GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Dec 2024 04:11 PM IST
| GAIL 26DEC2024 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 205.82 | 42.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 207.54 | 42.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 208.67 | 42.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 210.41 | 42.75 | 4.90 | 71.60 | 1.947 | 0 | 3.894 | |||
| 5 Dec | 208.87 | 37.85 | 0.00 | 0.00 | 0 | -1.947 | 0 | |||
| 4 Dec | 206.73 | 37.85 | 8.45 | - | 1.947 | 0 | 5.84 | |||
| 3 Dec | 199.99 | 29.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 198.54 | 29.4 | 0.00 | 0.00 | 0 | 1.947 | 0 | |||
| 29 Nov | 199.46 | 29.4 | 2.80 | - | 3.894 | 1.947 | 5.84 | |||
| 28 Nov | 196.70 | 26.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 194.88 | 26.6 | 0.00 | 0.00 | 0 | 1.947 | 0 | |||
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| 26 Nov | 193.97 | 26.6 | -4.25 | 41.45 | 1.947 | 0 | 1.947 | |||
| 25 Nov | 199.19 | 30.85 | -34.30 | - | 1.947 | 0 | 0 | |||
| 22 Nov | 192.61 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 188.30 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 186.68 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 186.68 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 185.46 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 188.89 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 189.47 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 194.15 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 202.93 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 196.41 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 196.19 | 65.15 | 65.15 | - | 0 | 0 | 0 | |||
| 1 Nov | 200.16 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 CE is 0.00
Historical price for 170 CE is as follows
On 11 Dec GAIL was trading at 205.82. The strike last trading price was 42.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec GAIL was trading at 207.54. The strike last trading price was 42.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec GAIL was trading at 208.67. The strike last trading price was 42.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec GAIL was trading at 210.41. The strike last trading price was 42.75, which was 4.90 higher than the previous day. The implied volatity was 71.60, the open interest changed by 0 which decreased total open position to 2
On 5 Dec GAIL was trading at 208.87. The strike last trading price was 37.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec GAIL was trading at 206.73. The strike last trading price was 37.85, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 29.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 29.4, 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 29 Nov GAIL was trading at 199.46. The strike last trading price was 29.4, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 26.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 26.6, 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 26.6, which was -4.25 lower than the previous day. The implied volatity was 41.45, the open interest changed by 0 which decreased total open position to 1
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 30.85, which was -34.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 65.15, 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 65.15, 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 65.15, 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 65.15, 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 18 Nov GAIL was trading at 185.46. The strike last trading price was 65.15, 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 14 Nov GAIL was trading at 188.89. The strike last trading price was 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, 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 65.15, which was 65.15 higher 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 0, 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 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 205.82 | 0.15 | 0.05 | 47.63 | 13.628 | 0 | 309.543 |
| 10 Dec | 207.54 | 0.1 | -0.05 | 45.37 | 35.043 | -25.309 | 309.543 |
| 9 Dec | 208.67 | 0.15 | 0.05 | 47.83 | 62.298 | -25.309 | 334.851 |
| 6 Dec | 210.41 | 0.1 | -0.05 | 43.07 | 264.766 | -46.723 | 360.16 |
| 5 Dec | 208.87 | 0.15 | -0.05 | 43.37 | 64.245 | -27.255 | 410.777 |
| 4 Dec | 206.73 | 0.2 | -0.05 | 43.22 | 214.149 | 5.84 | 455.553 |
| 3 Dec | 199.99 | 0.25 | -0.05 | 37.53 | 128.489 | -5.84 | 430.245 |
| 2 Dec | 198.54 | 0.3 | 0.00 | 36.76 | 128.489 | 38.936 | 438.032 |
| 29 Nov | 199.46 | 0.3 | -0.45 | 35.36 | 381.574 | 56.457 | 402.989 |
| 28 Nov | 196.70 | 0.75 | -0.05 | 40.90 | 81.766 | 38.936 | 338.745 |
| 27 Nov | 194.88 | 0.8 | 0.00 | 38.26 | 132.383 | 1.947 | 293.968 |
| 26 Nov | 193.97 | 0.8 | 0.20 | 36.58 | 208.309 | 93.447 | 290.074 |
| 25 Nov | 199.19 | 0.6 | -0.30 | 38.47 | 118.755 | 29.202 | 198.574 |
