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Related Pages for GAIL
[--[65.84.65.76]--]
GAIL
Gail (india) Ltd
199.99 1.45 (0.73%)

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Historical option data for GAIL

03 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GAIL 26DEC2024 165 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Dec 199.99 62.7 0.00 - 0 0 0
2 Dec 198.54 62.7 0.00 - 0 0 0
29 Nov 199.46 62.7 0.00 - 0 0 0
28 Nov 196.70 62.7 0.00 - 0 0 0
27 Nov 194.88 62.7 0.00 - 0 0 0
26 Nov 193.97 62.7 0.00 - 0 0 0
25 Nov 199.19 62.7 0.00 - 0 0 0
21 Nov 188.30 62.7 0.00 - 0 0 0
20 Nov 186.68 62.7 0.00 - 0 0 0
19 Nov 186.68 62.7 - 0 0 0

For Gail (India) Ltd - strike price 165 expiring on 26DEC2024

Delta for 165 CE is -

Historical price for 165 CE is as follows

On 3 Dec GAIL was trading at 199.99. The strike last trading price was 62.7, 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 2 Dec GAIL was trading at 198.54. The strike last trading price was 62.7, 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 29 Nov GAIL was trading at 199.46. The strike last trading price was 62.7, 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 28 Nov GAIL was trading at 196.70. The strike last trading price was 62.7, 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 27 Nov GAIL was trading at 194.88. The strike last trading price was 62.7, 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 26 Nov GAIL was trading at 193.97. The strike last trading price was 62.7, 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 25 Nov GAIL was trading at 199.19. The strike last trading price was 62.7, 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 21 Nov GAIL was trading at 188.30. The strike last trading price was 62.7, 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 20 Nov GAIL was trading at 186.68. The strike last trading price was 62.7, 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 19 Nov GAIL was trading at 186.68. The strike last trading price was 62.7, 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 26DEC2024 165 PE
Delta: -0.02
Vega: 0.03
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 199.99 0.2 -0.05 41.40 1.947 0 40.883
2 Dec 198.54 0.25 -0.05 40.92 15.574 0 40.883
29 Nov 199.46 0.3 -0.10 40.56 40.883 7.787 36.989
28 Nov 196.70 0.4 -0.05 40.86 15.574 13.628 29.202
27 Nov 194.88 0.45 0.00 0.00 0 1.947 0
26 Nov 193.97 0.45 0.10 37.18 5.84 3.894 17.521
25 Nov 199.19 0.35 -0.75 39.30 1.947 0 13.628
21 Nov 188.30 1.1 -0.05 38.02 23.362 11.681 11.681
20 Nov 186.68 1.15 0.00 11.85 0 0 0
19 Nov 186.68 1.15 11.85 0 0 0

For Gail (India) Ltd - strike price 165 expiring on 26DEC2024

Delta for 165 PE is -0.02

Historical price for 165 PE is as follows

On 3 Dec GAIL was trading at 199.99. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 41.40, the open interest changed by 0 which decreased total open position to 21


On 2 Dec GAIL was trading at 198.54. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.92, the open interest changed by 0 which decreased total open position to 21


On 29 Nov GAIL was trading at 199.46. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 40.56, the open interest changed by 4 which increased total open position to 19


On 28 Nov GAIL was trading at 196.70. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 40.86, the open interest changed by 7 which increased total open position to 15


On 27 Nov GAIL was trading at 194.88. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 26 Nov GAIL was trading at 193.97. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 37.18, the open interest changed by 2 which increased total open position to 9


On 25 Nov GAIL was trading at 199.19. The strike last trading price was 0.35, which was -0.75 lower than the previous day. The implied volatity was 39.30, the open interest changed by 0 which decreased total open position to 7


On 21 Nov GAIL was trading at 188.30. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 38.02, the open interest changed by 6 which increased total open position to 6


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 11.85, the open interest changed by 0 which decreased total open position to 0


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was 11.85, the open interest changed by 0 which decreased total open position to 0