GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 89 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.03
Theta: -0.05
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 92.53 | 4.2 | 0.45 | 21.07 | 415 | -20 | 167 | |||||||||
| 14 Sept | 88.13 | 1.8 | 0.4 | 25.61 | 2,700 | 301 | 473 | |||||||||
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| 17 Aug | 90.77 | 6.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Gmr Airports Limited - strike price 89 expiring on 30SEP2025
Delta for 89 CE is 0.89
Historical price for 89 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 4.2, which was 0.45 higher than the previous day. The implied volatity was 21.07, the open interest changed by -20 which decreased total open position to 167
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 1.8, which was 0.4 higher than the previous day. The implied volatity was 25.61, the open interest changed by 301 which increased total open position to 473
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 6.8, 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 89 PE | |||||||
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Delta: -0.16
Vega: 0.04
Theta: -0.04
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 0.35 | -0.15 | 25.91 | 347 | -24 | 263 |
| 14 Sept | 88.13 | 2.15 | -0.45 | 24.68 | 591 | 71 | 141 |
| 17 Aug | 90.77 | 4.85 | 0 | 3.04 | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 89 expiring on 30SEP2025
Delta for 89 PE is -0.16
Historical price for 89 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 25.91, the open interest changed by -24 which decreased total open position to 263
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 24.68, the open interest changed by 71 which increased total open position to 141
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
