GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
14 Nov 2024 12:01 PM IST
| GMRINFRA 28NOV2024 77 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.06
Theta: -0.08
Gamma: 0.08
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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
|
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| 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
