GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
21 Nov 2024 04:11 PM IST
| GMRINFRA 28NOV2024 84 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.02
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 76.85 | 0.15 | -0.40 | 43.07 | 390 | -70 | 281 | |||
| 20 Nov | 80.53 | 0.55 | 0.00 | 35.46 | 1,050.5 | 63 | 349.5 | |||
| 19 Nov | 80.53 | 0.55 | 0.30 | 35.46 | 1,050.5 | 61.5 | 349.5 | |||
| 18 Nov | 78.01 | 0.25 | 0.05 | 35.23 | 46 | -4 | 288.5 | |||
| 14 Nov | 76.81 | 0.2 | 0.00 | 32.15 | 73.5 | 30 | 288 | |||
| 13 Nov | 76.01 | 0.2 | -0.15 | 33.38 | 392 | -136.5 | 258 | |||
| 12 Nov | 78.22 | 0.35 | -0.40 | 30.44 | 569 | 212.5 | 402.5 | |||
| 11 Nov | 79.49 | 0.75 | -0.20 | 32.18 | 163.5 | -6.5 | 189.5 | |||
| 8 Nov | 80.29 | 0.95 | -0.35 | 31.38 | 227.5 | 14.5 | 195.5 | |||
| 7 Nov | 80.89 | 1.3 | -0.35 | 30.31 | 350 | 16.5 | 180.5 | |||
| 6 Nov | 81.62 | 1.65 | 0.45 | 30.47 | 247 | 15.5 | 164 | |||
| 5 Nov | 78.46 | 1.2 | 0.20 | 36.36 | 153.5 | 20 | 149 | |||
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| 4 Nov | 77.94 | 1 | -0.60 | 37.24 | 143 | 29 | 130.5 | |||
| 1 Nov | 79.99 | 1.6 | -0.10 | 34.09 | 11 | 2 | 103 | |||
| 31 Oct | 79.32 | 1.7 | -0.35 | - | 200 | 44 | 103 | |||
| 30 Oct | 80.77 | 2.05 | 0.20 | - | 50 | 15 | 58 | |||
| 29 Oct | 79.48 | 1.85 | 0.05 | - | 15 | 4 | 43 | |||
| 28 Oct | 77.94 | 1.8 | -0.40 | - | 11 | 1 | 38 | |||
| 25 Oct | 78.82 | 2.2 | -1.80 | - | 47 | 21 | 37 | |||
| 24 Oct | 82.52 | 4 | 0.05 | - | 12 | 3 | 16 | |||
| 23 Oct | 82.23 | 3.95 | 0.50 | - | 20 | 5 | 13 | |||
| 22 Oct | 80.39 | 3.45 | -1.00 | - | 10 | 4 | 7 | |||
| 21 Oct | 82.96 | 4.45 | -1.35 | - | 5 | 2 | 3 | |||
| 18 Oct | 85.76 | 5.8 | -8.25 | - | 1 | 0 | 0 | |||
| 17 Oct | 86.59 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 89.36 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 89.54 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 88.95 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 88.42 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 88.85 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 87.69 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 87.20 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 85.27 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 89.94 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 88.63 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 94.06 | 14.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 95.09 | 14.05 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 84 expiring on 28NOV2024
Delta for 84 CE is 0.07
Historical price for 84 CE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 0.15, which was -0.40 lower than the previous day. The implied volatity was 43.07, the open interest changed by -140 which decreased total open position to 562
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 35.46, the open interest changed by 126 which increased total open position to 699
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 35.46, the open interest changed by 123 which increased total open position to 699
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 35.23, the open interest changed by -8 which decreased total open position to 577
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 32.15, the open interest changed by 60 which increased total open position to 576
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 33.38, the open interest changed by -273 which decreased total open position to 516
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 30.44, the open interest changed by 425 which increased total open position to 805
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 32.18, the open interest changed by -13 which decreased total open position to 379
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 31.38, the open interest changed by 29 which increased total open position to 391
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 30.31, the open interest changed by 33 which increased total open position to 361
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 1.65, which was 0.45 higher than the previous day. The implied volatity was 30.47, the open interest changed by 31 which increased total open position to 328
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 36.36, the open interest changed by 40 which increased total open position to 298
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 37.24, the open interest changed by 58 which increased total open position to 261
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 34.09, the open interest changed by 4 which increased total open position to 206
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 1.7, which was -0.35 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 2.05, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 1.85, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 1.8, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 2.2, which was -1.80 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 4, 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 23 Oct GMRINFRA was trading at 82.23. The strike last trading price was 3.95, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 3.45, which was -1.00 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 4.45, which was -1.35 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 5.8, which was -8.25 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 30 Sept GMRINFRA was trading at 94.06. The strike last trading price was 14.05, 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 14.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 84 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.02
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 76.85 | 7.45 | 3.35 | 56.41 | 110 | 30 | 108 |
| 20 Nov | 80.53 | 4.1 | 0.00 | 32.90 | 140 | -17 | 81 |
| 19 Nov | 80.53 | 4.1 | -1.70 | 32.90 | 140 | -14 | 81 |
| 18 Nov | 78.01 | 5.8 | -1.60 | 20.94 | 2 | -1 | 95.5 |
| 14 Nov | 76.81 | 7.4 | -0.40 | 42.20 | 2.5 | 0 | 95.5 |
| 13 Nov | 76.01 | 7.8 | 1.60 | 35.85 | 4.5 | -1 | 96 |
| 12 Nov | 78.22 | 6.2 | 1.30 | 34.68 | 6.5 | 1.5 | 97 |
| 11 Nov | 79.49 | 4.9 | 0.40 | 33.17 | 3.5 | 0.5 | 96 |
| 8 Nov | 80.29 | 4.5 | 0.40 | 26.86 | 5 | 1.5 | 95.5 |
| 7 Nov | 80.89 | 4.1 | 0.50 | 32.84 | 71 | 21.5 | 95.5 |
