GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 90 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.05
Theta: -0.07
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 92.53 | 3.45 | 0.5 | 23.30 | 1,220 | -64 | 604 | |||||||||
| 14 Sept | 88.13 | 1.4 | 0.3 | 25.80 | 6,092 | 503 | 1,890 | |||||||||
| 17 Aug | 90.77 | 3.75 | 0.95 | 20.85 | 16 | 11 | 23 | |||||||||
For Gmr Airports Limited - strike price 90 expiring on 30SEP2025
Delta for 90 CE is 0.80
Historical price for 90 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 3.45, which was 0.5 higher than the previous day. The implied volatity was 23.30, the open interest changed by -64 which decreased total open position to 604
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 25.80, the open interest changed by 503 which increased total open position to 1890
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 3.75, which was 0.95 higher than the previous day. The implied volatity was 20.85, the open interest changed by 11 which increased total open position to 23
| GMRAIRPORT 30SEP2025 90 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.05
Theta: -0.05
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 0.55 | -0.25 | 25.89 | 778 | -27 | 548 |
| 14 Sept | 88.13 | 2.75 | -0.45 | 24.91 | 723 | 66 | 570 |
| 17 Aug | 90.77 | 2.35 | -0.75 | 25.05 | 9 | 4 | 26 |
For Gmr Airports Limited - strike price 90 expiring on 30SEP2025
Delta for 90 PE is -0.22
Historical price for 90 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 25.89, the open interest changed by -27 which decreased total open position to 548
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 24.91, the open interest changed by 66 which increased total open position to 570
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 25.05, the open interest changed by 4 which increased total open position to 26
