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

76.65 0.64 (0.84%)

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Historical option data for GMRINFRA

14 Nov 2024 12:11 PM IST
GMRINFRA 28NOV2024 81 CE
Delta: 0.21
Vega: 0.04
Theta: -0.05
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
14 Nov 76.67 0.55 0.05 31.25 338.5 -43 393
13 Nov 76.01 0.5 -0.35 31.63 1,057.5 205.5 436
12 Nov 78.22 0.85 -0.80 28.73 408 8 236.5
11 Nov 79.49 1.65 -0.35 32.06 283.5 7.5 228.5
8 Nov 80.29 2 -0.45 32.02 324.5 11 220
7 Nov 80.89 2.45 -0.60 29.30 305.5 40.5 209
6 Nov 81.62 3.05 0.90 30.73 573.5 -37.5 169
5 Nov 78.46 2.15 0.25 36.32 348.5 27 208
4 Nov 77.94 1.9 -0.90 38.45 286.5 44.5 181.5
1 Nov 79.99 2.8 0.00 34.85 54.5 17.5 138.5
31 Oct 79.32 2.8 -0.65 - 240 51 121
30 Oct 80.77 3.45 0.35 - 144 34 70
29 Oct 79.48 3.1 0.30 - 58 6 36
28 Oct 77.94 2.8 -0.45 - 14 4 30
25 Oct 78.82 3.25 -2.15 - 19 12 26
24 Oct 82.52 5.4 0.00 - 0 9 0
23 Oct 82.23 5.4 0.70 - 15 9 14
22 Oct 80.39 4.7 -11.50 - 10 5 5
21 Oct 82.96 16.2 0.00 - 0 0 0
18 Oct 85.76 16.2 0.00 - 0 0 0
17 Oct 86.59 16.2 0.00 - 0 0 0
16 Oct 89.36 16.2 0.00 - 0 0 0
15 Oct 89.54 16.2 0.00 - 0 0 0
14 Oct 88.95 16.2 0.00 - 0 0 0
11 Oct 88.42 16.2 0.00 - 0 0 0
10 Oct 88.85 16.2 0.00 - 0 0 0
9 Oct 87.69 16.2 0.00 - 0 0 0
8 Oct 87.20 16.2 0.00 - 0 0 0
7 Oct 85.27 16.2 0.00 - 0 0 0
4 Oct 89.94 16.2 0.00 - 0 0 0
3 Oct 88.63 16.2 16.20 - 0 0 0
30 Sept 94.06 0 0.00 - 0 0 0
27 Sept 95.09 0 - 0 0 0


For Gmr Airports Infra Ltd - strike price 81 expiring on 28NOV2024

Delta for 81 CE is 0.21

Historical price for 81 CE is as follows

On 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 31.25, the open interest changed by -86 which decreased total open position to 786


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 31.63, the open interest changed by 411 which increased total open position to 872


On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.85, which was -0.80 lower than the previous day. The implied volatity was 28.73, the open interest changed by 16 which increased total open position to 473


On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 32.06, the open interest changed by 15 which increased total open position to 457


On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 32.02, the open interest changed by 22 which increased total open position to 440


On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 2.45, which was -0.60 lower than the previous day. The implied volatity was 29.30, the open interest changed by 81 which increased total open position to 418


On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 3.05, which was 0.90 higher than the previous day. The implied volatity was 30.73, the open interest changed by -75 which decreased total open position to 338


On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 36.32, the open interest changed by 54 which increased total open position to 416


On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 1.9, which was -0.90 lower than the previous day. The implied volatity was 38.45, the open interest changed by 89 which increased total open position to 363


On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 34.85, the open interest changed by 35 which increased total open position to 277


