GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
03 Dec 2024 04:11 PM IST
| GMRINFRA 26DEC2024 78 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.06
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 83.61 | 6.8 | 0.05 | 36.91 | 19 | -7 | 100 | |||
| 2 Dec | 83.34 | 6.75 | 0.20 | 35.69 | 61 | -14 | 108 | |||
| 29 Nov | 83.21 | 6.55 | 0.35 | 34.46 | 36 | 5 | 121 | |||
| 28 Nov | 82.49 | 6.2 | 0.30 | 38.89 | 51 | -7 | 116 | |||
| 27 Nov | 81.81 | 5.9 | 1.20 | 34.57 | 199 | 69 | 122 | |||
| 26 Nov | 80.19 | 4.7 | -0.15 | 34.45 | 26 | 8 | 52 | |||
| 25 Nov | 80.05 | 4.85 | 0.55 | 35.18 | 45 | 24 | 45 | |||
| 22 Nov | 79.16 | 4.3 | 1.00 | 35.42 | 36 | 2 | 23 | |||
| 21 Nov | 76.85 | 3.3 | -1.90 | 37.05 | 59 | 21 | 22 | |||
| 20 Nov | 80.53 | 5.2 | 0.00 | 35.44 | 1 | 1 | 0 | |||
| 19 Nov | 80.53 | 5.2 | -14.60 | 35.44 | 1 | 0 | 0 | |||
| 18 Nov | 78.01 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 76.81 | 19.8 | 0.00 | 0.54 | 0 | 0 | 0 | |||
| 13 Nov | 76.01 | 19.8 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 12 Nov | 78.22 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 79.49 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 80.29 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 80.89 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 81.62 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 77.94 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 82.52 | 19.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 80.39 | 19.8 | 19.80 | - | 0 | 0 | 0 | |||
| 21 Oct | 82.96 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 85.76 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 86.59 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 87.69 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 87.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 85.27 | 0 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 78 expiring on 26DEC2024
Delta for 78 CE is 0.80
Historical price for 78 CE is as follows
On 3 Dec GMRINFRA was trading at 83.61. The strike last trading price was 6.8, which was 0.05 higher than the previous day. The implied volatity was 36.91, the open interest changed by -7 which decreased total open position to 100
On 2 Dec GMRINFRA was trading at 83.34. The strike last trading price was 6.75, which was 0.20 higher than the previous day. The implied volatity was 35.69, the open interest changed by -14 which decreased total open position to 108
On 29 Nov GMRINFRA was trading at 83.21. The strike last trading price was 6.55, which was 0.35 higher than the previous day. The implied volatity was 34.46, the open interest changed by 5 which increased total open position to 121
On 28 Nov GMRINFRA was trading at 82.49. The strike last trading price was 6.2, which was 0.30 higher than the previous day. The implied volatity was 38.89, the open interest changed by -7 which decreased total open position to 116
On 27 Nov GMRINFRA was trading at 81.81. The strike last trading price was 5.9, which was 1.20 higher than the previous day. The implied volatity was 34.57, the open interest changed by 69 which increased total open position to 122
On 26 Nov GMRINFRA was trading at 80.19. The strike last trading price was 4.7, which was -0.15 lower than the previous day. The implied volatity was 34.45, the open interest changed by 8 which increased total open position to 52
On 25 Nov GMRINFRA was trading at 80.05. The strike last trading price was 4.85, which was 0.55 higher than the previous day. The implied volatity was 35.18, the open interest changed by 24 which increased total open position to 45
On 22 Nov GMRINFRA was trading at 79.16. The strike last trading price was 4.3, which was 1.00 higher than the previous day. The implied volatity was 35.42, the open interest changed by 2 which increased total open position to 23
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 3.3, which was -1.90 lower than the previous day. The implied volatity was 37.05, the open interest changed by 21 which increased total open position to 22
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 35.44, the open interest changed by 1 which increased total open position to 0
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 5.2, which was -14.60 lower than the previous day. The implied volatity was 35.44, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 19.8, 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 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 19.8, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 19.8, which was 0.00 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 19.8, 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 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 19.8, 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 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 19.8, 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 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 19.8, 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 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 19.8, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 19.8, 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 24 Oct GMRINFRA was trading at 82.52. The strike last trading price was 19.8, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 19.8, which was 19.80 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 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 Oct GMRINFRA was trading at 85.76. 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 Oct GMRINFRA was trading at 86.59. 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 Oct GMRINFRA was trading at 87.69. 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 8 Oct GMRINFRA was trading at 87.20. 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 7 Oct GMRINFRA was trading at 85.27. 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 26DEC2024 78 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.05
