GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
14 Nov 2024 11:51 AM IST
| GMRINFRA 28NOV2024 79 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.05
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 76.29 | 0.95 | 0.00 | 31.51 | 368.5 | -31 | 132.5 | |||
| 13 Nov | 76.01 | 0.95 | -0.60 | 31.49 | 717.5 | 26.5 | 165.5 | |||
| 12 Nov | 78.22 | 1.55 | -1.10 | 28.77 | 272 | 26 | 140.5 | |||
| 11 Nov | 79.49 | 2.65 | -0.45 | 33.02 | 155 | 17.5 | 114 | |||
| 8 Nov | 80.29 | 3.1 | -0.50 | 33.60 | 76 | 9 | 96.5 | |||
| 7 Nov | 80.89 | 3.6 | -0.65 | 29.22 | 51.5 | -1 | 88 | |||
| 6 Nov | 81.62 | 4.25 | 1.25 | 30.18 | 288 | -19.5 | 89 | |||
| 5 Nov | 78.46 | 3 | 0.30 | 35.85 | 452.5 | 28.5 | 110 | |||
| 4 Nov | 77.94 | 2.7 | -1.10 | 38.81 | 203 | 22.5 | 82 | |||
| 1 Nov | 79.99 | 3.8 | 0.00 | 34.71 | 2 | 1 | 60 | |||
| 31 Oct | 79.32 | 3.8 | -0.60 | - | 67 | 17 | 58 | |||
| 30 Oct | 80.77 | 4.4 | 0.30 | - | 43 | 3 | 41 | |||
| 29 Oct | 79.48 | 4.1 | 0.40 | - | 76 | 4 | 38 | |||
| 28 Oct | 77.94 | 3.7 | -0.50 | - | 60 | 26 | 39 | |||
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| 25 Oct | 78.82 | 4.2 | -1.40 | - | 15 | 12 | 13 | |||
| 24 Oct | 82.52 | 5.6 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 82.23 | 5.6 | -12.15 | - | 1 | 0 | 0 | |||
| 22 Oct | 80.39 | 17.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 82.96 | 17.75 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 79 expiring on 28NOV2024
Delta for 79 CE is 0.32
Historical price for 79 CE is as follows
On 14 Nov GMRINFRA was trading at 76.29. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 31.51, the open interest changed by -62 which decreased total open position to 265
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.95, which was -0.60 lower than the previous day. The implied volatity was 31.49, the open interest changed by 53 which increased total open position to 331
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 1.55, which was -1.10 lower than the previous day. The implied volatity was 28.77, the open interest changed by 52 which increased total open position to 281
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was 33.02, the open interest changed by 35 which increased total open position to 228
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 3.1, which was -0.50 lower than the previous day. The implied volatity was 33.60, the open interest changed by 18 which increased total open position to 193
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 29.22, the open interest changed by -2 which decreased total open position to 176
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 4.25, which was 1.25 higher than the previous day. The implied volatity was 30.18, the open interest changed by -39 which decreased total open position to 178
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 35.85, the open interest changed by 57 which increased total open position to 220
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 2.7, which was -1.10 lower than the previous day. The implied volatity was 38.81, the open interest changed by 45 which increased total open position to 164
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 34.71, the open interest changed by 2 which increased total open position to 120
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 3.8, 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 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 4.4, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 4.1, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 3.7, 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 4.2, which was -1.40 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 5.6, 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 5.6, which was -12.15 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 17.75, 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 17.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 79 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.05
Theta: -0.05
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 76.29 | 3.5 | -0.30 | 34.19 | 114 | -24 | 93 |
| 13 Nov | 76.01 | 3.8 | 1.35 | 36.75 | 188.5 | -18 | 118.5 |
| 12 Nov | 78.22 | 2.45 | 0.65 | 31.79 | 298 | 11.5 | 149.5 |
| 11 Nov | 79.49 | 1.8 | -0.10 | 31.79 | 256 | 13 | 139.5 |
| 8 Nov | 80.29 | 1.9 | 0.40 | 32.93 | 179.5 | -1 | 118 |
| 7 Nov | 80.89 | 1.5 | 0.10 | 32.81 | 121 | 1.5 | 119.5 |
| 6 Nov | 81.62 | 1.4 | -1.70 | 34.15 | 226.5 | -12.5 | 118.5 |
| 5 Nov | 78.46 | 3.1 | -0.40 | 41.53 | 131 | 16 | 124 |
| 4 Nov | 77.94 | 3.5 | 0.80 | 38.41 | 238 | 53.5 | 109 |
| 1 Nov | 79.99 | 2.7 | -0.15 | 39.82 | 7.5 | -1 | 58 |
| 31 Oct | 79.32 | 2.85 | 0.55 | - | 132 | 37 | 60 |
| 30 Oct | 80.77 | 2.3 | -0.60 | - | 25 | 11 | 26 |
| 29 Oct | 79.48 | 2.9 | -1.25 | - | 5 | 1 | 14 |
| 28 Oct | 77.94 | 4.15 | 0.05 | - | 14 | 6 | 14 |
| 25 Oct | 78.82 | 4.1 | 1.55 | - | 28 | -6 | 8 |
| 24 Oct | 82.52 | 2.55 | -0.15 | - | 6 | 2 | 14 |
| 23 Oct | 82.23 | 2.7 | -0.70 | - | 18 | 8 | 12 |
| 22 Oct | 80.39 | 3.4 | 0.95 | - | 7 | 1 | 2 |
| 21 Oct | 82.96 | 2.45 | - | 1 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 79 expiring on 28NOV2024
Delta for 79 PE is -0.67
Historical price for 79 PE is as follows
On 14 Nov GMRINFRA was trading at 76.29. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 34.19, the open interest changed by -48 which decreased total open position to 186
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 3.8, which was 1.35 higher than the previous day. The implied volatity was 36.75, the open interest changed by -36 which decreased total open position to 237
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 2.45, which was 0.65 higher than the previous day. The implied volatity was 31.79, the open interest changed by 23 which increased total open position to 299
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 31.79, the open interest changed by 26 which increased total open position to 279
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was 32.93, the open interest changed by -2 which decreased total open position to 236
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 32.81, the open interest changed by 3 which increased total open position to 239
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 1.4, which was -1.70 lower than the previous day. The implied volatity was 34.15, the open interest changed by -25 which decreased total open position to 237
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 3.1, which was -0.40 lower than the previous day. The implied volatity was 41.53, the open interest changed by 32 which increased total open position to 248
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 3.5, which was 0.80 higher than the previous day. The implied volatity was 38.41, the open interest changed by 107 which increased total open position to 218
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 39.82, the open interest changed by -2 which decreased total open position to 116
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 2.85, which was 0.55 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 2.3, 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 2.9, which was -1.25 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 4.15, 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 4.1, which was 1.55 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 2.55, which was -0.15 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 2.7, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 3.4, 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 21 Oct GMRINFRA was trading at 82.96. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
