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[--[65.84.65.76]--]
GAIL
Gail (India) Ltd

192.42 -1.20 (-0.62%)

Option Chain for GAIL

20 Dec 2024 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2350

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 74.25 0.00 160 0.00 0.05 - 3.894 0 24 -
0.00 0 0 0 0.00 40.85 0.00 162.5 0.00 0.10 0.00 0 0 0 0.00
- 0 0 0 - 62.70 0.00 165 0.00 0.10 0.00 0 2 0 0.00
0.00 0 0 0 0.00 36.60 0.00 167.5 0.00 2.25 0.00 0 0 0 0.00
- 2 0 3.894 - 28.30 6.40 170 0.05 0.10 50.06 54.511 -1 156 -0.02
- 0 0 0 - 32.55 0.00 172.5 0.00 0.10 45.20 15.574 2 13 -0.02
0.00 0 4 0 0.00 16.50 0.00 175 -0.05 0.10 40.28 153.798 24 131 -0.03
0.00 0 6 0 0.00 17.15 0.00 177.5 0.00 0.15 38.07 128.489 -11 72 -0.04
- 34 -2 7.787 - 12.90 -1.60 180 -0.05 0.20 34.84 946.149 16 333 -0.05
- 9 0 9.734 - 10.25 -2.25 182.5 -0.05 0.30 32.31 309.543 -12 104 -0.08
0.86 60 15 165.479 31.62 8.75 -1.15 185 -0.10 0.50 30.58 1,656.734 -11 238 -0.13
0.79 84 -17 420.511 29.88 6.60 -1.00 187.5 -0.15 0.80 28.43 2,377.053 12 290 -0.20
0.68 152 -18 1,884.511 28.77 4.70 -1.00 190 0.00 1.50 28.79 6,319.34 21 625 -0.32
0.55 208 61 1,685.936 28.77 3.20 -0.80 192.5 0.05 2.35 27.30 5,972.809 18 330 -0.45
0.41 661 245 10,577.011 29.86 2.15 -0.55 195 0.40 3.90 29.44 10,068.894 -38 320 -0.59
0.30 402 -37 12,268.787 31.47 1.45 -0.35 197.5 0.75 5.80 32.21 5,484.16 68 268 -0.70
0.22 1,412 29 22,633.596 34.12 1.05 -0.15 200 0.95 7.85 34.37 3,529.564 -67 624 -0.78
0.16 392 -9 7,271.33 35.44 0.70 -0.10 202.5 1.30 9.95 34.97 860.489 -58 119 -0.85
0.11 989 -7 7,378.404 37.47 0.50 -0.10 205 0.90 12.20 35.88 876.064 -108 402 -0.90
0.08 435 7 3,001.979 39.14 0.35 -0.05 207.5 1.00 14.65 39.96 315.383 -34 159 -0.91
0.07 1,430 -115 6,837.191 42.50 0.30 -0.05 210 1.35 17.40 51.08 642.447 -74 507 -0.89
0.05 454 -92 1,450.372 43.41 0.20 -0.05 212.5 1.40 18.45 - 91.5 -21 98 -
0.03 816 -31 1,382.234 42.22 0.10 -0.15 215 -4.10 16.90 - 50.617 -7 152 -
0.02 243 -3 179.106 45.99 0.10 -0.10 217.5 -3.25 18.25 - 1.947 0 33 -
0.03 1,038 -63 1,183.66 53.00 0.15 -0.05 220 2.30 27.30 68.38 31.149 -11 274 -0.92
0.02 114 6 64.245 53.26 0.10 -0.05 222.5 0.00 16.65 0.00 0 0 0 0.00
- 323 -4 274.5 - 0.10 -0.05 225 -3.75 28.75 - 89.553 -7 113 -
- 57 5 38.936 - 0.10 0.00 227.5 0.00 18.35 0.00 0 0 0 0.00
- 358 -45 327.064 - 0.10 0.00 230 -5.10 35.00 - 5.84 -1 108 -
0.00 0 0 0 0.00 0.10 0.00 232.5 0.00 20.55 0.00 0 0 0 0.00
- 83 -1 7.787 - 0.05 -0.05 235 0.00 24.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 237.5 0.00 0.00 0.00 0 0 0 0.00
- 234 -11 25.309 - 0.05 0.00 240 0.00 45.50 0.00 0 -3 0 0.00
0.00 0 0 0 0.00 0.00 0.00 242.5 0.00 0.00 0.00 0 0 0 0.00
- 32 -1 3.894 - 0.05 0.00 245 6.75 49.20 - 1.947 0 19 -
0.00 0 0 0 0.00 0.00 0.00 247.5 0.00 0.00 0.00 0 0 0 0.00
- 78 0 27.255 - 0.05 0.00 250 0.00 29.65 0.00 0 0 0 0.00
10,100 5,512
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.