GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 82 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.03
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 92.53 | 11.6 | 3.45 | 63.58 | 2 | -1 | 40 | |||||||||
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| 14 Sept | 88.13 | 6.9 | 0.7 | 30.30 | 55 | 14 | 29 | |||||||||
| 17 Aug | 90.77 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Gmr Airports Limited - strike price 82 expiring on 30SEP2025
Delta for 82 CE is 0.88
Historical price for 82 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 11.6, which was 3.45 higher than the previous day. The implied volatity was 63.58, the open interest changed by -1 which decreased total open position to 40
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 6.9, which was 0.7 higher than the previous day. The implied volatity was 30.30, the open interest changed by 14 which increased total open position to 29
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 9.3, 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
| GMRAIRPORT 30SEP2025 82 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 0.05 | -0.05 | 36.80 | 31 | -18 | 102 |
| 14 Sept | 88.13 | 0.2 | -0.1 | 25.80 | 83 | 11 | 78 |
| 17 Aug | 90.77 | 5.1 | 0 | 9.63 | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 82 expiring on 30SEP2025
Delta for 82 PE is -0.02
Historical price for 82 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 36.80, the open interest changed by -18 which decreased total open position to 102
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 25.80, the open interest changed by 11 which increased total open position to 78
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 9.63, the open interest changed by 0 which decreased total open position to 0
