GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
14 Nov 2024 12:01 PM IST
| GMRINFRA 28NOV2024 78 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.06
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 76.42 | 1.3 | 0.15 | 30.91 | 442 | 22.5 | 369 | |||
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| 13 Nov | 76.01 | 1.15 | -0.85 | 29.35 | 1,040.5 | 50.5 | 346.5 | |||
| 12 Nov | 78.22 | 2 | -1.25 | 28.48 | 177.5 | 34 | 298 | |||
| 11 Nov | 79.49 | 3.25 | -0.45 | 31.94 | 75.5 | 5.5 | 264 | |||
| 8 Nov | 80.29 | 3.7 | -0.60 | 33.79 | 79.5 | 4 | 258 | |||
| 7 Nov | 80.89 | 4.3 | -0.65 | 29.55 | 90 | 16.5 | 254 | |||
| 6 Nov | 81.62 | 4.95 | 1.40 | 29.97 | 370 | -48 | 236.5 | |||
| 5 Nov | 78.46 | 3.55 | 0.40 | 36.16 | 711 | 14 | 287 | |||
| 4 Nov | 77.94 | 3.15 | -1.35 | 38.69 | 626 | 167.5 | 273.5 | |||
| 1 Nov | 79.99 | 4.5 | -0.05 | 36.14 | 7 | 2 | 106 | |||
| 31 Oct | 79.32 | 4.55 | -0.55 | - | 49 | 11 | 106 | |||
| 30 Oct | 80.77 | 5.1 | 0.40 | - | 90 | -7 | 95 | |||
| 29 Oct | 79.48 | 4.7 | 0.40 | - | 228 | 23 | 102 | |||
| 28 Oct | 77.94 | 4.3 | -0.50 | - | 113 | 47 | 77 | |||
| 25 Oct | 78.82 | 4.8 | -13.75 | - | 35 | 30 | 30 | |||
| 24 Oct | 82.52 | 18.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 82.23 | 18.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 80.39 | 18.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 82.96 | 18.55 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 78 expiring on 28NOV2024
Delta for 78 CE is 0.40
Historical price for 78 CE is as follows
On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 30.91, the open interest changed by 45 which increased total open position to 738
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 29.35, the open interest changed by 101 which increased total open position to 693
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 28.48, the open interest changed by 68 which increased total open position to 596
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 31.94, the open interest changed by 11 which increased total open position to 528
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 3.7, which was -0.60 lower than the previous day. The implied volatity was 33.79, the open interest changed by 8 which increased total open position to 516
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 4.3, which was -0.65 lower than the previous day. The implied volatity was 29.55, the open interest changed by 33 which increased total open position to 508
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 4.95, which was 1.40 higher than the previous day. The implied volatity was 29.97, the open interest changed by -96 which decreased total open position to 473
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 3.55, which was 0.40 higher than the previous day. The implied volatity was 36.16, the open interest changed by 28 which increased total open position to 574
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 38.69, the open interest changed by 335 which increased total open position to 547
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 36.14, the open interest changed by 4 which increased total open position to 212
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 4.55, which was -0.55 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 5.1, which was 0.40 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 4.7, which was 0.40 higher 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 4.3, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 4.8, which was -13.75 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 18.55, 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 18.55, 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 18.55, 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 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 78 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.06
Theta: -0.06
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 76.42 | 2.9 | -0.20 | 36.40 | 132.5 | -5 | 289.5 |
| 13 Nov | 76.01 | 3.1 | 1.15 | 35.93 | 398.5 | -19 | 295 |
| 12 Nov | 78.22 | 1.95 | 0.60 | 32.20 | 383 | -3.5 | 315 |
| 11 Nov | 79.49 | 1.35 | -0.10 | 31.30 | 150.5 | 10 | 317.5 |
| 8 Nov | 80.29 | 1.45 | 0.25 | 32.29 | 138.5 | 2 | 308 |
| 7 Nov | 80.89 | 1.2 | 0.10 | 33.37 | 207 | 8 | 308.5 |
| 6 Nov | 81.62 | 1.1 | -1.45 | 34.18 | 348 | 27 | 298.5 |
| 5 Nov | 78.46 | 2.55 | -0.55 | 40.57 | 274.5 | 61 | 270.5 |
| 4 Nov | 77.94 | 3.1 | 0.85 | 40.09 | 397 | 87.5 | 208 |
| 1 Nov | 79.99 | 2.25 | -0.05 | 39.50 | 8.5 | -0.5 | 120.5 |
| 31 Oct | 79.32 | 2.3 | 0.40 | - | 354 | 47 | 124 |
| 30 Oct | 80.77 | 1.9 | -0.70 | - | 88 | 20 | 80 |
| 29 Oct | 79.48 | 2.6 | -1.10 | - | 107 | 25 | 60 |
| 28 Oct | 77.94 | 3.7 | 0.25 | - | 38 | 14 | 30 |
| 25 Oct | 78.82 | 3.45 | 1.05 | - | 16 | 4 | 16 |
| 24 Oct | 82.52 | 2.4 | 0.00 | - | 1 | 0 | 11 |
| 23 Oct | 82.23 | 2.4 | 0.95 | - | 14 | 6 | 6 |
| 22 Oct | 80.39 | 1.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 82.96 | 1.45 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 78 expiring on 28NOV2024
Delta for 78 PE is -0.58
Historical price for 78 PE is as follows
On 14 Nov GMRINFRA was trading at 76.42. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was 36.40, the open interest changed by -10 which decreased total open position to 579
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 3.1, which was 1.15 higher than the previous day. The implied volatity was 35.93, the open interest changed by -38 which decreased total open position to 590
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 1.95, which was 0.60 higher than the previous day. The implied volatity was 32.20, the open interest changed by -7 which decreased total open position to 630
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 31.30, the open interest changed by 20 which increased total open position to 635
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 32.29, the open interest changed by 4 which increased total open position to 616
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 33.37, the open interest changed by 16 which increased total open position to 617
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 1.1, which was -1.45 lower than the previous day. The implied volatity was 34.18, the open interest changed by 54 which increased total open position to 597
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 40.57, the open interest changed by 122 which increased total open position to 541
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 3.1, which was 0.85 higher than the previous day. The implied volatity was 40.09, the open interest changed by 175 which increased total open position to 416
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 39.50, the open interest changed by -1 which decreased total open position to 241
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 2.3, which was 0.40 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 1.9, which was -0.70 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 2.6, which was -1.10 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 3.7, which was 0.25 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 3.45, which was 1.05 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 2.4, 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 2.4, which was 0.95 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 1.45, 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 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
