GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
14 Nov 2024 12:11 PM IST
| GMRINFRA 28NOV2024 76 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.06
Theta: -0.08
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 76.67 | 2.35 | 0.30 | 30.56 | 302.5 | 67.5 | 154 | |||
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| 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 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 2.35, which was 0.30 higher than the previous day. The implied volatity was 30.56, the open interest changed by 135 which increased total open position to 308
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: -0.41
Vega: 0.06
Theta: -0.06
Gamma: 0.08
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 76.67 | 1.55 | -0.40 | 33.36 | 287.5 | 18 | 115 |
| 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 -0.41
Historical price for 76 PE is as follows
On 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 33.36, the open interest changed by 36 which increased total open position to 230
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
