GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
14 Nov 2024 12:11 PM IST
| GMRINFRA 28NOV2024 70 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.04
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 76.67 | 7.6 | 1.10 | 50.52 | 9.5 | 1 | 141.5 | |||
| 13 Nov | 76.01 | 6.5 | -2.50 | 27.11 | 24.5 | -6.5 | 141 | |||
| 12 Nov | 78.22 | 9 | -1.95 | 54.98 | 5.5 | 0 | 147.5 | |||
| 11 Nov | 79.49 | 10.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 80.29 | 10.95 | -0.55 | 58.07 | 5 | 0 | 147.5 | |||
| 7 Nov | 80.89 | 11.5 | -0.30 | 40.85 | 11.5 | 3.5 | 147 | |||
| 6 Nov | 81.62 | 11.8 | 2.50 | - | 34.5 | 17 | 140 | |||
| 5 Nov | 78.46 | 9.3 | 0.55 | 20.90 | 17 | 14 | 122.5 | |||
| 4 Nov | 77.94 | 8.75 | -1.95 | 42.27 | 90 | 67.5 | 109.5 | |||
| 1 Nov | 79.99 | 10.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 79.32 | 10.7 | -1.15 | - | 1 | 0 | 41 | |||
| 30 Oct | 80.77 | 11.85 | 0.85 | - | 15 | 7 | 41 | |||
| 29 Oct | 79.48 | 11 | 1.25 | - | 11 | 8 | 33 | |||
| 28 Oct | 77.94 | 9.75 | -0.75 | - | 15 | 14 | 24 | |||
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| 25 Oct | 78.82 | 10.5 | -3.25 | - | 8 | 1 | 10 | |||
| 24 Oct | 82.52 | 13.75 | 0.00 | - | 1 | 0 | 8 | |||
| 23 Oct | 82.23 | 13.75 | 1.70 | - | 5 | 4 | 7 | |||
| 22 Oct | 80.39 | 12.05 | 12.05 | - | 3 | 2 | 2 | |||
| 19 Sept | 92.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 94.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 93.89 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 92.54 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 92.58 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 90.89 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 91.03 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 93.42 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 94.08 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 93.38 | 0 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 70 expiring on 28NOV2024
Delta for 70 CE is 0.84
Historical price for 70 CE is as follows
On 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 7.6, which was 1.10 higher than the previous day. The implied volatity was 50.52, the open interest changed by 2 which increased total open position to 283
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 6.5, which was -2.50 lower than the previous day. The implied volatity was 27.11, the open interest changed by -13 which decreased total open position to 282
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 9, which was -1.95 lower than the previous day. The implied volatity was 54.98, the open interest changed by 0 which decreased total open position to 295
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 10.95, 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 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 10.95, which was -0.55 lower than the previous day. The implied volatity was 58.07, the open interest changed by 0 which decreased total open position to 295
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 11.5, which was -0.30 lower than the previous day. The implied volatity was 40.85, the open interest changed by 7 which increased total open position to 294
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 11.8, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 280
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 9.3, which was 0.55 higher than the previous day. The implied volatity was 20.90, the open interest changed by 28 which increased total open position to 245
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 8.75, which was -1.95 lower than the previous day. The implied volatity was 42.27, the open interest changed by 135 which increased total open position to 219
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 10.7, 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 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 10.7, which was -1.15 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 11.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 11, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 9.75, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 10.5, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GMRINFRA was trading at 82.52. The strike last trading price was 13.75, 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 23 Oct GMRINFRA was trading at 82.23. The strike last trading price was 13.75, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 12.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept GMRINFRA was trading at 92.65. The strike last trading price was 0, 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 18 Sept GMRINFRA was trading at 94.05. The strike last trading price was 0, 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 12 Sept GMRINFRA was trading at 93.89. The strike last trading price was 0, 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 11 Sept GMRINFRA was trading at 92.54. The strike last trading price was 0, 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 10 Sept GMRINFRA was trading at 92.58. The strike last trading price was 0, 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 9 Sept GMRINFRA was trading at 90.89. The strike last trading price was 0, 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 6 Sept GMRINFRA was trading at 91.03. The strike last trading price was 0, 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 4 Sept GMRINFRA was trading at 93.42. The strike last trading price was 0, 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 3 Sept GMRINFRA was trading at 94.08. The strike last trading price was 0, 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 2 Sept GMRINFRA was trading at 93.38. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 70 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.03
