GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 96 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.05
Theta: -0.07
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 92.53 | 0.7 | 0.05 | 27.71 | 413 | -12 | 282 | |||||||||
| 14 Sept | 88.13 | 0.3 | 0.05 | 29.05 | 59 | 10 | 79 | |||||||||
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| 17 Aug | 90.77 | 3.75 | 0 | 3.98 | 0 | 0 | 0 | |||||||||
For Gmr Airports Limited - strike price 96 expiring on 30SEP2025
Delta for 96 CE is 0.26
Historical price for 96 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 27.71, the open interest changed by -12 which decreased total open position to 282
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 29.05, the open interest changed by 10 which increased total open position to 79
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
| GMRAIRPORT 30SEP2025 96 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.06
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 3.85 | -0.6 | 31.21 | 59 | 9 | 29 |
| 14 Sept | 88.13 | 7.65 | -0.65 | 27.99 | 21 | 1 | 23 |
| 17 Aug | 90.77 | 13.35 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 96 expiring on 30SEP2025
Delta for 96 PE is -0.71
Historical price for 96 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 3.85, which was -0.6 lower than the previous day. The implied volatity was 31.21, the open interest changed by 9 which increased total open position to 29
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 7.65, which was -0.65 lower than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 23
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 13.35, 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
