GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.03
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 92.53 | 0.25 | 0 | 32.25 | 846 | -20 | 704 | |||||||||
| 14 Sept | 88.13 | 0.1 | 0 | 30.98 | 169 | -9 | 417 | |||||||||
| 17 Aug | 90.77 | 0.8 | 0.25 | 25.03 | 76 | 39 | 95 | |||||||||
For Gmr Airports Limited - strike price 100 expiring on 30SEP2025
Delta for 100 CE is 0.10
Historical price for 100 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 32.25, the open interest changed by -20 which decreased total open position to 704
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 30.98, the open interest changed by -9 which decreased total open position to 417
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 25.03, the open interest changed by 39 which increased total open position to 95
| GMRAIRPORT 30SEP2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 6.9 | -1.35 | - | 42 | 2 | 45 |
| 14 Sept | 88.13 | 11.5 | -1 | 32.63 | 30 | 5 | 18 |
| 17 Aug | 90.77 | 16.35 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 100 expiring on 30SEP2025
Delta for 100 PE is -
Historical price for 100 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 6.9, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 45
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 11.5, which was -1 lower than the previous day. The implied volatity was 32.63, the open interest changed by 5 which increased total open position to 18
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
