GMRINFRA
Gmr Airports Infra Ltd
Historical option data for GMRINFRA
21 Nov 2024 04:11 PM IST
| GMRINFRA 28NOV2024 86 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.01
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 76.85 | 0.15 | -0.15 | 51.66 | 148 | -17.5 | 149 | |||
| 20 Nov | 80.53 | 0.3 | 0.00 | 37.48 | 309.5 | 38 | 167 | |||
| 19 Nov | 80.53 | 0.3 | 0.15 | 37.48 | 309.5 | 38.5 | 167 | |||
| 18 Nov | 78.01 | 0.15 | 0.05 | 38.18 | 58.5 | -18.5 | 129 | |||
| 14 Nov | 76.81 | 0.1 | -0.05 | 33.18 | 80 | 18.5 | 148 | |||
| 13 Nov | 76.01 | 0.15 | -0.05 | 36.99 | 51.5 | -14.5 | 129.5 | |||
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| 12 Nov | 78.22 | 0.2 | -0.25 | 32.00 | 255 | -67 | 150.5 | |||
| 11 Nov | 79.49 | 0.45 | -0.15 | 33.27 | 190.5 | 67.5 | 218 | |||
| 8 Nov | 80.29 | 0.6 | -0.20 | 32.45 | 213.5 | 4 | 150.5 | |||
| 7 Nov | 80.89 | 0.8 | -0.20 | 30.70 | 355.5 | -18 | 149 | |||
| 6 Nov | 81.62 | 1 | 0.25 | 30.00 | 167 | 70.5 | 169 | |||
| 5 Nov | 78.46 | 0.75 | 0.05 | 35.87 | 105 | 14.5 | 98.5 | |||
| 4 Nov | 77.94 | 0.7 | -0.40 | 38.28 | 137 | 11.5 | 85 | |||
| 1 Nov | 79.99 | 1.1 | -0.10 | 34.47 | 6.5 | 1.5 | 73.5 | |||
| 31 Oct | 79.32 | 1.2 | -0.15 | - | 140 | 41 | 75 | |||
| 30 Oct | 80.77 | 1.35 | 0.00 | - | 35 | 9 | 33 | |||
| 29 Oct | 79.48 | 1.35 | 0.10 | - | 11 | 5 | 24 | |||
| 28 Oct | 77.94 | 1.25 | -0.40 | - | 11 | 4 | 19 | |||
| 25 Oct | 78.82 | 1.65 | -1.40 | - | 22 | 4 | 15 | |||
| 24 Oct | 82.52 | 3.05 | -0.10 | - | 9 | 0 | 11 | |||
| 23 Oct | 82.23 | 3.15 | 0.40 | - | 16 | -2 | 11 | |||
| 22 Oct | 80.39 | 2.75 | -0.75 | - | 11 | 5 | 13 | |||
| 21 Oct | 82.96 | 3.5 | -0.90 | - | 11 | 5 | 9 | |||
| 18 Oct | 85.76 | 4.4 | -0.55 | - | 5 | 2 | 3 | |||
| 17 Oct | 86.59 | 4.95 | -7.75 | - | 1 | 0 | 0 | |||
| 16 Oct | 89.36 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 89.54 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 88.95 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 88.42 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 88.85 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 87.69 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 87.20 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 85.27 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 89.94 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 88.63 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 93.93 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 94.06 | 12.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 95.09 | 12.7 | - | 0 | 0 | 0 | ||||
For Gmr Airports Infra Ltd - strike price 86 expiring on 28NOV2024
Delta for 86 CE is 0.06
Historical price for 86 CE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 51.66, the open interest changed by -35 which decreased total open position to 298
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 37.48, the open interest changed by 76 which increased total open position to 334
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 37.48, the open interest changed by 77 which increased total open position to 334
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 38.18, the open interest changed by -37 which decreased total open position to 258
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 33.18, the open interest changed by 37 which increased total open position to 296
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.99, the open interest changed by -29 which decreased total open position to 259
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 32.00, the open interest changed by -134 which decreased total open position to 301
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.27, the open interest changed by 135 which increased total open position to 436
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 32.45, the open interest changed by 8 which increased total open position to 301
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 30.70, the open interest changed by -36 which decreased total open position to 298
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 30.00, the open interest changed by 141 which increased total open position to 338
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 35.87, the open interest changed by 29 which increased total open position to 197
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 38.28, the open interest changed by 23 which increased total open position to 170
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 34.47, the open interest changed by 3 which increased total open position to 147
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 1.2, 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 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 1.35, 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 29 Oct GMRINFRA was trading at 79.48. The strike last trading price was 1.35, which was 0.10 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 1.25, 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 1.65, 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 3.05, which was -0.10 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 3.15, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 2.75, which was -0.75 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 3.5, which was -0.90 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 4.4, 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 17 Oct GMRINFRA was trading at 86.59. The strike last trading price was 4.95, which was -7.75 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 1 Oct GMRINFRA was trading at 93.93. The strike last trading price was 12.7, 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 12.7, 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 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GMRINFRA 28NOV2024 86 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.02
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 76.85 | 9.4 | 4.40 | 64.23 | 34.5 | 11.5 | 94 |
| 20 Nov | 80.53 | 5 | 0.00 | - | 56.5 | 5.5 | 82 |
| 19 Nov | 80.53 | 5 | -4.55 | - | 56.5 | 5 | 82 |
| 18 Nov | 78.01 | 9.55 | 0.15 | 86.49 | 1.5 | 0 | 77 |
| 14 Nov | 76.81 | 9.4 | -0.20 | 49.80 | 4.5 | -2 | 77 |
| 13 Nov | 76.01 | 9.6 | 1.75 | 32.10 | 0.5 | 0 | 79 |
