GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
14 Nov 2024 12:01 PM IST
| GMRINFRA 28NOV2024 74 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.05
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 76.42 | 4.05 | 0.90 | 41.81 | 30 | 4 | 12 | |||
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| 13 Nov | 76.01 | 3.15 | -1.65 | 27.49 | 4 | 1.5 | 8 | |||
| 12 Nov | 78.22 | 4.8 | -1.05 | 31.10 | 10 | 4 | 6 | |||
| 11 Nov | 79.49 | 5.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 80.29 | 5.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 80.89 | 5.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 81.62 | 5.85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 78.46 | 5.85 | -16.05 | 29.74 | 6 | 2.5 | 2.5 | |||
| 4 Nov | 77.94 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 79.99 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 79.32 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 80.77 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 79.48 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 77.94 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 78.82 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 82.52 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 82.23 | 21.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 80.39 | 21.9 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 74 expiring on 28NOV2024
Delta for 74 CE is 0.68
Historical price for 74 CE is as follows
On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 4.05, which was 0.90 higher than the previous day. The implied volatity was 41.81, the open interest changed by 8 which increased total open position to 24
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 3.15, which was -1.65 lower than the previous day. The implied volatity was 27.49, the open interest changed by 3 which increased total open position to 16
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 4.8, which was -1.05 lower than the previous day. The implied volatity was 31.10, the open interest changed by 8 which increased total open position to 12
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 5.85, 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 5.85, 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 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 5.85, 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 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 5.85, which was -16.05 lower than the previous day. The implied volatity was 29.74, the open interest changed by 5 which increased total open position to 5
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 21.9, 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 21.9, 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 21.9, 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 21.9, 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 21.9, 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 21.9, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 21.9, 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 24 Oct GMRINFRA was trading at 82.52. The strike last trading price was 21.9, 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 23 Oct GMRINFRA was trading at 82.23. The strike last trading price was 21.9, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 21.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 74 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.05
Theta: -0.06
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 76.42 | 0.95 | -0.20 | 34.30 | 135 | 3 | 71 |
| 13 Nov | 76.01 | 1.15 | 0.50 | 35.46 | 264 | 24 | 69.5 |
| 12 Nov | 78.22 | 0.65 | 0.15 | 33.84 | 60 | 8.5 | 57 |
| 11 Nov | 79.49 | 0.5 | 0.00 | 35.34 | 41 | -1.5 | 48.5 |
| 8 Nov | 80.29 | 0.5 | 0.05 | 33.92 | 84 | 5 | 50.5 |
| 7 Nov | 80.89 | 0.45 | -0.05 | 35.82 | 34 | -5.5 | 45.5 |
| 6 Nov | 81.62 | 0.5 | -0.70 | 38.49 | 131 | -10 | 51 |
| 5 Nov | 78.46 | 1.2 | -0.30 | 41.65 | 76.5 | 9.5 | 61.5 |
| 4 Nov | 77.94 | 1.5 | 0.35 | 40.70 | 86.5 | 19.5 | 52 |
| 1 Nov | 79.99 | 1.15 | -0.05 | 41.89 | 4.5 | -2 | 32 |
| 31 Oct | 79.32 | 1.2 | 0.25 | - | 46 | 8 | 35 |
| 30 Oct | 80.77 | 0.95 | -0.40 | - | 23 | 10 | 28 |
| 29 Oct | 79.48 | 1.35 | -0.75 | - | 36 | 11 | 19 |
| 28 Oct | 77.94 | 2.1 | 1.25 | - | 10 | 8 | 8 |
| 25 Oct | 78.82 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 82.52 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 82.23 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 80.39 | 0.85 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 74 expiring on 28NOV2024
Delta for 74 PE is -0.29
Historical price for 74 PE is as follows
On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 34.30, the open interest changed by 6 which increased total open position to 142
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 1.15, which was 0.50 higher than the previous day. The implied volatity was 35.46, the open interest changed by 48 which increased total open position to 139
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 33.84, the open interest changed by 17 which increased total open position to 114
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 35.34, the open interest changed by -3 which decreased total open position to 97
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 33.92, the open interest changed by 10 which increased total open position to 101
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 35.82, the open interest changed by -11 which decreased total open position to 91
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 38.49, the open interest changed by -20 which decreased total open position to 102
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 41.65, the open interest changed by 19 which increased total open position to 123
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 40.70, the open interest changed by 39 which increased total open position to 104
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 41.89, the open interest changed by -4 which decreased total open position to 64
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 1.2, which was 0.25 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 0.95, which was -0.40 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 1.35, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 2.1, 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 0.85, 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 0.85, 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 0.85, 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 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
