GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
14 Nov 2024 12:11 PM IST
| GMRINFRA 28NOV2024 75 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.05
Theta: -0.06
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 76.67 | 2.7 | 0.10 | 25.64 | 177 | -2.5 | 152.5 | |||
| 13 Nov | 76.01 | 2.6 | -1.40 | 29.47 | 155 | 19 | 155 | |||
| 12 Nov | 78.22 | 4 | -1.45 | 30.37 | 31 | 7 | 138.5 | |||
| 11 Nov | 79.49 | 5.45 | -0.50 | 32.84 | 14 | -0.5 | 131.5 | |||
| 8 Nov | 80.29 | 5.95 | -1.10 | 36.47 | 11.5 | -3 | 132 | |||
| 7 Nov | 80.89 | 7.05 | -0.40 | 37.36 | 16 | -1 | 137 | |||
| 6 Nov | 81.62 | 7.45 | 2.00 | 31.35 | 163 | -42.5 | 138.5 | |||
| 5 Nov | 78.46 | 5.45 | 0.50 | 36.09 | 199 | 8.5 | 182.5 | |||
| 4 Nov | 77.94 | 4.95 | -1.60 | 40.26 | 162 | 36 | 174 | |||
| 1 Nov | 79.99 | 6.55 | 0.00 | 36.44 | 1 | 0 | 139 | |||
| 31 Oct | 79.32 | 6.55 | -1.05 | - | 87 | 19 | 106 | |||
| 30 Oct | 80.77 | 7.6 | 0.90 | - | 112 | -54 | 87 | |||
| 29 Oct | 79.48 | 6.7 | 0.60 | - | 124 | 75 | 137 | |||
| 28 Oct | 77.94 | 6.1 | -0.50 | - | 56 | 24 | 64 | |||
| 25 Oct | 78.82 | 6.6 | -2.60 | - | 28 | 22 | 40 | |||
| 24 Oct | 82.52 | 9.2 | 0.15 | - | 9 | 7 | 18 | |||
| 23 Oct | 82.23 | 9.05 | 1.05 | - | 12 | 3 | 9 | |||
| 22 Oct | 80.39 | 8 | -14.25 | - | 6 | 4 | 4 | |||
| 21 Oct | 82.96 | 22.25 | 22.25 | - | 0 | 0 | 0 | |||
| 19 Sept | 92.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 94.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 95.68 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 97.13 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 93.89 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | |||
| 5 Sept | 95.77 | 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 75 expiring on 28NOV2024
Delta for 75 CE is 0.70
Historical price for 75 CE is as follows
On 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 2.7, which was 0.10 higher than the previous day. The implied volatity was 25.64, the open interest changed by -5 which decreased total open position to 305
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 2.6, which was -1.40 lower than the previous day. The implied volatity was 29.47, the open interest changed by 38 which increased total open position to 310
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 4, which was -1.45 lower than the previous day. The implied volatity was 30.37, the open interest changed by 14 which increased total open position to 277
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 5.45, which was -0.50 lower than the previous day. The implied volatity was 32.84, the open interest changed by -1 which decreased total open position to 263
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 5.95, which was -1.10 lower than the previous day. The implied volatity was 36.47, the open interest changed by -6 which decreased total open position to 264
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 7.05, which was -0.40 lower than the previous day. The implied volatity was 37.36, the open interest changed by -2 which decreased total open position to 274
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 7.45, which was 2.00 higher than the previous day. The implied volatity was 31.35, the open interest changed by -85 which decreased total open position to 277
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 5.45, which was 0.50 higher than the previous day. The implied volatity was 36.09, the open interest changed by 17 which increased total open position to 365
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 4.95, which was -1.60 lower than the previous day. The implied volatity was 40.26, the open interest changed by 72 which increased total open position to 348
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 36.44, the open interest changed by 0 which decreased total open position to 278
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 6.55, which was -1.05 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 7.6, which was 0.90 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 6.7, which was 0.60 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 6.1, which was -0.50 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 6.6, which was -2.60 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 9.2, 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 23 Oct GMRINFRA was trading at 82.23. The strike last trading price was 9.05, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 8, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct GMRINFRA was trading at 82.96. The strike last trading price was 22.25, which was 22.25 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 17 Sept GMRINFRA was trading at 95.68. 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 16 Sept GMRINFRA was trading at 97.13. 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 5 Sept GMRINFRA was trading at 95.77. 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 75 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.06
