GAIL
Gail (India) Ltd
Historical option data for GAIL
14 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.06
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 188.89 | 15.2 | -0.75 | 32.01 | 7 | 0 | 2 | |||
| 13 Nov | 189.47 | 15.95 | -8.25 | 26.95 | 5 | 0 | 2 | |||
| 12 Nov | 194.15 | 24.2 | -5.30 | 75.74 | 1 | 0 | 3 | |||
| 11 Nov | 202.93 | 29.5 | -2.10 | 49.55 | 2 | 0 | 5 | |||
| 8 Nov | 204.17 | 31.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 210.43 | 31.6 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 6 Nov | 208.92 | 31.6 | 11.15 | - | 4 | 0 | 1 | |||
| 5 Nov | 196.41 | 20.45 | -38.35 | - | 1 | 0 | 0 | |||
| 4 Nov | 196.19 | 58.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 200.16 | 58.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 58.8 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 175 expiring on 28NOV2024
Delta for 175 CE is 0.91
Historical price for 175 CE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 15.2, which was -0.75 lower than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 2
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 15.95, which was -8.25 lower than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 2
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 24.2, which was -5.30 lower than the previous day. The implied volatity was 75.74, the open interest changed by 0 which decreased total open position to 3
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 29.5, which was -2.10 lower than the previous day. The implied volatity was 49.55, the open interest changed by 0 which decreased total open position to 5
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 31.6, 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 7 Nov GAIL was trading at 210.43. The strike last trading price was 31.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 31.6, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 20.45, which was -38.35 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 58.8, 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 58.8, 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 58.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.07
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 188.89 | 0.7 | 0.00 | 34.60 | 362 | 28 | 276 |
| 13 Nov | 189.47 | 0.7 | 0.30 | 35.01 | 295 | 106 | 257 |
| 12 Nov | 194.15 | 0.4 | 0.15 | 34.69 | 104 | 44 | 144 |
| 11 Nov | 202.93 | 0.25 | -0.05 | 40.07 | 12 | -2 | 107 |
| 8 Nov | 204.17 | 0.3 | 0.10 | 39.57 | 59 | -5 | 109 |
| 7 Nov | 210.43 | 0.2 | -0.10 | 41.68 | 47 | -23 | 114 |
| 6 Nov | 208.92 | 0.3 | -0.65 | 42.16 | 254 | -21 | 138 |
| 5 Nov | 196.41 | 0.95 | -0.85 | 39.71 | 353 | 31 | 154 |
| 4 Nov | 196.19 | 1.8 | 0.35 | 46.67 | 247 | 48 | 125 |
| 1 Nov | 200.16 | 1.45 | 0.05 | 45.84 | 83 | 50 | 78 |
| 31 Oct | 199.99 | 1.4 | - | 55 | 28 | 28 | |
For Gail (India) Ltd - strike price 175 expiring on 28NOV2024
Delta for 175 PE is -0.11
Historical price for 175 PE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 34.60, the open interest changed by 28 which increased total open position to 276
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.7, which was 0.30 higher than the previous day. The implied volatity was 35.01, the open interest changed by 106 which increased total open position to 257
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 34.69, the open interest changed by 44 which increased total open position to 144
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.07, the open interest changed by -2 which decreased total open position to 107
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 39.57, the open interest changed by -5 which decreased total open position to 109
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 41.68, the open interest changed by -23 which decreased total open position to 114
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.3, which was -0.65 lower than the previous day. The implied volatity was 42.16, the open interest changed by -21 which decreased total open position to 138
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 39.71, the open interest changed by 31 which increased total open position to 154
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 46.67, the open interest changed by 48 which increased total open position to 125
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 45.84, the open interest changed by 50 which increased total open position to 78
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