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 83.61 | 0.7 | -0.10 | 33.22 | 265 | 42 | 320 |
| 2 Dec | 83.34 | 0.8 | -0.10 | 34.19 | 247 | 18 | 280 |
| 29 Nov | 83.21 | 0.9 | -0.35 | 32.85 | 423 | 44 | 262 |
| 28 Nov | 82.49 | 1.25 | -0.20 | 34.15 | 658 | -209 | 219 |
| 27 Nov | 81.81 | 1.45 | -0.55 | 36.12 | 544 | 303 | 426 |
| 26 Nov | 80.19 | 2 | -0.25 | 35.62 | 52 | 13 | 122 |
| 25 Nov | 80.05 | 2.25 | -0.50 | 38.19 | 127 | 71 | 107 |
| 22 Nov | 79.16 | 2.75 | -1.35 | 37.28 | 39 | 20 | 56 |
| 21 Nov | 76.85 | 4.1 | 2.00 | 40.68 | 42 | 22 | 36 |
| 20 Nov | 80.53 | 2.1 | 0.00 | 33.71 | 15 | 10 | 14 |
| 19 Nov | 80.53 | 2.1 | -1.20 | 33.71 | 15 | 10 | 14 |
| 18 Nov | 78.01 | 3.3 | -0.30 | 36.92 | 2 | 0 | 3 |
| 14 Nov | 76.81 | 3.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 76.01 | 3.6 | 0.70 | 29.50 | 3 | -1 | 3 |
| 12 Nov | 78.22 | 2.9 | 0.65 | 30.97 | 6 | 5 | 5 |
| 11 Nov | 79.49 | 2.25 | 0.00 | 2.88 | 0 | 0 | 0 |
| 8 Nov | 80.29 | 2.25 | 0.00 | 3.33 | 0 | 0 | 0 |
| 7 Nov | 80.89 | 2.25 | 0.00 | 4.53 | 0 | 0 | 0 |
| 6 Nov | 81.62 | 2.25 | 0.00 | 5.22 | 0 | 0 | 0 |
| 28 Oct | 77.94 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 82.52 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 80.39 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 82.96 | 2.25 | 2.25 | - | 0 | 0 | 0 |
| 18 Oct | 85.76 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 86.59 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 87.69 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 87.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 85.27 | 0 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 78 expiring on 26DEC2024
Delta for 78 PE is -0.18
Historical price for 78 PE is as follows
On 3 Dec GMRINFRA was trading at 83.61. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 33.22, the open interest changed by 42 which increased total open position to 320
On 2 Dec GMRINFRA was trading at 83.34. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 34.19, the open interest changed by 18 which increased total open position to 280
On 29 Nov GMRINFRA was trading at 83.21. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 32.85, the open interest changed by 44 which increased total open position to 262
On 28 Nov GMRINFRA was trading at 82.49. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 34.15, the open interest changed by -209 which decreased total open position to 219
On 27 Nov GMRINFRA was trading at 81.81. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 36.12, the open interest changed by 303 which increased total open position to 426
On 26 Nov GMRINFRA was trading at 80.19. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 35.62, the open interest changed by 13 which increased total open position to 122
On 25 Nov GMRINFRA was trading at 80.05. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 38.19, the open interest changed by 71 which increased total open position to 107
On 22 Nov GMRINFRA was trading at 79.16. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was 37.28, the open interest changed by 20 which increased total open position to 56
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 4.1, which was 2.00 higher than the previous day. The implied volatity was 40.68, the open interest changed by 22 which increased total open position to 36
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 33.71, the open interest changed by 10 which increased total open position to 14
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 2.1, which was -1.20 lower than the previous day. The implied volatity was 33.71, the open interest changed by 10 which increased total open position to 14
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was 36.92, the open interest changed by 0 which decreased total open position to 3
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 3.6, which was 0.70 higher than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 3
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 30.97, the open interest changed by 5 which increased total open position to 5
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
On 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 2.25, 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 2.25, 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 2.25, 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 2.25, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct GMRINFRA was trading at 85.76. 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 Oct GMRINFRA was trading at 86.59. 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 Oct GMRINFRA was trading at 87.69. 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 8 Oct GMRINFRA was trading at 87.20. 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 7 Oct GMRINFRA was trading at 85.27. 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
