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

76.85 -3.68 (-4.57%)

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Historical option data for GMRINFRA

21 Nov 2024 04:11 PM IST
GMRINFRA 28NOV2024 76 CE
Delta: 0.59
Vega: 0.04
Theta: -0.14
Gamma: 0.09
Date Close Ltp Change IV Volume Change OI OI
21 Nov 76.85 2.3 -2.45 42.40 1,010 127.5 294
20 Nov 80.53 4.75 0.00 37.14 186 -4 167.5
19 Nov 80.53 4.75 1.80 37.14 186 -3 167.5
18 Nov 78.01 2.95 0.65 31.92 425 5.5 171.5
14 Nov 76.81 2.3 0.25 28.63 550.5 76 162.5
13 Nov 76.01 2.05 -1.15 29.75 198.5 53 88.5
12 Nov 78.22 3.2 -1.90 28.66 4.5 0.5 35.5
11 Nov 79.49 5.1 0.00 0.00 0 -3.5 0
8 Nov 80.29 5.1 -1.65 34.61 6.5 -4 34.5
7 Nov 80.89 6.75 0.30 46.05 1.5 0 39
6 Nov 81.62 6.45 1.75 27.88 34.5 -14.5 39.5
5 Nov 78.46 4.7 0.45 35.19 275 -40.5 55
4 Nov 77.94 4.25 -15.95 39.04 180.5 95 95
1 Nov 79.99 20.2 0.00 - 0 0 0
31 Oct 79.32 20.2 0.00 - 0 0 0
30 Oct 80.77 20.2 0.00 - 0 0 0
29 Oct 79.48 20.2 0.00 - 0 0 0
28 Oct 77.94 20.2 0.00 - 0 0 0
25 Oct 78.82 20.2 0.00 - 0 0 0
24 Oct 82.52 20.2 0.00 - 0 0 0
23 Oct 82.23 20.2 0.00 - 0 0 0
22 Oct 80.39 20.2 0.00 - 0 0 0
21 Oct 82.96 20.2 - 0 0 0


For Gmr Airports Infra Ltd - strike price 76 expiring on 28NOV2024

Delta for 76 CE is 0.59

Historical price for 76 CE is as follows

On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 2.3, which was -2.45 lower than the previous day. The implied volatity was 42.40, the open interest changed by 255 which increased total open position to 588


On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 37.14, the open interest changed by -8 which decreased total open position to 335


On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 4.75, which was 1.80 higher than the previous day. The implied volatity was 37.14, the open interest changed by -6 which decreased total open position to 335


On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 31.92, the open interest changed by 11 which increased total open position to 343


On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was 28.63, the open interest changed by 152 which increased total open position to 325


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 29.75, the open interest changed by 106 which increased total open position to 177


On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 3.2, which was -1.90 lower than the previous day. The implied volatity was 28.66, the open interest changed by 1 which increased total open position to 71


On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0


On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 5.1, which was -1.65 lower than the previous day. The implied volatity was 34.61, the open interest changed by -8 which decreased total open position to 69


On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 6.75, which was 0.30 higher than the previous day. The implied volatity was 46.05, the open interest changed by 0 which decreased total open position to 78


On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 6.45, which was 1.75 higher than the previous day. The implied volatity was 27.88, the open interest changed by -29 which decreased total open position to 79


On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 4.7, which was 0.45 higher than the previous day. The implied volatity was 35.19, the open interest changed by -81 which decreased total open position to 110


On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 4.25, which was -15.95 lower than the previous day. The implied volatity was 39.04, the open interest changed by 190 which increased total open position to 190


On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 20.2, 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 20.2, 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 20.2, 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 20.2, 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 20.2, 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 20.2, 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 20.2, 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 20.2, 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 20.2, 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 21 Oct GMRINFRA was trading at 82.96. The strike last trading price was 20.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GMRINFRA 28NOV2024 76 PE
Delta: -0.42
Vega: 0.04
Theta: -0.14
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
21 Nov 76.85 1.7 1.05 50.75 1,372 -30.5 128
20 Nov 80.53 0.65 0.00 44.25 347.5 23.5 160.5
19 Nov 80.53 0.65 -0.25 44.25 347.5 25.5 160.5
18 Nov 78.01 0.9 -0.50 35.23 407 33.5 135.5
14 Nov 76.81 1.4 -0.55 31.76 481 7 104
13 Nov 76.01 1.95 0.80 35.18 440.5 27 104
12 Nov 78.22 1.15 0.30 32.69 184.5 2.5 81
11 Nov 79.49 0.85 0.05 33.65 71.5 -8 79.5
8 Nov 80.29 0.8 0.05 31.73 95 -15 89
7 Nov 80.89 0.75 0.05 34.61 99 -23.5 104
6 Nov 81.62 0.7 -1.10 35.56 132 -1.5 128
5 Nov 78.46 1.8 -0.45 41.31 209 25 127
4 Nov 77.94 2.25 0.60 41.00 190.5 61 102
1 Nov 79.99 1.65 -0.05 41.01 10 -1 41
31 Oct 79.32 1.7 0.30 - 79 6 42
30 Oct 80.77 1.4 -0.50 - 35 15 36
29 Oct 79.48 1.9 -0.80 - 31 5 20
28 Oct 77.94 2.7 0.05 - 25 8 15
25 Oct 78.82 2.65 1.00 - 15 6 7
24 Oct 82.52 1.65 0.00 - 0 1 0
23 Oct 82.23 1.65 0.50 - 1 0 0
22 Oct 80.39 1.15 0.00 - 0 0 0
21 Oct 82.96 1.15 - 0 0 0


For Gmr Airports Infra Ltd - strike price 76 expiring on 28NOV2024

Delta for 76 PE is -0.42

Historical price for 76 PE is as follows

On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 1.7, which was 1.05 higher than the previous day. The implied volatity was 50.75, the open interest changed by -61 which decreased total open position to 256


On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 44.25, the open interest changed by 47 which increased total open position to 321


On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 44.25, the open interest changed by 51 which increased total open position to 321


On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was 35.23, the open interest changed by 67 which increased total open position to 271


On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 31.76, the open interest changed by 14 which increased total open position to 208


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 1.95, which was 0.80 higher than the previous day. The implied volatity was 35.18, the open interest changed by 54 which increased total open position to 208


On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 1.15, which was 0.30 higher than the previous day. The implied volatity was 32.69, the open interest changed by 5 which increased total open position to 162


On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 33.65, the open interest changed by -16 which decreased total open position to 159


On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 31.73, the open interest changed by -30 which decreased total open position to 178


On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 34.61, the open interest changed by -47 which decreased total open position to 208


On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.7, which was -1.10 lower than the previous day. The implied volatity was 35.56, the open interest changed by -3 which decreased total open position to 256


On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 41.31, the open interest changed by 50 which increased total open position to 254


On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 2.25, which was 0.60 higher than the previous day. The implied volatity was 41.00, the open interest changed by 122 which increased total open position to 204


On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 41.01, the open interest changed by -2 which decreased total open position to 82


On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 1.7, which was 0.30 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 1.4, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 1.9, which was -0.80 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 2.7, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 2.65, which was 1.00 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 1.65, 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 1.65, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 1.15, 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 21 Oct GMRINFRA was trading at 82.96. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to