| 12 Nov | 78.22 | 7.85 | 1.75 | 31.08 | 6.5 | 0.5 | 80 |
| 11 Nov | 79.49 | 6.1 | 0.05 | 19.01 | 1 | 0.5 | 80 |
| 8 Nov | 80.29 | 6.05 | 0.35 | 24.19 | 1 | 0 | 79.5 |
| 7 Nov | 80.89 | 5.7 | 0.45 | 35.41 | 20 | 6.5 | 79.5 |
| 6 Nov | 81.62 | 5.25 | -3.25 | 35.81 | 4 | -1 | 72.5 |
| 5 Nov | 78.46 | 8.5 | -0.30 | 53.95 | 2.5 | 0.5 | 73.5 |
| 4 Nov | 77.94 | 8.8 | 1.80 | 43.97 | 3 | 0.5 | 71.5 |
| 1 Nov | 79.99 | 7 | 0.00 | 0.00 | 0 | 48 | 0 |
| 31 Oct | 79.32 | 7 | 0.80 | - | 49 | 46 | 69 |
| 30 Oct | 80.77 | 6.2 | -1.70 | - | 10 | 0 | 13 |
| 29 Oct | 79.48 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 77.94 | 7.9 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 78.82 | 7.9 | 2.30 | - | 2 | 1 | 13 |
| 24 Oct | 82.52 | 5.6 | -0.45 | - | 1 | 0 | 12 |
| 23 Oct | 82.23 | 6.05 | -0.45 | - | 2 | 0 | 12 |
| 22 Oct | 80.39 | 6.5 | 0.90 | - | 3 | 1 | 12 |
| 21 Oct | 82.96 | 5.6 | 1.90 | - | 7 | 3 | 11 |
| 18 Oct | 85.76 | 3.7 | 0.40 | - | 24 | 6 | 8 |
| 17 Oct | 86.59 | 3.3 | -0.20 | - | 2 | 1 | 1 |
| 16 Oct | 89.36 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 89.54 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 88.95 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 88.42 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 88.85 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 87.69 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 87.20 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 85.27 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 89.94 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 88.63 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 93.93 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 94.06 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 95.09 | 3.5 | - | 0 | 0 | 0 | |
For Gmr Airports Infra Ltd - strike price 86 expiring on 28NOV2024
Delta for 86 PE is -0.89
Historical price for 86 PE is as follows
On 21 Nov GMRINFRA was trading at 76.85. The strike last trading price was 9.4, which was 4.40 higher than the previous day. The implied volatity was 64.23, the open interest changed by 23 which increased total open position to 188
On 20 Nov GMRINFRA was trading at 80.53. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 164
On 19 Nov GMRINFRA was trading at 80.53. The strike last trading price was 5, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 164
On 18 Nov GMRINFRA was trading at 78.01. The strike last trading price was 9.55, which was 0.15 higher than the previous day. The implied volatity was 86.49, the open interest changed by 0 which decreased total open position to 154
On 14 Nov GMRINFRA was trading at 76.81. The strike last trading price was 9.4, which was -0.20 lower than the previous day. The implied volatity was 49.80, the open interest changed by -4 which decreased total open position to 154
On 13 Nov GMRINFRA was trading at 76.01. The strike last trading price was 9.6, which was 1.75 higher than the previous day. The implied volatity was 32.10, the open interest changed by 0 which decreased total open position to 158
On 12 Nov GMRINFRA was trading at 78.22. The strike last trading price was 7.85, which was 1.75 higher than the previous day. The implied volatity was 31.08, the open interest changed by 1 which increased total open position to 160
On 11 Nov GMRINFRA was trading at 79.49. The strike last trading price was 6.1, which was 0.05 higher than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 160
On 8 Nov GMRINFRA was trading at 80.29. The strike last trading price was 6.05, which was 0.35 higher than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 159
On 7 Nov GMRINFRA was trading at 80.89. The strike last trading price was 5.7, which was 0.45 higher than the previous day. The implied volatity was 35.41, the open interest changed by 13 which increased total open position to 159
On 6 Nov GMRINFRA was trading at 81.62. The strike last trading price was 5.25, which was -3.25 lower than the previous day. The implied volatity was 35.81, the open interest changed by -2 which decreased total open position to 145
On 5 Nov GMRINFRA was trading at 78.46. The strike last trading price was 8.5, which was -0.30 lower than the previous day. The implied volatity was 53.95, the open interest changed by 1 which increased total open position to 147
On 4 Nov GMRINFRA was trading at 77.94. The strike last trading price was 8.8, which was 1.80 higher than the previous day. The implied volatity was 43.97, the open interest changed by 1 which increased total open position to 143
On 1 Nov GMRINFRA was trading at 79.99. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 96 which increased total open position to 0
On 31 Oct GMRINFRA was trading at 79.32. The strike last trading price was 7, 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 30 Oct GMRINFRA was trading at 80.77. The strike last trading price was 6.2, which was -1.70 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 7.9, 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 28 Oct GMRINFRA was trading at 77.94. The strike last trading price was 7.9, 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 25 Oct GMRINFRA was trading at 78.82. The strike last trading price was 7.9, which was 2.30 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 5.6, 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 23 Oct GMRINFRA was trading at 82.23. The strike last trading price was 6.05, 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 22 Oct GMRINFRA was trading at 80.39. The strike last trading price was 6.5, 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 21 Oct GMRINFRA was trading at 82.96. The strike last trading price was 5.6, which was 1.90 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 3.7, 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 17 Oct GMRINFRA was trading at 86.59. The strike last trading price was 3.3, which was -0.20 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 1 Oct GMRINFRA was trading at 93.93. The strike last trading price was 3.5, 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 3.5, 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 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