| 6 Nov | 81.62 | 3.6 | -3.05 | 31.67 | 16.5 | 2 | 74 |
| 5 Nov | 78.46 | 6.65 | -0.10 | 48.18 | 2 | -1 | 71.5 |
| 4 Nov | 77.94 | 6.75 | 1.40 | 36.44 | 56 | 33.5 | 72 |
| 1 Nov | 79.99 | 5.35 | -0.25 | 38.01 | 1.5 | 0.5 | 38.5 |
| 31 Oct | 79.32 | 5.6 | 0.90 | - | 27 | 14 | 37 |
| 30 Oct | 80.77 | 4.7 | -3.50 | - | 20 | 6 | 22 |
| 29 Oct | 79.48 | 8.2 | 1.55 | - | 2 | 0 | 17 |
| 28 Oct | 77.94 | 6.65 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 78.82 | 6.65 | 2.05 | - | 4 | 0 | 16 |
| 24 Oct | 82.52 | 4.6 | -0.50 | - | 6 | 4 | 15 |
| 23 Oct | 82.23 | 5.1 | -0.50 | - | 6 | 3 | 10 |
| 22 Oct | 80.39 | 5.6 | 0.95 | - | 1 | 0 | 8 |
| 21 Oct | 82.96 | 4.65 | 1.75 | - | 8 | 1 | 8 |
| 18 Oct | 85.76 | 2.9 | 0.40 | - | 9 | 6 | 7 |
| 17 Oct | 86.59 | 2.5 | -0.40 | - | 2 | 1 | 1 |
| 16 Oct | 89.36 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 89.54 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 88.95 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 88.42 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 88.85 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 87.69 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 87.20 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 85.27 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 89.94 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 88.63 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 94.06 | 2.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 95.09 | 2.9 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 84 expiring on 28NOV2024
Delta for 84 PE is -0.86
Historical price for 84 PE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 7.45, which was 3.35 higher than the previous day. The implied volatity was 56.41, the open interest changed by 60 which increased total open position to 216
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 32.90, the open interest changed by -34 which decreased total open position to 162
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 4.1, which was -1.70 lower than the previous day. The implied volatity was 32.90, the open interest changed by -28 which decreased total open position to 162
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 5.8, which was -1.60 lower than the previous day. The implied volatity was 20.94, the open interest changed by -2 which decreased total open position to 191
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 7.4, which was -0.40 lower than the previous day. The implied volatity was 42.20, the open interest changed by 0 which decreased total open position to 191
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 7.8, which was 1.60 higher than the previous day. The implied volatity was 35.85, the open interest changed by -2 which decreased total open position to 192
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 6.2, which was 1.30 higher than the previous day. The implied volatity was 34.68, the open interest changed by 3 which increased total open position to 194
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 4.9, which was 0.40 higher than the previous day. The implied volatity was 33.17, the open interest changed by 1 which increased total open position to 192
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 4.5, which was 0.40 higher than the previous day. The implied volatity was 26.86, the open interest changed by 3 which increased total open position to 191
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 4.1, which was 0.50 higher than the previous day. The implied volatity was 32.84, the open interest changed by 43 which increased total open position to 191
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 3.6, which was -3.05 lower than the previous day. The implied volatity was 31.67, the open interest changed by 4 which increased total open position to 148
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 6.65, which was -0.10 lower than the previous day. The implied volatity was 48.18, the open interest changed by -2 which decreased total open position to 143
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 6.75, which was 1.40 higher than the previous day. The implied volatity was 36.44, the open interest changed by 67 which increased total open position to 144
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 5.35, which was -0.25 lower than the previous day. The implied volatity was 38.01, the open interest changed by 1 which increased total open position to 77
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 5.6, which was 0.90 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 4.7, which was -3.50 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 8.2, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 6.65, 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 6.65, which was 2.05 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 4.6, 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 23 Oct GMRINFRA was trading at 82.23. The strike last trading price was 5.1, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 5.6, 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 4.65, 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 18 Oct GMRINFRA was trading at 85.76. The strike last trading price was 2.9, 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 17 Oct GMRINFRA was trading at 86.59. The strike last trading price was 2.5, 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 16 Oct GMRINFRA was trading at 89.36. The strike last trading price was 2.9, 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 2.9, 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 2.9, 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 2.9, 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 2.9, 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 2.9, 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 2.9, 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 2.9, 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 2.9, 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 2.9, 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 30 Sept GMRINFRA was trading at 94.06. The strike last trading price was 2.9, 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 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