Theta: -0.04
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 76.67 | 0.3 | -0.10 | 39.30 | 166 | 11.5 | 406 |
| 13 Nov | 76.01 | 0.4 | 0.10 | 39.45 | 249 | -5 | 398.5 |
| 12 Nov | 78.22 | 0.3 | 0.10 | 41.56 | 92 | 25.5 | 385.5 |
| 11 Nov | 79.49 | 0.2 | -0.05 | 40.88 | 29.5 | 3 | 359.5 |
| 8 Nov | 80.29 | 0.25 | 0.00 | 40.82 | 39.5 | -3.5 | 357 |
| 7 Nov | 80.89 | 0.25 | 0.05 | 43.05 | 49.5 | -4.5 | 359.5 |
| 6 Nov | 81.62 | 0.2 | -0.30 | 41.90 | 351 | -40 | 370.5 |
| 5 Nov | 78.46 | 0.5 | -0.25 | 43.41 | 395.5 | 46 | 413.5 |
| 4 Nov | 77.94 | 0.75 | 0.20 | 44.64 | 524 | 111.5 | 370.5 |
| 1 Nov | 79.99 | 0.55 | 0.00 | 44.64 | 38.5 | 17 | 262 |
| 31 Oct | 79.32 | 0.55 | 0.05 | - | 175 | 36 | 244 |
| 30 Oct | 80.77 | 0.5 | -0.25 | - | 317 | 22 | 208 |
| 29 Oct | 79.48 | 0.75 | -0.45 | - | 204 | 56 | 186 |
| 28 Oct | 77.94 | 1.2 | 0.10 | - | 155 | 26 | 129 |
| 25 Oct | 78.82 | 1.1 | 0.45 | - | 165 | 81 | 103 |
| 24 Oct | 82.52 | 0.65 | -0.05 | - | 6 | 4 | 22 |
| 23 Oct | 82.23 | 0.7 | -0.35 | - | 39 | 8 | 19 |
| 22 Oct | 80.39 | 1.05 | 1.05 | - | 13 | 9 | 9 |
| 19 Sept | 92.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 94.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 93.89 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 92.54 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 92.58 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 90.89 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 91.03 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 93.42 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 94.08 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 93.38 | 0 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 70 expiring on 28NOV2024
Delta for 70 PE is -0.10
Historical price for 70 PE is as follows
On 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 39.30, the open interest changed by 23 which increased total open position to 812
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 39.45, the open interest changed by -10 which decreased total open position to 797
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 41.56, the open interest changed by 51 which increased total open position to 771
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.88, the open interest changed by 6 which increased total open position to 719
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 40.82, the open interest changed by -7 which decreased total open position to 714
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 43.05, the open interest changed by -9 which decreased total open position to 719
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 41.90, the open interest changed by -80 which decreased total open position to 741
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 43.41, the open interest changed by 92 which increased total open position to 827
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 44.64, the open interest changed by 223 which increased total open position to 741
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 44.64, the open interest changed by 34 which increased total open position to 524
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 0.55, which was 0.05 higher 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 0.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 1.1, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GMRINFRA was trading at 82.52. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct GMRINFRA was trading at 82.23. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 1.05, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept GMRINFRA was trading at 92.65. The strike last trading price was 0, 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 18 Sept GMRINFRA was trading at 94.05. The strike last trading price was 0, 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 12 Sept GMRINFRA was trading at 93.89. The strike last trading price was 0, 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 11 Sept GMRINFRA was trading at 92.54. The strike last trading price was 0, 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 10 Sept GMRINFRA was trading at 92.58. The strike last trading price was 0, 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 9 Sept GMRINFRA was trading at 90.89. The strike last trading price was 0, 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 6 Sept GMRINFRA was trading at 91.03. The strike last trading price was 0, 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 4 Sept GMRINFRA was trading at 93.42. The strike last trading price was 0, 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 3 Sept GMRINFRA was trading at 94.08. The strike last trading price was 0, 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 2 Sept GMRINFRA was trading at 93.38. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
