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

76.47 0.46 (0.61%)

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Historical option data for GMRINFRA

14 Nov 2024 12:01 PM IST
GMRINFRA 28NOV2024 77 CE
Delta: 0.49
Vega: 0.06
Theta: -0.08
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
14 Nov 76.42 1.75 0.20 31.40 505.5 23.5 255
13 Nov 76.01 1.55 -1.00 29.43 654.5 85.5 230.5
12 Nov 78.22 2.55 -1.45 28.43 31.5 5 144
11 Nov 79.49 4 -0.65 33.53 11 1 139
8 Nov 80.29 4.65 -0.40 38.44 4.5 3 138.5
7 Nov 80.89 5.05 -0.75 29.76 78 6 137
6 Nov 81.62 5.8 1.75 31.77 128 -34.5 132
5 Nov 78.46 4.05 0.35 35.05 530 -15.5 166.5
4 Nov 77.94 3.7 -1.30 39.19 420 145 183.5
1 Nov 79.99 5 -0.10 34.43 0.5 0 38
31 Oct 79.32 5.1 -0.40 - 37 27 38
30 Oct 80.77 5.5 0.05 - 7 -1 12
29 Oct 79.48 5.45 -13.90 - 34 13 13
28 Oct 77.94 19.35 0.00 - 0 0 0
25 Oct 78.82 19.35 0.00 - 0 0 0
24 Oct 82.52 19.35 0.00 - 0 0 0
23 Oct 82.23 19.35 0.00 - 0 0 0
22 Oct 80.39 19.35 0.00 - 0 0 0
21 Oct 82.96 19.35 - 0 0 0


For Gmr Airports Infra Ltd - strike price 77 expiring on 28NOV2024

Delta for 77 CE is 0.49

Historical price for 77 CE is as follows

On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 31.40, the open interest changed by 47 which increased total open position to 510


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 1.55, which was -1.00 lower than the previous day. The implied volatity was 29.43, the open interest changed by 171 which increased total open position to 461


On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 2.55, which was -1.45 lower than the previous day. The implied volatity was 28.43, the open interest changed by 10 which increased total open position to 288


On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 4, which was -0.65 lower than the previous day. The implied volatity was 33.53, the open interest changed by 2 which increased total open position to 278


On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 4.65, which was -0.40 lower than the previous day. The implied volatity was 38.44, the open interest changed by 6 which increased total open position to 277


On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 5.05, which was -0.75 lower than the previous day. The implied volatity was 29.76, the open interest changed by 12 which increased total open position to 274


On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 5.8, which was 1.75 higher than the previous day. The implied volatity was 31.77, the open interest changed by -69 which decreased total open position to 264


On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 4.05, which was 0.35 higher than the previous day. The implied volatity was 35.05, the open interest changed by -31 which decreased total open position to 333


On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 3.7, which was -1.30 lower than the previous day. The implied volatity was 39.19, the open interest changed by 290 which increased total open position to 367


On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 5, which was -0.10 lower than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 76


On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 5.1, 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 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 5.5, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 5.45, which was -13.90 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 19.35, 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 19.35, 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 19.35, 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 19.35, 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 19.35, 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 19.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GMRINFRA 28NOV2024 77 PE
Delta: -0.51
Vega: 0.06
Theta: -0.06
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
14 Nov 76.42 2.1 -0.30 32.53 291 25.5 271
13 Nov 76.01 2.4 0.90 34.09 553 -1 246.5
12 Nov 78.22 1.5 0.45 32.23 169.5 -3.5 247.5
11 Nov 79.49 1.05 -0.05 32.07 93 1.5 251.5
8 Nov 80.29 1.1 0.15 32.12 121.5 2.5 250.5
7 Nov 80.89 0.95 0.10 33.94 171 -1 248
6 Nov 81.62 0.85 -1.35 34.30 281.5 -16.5 249
5 Nov 78.46 2.2 -0.40 41.59 282.5 72 267
4 Nov 77.94 2.6 0.65 39.89 278 122 197
1 Nov 79.99 1.95 -0.10 40.50 8 0 76
31 Oct 79.32 2.05 0.50 - 97 37 76
30 Oct 80.77 1.55 -0.60 - 35 7 39
29 Oct 79.48 2.15 -0.95 - 61 8 32
28 Oct 77.94 3.1 0.20 - 76 14 23
25 Oct 78.82 2.9 0.80 - 19 6 9
24 Oct 82.52 2.1 0.00 - 0 3 0
23 Oct 82.23 2.1 0.80 - 3 2 2
22 Oct 80.39 1.3 0.00 - 0 0 0
21 Oct 82.96 1.3 - 0 0 0


For Gmr Airports Infra Ltd - strike price 77 expiring on 28NOV2024

Delta for 77 PE is -0.51

Historical price for 77 PE is as follows

On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 32.53, the open interest changed by 51 which increased total open position to 542


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 2.4, which was 0.90 higher than the previous day. The implied volatity was 34.09, the open interest changed by -2 which decreased total open position to 493


On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 32.23, the open interest changed by -7 which decreased total open position to 495


On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 32.07, the open interest changed by 3 which increased total open position to 503


On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 32.12, the open interest changed by 5 which increased total open position to 501


On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 33.94, the open interest changed by -2 which decreased total open position to 496


On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 0.85, which was -1.35 lower than the previous day. The implied volatity was 34.30, the open interest changed by -33 which decreased total open position to 498


On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 41.59, the open interest changed by 144 which increased total open position to 534


On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 39.89, the open interest changed by 244 which increased total open position to 394


On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 40.50, the open interest changed by 0 which decreased total open position to 152


On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 2.05, 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 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 1.55, which was -0.60 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 2.15, which was -0.95 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 3.1, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 2.9, which was 0.80 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 2.1, 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 2.1, which was 0.80 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 1.3, 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 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to