GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 93 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.06
Theta: -0.09
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 92.53 | 1.7 | 0.3 | 26.24 | 3,292 | -11 | 813 | |||||||||
| 14 Sept | 88.13 | 0.65 | 0.15 | 27.24 | 345 | 42 | 522 | |||||||||
| 17 Aug | 90.77 | 2.1 | 0.45 | 19.87 | 1 | 1 | 20 | |||||||||
For Gmr Airports Limited - strike price 93 expiring on 30SEP2025
Delta for 93 CE is 0.51
Historical price for 93 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 1.7, which was 0.3 higher than the previous day. The implied volatity was 26.24, the open interest changed by -11 which decreased total open position to 813
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 27.24, the open interest changed by 42 which increased total open position to 522
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 19.87, the open interest changed by 1 which increased total open position to 20
| GMRAIRPORT 30SEP2025 93 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.06
Theta: -0.07
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 1.75 | -0.45 | 27.48 | 918 | 64 | 304 |
| 14 Sept | 88.13 | 4.9 | -0.55 | 24.51 | 84 | 2 | 220 |
| 17 Aug | 90.77 | 5 | 0 | 0.00 | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 93 expiring on 30SEP2025
Delta for 93 PE is -0.49
Historical price for 93 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 27.48, the open interest changed by 64 which increased total open position to 304
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 4.9, which was -0.55 lower than the previous day. The implied volatity was 24.51, the open interest changed by 2 which increased total open position to 220
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
