GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
21 Nov 2024 04:11 PM IST
| GMRINFRA 28NOV2024 69 CE | ||||||||||
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Delta: 0.93
Vega: 0.01
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 76.85 | 8.05 | -18.30 | 53.89 | 0.5 | 0 | 0 | |||
| 20 Nov | 80.53 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 80.53 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 78.01 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 76.81 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 76.01 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 78.22 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 79.49 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 80.29 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 80.89 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 81.62 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 78.46 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 77.94 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 79.99 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 79.32 | 26.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 80.77 | 26.35 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 69 expiring on 28NOV2024
Delta for 69 CE is 0.93
Historical price for 69 CE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 8.05, which was -18.30 lower than the previous day. The implied volatity was 53.89, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, 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 26.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 69 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.02
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 76.85 | 0.35 | 0.20 | 64.54 | 173 | 31 | 58 |
| 20 Nov | 80.53 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 80.53 | 0.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 78.01 | 0.15 | -0.10 | 48.49 | 5 | 1 | 27 |
| 14 Nov | 76.81 | 0.25 | -0.05 | 42.20 | 33 | -1 | 27 |
| 13 Nov | 76.01 | 0.3 | 0.10 | 40.41 | 42.5 | 11 | 29 |
| 12 Nov | 78.22 | 0.2 | 0.00 | 41.22 | 9 | 4 | 18 |
| 11 Nov | 79.49 | 0.2 | 0.00 | 0.00 | 0 | -2 | 0 |
| 8 Nov | 80.29 | 0.2 | 0.00 | 41.94 | 7.5 | -1.5 | 14.5 |
| 7 Nov | 80.89 | 0.2 | 0.00 | 44.03 | 10.5 | -3 | 16 |
| 6 Nov | 81.62 | 0.2 | -0.20 | 44.92 | 27.5 | -1.5 | 17 |
| 5 Nov | 78.46 | 0.4 | -0.20 | 44.10 | 22 | -1.5 | 17.5 |
| 4 Nov | 77.94 | 0.6 | 0.20 | 45.01 | 42 | 18.5 | 18.5 |
| 1 Nov | 79.99 | 0.4 | 0.00 | 17.67 | 0 | 0 | 0 |
| 31 Oct | 79.32 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 80.77 | 0.4 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 69 expiring on 28NOV2024
Delta for 69 PE is -0.10
Historical price for 69 PE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 0.35, which was 0.20 higher than the previous day. The implied volatity was 64.54, the open interest changed by 62 which increased total open position to 116
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 2 which increased total open position to 0
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 48.49, the open interest changed by 2 which increased total open position to 54
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.20, the open interest changed by -2 which decreased total open position to 54
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 40.41, the open interest changed by 22 which increased total open position to 58
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.22, the open interest changed by 8 which increased total open position to 36
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.94, the open interest changed by -3 which decreased total open position to 29
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 44.03, the open interest changed by -6 which decreased total open position to 32
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 44.92, the open interest changed by -3 which decreased total open position to 34
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 44.10, the open interest changed by -3 which decreased total open position to 35
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 45.01, the open interest changed by 37 which increased total open position to 37
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 17.67, 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 0.4, 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 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
