GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 177.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.05
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 12.15 | 0.30 | 37.78 | 32 | 9 | 21 | |||
| 20 Nov | 186.68 | 11.85 | 0.00 | 56.37 | 8 | -4 | 13 | |||
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| 19 Nov | 186.68 | 11.85 | 1.40 | 56.37 | 8 | -3 | 13 | |||
| 18 Nov | 185.46 | 10.45 | -2.35 | 45.53 | 13 | 4 | 15 | |||
| 14 Nov | 188.89 | 12.8 | -0.90 | 29.07 | 22 | 0 | 8 | |||
| 13 Nov | 189.47 | 13.7 | -18.30 | 27.66 | 8 | 0 | 6 | |||
| 12 Nov | 194.15 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 202.93 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 32 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 210.43 | 32 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 208.92 | 32 | 11.40 | - | 1 | 0 | 5 | |||
| 5 Nov | 196.41 | 20.6 | -0.90 | 24.84 | 10 | 0 | 4 | |||
| 4 Nov | 196.19 | 21.5 | -35.00 | 41.34 | 4 | 3 | 3 | |||
| 1 Nov | 200.16 | 56.5 | 56.50 | - | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 177.5 expiring on 28NOV2024
Delta for 177.5 CE is 0.89
Historical price for 177.5 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 12.15, which was 0.30 higher than the previous day. The implied volatity was 37.78, the open interest changed by 9 which increased total open position to 21
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 11.85, which was 0.00 lower than the previous day. The implied volatity was 56.37, the open interest changed by -4 which decreased total open position to 13
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 11.85, which was 1.40 higher than the previous day. The implied volatity was 56.37, the open interest changed by -3 which decreased total open position to 13
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 10.45, which was -2.35 lower than the previous day. The implied volatity was 45.53, the open interest changed by 4 which increased total open position to 15
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 12.8, which was -0.90 lower than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 8
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 13.7, which was -18.30 lower than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 6
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 32, 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 11 Nov GAIL was trading at 202.93. The strike last trading price was 32, 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 8 Nov GAIL was trading at 204.17. The strike last trading price was 32, 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 32, 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 6 Nov GAIL was trading at 208.92. The strike last trading price was 32, which was 11.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 20.6, which was -0.90 lower than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 4
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 21.5, which was -35.00 lower than the previous day. The implied volatity was 41.34, the open interest changed by 3 which increased total open position to 3
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 56.5, which was 56.50 higher 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 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 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.05
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 0.7 | -0.40 | 41.28 | 703 | 33 | 163 |
| 20 Nov | 186.68 | 1.1 | 0.00 | 36.21 | 313 | -31 | 130 |
| 19 Nov | 186.68 | 1.1 | -0.15 | 36.21 | 313 | -31 | 130 |
| 18 Nov | 185.46 | 1.25 | 0.35 | 34.26 | 614 | 39 | 163 |
| 14 Nov | 188.89 | 0.9 | -0.15 | 32.67 | 263 | 13 | 123 |
| 13 Nov | 189.47 | 1.05 | 0.50 | 35.01 | 276 | 67 | 110 |
| 12 Nov | 194.15 | 0.55 | 0.25 | 33.64 | 27 | -4 | 43 |
| 11 Nov | 202.93 | 0.3 | -0.05 | 38.32 | 6 | 0 | 46 |
| 8 Nov | 204.17 | 0.35 | 0.15 | 37.81 | 25 | 0 | 50 |
| 7 Nov | 210.43 | 0.2 | -0.15 | 39.06 | 10 | -5 | 50 |
| 6 Nov | 208.92 | 0.35 | -0.95 | 40.60 | 160 | -71 | 57 |
| 5 Nov | 196.41 | 1.3 | -0.95 | 39.94 | 189 | 81 | 129 |
| 4 Nov | 196.19 | 2.25 | 1.00 | 46.57 | 74 | 39 | 39 |
| 1 Nov | 200.16 | 1.25 | 1.25 | 14.34 | 0 | 0 | 0 |
| 31 Oct | 199.99 | 0 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 177.5 expiring on 28NOV2024
Delta for 177.5 PE is -0.13
Historical price for 177.5 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 41.28, the open interest changed by 33 which increased total open position to 163
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 36.21, the open interest changed by -31 which decreased total open position to 130
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 36.21, the open interest changed by -31 which decreased total open position to 130
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 34.26, the open interest changed by 39 which increased total open position to 163
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 32.67, the open interest changed by 13 which increased total open position to 123
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 1.05, which was 0.50 higher than the previous day. The implied volatity was 35.01, the open interest changed by 67 which increased total open position to 110
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 33.64, the open interest changed by -4 which decreased total open position to 43
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.32, the open interest changed by 0 which decreased total open position to 46
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 37.81, the open interest changed by 0 which decreased total open position to 50
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 39.06, the open interest changed by -5 which decreased total open position to 50
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.35, which was -0.95 lower than the previous day. The implied volatity was 40.60, the open interest changed by -71 which decreased total open position to 57
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 39.94, the open interest changed by 81 which increased total open position to 129
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 2.25, which was 1.00 higher than the previous day. The implied volatity was 46.57, the open interest changed by 39 which increased total open position to 39
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 1.25, which was 1.25 higher than the previous day. The implied volatity was 14.34, 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
