GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 95 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.06
Theta: -0.08
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 92.53 | 0.95 | 0.1 | 27.12 | 2,351 | 233 | 1,694 | |||||||||
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| 14 Sept | 88.13 | 0.35 | 0.05 | 27.54 | 1,064 | -4 | 1,291 | |||||||||
| 17 Aug | 90.77 | 1.7 | 0.5 | 22.53 | 48 | 23 | 47 | |||||||||
For Gmr Airports Limited - strike price 95 expiring on 30SEP2025
Delta for 95 CE is 0.34
Historical price for 95 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 27.12, the open interest changed by 233 which increased total open position to 1694
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 27.54, the open interest changed by -4 which decreased total open position to 1291
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 1.7, which was 0.5 higher than the previous day. The implied volatity was 22.53, the open interest changed by 23 which increased total open position to 47
| GMRAIRPORT 30SEP2025 95 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
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 | 3.1 | -0.5 | 30.25 | 421 | 170 | 292 |
| 14 Sept | 88.13 | 6.75 | -0.6 | 27.71 | 66 | 4 | 153 |
| 17 Aug | 90.77 | 8.15 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 95 expiring on 30SEP2025
Delta for 95 PE is -0.65
Historical price for 95 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 3.1, which was -0.5 lower than the previous day. The implied volatity was 30.25, the open interest changed by 170 which increased total open position to 292
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 6.75, which was -0.6 lower than the previous day. The implied volatity was 27.71, the open interest changed by 4 which increased total open position to 153
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 8.15, 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
