GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
17 Aug 2025 12:58 AM IST
| GMRAIRPORT 30SEP2025 90 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.12
Theta: -0.04
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.63
Historical price for 90 CE is as follows
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: -0.39
Vega: 0.12
Theta: -0.02
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.39
Historical price for 90 PE is as follows
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
