GMRAIRPORT
Gmr Airports Limited
Historical option data for GMRAIRPORT
21 Sep 2025 04:15 PM IST
| GMRAIRPORT 30SEP2025 97 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.05
Theta: -0.07
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 92.53 | 0.55 | 0.05 | 29.15 | 370 | 22 | 269 | |||||||||
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| 14 Sept | 88.13 | 0.2 | 0 | 28.58 | 109 | 25 | 151 | |||||||||
| 17 Aug | 90.77 | 1.3 | 0.35 | 23.98 | 6 | 4 | 21 | |||||||||
For Gmr Airports Limited - strike price 97 expiring on 30SEP2025
Delta for 97 CE is 0.21
Historical price for 97 CE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by 22 which increased total open position to 269
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.58, the open interest changed by 25 which increased total open position to 151
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 23.98, the open interest changed by 4 which increased total open position to 21
| GMRAIRPORT 30SEP2025 97 PE | |||||||
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Delta: -0.76
Vega: 0.05
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 92.53 | 4.7 | -1.05 | 33.10 | 83 | 9 | 36 |
| 14 Sept | 88.13 | 8.6 | -0.5 | 29.17 | 38 | 14 | 23 |
| 17 Aug | 90.77 | 9.45 | 0 | - | 0 | 0 | 0 |
For Gmr Airports Limited - strike price 97 expiring on 30SEP2025
Delta for 97 PE is -0.76
Historical price for 97 PE is as follows
On 21 Sept GMRAIRPORT was trading at 92.53. The strike last trading price was 4.7, which was -1.05 lower than the previous day. The implied volatity was 33.10, the open interest changed by 9 which increased total open position to 36
On 14 Sept GMRAIRPORT was trading at 88.13. The strike last trading price was 8.6, which was -0.5 lower than the previous day. The implied volatity was 29.17, the open interest changed by 14 which increased total open position to 23
On 17 Aug GMRAIRPORT was trading at 90.77. The strike last trading price was 9.45, 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
