GAIL
Gail (India) Ltd
Historical option data for GAIL
15 Apr 2025 11:31 AM IST
| GAIL 24APR2025 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.11
Theta: -0.25
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 179.28 | 3.1 | 1.15 | 38.17 | 484 | 93 | 417 | |||
| 11 Apr | 171.71 | 1.95 | -0.15 | 41.73 | 297 | -22 | 324 | |||
| 9 Apr | 168.86 | 2 | -1 | 45.90 | 334 | -93 | 349 | |||
| 8 Apr | 172.57 | 3.05 | 0.6 | 44.12 | 719 | 66 | 443 | |||
| 7 Apr | 169.03 | 2.6 | -0.7 | 45.09 | 456 | -19 | 377 | |||
| 4 Apr | 176.61 | 3.5 | -2.95 | 32.62 | 742 | 88 | 397 | |||
| 3 Apr | 183.63 | 6.55 | -0.1 | 30.61 | 529 | 11 | 308 | |||
| 2 Apr | 184.06 | 6.7 | -1.45 | 29.73 | 360 | -22 | 297 | |||
| 1 Apr | 186.32 | 8.1 | 1.45 | 29.16 | 683 | -59 | 319 | |||
| 28 Mar | 183.04 | 6.15 | -0.1 | 28.20 | 1,004 | -31 | 378 | |||
| 27 Mar | 181.56 | 6.4 | 2.75 | 30.83 | 1,212 | 205 | 415 | |||
| 26 Mar | 174.07 | 3.7 | -1.05 | 32.81 | 203 | 27 | 209 | |||
| 25 Mar | 177.70 | 4.7 | -2.15 | 30.73 | 394 | 37 | 182 | |||
| 24 Mar | 181.28 | 7.15 | 3.9 | 32.13 | 370 | 124 | 143 | |||
| 21 Mar | 175.05 | 3.2 | 1.8 | 25.57 | 29 | 17 | 18 | |||
| 20 Mar | 168.46 | 1.4 | -2.3 | 25.84 | 1 | 0 | 0 | |||
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| 19 Mar | 165.96 | 3.7 | 0 | 8.50 | 0 | 0 | 0 | |||
| 18 Mar | 163.00 | 3.7 | 0 | 9.35 | 0 | 0 | 0 | |||
| 17 Mar | 156.58 | 3.7 | 0 | 12.48 | 0 | 0 | 0 | |||
| 13 Mar | 157.96 | 3.7 | 0 | 11.48 | 0 | 0 | 0 | |||
| 12 Mar | 159.20 | 3.7 | 0 | 10.79 | 0 | 0 | 0 | |||
| 11 Mar | 156.78 | 3.7 | 0 | 11.54 | 0 | 0 | 0 | |||
| 10 Mar | 155.14 | 3.7 | 0 | 12.10 | 0 | 0 | 0 | |||
| 7 Mar | 158.14 | 3.7 | 0 | 10.69 | 0 | 0 | 0 | |||
| 6 Mar | 161.46 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 158.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 153.17 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 154.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Gail (India) Ltd - strike price 182.5 expiring on 24APR2025
Delta for 182.5 CE is 0.41
Historical price for 182.5 CE is as follows
On 15 Apr GAIL was trading at 179.28. The strike last trading price was 3.1, which was 1.15 higher than the previous day. The implied volatity was 38.17, the open interest changed by 93 which increased total open position to 417
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 41.73, the open interest changed by -22 which decreased total open position to 324
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 45.90, the open interest changed by -93 which decreased total open position to 349
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 3.05, which was 0.6 higher than the previous day. The implied volatity was 44.12, the open interest changed by 66 which increased total open position to 443
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 2.6, which was -0.7 lower than the previous day. The implied volatity was 45.09, the open interest changed by -19 which decreased total open position to 377
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 3.5, which was -2.95 lower than the previous day. The implied volatity was 32.62, the open interest changed by 88 which increased total open position to 397
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 6.55, which was -0.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by 11 which increased total open position to 308
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 6.7, which was -1.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by -22 which decreased total open position to 297
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 8.1, which was 1.45 higher than the previous day. The implied volatity was 29.16, the open interest changed by -59 which decreased total open position to 319
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 6.15, which was -0.1 lower than the previous day. The implied volatity was 28.20, the open interest changed by -31 which decreased total open position to 378
