | 18.63 | 0 | 0 | 0 |
| 31 Oct | 79.32 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 80.77 | 0.35 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 68 expiring on 28NOV2024
Delta for 68 PE is -0.09
Historical price for 68 PE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 67.94, the open interest changed by 36 which increased total open position to 80
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.15, 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 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.15, 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 Nov GMRINFRA was trading at 78.01. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 52.98, the open interest changed by 0 which decreased total open position to 44
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 43.93, the open interest changed by 13 which increased total open position to 44
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 44.61, the open interest changed by 10 which increased total open position to 31
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.15, 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 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.39, the open interest changed by 0 which decreased total open position to 23
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.54, the open interest changed by 0 which decreased total open position to 23
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.49, the open interest changed by -1 which decreased total open position to 30
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 47.92, the open interest changed by 1 which increased total open position to 31
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 44.11, the open interest changed by -3 which decreased total open position to 31
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 44.70, the open interest changed by 35 which increased total open position to 35
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 0
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
