GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 92 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.06
Theta: -0.08
Gamma: 0.10
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 92.53 | 2.15 | 0.4 | 24.80 | 1,881 | -332 | 563 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 88.13 | 0.8 | 0.15 | 26.06 | 715 | 96 | 539 | |||||||||
| 17 Aug | 90.77 | 2.4 | -2.55 | 18.67 | 1 | 1 | 0 | |||||||||
For Gmr Airports Limited - strike price 92 expiring on 30SEP2025
Delta for 92 CE is 0.61
Historical price for 92 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 2.15, which was 0.4 higher than the previous day. The implied volatity was 24.80, the open interest changed by -332 which decreased total open position to 563
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 26.06, the open interest changed by 96 which increased total open position to 539
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 2.4, which was -2.55 lower than the previous day. The implied volatity was 18.67, the open interest changed by 1 which increased total open position to 0
| GMRAIRPORT 30SEP2025 92 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.06
Theta: -0.06
Gamma: 0.09
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 1.15 | -0.5 | 25.23 | 945 | -79 | 173 |
| 14 Sept | 88.13 | 4.2 | -0.45 | 25.94 | 150 | 20 | 82 |
| 17 Aug | 90.77 | 10.6 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 92 expiring on 30SEP2025
Delta for 92 PE is -0.39
Historical price for 92 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 25.23, the open interest changed by -79 which decreased total open position to 173
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 4.2, which was -0.45 lower than the previous day. The implied volatity was 25.94, the open interest changed by 20 which increased total open position to 82
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 10.6, 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