| 22 Nov | 192.61 | 0.9 | -0.80 | 34.57 | 46.723 | -7.787 | 161.585 |
| 21 Nov | 188.30 | 1.7 | -0.30 | 36.97 | 214.149 | 48.67 | 171.319 |
| 20 Nov | 186.68 | 2 | 0.00 | 35.11 | 83.713 | 19.468 | 118.755 |
| 19 Nov | 186.68 | 2 | -0.25 | 35.11 | 83.713 | 15.574 | 118.755 |
| 18 Nov | 185.46 | 2.25 | 0.75 | 35.33 | 46.723 | 3.894 | 103.181 |
| 14 Nov | 188.89 | 1.5 | -0.15 | 32.92 | 11.681 | 1.947 | 103.181 |
| 13 Nov | 189.47 | 1.65 | 0.30 | 34.60 | 40.883 | 25.309 | 101.234 |
| 12 Nov | 194.15 | 1.35 | 0.85 | 35.97 | 83.713 | 60.351 | 73.979 |
| 11 Nov | 202.93 | 0.5 | 0.05 | 33.66 | 1.947 | 0 | 15.574 |
| 8 Nov | 204.17 | 0.45 | -1.10 | 32.85 | 1.947 | 0 | 15.574 |
| 5 Nov | 196.41 | 1.55 | -0.95 | 37.16 | 11.681 | 7.787 | 15.574 |
| 4 Nov | 196.19 | 2.5 | 0.55 | 42.49 | 1.947 | 0 | 5.84 |
| 1 Nov | 200.16 | 1.95 | 41.41 | 3.894 | 1.947 | 3.894 | |
For Gail (India) Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 PE is -0.02
Historical price for 170 PE is as follows
On 11 Dec GAIL was trading at 205.82. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 47.63, the open interest changed by 0 which decreased total open position to 159
On 10 Dec GAIL was trading at 207.54. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 45.37, the open interest changed by -13 which decreased total open position to 159
On 9 Dec GAIL was trading at 208.67. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 47.83, the open interest changed by -13 which decreased total open position to 172
On 6 Dec GAIL was trading at 210.41. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.07, the open interest changed by -24 which decreased total open position to 185
On 5 Dec GAIL was trading at 208.87. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.37, the open interest changed by -14 which decreased total open position to 211
On 4 Dec GAIL was trading at 206.73. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.22, the open interest changed by 3 which increased total open position to 234
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.53, the open interest changed by -3 which decreased total open position to 221
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 36.76, the open interest changed by 20 which increased total open position to 225
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was 35.36, the open interest changed by 29 which increased total open position to 207
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 40.90, the open interest changed by 20 which increased total open position to 174
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 38.26, the open interest changed by 1 which increased total open position to 151
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 36.58, the open interest changed by 48 which increased total open position to 149
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 38.47, the open interest changed by 15 which increased total open position to 102
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 34.57, the open interest changed by -4 which decreased total open position to 83
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 36.97, the open interest changed by 25 which increased total open position to 88
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 35.11, the open interest changed by 10 which increased total open position to 61
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 35.11, the open interest changed by 8 which increased total open position to 61
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 2.25, which was 0.75 higher than the previous day. The implied volatity was 35.33, the open interest changed by 2 which increased total open position to 53
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 32.92, the open interest changed by 1 which increased total open position to 53
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 1.65, which was 0.30 higher than the previous day. The implied volatity was 34.60, the open interest changed by 13 which increased total open position to 52
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 1.35, which was 0.85 higher than the previous day. The implied volatity was 35.97, the open interest changed by 31 which increased total open position to 38
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 8
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.45, which was -1.10 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 8
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 37.16, the open interest changed by 4 which increased total open position to 8
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 2.5, which was 0.55 higher than the previous day. The implied volatity was 42.49, the open interest changed by 0 which decreased total open position to 3
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was 41.41, the open interest changed by 1 which increased total open position to 2