On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 2.8, which was -0.65 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 3.45, which was 0.35 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 3.1, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 2.8, which was -0.45 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 3.25, which was -2.15 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 5.4, 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 5.4, which was 0.70 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 4.7, which was -11.50 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 16.2, 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 16.2, 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 16.2, 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 16 Oct GMRINFRA was trading at 89.36. The strike last trading price was 16.2, 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 15 Oct GMRINFRA was trading at 89.54. The strike last trading price was 16.2, 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 14 Oct GMRINFRA was trading at 88.95. The strike last trading price was 16.2, 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 11 Oct GMRINFRA was trading at 88.42. The strike last trading price was 16.2, 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 10 Oct GMRINFRA was trading at 88.85. The strike last trading price was 16.2, 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 16.2, 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 16.2, 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 16.2, 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 4 Oct GMRINFRA was trading at 89.94. The strike last trading price was 16.2, 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 3 Oct GMRINFRA was trading at 88.63. The strike last trading price was 16.2, which was 16.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept GMRINFRA was trading at 94.06. 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 27 Sept GMRINFRA was trading at 95.09. 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 28NOV2024 81 PE
Delta: -0.86
Vega: 0.03
Theta: -0.01
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
14 Nov 76.67 4.25 -1.10 23.08 50 -4.5 161.5
13 Nov 76.01 5.35 1.60 38.32 70.5 -12.5 166
12 Nov 78.22 3.75 1.00 32.28 105 1 181
11 Nov 79.49 2.75 0.00 31.49 65.5 6.5 181
8 Nov 80.29 2.75 0.40 30.84 213.5 11 174.5
7 Nov 80.89 2.35 0.20 32.74 275 4.5 164.5
6 Nov 81.62 2.15 -2.15 33.77 140.5 10.5 160
5 Nov 78.46 4.3 -0.50 42.85 71.5 25 149
4 Nov 77.94 4.8 1.15 39.52 132.5 64 124
1 Nov 79.99 3.65 -0.15 39.41 1.5 1 60
31 Oct 79.32 3.8 0.50 - 96 39 60
30 Oct 80.77 3.3 -0.85 - 13 3 20
29 Oct 79.48 4.15 -1.60 - 1 0 16
28 Oct 77.94 5.75 0.80 - 3 6 17
25 Oct 78.82 4.95 1.75 - 10 3 11
24 Oct 82.52 3.2 -0.30 - 7 0 9
23 Oct 82.23 3.5 -0.55 - 15 4 9
22 Oct 80.39 4.05 0.85 - 5 2 6
21 Oct 82.96 3.2 1.10 - 10 4 4
18 Oct 85.76 2.1 0.00 - 0 0 0
17 Oct 86.59 2.1 0.00 - 0 0 0
16 Oct 89.36 2.1 0.00 - 0 0 0
15 Oct 89.54 2.1 0.00 - 0 0 0
14 Oct 88.95 2.1 0.00 - 0 0 0
11 Oct 88.42 2.1 0.00 - 0 0 0
10 Oct 88.85 2.1 0.00 - 0 0 0
9 Oct 87.69 2.1 0.00 - 0 0 0
8 Oct 87.20 2.1 0.00 - 0 0 0
7 Oct 85.27 2.1 0.00 - 0 0 0
4 Oct 89.94 2.1 0.00 - 0 0 0
3 Oct 88.63 2.1 2.10 - 0 0 0
30 Sept 94.06 0 0.00 - 0 0 0
27 Sept 95.09 0 - 0 0 0


For Gmr Airports Infra Ltd - strike price 81 expiring on 28NOV2024

Delta for 81 PE is -0.86

Historical price for 81 PE is as follows

On 14 Nov GMRINFRA was trading at 76.67. The strike last trading price was 4.25, which was -1.10 lower than the previous day. The implied volatity was 23.08, the open interest changed by -9 which decreased total open position to 323


On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 5.35, which was 1.60 higher than the previous day. The implied volatity was 38.32, the open interest changed by -25 which decreased total open position to 332


On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 3.75, which was 1.00 higher than the previous day. The implied volatity was 32.28, the open interest changed by 2 which increased total open position to 362


On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 31.49, the open interest changed by 13 which increased total open position to 362


On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 2.75, which was 0.40 higher than the previous day. The implied volatity was 30.84, the open interest changed by 22 which increased total open position to 349


On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 2.35, which was 0.20 higher than the previous day. The implied volatity was 32.74, the open interest changed by 9 which increased total open position to 329


On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 2.15, which was -2.15 lower than the previous day. The implied volatity was 33.77, the open interest changed by 21 which increased total open position to 320


On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 4.3, which was -0.50 lower than the previous day. The implied volatity was 42.85, the open interest changed by 50 which increased total open position to 298


On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 4.8, which was 1.15 higher than the previous day. The implied volatity was 39.52, the open interest changed by 128 which increased total open position to 248


On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 39.41, 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 0.50 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 3.3, which was -0.85 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 4.15, which was -1.60 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 5.75, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 4.95, which was 1.75 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 3.2, which was -0.30 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 3.5, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 4.05, which was 0.85 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 3.2, which was 1.10 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 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 17 Oct GMRINFRA was trading at 86.59. 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 16 Oct GMRINFRA was trading at 89.36. 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 15 Oct GMRINFRA was trading at 89.54. 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 14 Oct GMRINFRA was trading at 88.95. 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 11 Oct GMRINFRA was trading at 88.42. 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 10 Oct GMRINFRA was trading at 88.85. 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 9 Oct GMRINFRA was trading at 87.69. 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 8 Oct GMRINFRA was trading at 87.20. 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 7 Oct GMRINFRA was trading at 85.27. 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 4 Oct GMRINFRA was trading at 89.94. 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 3 Oct GMRINFRA was trading at 88.63. The strike last trading price was 2.1, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept GMRINFRA was trading at 94.06. 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 27 Sept GMRINFRA was trading at 95.09. 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