GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 104 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.01
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 92.53 | 0.1 | 0 | 36.63 | 70 | 21 | 99 | |||||||||
| 14 Sept | 88.13 | 0.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 90.77 | 0.45 | 0.15 | 26.97 | 18 | 1 | 10 | |||||||||
For Gmr Airports Limited - strike price 104 expiring on 30SEP2025
Delta for 104 CE is 0.04
Historical price for 104 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 36.63, the open interest changed by 21 which increased total open position to 99
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 26.97, the open interest changed by 1 which increased total open position to 10
| GMRAIRPORT 30SEP2025 104 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 11.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 88.13 | 15.4 | 0.4 | 34.89 | 7 | -5 | 11 |
| 17 Aug | 90.77 | 19.55 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 104 expiring on 30SEP2025
Delta for 104 PE is 0.00
Historical price for 104 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 15.4, which was 0.4 higher than the previous day. The implied volatity was 34.89, the open interest changed by -5 which decreased total open position to 11
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 19.55, 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
