GAIL
Gail (india) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.02
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 16.8 | 1.10 | 39.18 | 8 | -1 | 5 | |||
| 20 Nov | 186.68 | 15.7 | 0.00 | 57.88 | 10 | 0 | 4 | |||
| 19 Nov | 186.68 | 15.7 | 2.40 | 57.88 | 10 | -2 | 4 | |||
| 18 Nov | 185.46 | 13.3 | -4.25 | 27.37 | 2 | 1 | 5 | |||
| 14 Nov | 188.89 | 17.55 | -0.70 | 33.56 | 14 | 3 | 5 | |||
| 13 Nov | 189.47 | 18.25 | -42.85 | 23.44 | 2 | 1 | 1 | |||
| 12 Nov | 194.15 | 61.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 202.93 | 61.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 61.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 210.43 | 61.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 61.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 196.41 | 61.1 | 61.10 | - | 0 | 0 | 0 | |||
| 4 Nov | 196.19 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 200.16 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 172.5 expiring on 28NOV2024
Delta for 172.5 CE is 0.96
Historical price for 172.5 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 16.8, which was 1.10 higher than the previous day. The implied volatity was 39.18, the open interest changed by -1 which decreased total open position to 5
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 57.88, the open interest changed by 0 which decreased total open position to 4
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 15.7, which was 2.40 higher than the previous day. The implied volatity was 57.88, the open interest changed by -2 which decreased total open position to 4
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 13.3, which was -4.25 lower than the previous day. The implied volatity was 27.37, the open interest changed by 1 which increased total open position to 5
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 17.55, which was -0.70 lower than the previous day. The implied volatity was 33.56, the open interest changed by 3 which increased total open position to 5
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 18.25, which was -42.85 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1 which increased total open position to 1
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 61.1, 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 61.1, 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 61.1, 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 61.1, 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 61.1, 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 61.1, which was 61.10 higher 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 0, 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 1 Nov GAIL was trading at 200.16. The strike last trading price was 0, 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 31 Oct GAIL was trading at 199.99. 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 172.5 PE | |||||||
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Delta: -0.07
Vega: 0.04
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 0.4 | -0.15 | 46.58 | 342 | 32 | 88 |
| 20 Nov | 186.68 | 0.55 | 0.00 | 39.41 | 91 | -17 | 57 |
| 19 Nov | 186.68 | 0.55 | -0.10 | 39.41 | 91 | -16 | 57 |
| 18 Nov | 185.46 | 0.65 | 0.15 | 37.64 | 336 | 32 | 72 |
| 14 Nov | 188.89 | 0.5 | -0.05 | 35.65 | 65 | 14 | 40 |
| 13 Nov | 189.47 | 0.55 | 0.30 | 36.78 | 51 | 11 | 29 |
| 12 Nov | 194.15 | 0.25 | -0.05 | 34.92 | 4 | 0 | 18 |
| 11 Nov | 202.93 | 0.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 8 Nov | 204.17 | 0.3 | 0.15 | 42.29 | 2 | 0 | 19 |
| 7 Nov | 210.43 | 0.15 | -0.10 | 42.36 | 9 | 0 | 22 |
| 6 Nov | 208.92 | 0.25 | -0.50 | 43.45 | 19 | -10 | 26 |
| 5 Nov | 196.41 | 0.75 | 0.75 | 40.52 | 82 | 36 | 36 |
| 4 Nov | 196.19 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 200.16 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 199.99 | 0 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 172.5 expiring on 28NOV2024
Delta for 172.5 PE is -0.07
Historical price for 172.5 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 46.58, the open interest changed by 32 which increased total open position to 88
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 39.41, the open interest changed by -17 which decreased total open position to 57
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 39.41, the open interest changed by -16 which decreased total open position to 57
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 37.64, the open interest changed by 32 which increased total open position to 72
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 35.65, the open interest changed by 14 which increased total open position to 40
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 36.78, the open interest changed by 11 which increased total open position to 29
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 18
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.3, 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 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 19
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 42.36, the open interest changed by 0 which decreased total open position to 22
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.25, which was -0.50 lower than the previous day. The implied volatity was 43.45, the open interest changed by -10 which decreased total open position to 26
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 0.75, which was 0.75 higher than the previous day. The implied volatity was 40.52, the open interest changed by 36 which increased total open position to 36
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 0, 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 1 Nov GAIL was trading at 200.16. The strike last trading price was 0, 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 31 Oct GAIL was trading at 199.99. 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
