GAIL
Gail (india) Ltd
Historical option data for GAIL
14 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 188.89 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 189.47 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 194.15 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 202.93 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 210.43 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 196.41 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 196.19 | 68.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 200.16 | 68.1 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 165 expiring on 28NOV2024
Delta for 165 CE is -
Historical price for 165 CE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 68.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 68.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GAIL 28NOV2024 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 188.89 | 0.2 | -0.05 | 39.79 | 17 | -1 | 173 |
| 13 Nov | 189.47 | 0.25 | 0.15 | 41.43 | 38 | 6 | 158 |
| 12 Nov | 194.15 | 0.1 | 0.00 | 38.26 | 1 | 0 | 153 |
| 11 Nov | 202.93 | 0.1 | -0.05 | 45.62 | 11 | -1 | 154 |
| 8 Nov | 204.17 | 0.15 | 0.05 | 45.62 | 6 | -1 | 160 |
| 7 Nov | 210.43 | 0.1 | -0.05 | 47.33 | 31 | 6 | 162 |
| 6 Nov | 208.92 | 0.15 | -0.20 | 47.62 | 101 | -35 | 157 |
| 5 Nov | 196.41 | 0.35 | -0.45 | 42.73 | 211 | 32 | 194 |
| 4 Nov | 196.19 | 0.8 | 0.10 | 49.46 | 320 | 146 | 161 |
| 1 Nov | 200.16 | 0.7 | 49.30 | 15 | 14 | 14 | |
For Gail (India) Ltd - strike price 165 expiring on 28NOV2024
Delta for 165 PE is -0.03
Historical price for 165 PE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 39.79, the open interest changed by -1 which decreased total open position to 173
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.25, which was 0.15 higher than the previous day. The implied volatity was 41.43, the open interest changed by 6 which increased total open position to 158
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 38.26, the open interest changed by 0 which decreased total open position to 153
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 45.62, the open interest changed by -1 which decreased total open position to 154
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 45.62, the open interest changed by -1 which decreased total open position to 160
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 47.33, the open interest changed by 6 which increased total open position to 162
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 47.62, the open interest changed by -35 which decreased total open position to 157
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 42.73, the open interest changed by 32 which increased total open position to 194
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 49.46, the open interest changed by 146 which increased total open position to 161
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 49.30, the open interest changed by 14 which increased total open position to 14
