GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 28OCT2025 90 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.10
Theta: -0.05
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 92.53 | 4.95 | 0.4 | 22.80 | 178 | -6 | 608 | |||||||||
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| 14 Sept | 88.13 | 2.75 | 0.4 | 24.76 | 442 | 188 | 474 | |||||||||
| 17 Aug | 90.77 | 7.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Gmr Airports Limited - strike price 90 expiring on 28OCT2025
Delta for 90 CE is 0.72
Historical price for 90 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 4.95, which was 0.4 higher than the previous day. The implied volatity was 22.80, the open interest changed by -6 which decreased total open position to 608
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 2.75, which was 0.4 higher than the previous day. The implied volatity was 24.76, the open interest changed by 188 which increased total open position to 474
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 7.7, 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 28OCT2025 90 PE | |||||||
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Delta: -0.30
Vega: 0.11
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 1.65 | -0.25 | 26.70 | 117 | -12 | 386 |
| 14 Sept | 88.13 | 3.5 | -0.6 | 24.90 | 193 | 157 | 320 |
| 17 Aug | 90.77 | 6.3 | 0 | 1.80 | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 90 expiring on 28OCT2025
Delta for 90 PE is -0.30
Historical price for 90 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 26.70, the open interest changed by -12 which decreased total open position to 386
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 3.5, which was -0.6 lower than the previous day. The implied volatity was 24.90, the open interest changed by 157 which increased total open position to 320
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
