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Option Chain For GAIL - GAIL (INDIA) LTD
Last updated on 03 Jul 2020 02:50 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
- - - - - 60 - - - - -
- - - - - 62.5 - - - - -
- - - - - 65 - - - - -
- - - - - 67.5 - - - - -
- - - - - 70 - - - - 16,002
- - - - - 72.5 - - - - -
- - - - - 75 -0.35 0.10 60.89 16,002 32,004
- - - - - 77.5 - - - - -
5,334 - - - - 80 -0.05 0.25 59.45 -21,336 757,428
- - - - - 82.5 - - - - 37,338
- - - - - 85 -0.10 0.55 57.84 -5,334 480,060
- - - - - 87.5 -0.25 1.00 61.20 - 16,002
21,336 - - - - 90 -0.20 1.15 57.08 37,338 752,094
10,668 - - - - 92.5 -0.40 1.50 55.38 37,338 181,356
69,342 - 46.18 12.50 1.15 95 -0.35 2.20 56.23 -21,336 720,090
37,338 - - - - 97.5 -0.20 3.15 59.09 - 122,682
576,072 -26,670 53.39 9.15 0.95 100 -0.50 3.80 57.64 -48,006 821,436
208,026 -16,002 54.02 7.70 0.45 102.5 -0.45 4.95 57.27 5,334 256,032
1,696,212 5,334 54.92 6.60 0.75 105 -0.60 6.25 57.78 69,342 453,390
437,388 42,672 54.84 5.50 0.55 107.5 -2.05 8.45 66.18 - 32,004
3,787,140 53,340 54.30 4.60 0.60 110 -1.05 8.95 57.51 21,336 106,680
234,696 -5,334 55.18 3.70 0.45 112.5 - - - - -
709,422 48,006 55.35 2.90 0.30 115 - - - - -
32,004 5,334 49.36 1.85 -0.20 117.5 - - - - -
1,338,834 10,668 56.51 1.95 0.25 120 - - - - 10,668
474,726 -10,668 55.44 1.50 0.20 122.5 - - - - 5,334
581,406 53,340 56.62 1.20 0.15 125 - - - - -
Total 10,219,944 4,800,600
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 prices, 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.