GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
03 Dec 2024 04:11 PM IST
| GMRINFRA 26DEC2024 70 CE | ||||||||||
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Delta: 0.93
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 83.61 | 14.2 | 0.25 | 50.59 | 2 | 0 | 160 | |||
| 2 Dec | 83.34 | 13.95 | 0.80 | 41.17 | 49 | 39 | 154 | |||
| 29 Nov | 83.21 | 13.15 | -0.35 | - | 2 | 0 | 116 | |||
| 28 Nov | 82.49 | 13.5 | 0.80 | 58.37 | 39 | 9 | 117 | |||
| 27 Nov | 81.81 | 12.7 | 1.25 | 37.33 | 40 | 20 | 110 | |||
| 26 Nov | 80.19 | 11.45 | 0.40 | 46.63 | 43 | 13 | 89 | |||
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| 25 Nov | 80.05 | 11.05 | 0.70 | 34.69 | 68 | 32 | 75 | |||
| 22 Nov | 79.16 | 10.35 | 1.90 | 40.61 | 29 | 13 | 56 | |||
| 21 Nov | 76.85 | 8.45 | -3.60 | 39.14 | 81 | 9 | 43 | |||
| 20 Nov | 80.53 | 12.05 | 0.00 | 50.57 | 25 | 11 | 34 | |||
| 19 Nov | 80.53 | 12.05 | 2.55 | 50.57 | 25 | 11 | 34 | |||
| 18 Nov | 78.01 | 9.5 | 0.85 | 37.76 | 23 | 17 | 19 | |||
| 14 Nov | 76.81 | 8.65 | -17.65 | 37.24 | 2 | 1 | 1 | |||
| 13 Nov | 76.01 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 78.22 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 79.49 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 80.29 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 81.62 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 79.32 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 80.77 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 79.48 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 77.94 | 26.3 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 70 expiring on 26DEC2024
Delta for 70 CE is 0.93
Historical price for 70 CE is as follows
On 3 Dec GMRINFRA was trading at 83.61. The strike last trading price was 14.2, which was 0.25 higher than the previous day. The implied volatity was 50.59, the open interest changed by 0 which decreased total open position to 160
On 2 Dec GMRINFRA was trading at 83.34. The strike last trading price was 13.95, which was 0.80 higher than the previous day. The implied volatity was 41.17, the open interest changed by 39 which increased total open position to 154
On 29 Nov GMRINFRA was trading at 83.21. The strike last trading price was 13.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 28 Nov GMRINFRA was trading at 82.49. The strike last trading price was 13.5, which was 0.80 higher than the previous day. The implied volatity was 58.37, the open interest changed by 9 which increased total open position to 117
On 27 Nov GMRINFRA was trading at 81.81. The strike last trading price was 12.7, which was 1.25 higher than the previous day. The implied volatity was 37.33, the open interest changed by 20 which increased total open position to 110
On 26 Nov GMRINFRA was trading at 80.19. The strike last trading price was 11.45, which was 0.40 higher than the previous day. The implied volatity was 46.63, the open interest changed by 13 which increased total open position to 89
On 25 Nov GMRINFRA was trading at 80.05. The strike last trading price was 11.05, which was 0.70 higher than the previous day. The implied volatity was 34.69, the open interest changed by 32 which increased total open position to 75
On 22 Nov GMRINFRA was trading at 79.16. The strike last trading price was 10.35, which was 1.90 higher than the previous day. The implied volatity was 40.61, the open interest changed by 13 which increased total open position to 56
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 8.45, which was -3.60 lower than the previous day. The implied volatity was 39.14, the open interest changed by 9 which increased total open position to 43
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 50.57, the open interest changed by 11 which increased total open position to 34
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 12.05, which was 2.55 higher than the previous day. The implied volatity was 50.57, the open interest changed by 11 which increased total open position to 34
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 9.5, which was 0.85 higher than the previous day. The implied volatity was 37.76, the open interest changed by 17 which increased total open position to 19
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 8.65, which was -17.65 lower than the previous day. The implied volatity was 37.24, the open interest changed by 1 which increased total open position to 1
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 26.3, 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 26.3, 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 26.3, 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 26.3, 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 26.3, 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 26.3, 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 26.3, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 26.3, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 26.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 26DEC2024 70 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.02
