GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 94 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
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 | 1.25 | 0.2 | 26.18 | 2,002 | -40 | 424 | |||||||||
| 14 Sept | 88.13 | 0.45 | 0.05 | 26.78 | 222 | 32 | 144 | |||||||||
| 17 Aug | 90.77 | 4.3 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
For Gmr Airports Limited - strike price 94 expiring on 30SEP2025
Delta for 94 CE is 0.42
Historical price for 94 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 26.18, the open interest changed by -40 which decreased total open position to 424
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by 32 which increased total open position to 144
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
| GMRAIRPORT 30SEP2025 94 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.06
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 2.45 | -0.4 | 29.86 | 722 | -158 | 106 |
| 14 Sept | 88.13 | 5.85 | -0.7 | 26.83 | 39 | 6 | 29 |
| 17 Aug | 90.77 | 11.95 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 94 expiring on 30SEP2025
Delta for 94 PE is -0.57
Historical price for 94 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 2.45, which was -0.4 lower than the previous day. The implied volatity was 29.86, the open interest changed by -158 which decreased total open position to 106
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 5.85, which was -0.7 lower than the previous day. The implied volatity was 26.83, the open interest changed by 6 which increased total open position to 29
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 11.95, 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