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 76.67 | 1.2 | -0.35 | 34.19 | 412 | 56 | 516 |
| 13 Nov | 76.01 | 1.55 | 0.70 | 35.92 | 676.5 | 79 | 458 |
| 12 Nov | 78.22 | 0.85 | 0.20 | 32.85 | 349 | -1.5 | 380 |
| 11 Nov | 79.49 | 0.65 | -0.05 | 34.39 | 145 | -1.5 | 381 |
| 8 Nov | 80.29 | 0.7 | 0.05 | 34.16 | 428.5 | 8 | 384 |
| 7 Nov | 80.89 | 0.65 | 0.10 | 36.61 | 360 | -11.5 | 375.5 |
| 6 Nov | 81.62 | 0.55 | -0.95 | 36.17 | 562.5 | 10.5 | 388 |
| 5 Nov | 78.46 | 1.5 | -0.35 | 41.81 | 478.5 | 33 | 383.5 |
| 4 Nov | 77.94 | 1.85 | 0.50 | 40.84 | 467 | -22.5 | 355 |
| 1 Nov | 79.99 | 1.35 | -0.05 | 40.97 | 25 | 3.5 | 378.5 |
| 31 Oct | 79.32 | 1.4 | 0.20 | - | 518 | 68 | 378 |
| 30 Oct | 80.77 | 1.2 | -0.45 | - | 279 | 79 | 308 |
| 29 Oct | 79.48 | 1.65 | -0.90 | - | 177 | 55 | 228 |
| 28 Oct | 77.94 | 2.55 | 0.45 | - | 211 | 40 | 173 |
| 25 Oct | 78.82 | 2.1 | 0.70 | - | 179 | 54 | 133 |
| 24 Oct | 82.52 | 1.4 | -0.15 | - | 51 | 9 | 79 |
| 23 Oct | 82.23 | 1.55 | -0.30 | - | 85 | 30 | 72 |
| 22 Oct | 80.39 | 1.85 | 0.50 | - | 55 | 26 | 40 |
| 21 Oct | 82.96 | 1.35 | -0.45 | - | 19 | 12 | 12 |
| 19 Sept | 92.65 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 94.05 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 95.68 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 97.13 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 93.89 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 92.54 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 92.58 | 1.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 90.89 | 1.8 | 1.80 | - | 0 | 0 | 0 |
| 6 Sept | 91.03 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 95.77 | 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 75 expiring on 28NOV2024
Delta for 75 PE is -0.34
Historical price for 75 PE is as follows
On 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 34.19, the open interest changed by 112 which increased total open position to 1032
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 1.55, which was 0.70 higher than the previous day. The implied volatity was 35.92, the open interest changed by 158 which increased total open position to 916
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 32.85, the open interest changed by -3 which decreased total open position to 760
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 34.39, the open interest changed by -3 which decreased total open position to 762
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 34.16, the open interest changed by 16 which increased total open position to 768
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 36.61, the open interest changed by -23 which decreased total open position to 751
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.55, which was -0.95 lower than the previous day. The implied volatity was 36.17, the open interest changed by 21 which increased total open position to 776
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 41.81, the open interest changed by 66 which increased total open position to 767
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 1.85, which was 0.50 higher than the previous day. The implied volatity was 40.84, the open interest changed by -45 which decreased total open position to 710
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 40.97, the open interest changed by 7 which increased total open position to 757
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 1.4, 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 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 1.2, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 1.65, which was -0.90 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 2.55, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 2.1, which was 0.70 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 1.4, which was -0.15 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 1.55, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 1.85, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct GMRINFRA was trading at 82.96. The strike last trading price was 1.35, 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 19 Sept GMRINFRA was trading at 92.65. The strike last trading price was 1.8, 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 1.8, 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 17 Sept GMRINFRA was trading at 95.68. The strike last trading price was 1.8, 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 16 Sept GMRINFRA was trading at 97.13. The strike last trading price was 1.8, 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 1.8, 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 1.8, 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 1.8, 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 1.8, which was 1.80 higher 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 5 Sept GMRINFRA was trading at 95.77. 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