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 83.61 | 0.15 | 0.00 | 42.61 | 34 | 3 | 559 |
| 2 Dec | 83.34 | 0.15 | -0.05 | 41.65 | 515 | 47 | 559 |
| 29 Nov | 83.21 | 0.2 | -0.15 | 40.96 | 824 | 118 | 511 |
| 28 Nov | 82.49 | 0.35 | -0.05 | 43.49 | 282 | 35 | 393 |
| 27 Nov | 81.81 | 0.4 | -0.20 | 44.15 | 106 | 30 | 353 |
| 26 Nov | 80.19 | 0.6 | -0.10 | 44.10 | 68 | 13 | 321 |
| 25 Nov | 80.05 | 0.7 | -0.15 | 45.68 | 138 | 53 | 306 |
| 22 Nov | 79.16 | 0.85 | -0.40 | 43.58 | 86 | 43 | 296 |
| 21 Nov | 76.85 | 1.25 | 0.70 | 43.25 | 304 | 49 | 256 |
| 20 Nov | 80.53 | 0.55 | 0.00 | 39.02 | 148 | -21 | 207 |
| 19 Nov | 80.53 | 0.55 | -0.25 | 39.02 | 148 | -21 | 207 |
| 18 Nov | 78.01 | 0.8 | -0.30 | 38.01 | 39 | -3 | 230 |
| 14 Nov | 76.81 | 1.1 | -0.25 | 37.82 | 42 | 7 | 233 |
| 13 Nov | 76.01 | 1.35 | 0.55 | 38.96 | 70 | 20 | 225 |
| 12 Nov | 78.22 | 0.8 | 0.20 | 35.56 | 238 | 66 | 131 |
| 11 Nov | 79.49 | 0.6 | 0.10 | 35.46 | 20 | 0 | 65 |
| 8 Nov | 80.29 | 0.5 | -0.15 | 33.14 | 7 | 0 | 64 |
| 6 Nov | 81.62 | 0.65 | -0.30 | 38.88 | 7 | -2 | 64 |
| 31 Oct | 79.32 | 0.95 | 0.05 | - | 2 | 0 | 64 |
| 30 Oct | 80.77 | 0.9 | -0.60 | - | 26 | 22 | 64 |
| 29 Oct | 79.48 | 1.5 | -2.55 | - | 2 | 0 | 40 |
| 28 Oct | 77.94 | 4.05 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 70 expiring on 26DEC2024
Delta for 70 PE is -0.04
Historical price for 70 PE is as follows
On 3 Dec GMRINFRA was trading at 83.61. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.61, the open interest changed by 3 which increased total open position to 559
On 2 Dec GMRINFRA was trading at 83.34. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.65, the open interest changed by 47 which increased total open position to 559
On 29 Nov GMRINFRA was trading at 83.21. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 40.96, the open interest changed by 118 which increased total open position to 511
On 28 Nov GMRINFRA was trading at 82.49. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 43.49, the open interest changed by 35 which increased total open position to 393
On 27 Nov GMRINFRA was trading at 81.81. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 44.15, the open interest changed by 30 which increased total open position to 353
On 26 Nov GMRINFRA was trading at 80.19. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 44.10, the open interest changed by 13 which increased total open position to 321
On 25 Nov GMRINFRA was trading at 80.05. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 45.68, the open interest changed by 53 which increased total open position to 306
On 22 Nov GMRINFRA was trading at 79.16. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 43.58, the open interest changed by 43 which increased total open position to 296
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 1.25, which was 0.70 higher than the previous day. The implied volatity was 43.25, the open interest changed by 49 which increased total open position to 256
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 39.02, the open interest changed by -21 which decreased total open position to 207
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 39.02, the open interest changed by -21 which decreased total open position to 207
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 38.01, the open interest changed by -3 which decreased total open position to 230
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 37.82, the open interest changed by 7 which increased total open position to 233
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 1.35, which was 0.55 higher than the previous day. The implied volatity was 38.96, the open interest changed by 20 which increased total open position to 225
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 35.56, the open interest changed by 66 which increased total open position to 131
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 65
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 33.14, the open interest changed by 0 which decreased total open position to 64
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 38.88, the open interest changed by -2 which decreased total open position to 64
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 0.95, 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 0.9, which was -0.60 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 1.5, which was -2.55 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 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
