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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.