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[--[65.84.65.76]--]
GMRINFRA
Gmr Airports Infra Ltd

76.6 0.59 (0.78%)

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Historical option data for GMRINFRA

14 Nov 2024 12:01 PM IST
GMRINFRA 28NOV2024 73 CE
Delta: 0.73
Vega: 0.05
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
14 Nov 76.42 4.85 -17.90 44.23 3 1.5 1.5
13 Nov 76.01 22.75 0.00 - 0 0 0
12 Nov 78.22 22.75 0.00 - 0 0 0
11 Nov 79.49 22.75 0.00 - 0 0 0
8 Nov 80.29 22.75 0.00 - 0 0 0
7 Nov 80.89 22.75 0.00 - 0 0 0
6 Nov 81.62 22.75 0.00 - 0 0 0
5 Nov 78.46 22.75 0.00 - 0 0 0
4 Nov 77.94 22.75 0.00 - 0 0 0
1 Nov 79.99 22.75 0.00 - 0 0 0
31 Oct 79.32 22.75 0.00 - 0 0 0
30 Oct 80.77 22.75 0.00 - 0 0 0
29 Oct 79.48 22.75 0.00 - 0 0 0
28 Oct 77.94 22.75 0.00 - 0 0 0
25 Oct 78.82 22.75 0.00 - 0 0 0
24 Oct 82.52 22.75 0.00 - 0 0 0
23 Oct 82.23 22.75 0.00 - 0 0 0
22 Oct 80.39 22.75 - 0 0 0


For Gmr Airports Infra Ltd - strike price 73 expiring on 28NOV2024

Delta for 73 CE is 0.73

Historical price for 73 CE is as follows

On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 4.85, which was -17.90 lower than the previous day. The implied volatity was 44.23, the open interest changed by 3 which increased total open position to 3


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 22.75, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 22.75, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 22.75, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 22.75, 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 24 Oct GMRINFRA was trading at 82.52. The strike last trading price was 22.75, 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 22.75, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 22.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GMRINFRA 28NOV2024 73 PE
Delta: -0.24
Vega: 0.05
Theta: -0.06
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
14 Nov 76.42 0.8 -0.10 37.01 120.5 -12.5 28
13 Nov 76.01 0.9 0.40 36.57 225 19 42
12 Nov 78.22 0.5 0.10 35.00 74 -1.5 27
11 Nov 79.49 0.4 0.00 36.82 29.5 2.5 23
8 Nov 80.29 0.4 0.00 35.19 15 -3 20
7 Nov 80.89 0.4 0.00 38.02 11 -2 23
6 Nov 81.62 0.4 -0.60 39.39 79 -2 26
5 Nov 78.46 1 -0.25 42.48 81.5 -7 27.5
4 Nov 77.94 1.25 0.30 41.41 119.5 14.5 34.5
1 Nov 79.99 0.95 0.00 42.34 1 0.5 20.5
31 Oct 79.32 0.95 0.15 - 9 3 18
30 Oct 80.77 0.8 -0.30 - 18 -1 13
29 Oct 79.48 1.1 -0.55 - 36 3 13
28 Oct 77.94 1.65 -0.05 - 14 8 11
25 Oct 78.82 1.7 0.75 - 13 1 3
24 Oct 82.52 0.95 0.20 - 3 2 2
23 Oct 82.23 0.75 0.00 - 0 0 0
22 Oct 80.39 0.75 - 0 0 0


For Gmr Airports Infra Ltd - strike price 73 expiring on 28NOV2024

Delta for 73 PE is -0.24

Historical price for 73 PE is as follows

On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 37.01, the open interest changed by -25 which decreased total open position to 56


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.9, which was 0.40 higher than the previous day. The implied volatity was 36.57, the open interest changed by 38 which increased total open position to 84


On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 35.00, the open interest changed by -3 which decreased total open position to 54


On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.82, the open interest changed by 5 which increased total open position to 46


On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by -6 which decreased total open position to 40


On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 38.02, the open interest changed by -4 which decreased total open position to 46


On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.4, which was -0.60 lower than the previous day. The implied volatity was 39.39, the open interest changed by -4 which decreased total open position to 52


On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 42.48, the open interest changed by -14 which decreased total open position to 55


On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 1.25, which was 0.30 higher than the previous day. The implied volatity was 41.41, the open interest changed by 29 which increased total open position to 69


On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 42.34, the open interest changed by 1 which increased total open position to 41


On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 0.95, which was 0.15 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 0.8, which was -0.30 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 1.1, which was -0.55 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 1.65, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 1.7, which was 0.75 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 0.95, which was 0.20 higher 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 0.75, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to