[--[65.84.65.76]--]
GMRAIRPORT
Gmr Airports Limited

91.17 -1.36 (-1.47%)

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Historical option data for GMRAIRPORT

21 Sep 2025 04:15 PM IST
GMRAIRPORT 30SEP2025 87 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Sept 92.53 6 0.6 - 15 -2 180
14 Sept 88.13 2.8 0.4 24.74 973 14 281
17 Aug 90.77 4.5 0 0.00 0 0 0


For Gmr Airports Limited - strike price 87 expiring on 30SEP2025

Delta for 87 CE is -

Historical price for 87 CE is as follows

On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 6, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 180


On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 2.8, which was 0.4 higher than the previous day. The implied volatity was 24.74, the open interest changed by 14 which increased total open position to 281


On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 4.5, 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


GMRAIRPORT 30SEP2025 87 PE
Delta: -0.07
Vega: 0.02
Theta: -0.03
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Sept 92.53 0.15 -0.05 27.25 111 -17 272
14 Sept 88.13 1.25 -0.3 24.99 626 -13 341
17 Aug 90.77 3.95 0 5.01 0 0 0


For Gmr Airports Limited - strike price 87 expiring on 30SEP2025

Delta for 87 PE is -0.07

Historical price for 87 PE is as follows

On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.25, the open interest changed by -17 which decreased total open position to 272


On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was 24.99, the open interest changed by -13 which decreased total open position to 341


On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0