GAIL
Gail (india) Ltd
Historical option data for GAIL
14 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.09
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 188.89 | 10.65 | -1.10 | 28.58 | 74 | -2 | 28 | |||
| 13 Nov | 189.47 | 11.75 | -3.75 | 30.06 | 42 | 9 | 29 | |||
| 12 Nov | 194.15 | 15.5 | -9.50 | 30.00 | 14 | 4 | 17 | |||
| 11 Nov | 202.93 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 25 | -3.60 | - | 1 | 0 | 13 | |||
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| 7 Nov | 210.43 | 28.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 208.92 | 28.6 | 9.65 | - | 11 | 2 | 13 | |||
| 5 Nov | 196.41 | 18.95 | 0.05 | 33.63 | 28 | 1 | 10 | |||
| 4 Nov | 196.19 | 18.9 | -39.00 | 36.66 | 14 | 6 | 6 | |||
| 1 Nov | 200.16 | 57.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 57.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 203.73 | 57.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 205.12 | 57.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 206.85 | 57.9 | 18.25 | - | 0 | 0 | 0 | |||
| 24 Sept | 222.68 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 220.33 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 212.16 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 210.92 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 217.94 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 219.73 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 217.83 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 218.87 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 220.64 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 217.19 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 219.93 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 217.75 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 222.82 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 228.12 | 39.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 229.97 | 39.65 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 180 expiring on 28NOV2024
Delta for 180 CE is 0.83
Historical price for 180 CE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 10.65, which was -1.10 lower than the previous day. The implied volatity was 28.58, the open interest changed by -2 which decreased total open position to 28
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 11.75, which was -3.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by 9 which increased total open position to 29
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 15.5, which was -9.50 lower than the previous day. The implied volatity was 30.00, the open interest changed by 4 which increased total open position to 17
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 25, 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 25, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 28.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 28.6, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 18.95, which was 0.05 higher than the previous day. The implied volatity was 33.63, the open interest changed by 1 which increased total open position to 10
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 18.9, which was -39.00 lower than the previous day. The implied volatity was 36.66, the open interest changed by 6 which increased total open position to 6
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 57.9, 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 57.9, 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 30 Oct GAIL was trading at 203.73. The strike last trading price was 57.9, 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 29 Oct GAIL was trading at 205.12. The strike last trading price was 57.9, 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 28 Oct GAIL was trading at 206.85. The strike last trading price was 57.9, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept GAIL was trading at 222.68. The strike last trading price was 39.65, 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 23 Sept GAIL was trading at 220.33. The strike last trading price was 39.65, 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 20 Sept GAIL was trading at 212.16. The strike last trading price was 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 12 Sept GAIL was trading at 220.64. The strike last trading price was 39.65, 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 39.65, 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 39.65, 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 39.65, 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 6 Sept GAIL was trading at 222.82. The strike last trading price was 39.65, 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 5 Sept GAIL was trading at 228.12. The strike last trading price was 39.65, 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 4 Sept GAIL was trading at 229.97. The strike last trading price was 39.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.10
Theta: -0.10
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 188.89 | 1.25 | -0.05 | 31.58 | 781 | 20 | 436 |
| 13 Nov | 189.47 | 1.3 | 0.50 | 32.88 | 946 | 83 | 417 |
| 12 Nov | 194.15 | 0.8 | 0.40 | 33.18 | 317 | 31 | 337 |
| 11 Nov | 202.93 | 0.4 | 0.00 | 37.32 | 146 | -1 | 306 |
| 8 Nov | 204.17 | 0.4 | 0.10 | 35.83 | 330 | -38 | 308 |
| 7 Nov | 210.43 | 0.3 | -0.10 | 39.20 | 325 | -51 | 345 |
| 6 Nov | 208.92 | 0.4 | -1.25 | 38.86 | 1,653 | -12 | 398 |
| 5 Nov | 196.41 | 1.65 | -1.10 | 39.42 | 1,237 | 121 | 419 |
| 4 Nov | 196.19 | 2.75 | 0.60 | 46.26 | 534 | 91 | 300 |
| 1 Nov | 200.16 | 2.15 | 0.15 | 44.88 | 110 | 19 | 209 |
| 31 Oct | 199.99 | 2 | 0.90 | - | 350 | 97 | 189 |
| 30 Oct | 203.73 | 1.1 | -0.20 | - | 91 | 37 | 90 |
| 29 Oct | 205.12 | 1.3 | 0.10 | - | 74 | 51 | 53 |
| 28 Oct | 206.85 | 1.2 | -1.55 | - | 2 | 1 | 1 |
| 24 Sept | 222.68 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 220.33 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 212.16 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 210.92 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 217.94 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 219.73 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 217.83 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 218.87 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 220.64 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 217.19 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 219.93 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 217.75 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 222.82 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 228.12 | 2.75 | 0.50 | - | 0 | 0 | 0 |
| 4 Sept | 229.97 | 2.25 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 180 expiring on 28NOV2024
Delta for 180 PE is -0.19
Historical price for 180 PE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 31.58, the open interest changed by 20 which increased total open position to 436
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 1.3, which was 0.50 higher than the previous day. The implied volatity was 32.88, the open interest changed by 83 which increased total open position to 417
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.8, which was 0.40 higher than the previous day. The implied volatity was 33.18, the open interest changed by 31 which increased total open position to 337
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 37.32, the open interest changed by -1 which decreased total open position to 306
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 35.83, the open interest changed by -38 which decreased total open position to 308
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 39.20, the open interest changed by -51 which decreased total open position to 345
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.4, which was -1.25 lower than the previous day. The implied volatity was 38.86, the open interest changed by -12 which decreased total open position to 398
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 1.65, which was -1.10 lower than the previous day. The implied volatity was 39.42, the open interest changed by 121 which increased total open position to 419
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 2.75, which was 0.60 higher than the previous day. The implied volatity was 46.26, the open interest changed by 91 which increased total open position to 300
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 44.88, the open interest changed by 19 which increased total open position to 209
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 2, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GAIL was trading at 203.73. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GAIL was trading at 205.12. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GAIL was trading at 206.85. The strike last trading price was 1.2, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept GAIL was trading at 222.68. The strike last trading price was 2.75, 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 23 Sept GAIL was trading at 220.33. The strike last trading price was 2.75, 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 20 Sept GAIL was trading at 212.16. The strike last trading price was 2.75, 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 2.75, 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 2.75, 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 2.75, 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 2.75, 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 2.75, 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 12 Sept GAIL was trading at 220.64. The strike last trading price was 2.75, 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 2.75, 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 2.75, 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 2.75, 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 6 Sept GAIL was trading at 222.82. The strike last trading price was 2.75, 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 5 Sept GAIL was trading at 228.12. The strike last trading price was 2.75, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept GAIL was trading at 229.97. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
