GAIL
Gail (india) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 170 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 18.5 | 1.60 | - | 41 | 4 | 14 | |||
| 20 Nov | 186.68 | 16.9 | 0.00 | 43.03 | 3 | 1 | 9 | |||
| 19 Nov | 186.68 | 16.9 | 1.15 | 43.03 | 3 | 0 | 9 | |||
| 18 Nov | 185.46 | 15.75 | -3.70 | 30.00 | 10 | 6 | 9 | |||
| 14 Nov | 188.89 | 19.45 | -7.55 | - | 2 | 1 | 2 | |||
| 13 Nov | 189.47 | 27 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 194.15 | 27 | -39.55 | 65.56 | 1 | 0 | 0 | |||
| 11 Nov | 202.93 | 66.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 66.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 210.43 | 66.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 66.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 196.41 | 66.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 196.19 | 66.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 200.16 | 66.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 66.55 | 66.55 | - | 0 | 0 | 0 | |||
| 20 Sept | 212.16 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 210.92 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 217.94 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 219.73 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 217.83 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 218.87 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 217.19 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 219.93 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 217.75 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 170 expiring on 28NOV2024
Delta for 170 CE is -
Historical price for 170 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 18.5, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 43.03, the open interest changed by 1 which increased total open position to 9
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 16.9, which was 1.15 higher than the previous day. The implied volatity was 43.03, the open interest changed by 0 which decreased total open position to 9
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 15.75, which was -3.70 lower than the previous day. The implied volatity was 30.00, the open interest changed by 6 which increased total open position to 9
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 19.45, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 27, 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 12 Nov GAIL was trading at 194.15. The strike last trading price was 27, which was -39.55 lower than the previous day. The implied volatity was 65.56, 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 66.55, 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 66.55, 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 66.55, 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 66.55, 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 66.55, 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 66.55, 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 66.55, 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 31 Oct GAIL was trading at 199.99. The strike last trading price was 66.55, which was 66.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept GAIL was trading at 212.16. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept GAIL was trading at 210.92. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept GAIL was trading at 217.94. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept GAIL was trading at 219.73. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept GAIL was trading at 217.83. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept GAIL was trading at 218.87. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept GAIL was trading at 217.19. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept GAIL was trading at 219.93. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept GAIL was trading at 217.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.03
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 0.25 | -0.20 | 47.15 | 663 | 1 | 290 |
| 20 Nov | 186.68 | 0.45 | 0.00 | 42.54 | 152 | -14 | 289 |
| 19 Nov | 186.68 | 0.45 | -0.05 | 42.54 | 152 | -14 | 289 |
| 18 Nov | 185.46 | 0.5 | 0.10 | 40.01 | 480 | -11 | 307 |
| 14 Nov | 188.89 | 0.4 | 0.00 | 37.73 | 326 | 135 | 317 |
| 13 Nov | 189.47 | 0.4 | 0.10 | 37.84 | 186 | 64 | 186 |
| 12 Nov | 194.15 | 0.3 | 0.10 | 39.66 | 53 | 11 | 137 |
| 11 Nov | 202.93 | 0.2 | 0.05 | 44.56 | 9 | -2 | 124 |
| 8 Nov | 204.17 | 0.15 | 0.00 | 40.38 | 49 | -14 | 129 |
| 7 Nov | 210.43 | 0.15 | -0.05 | 44.93 | 47 | -6 | 144 |
| 6 Nov | 208.92 | 0.2 | -0.40 | 44.48 | 291 | -38 | 150 |
| 5 Nov | 196.41 | 0.6 | -0.70 | 41.48 | 300 | 34 | 186 |
| 4 Nov | 196.19 | 1.3 | 0.25 | 49.03 | 326 | 110 | 146 |
| 1 Nov | 200.16 | 1.05 | 0.10 | 48.01 | 42 | 27 | 36 |
| 31 Oct | 199.99 | 0.95 | 0.95 | - | 14 | 9 | 9 |
| 20 Sept | 212.16 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 210.92 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 217.94 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 219.73 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 217.83 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 218.87 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 217.19 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 219.93 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 217.75 | 0 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 170 expiring on 28NOV2024
Delta for 170 PE is -0.05
Historical price for 170 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 47.15, the open interest changed by 1 which increased total open position to 290
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.54, the open interest changed by -14 which decreased total open position to 289
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 42.54, the open interest changed by -14 which decreased total open position to 289
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 40.01, the open interest changed by -11 which decreased total open position to 307
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.73, the open interest changed by 135 which increased total open position to 317
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 37.84, the open interest changed by 64 which increased total open position to 186
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 39.66, the open interest changed by 11 which increased total open position to 137
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 44.56, the open interest changed by -2 which decreased total open position to 124
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.38, the open interest changed by -14 which decreased total open position to 129
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.93, the open interest changed by -6 which decreased total open position to 144
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.2, which was -0.40 lower than the previous day. The implied volatity was 44.48, the open interest changed by -38 which decreased total open position to 150
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 41.48, the open interest changed by 34 which increased total open position to 186
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 49.03, the open interest changed by 110 which increased total open position to 146
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 48.01, the open interest changed by 27 which increased total open position to 36
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 0.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept GAIL was trading at 212.16. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept GAIL was trading at 210.92. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept GAIL was trading at 217.94. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept GAIL was trading at 219.73. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept GAIL was trading at 217.83. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept GAIL was trading at 218.87. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept GAIL was trading at 217.19. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept GAIL was trading at 219.93. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept GAIL was trading at 217.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
