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Related Pages for GAIL
[--[65.84.65.76]--]
GAIL
Gail (india) Ltd
188.3 1.62 (0.87%)

Option Chain for GAIL

21 Nov 2024 03:41 PM IST

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

Call
Put

Lot Size : 4575
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 75.65 0.00 160 0.00 0.10 - 39 9 88 -
- 0 0 0 - 69.65 0.00 162.5 0.00 0.25 30.00 0 0 0 -0.00
- 0 0 1 - 16.55 -51.55 165 -0.10 0.15 52.53 183 33 243 -0.03
- 0 0 0 - 64.80 0.00 167.5 0.30 0.65 64.61 3 1 1 -0.08
- 14 4 41 - 18.50 1.60 170 -0.20 0.25 47.15 663 1 290 -0.05
0.96 5 -1 8 39.18 16.80 1.10 172.5 -0.15 0.40 46.58 342 32 88 -0.07
0.93 15 5 14 38.88 14.45 1.35 175 -0.20 0.50 43.33 963 3 327 -0.09
0.89 21 9 32 37.78 12.15 0.30 177.5 -0.40 0.70 41.28 703 33 163 -0.13
0.85 72 19 429 35.89 9.90 2.10 180 -0.50 1.00 39.51 2,626 149 614 -0.18
0.82 56 24 407 29.02 7.40 1.50 182.5 -0.80 1.35 36.87 1,235 50 278 -0.23
0.69 347 98 2,527 33.87 5.95 1.65 185 -1.10 2.00 35.97 3,004 78 916 -0.32
0.58 217 41 2,691 33.85 4.40 1.35 187.5 -1.30 2.90 35.30 1,146 41 238 -0.42
0.47 1,367 190 6,087 33.55 3.10 1.05 190 -1.80 3.95 33.59 1,805 -13 571 -0.53
0.35 287 47 1,756 31.93 1.95 0.60 192.5 -1.80 5.55 34.58 117 4 136 -0.63
0.25 1,030 -61 2,760 32.11 1.25 0.35 195 -1.30 8.10 43.50 143 -35 274 -0.68
0.18 237 -11 815 33.52 0.85 0.20 197.5 -1.80 9.85 42.34 20 -8 138 -0.76
0.13 1,555 -69 2,563 35.30 0.60 0.15 200 -2.05 11.80 41.35 115 -18 573 -0.83
0.08 239 -38 365 35.20 0.35 0.05 202.5 -2.35 12.70 - 9 -2 74 -
0.06 872 -166 1,144 36.97 0.25 0.00 205 -2.65 16.25 41.95 55 -42 464 -0.91
0.06 249 -23 84 41.25 0.25 0.05 207.5 -1.20 19.50 61.55 11 -3 146 -0.85
0.04 1,901 -118 1,027 43.47 0.20 0.05 210 -3.80 20.00 - 32 -13 637 -
0.02 217 -5 92 42.10 0.10 -0.05 212.5 0.70 25.00 80.36 4 0 110 -0.84
0.03 1,273 -170 675 48.68 0.15 0.00 215 -0.20 26.35 62.98 16 -13 288 -0.92
0.03 210 -36 88 52.28 0.15 0.00 217.5 0.00 29.05 0.00 0 -1 0 0.00
0.01 1,488 -134 519 47.57 0.05 -0.05 220 -1.65 32.00 - 21 -10 389 -
0.02 124 0 3 55.95 0.10 -0.05 222.5 0.00 23.25 0.00 0 0 0 0.00
- 412 -61 142 - 0.10 0.00 225 0.60 37.10 - 7 2 105 -
- 61 -4 6 - 0.10 0.00 227.5 0.00 23.20 0.00 0 0 0 0.00
- 930 -33 103 - 0.10 0.00 230 0.05 42.00 - 6 -4 195 -
0.00 0 -1 0 0.00 0.05 0.00 232.5 0.00 20.30 0.00 0 0 0 0.00
- 216 -44 132 - 0.05 -0.05 235 0.00 47.55 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 15.50 0.00 237.5 0.00 19.45 0.00 0 0 0 0.00
- 454 -35 71 - 0.05 0.00 240 -1.00 52.00 - 3 0 196 -
0.00 0 0 0 0.00 0.05 0.00 242.5 0.00 22.40 0.00 0 0 0 0.00
- 167 -2 17 - 0.05 0.00 245 0.00 56.00 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.10 0.00 247.5 0.00 13.45 0.00 0 0 0 0.00
- 428 -35 59 - 0.05 0.00 250 -0.85 60.50 - 23 -3 63 -
0.00 0 0 0 0.00 10.10 0.00 252.5 0.00 28.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 9.35 0.00 255 0.00 30.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 8.70 0.00 257.5 0.00 32.40 0.00 0 0 0 0.00
- 83 0 5 - 0.05 0.00 260 0.00 58.00 0.00 0 0 0 0.00
14,547 7,605
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.