[--[65.84.65.76]--]

search
Option Chain For GAIL - GAIL (INDIA) LTD
Last updated on 25 Sep 2020 08:15 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 62.5 - - - - -
- - - - - 65 - - - - -
- - - - - 67.5 - - - - -
- - - - - 70 -0.10 0.30 45.06 54,900 176,900
- - - - - 72.5 -0.20 0.70 48.68 - 18,300
30,500 - - 10.00 - 75 -0.65 0.70 41.63 158,600 579,500
- - - - - 77.5 -0.65 1.20 42.26 122,000 274,500
128,100 61,000 32.41 7.20 1.10 80 -1.15 1.65 39.86 140,300 664,900
24,400 - 32.44 5.45 0.90 82.5 -1.35 2.50 40.06 42,700 433,100
915,000 122,000 34.14 4.15 0.55 85 -1.65 3.45 38.92 30,500 725,900
250,100 91,500 33.97 2.95 0.25 87.5 -1.15 4.90 40.35 42,700 103,700
1,726,300 317,200 35.16 2.15 0.10 90 -1.45 6.30 39.06 36,600 701,500
280,600 48,800 36.24 1.55 0.05 92.5 - 10.00 - - 30,500
1,018,700 341,600 36.46 1.05 -0.15 95 -1.30 10.45 44.97 12,200 256,200
134,200 6,100 38.35 0.80 -0.60 97.5 - - - - -
1,830,000 237,900 40.77 0.65 -0.10 100 -1.75 15.25 54.81 18,300 506,300
158,600 24,400 42.30 0.50 -0.30 102.5 - 14.00 - - 6,100
115,900 6,100 42.75 0.35 0.05 105 -1.35 19.85 59.82 - 42,700
42,700 24,400 43.41 0.25 -0.75 107.5 - - - - -
323,300 30,500 46.90 0.25 -0.05 110 - - - - -
6,100 - - 0.10 - 112.5 - - - - -
6,100 6,100 48.92 0.15 -4.35 115 - - - - -
- - - - - 117.5 - - - - -
- - - - - 120 - - - - -
- - - - - 122.5 - - - - -
- - - - - 125 - - - - -
Total 6,990,600 4,520,100
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.