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Related Pages for GAIL
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GAIL
Gail (India) Ltd
177.94 1.98 (1.13%)

Option Chain for GAIL

15 Jan 2025 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 - 54.15 0.00 150 -0.05 0.35 52.21 32 -9 60 -0.04
- 0 0 0 - 47.15 0.00 152.5 0.00 1.05 22.50 0 0 0 -0.00
0.00 0 0 0 0.00 18.80 0.00 155 -0.05 0.50 47.75 74 6 120 -0.06
- 0 0 0 - 42.75 0.00 157.5 0.00 1.55 18.45 0 0 0 -0.00
- 4 -1 5 - 18.35 1.50 160 -0.20 0.65 41.98 419 3 400 -0.09
0.89 16 6 14 38.82 16.90 2.25 162.5 -0.20 0.90 41.23 78 8 92 -0.12
0.85 60 -2 58 39.25 14.80 1.35 165 -0.30 1.10 38.97 540 -45 382 -0.15
0.83 9 -1 15 35.21 12.40 1.00 167.5 -0.40 1.40 37.20 361 27 167 -0.18
0.77 157 48 255 36.01 10.55 1.10 170 -0.40 1.95 36.89 1,081 26 831 -0.24
0.71 52 -7 189 34.52 8.60 0.95 172.5 -0.45 2.60 36.18 582 4 302 -0.30
0.63 279 -73 566 34.54 7.00 0.90 175 -0.75 3.30 34.67 1,393 132 682 -0.37
0.55 190 -10 879 33.55 5.45 0.70 177.5 -0.70 4.45 35.15 555 4 293 -0.45
0.47 890 -16 2,514 33.61 4.25 0.60 180 -0.90 5.55 33.88 870 12 854 -0.53
0.39 498 59 946 33.68 3.25 0.55 182.5 -1.00 7.10 34.39 296 -4 217 -0.60
0.32 890 39 1,544 34.25 2.50 0.35 185 -1.15 8.90 35.47 193 -10 711 -0.67
0.26 447 -32 505 34.77 1.90 0.30 187.5 -1.30 10.60 34.50 73 -3 222 -0.74
0.20 2,026 -174 1,703 34.98 1.40 0.15 190 -1.40 12.70 35.75 118 -7 785 -0.79
0.16 608 -44 609 36.15 1.10 0.10 192.5 -2.00 14.90 37.13 47 14 230 -0.83
0.13 1,505 -17 711 37.05 0.85 0.05 195 -1.30 17.25 39.55 68 -46 481 -0.85
0.11 465 -8 191 39.32 0.75 0.10 197.5 -2.10 19.60 41.55 20 -1 221 -0.87
0.09 3,629 -60 888 40.41 0.60 0.00 200 -2.05 21.75 39.90 14 -5 854 -0.91
0.07 445 -13 34 40.82 0.45 0.00 202.5 -3.40 23.05 - 5 0 102 -
0.07 1,201 11 229 43.85 0.45 0.05 205 -2.20 26.50 41.34 4 0 200 -0.94
0.05 311 -15 74 44.42 0.35 0.00 207.5 0.00 25.00 0.00 0 0 0 0.00
0.05 1,677 0 172 47.20 0.35 0.00 210 -1.00 32.00 57.61 9 0 519 -0.91
0.04 174 -6 27 48.50 0.30 0.05 212.5 0.00 29.75 0.00 0 0 0 0.00
0.03 476 -4 14 47.59 0.20 0.00 215 0.00 39.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 217.5 0.00 25.25 0.00 0 0 0 0.00
0.03 1,208 -13 129 52.39 0.20 0.05 220 0.00 43.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 222.5 0.00 29.50 0.00 0 0 0 0.00
0.02 274 -3 13 54.58 0.15 0.00 225 0.00 47.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 227.5 0.00 33.30 0.00 0 0 0 0.00
- 250 -6 16 - 0.15 0.00 230 0.00 52.80 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.15 0.00 232.5 0.00 37.30 0.00 0 0 0 0.00
- 34 0 2 - 0.10 0.00 235 0.00 58.00 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
- 257 8 23 - 0.10 0.00 240 0.00 62.40 0.00 0 -3 0 0.00
18,032 8,725
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.