GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
21 Nov 2024 04:11 PM IST
| GMRINFRA 28NOV2024 72 CE | ||||||||||
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Delta: 0.82
Vega: 0.03
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 76.85 | 5.5 | -18.15 | 53.75 | 72.5 | 30.5 | 30.5 | |||
| 20 Nov | 80.53 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 80.53 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 78.01 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 76.81 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 76.01 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 78.22 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 79.49 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 80.29 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 80.89 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 81.62 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 78.46 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 77.94 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 79.99 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 79.32 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 80.77 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 79.48 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 77.94 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 78.82 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 82.52 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 82.23 | 23.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 80.39 | 23.65 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 72 expiring on 28NOV2024
Delta for 72 CE is 0.82
Historical price for 72 CE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 5.5, which was -18.15 lower than the previous day. The implied volatity was 53.75, the open interest changed by 61 which increased total open position to 61
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 23.65, 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 24 Oct GMRINFRA was trading at 82.52. The strike last trading price was 23.65, 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 23.65, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 72 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.03
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 76.85 | 0.65 | 0.40 | 56.88 | 647.5 | 22 | 159.5 |
| 20 Nov | 80.53 | 0.25 | 0.00 | 51.67 | 134.5 | 4 | 144 |
| 19 Nov | 80.53 | 0.25 | -0.10 | 51.67 | 134.5 | 10.5 | 144 |
| 18 Nov | 78.01 | 0.35 | -0.10 | 44.06 | 126 | 21 | 134.5 |
| 14 Nov | 76.81 | 0.45 | -0.20 | 35.64 | 157 | -1.5 | 114.5 |
| 13 Nov | 76.01 | 0.65 | 0.25 | 36.55 | 312.5 | -13.5 | 115.5 |
| 12 Nov | 78.22 | 0.4 | 0.05 | 36.68 | 57 | -4 | 138.5 |
| 11 Nov | 79.49 | 0.35 | 0.05 | 39.22 | 23.5 | 6 | 142 |
| 8 Nov | 80.29 | 0.3 | 0.00 | 35.80 | 134 | 43.5 | 137.5 |
| 7 Nov | 80.89 | 0.3 | -0.05 | 38.38 | 24 | 2.5 | 91 |
| 6 Nov | 81.62 | 0.35 | -0.45 | 41.23 | 94.5 | 26.5 | 86.5 |
| 5 Nov | 78.46 | 0.8 | -0.25 | 42.74 | 103.5 | 3 | 60 |
| 4 Nov | 77.94 | 1.05 | 0.30 | 42.36 | 113.5 | 41.5 | 57 |
| 1 Nov | 79.99 | 0.75 | -1.15 | 42.22 | 15.5 | 14 | 15 |
| 31 Oct | 79.32 | 1.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 80.77 | 1.9 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 79.48 | 1.9 | 0.00 | - | 1 | 0 | 0 |
| 28 Oct | 77.94 | 1.9 | 1.25 | - | 2 | 1 | 1 |
| 25 Oct | 78.82 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 82.52 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 82.23 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 80.39 | 0.65 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 72 expiring on 28NOV2024
Delta for 72 PE is -0.19
Historical price for 72 PE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 0.65, which was 0.40 higher than the previous day. The implied volatity was 56.88, the open interest changed by 44 which increased total open position to 319
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 51.67, the open interest changed by 8 which increased total open position to 288
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 51.67, the open interest changed by 21 which increased total open position to 288
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 44.06, the open interest changed by 42 which increased total open position to 269
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 35.64, the open interest changed by -3 which decreased total open position to 229
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 36.55, the open interest changed by -27 which decreased total open position to 231
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 36.68, the open interest changed by -8 which decreased total open position to 277
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 39.22, the open interest changed by 12 which increased total open position to 284
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 35.80, the open interest changed by 87 which increased total open position to 275
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.38, the open interest changed by 5 which increased total open position to 182
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 41.23, the open interest changed by 53 which increased total open position to 173
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 42.74, the open interest changed by 6 which increased total open position to 120
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was 42.36, the open interest changed by 83 which increased total open position to 114
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 0.75, which was -1.15 lower than the previous day. The implied volatity was 42.22, the open interest changed by 28 which increased total open position to 30
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 1.9, 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 1.9, 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 1.9, 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 1.9, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 0.65, 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 24 Oct GMRINFRA was trading at 82.52. The strike last trading price was 0.65, 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 0.65, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