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 6.4, which was 2.75 higher than the previous day. The implied volatity was 30.83, the open interest changed by 205 which increased total open position to 415
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 3.7, which was -1.05 lower than the previous day. The implied volatity was 32.81, the open interest changed by 27 which increased total open position to 209
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 4.7, which was -2.15 lower than the previous day. The implied volatity was 30.73, the open interest changed by 37 which increased total open position to 182
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 7.15, which was 3.9 higher than the previous day. The implied volatity was 32.13, the open interest changed by 124 which increased total open position to 143
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 3.2, which was 1.8 higher than the previous day. The implied volatity was 25.57, the open interest changed by 17 which increased total open position to 18
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 1.4, which was -2.3 lower than the previous day. The implied volatity was 25.84, the open interest changed by 0 which decreased total open position to 0
On 19 Mar GAIL was trading at 165.96. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 8.50, the open interest changed by 0 which decreased total open position to 0
On 18 Mar GAIL was trading at 163.00. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0
On 17 Mar GAIL was trading at 156.58. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 12.48, the open interest changed by 0 which decreased total open position to 0
On 13 Mar GAIL was trading at 157.96. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 11.48, the open interest changed by 0 which decreased total open position to 0
On 12 Mar GAIL was trading at 159.20. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 10.79, the open interest changed by 0 which decreased total open position to 0
On 11 Mar GAIL was trading at 156.78. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 11.54, the open interest changed by 0 which decreased total open position to 0
On 10 Mar GAIL was trading at 155.14. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 12.10, the open interest changed by 0 which decreased total open position to 0
On 7 Mar GAIL was trading at 158.14. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 10.69, the open interest changed by 0 which decreased total open position to 0
On 6 Mar GAIL was trading at 161.46. The strike last trading price was 0, which was 0 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 5 Mar GAIL was trading at 158.95. The strike last trading price was 0, which was 0 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 4 Mar GAIL was trading at 153.17. The strike last trading price was 0, which was 0 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 3 Mar GAIL was trading at 154.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GAIL 24APR2025 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.11
Theta: -0.22
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 179.28 | 6.3 | -6.2 | 41.76 | 58 | -24 | 197 |
| 11 Apr | 171.71 | 12.5 | -2.95 | 47.72 | 16 | -5 | 221 |
| 9 Apr | 168.86 | 15.45 | 3.15 | 51.48 | 37 | -13 | 226 |
| 8 Apr | 172.57 | 12.45 | -3.1 | 48.72 | 56 | -28 | 243 |
| 7 Apr | 169.03 | 15.05 | 5.9 | 53.82 | 112 | -22 | 274 |
| 4 Apr | 176.61 | 8.35 | 3.8 | 34.80 | 454 | -57 | 296 |
| 3 Apr | 183.63 | 4.5 | -0.1 | 31.81 | 581 | 36 | 354 |
| 2 Apr | 184.06 | 4.7 | 0.85 | 32.96 | 499 | 30 | 318 |
| 1 Apr | 186.32 | 3.8 | -1.65 | 32.02 | 620 | 71 | 290 |
| 28 Mar | 183.04 | 5.7 | -0.4 | 31.74 | 701 | 114 | 219 |
| 27 Mar | 181.56 | 5.95 | -4.55 | 30.80 | 232 | 26 | 99 |
| 26 Mar | 174.07 | 10.3 | 2.6 | 31.63 | 44 | 6 | 72 |
| 25 Mar | 177.70 | 7.7 | 1.25 | 28.20 | 81 | -22 | 67 |
| 24 Mar | 181.28 | 6.15 | -1.7 | 30.91 | 258 | 81 | 88 |
| 21 Mar | 175.05 | 7.85 | -8.25 | 20.95 | 3 | 2 | 6 |
| 20 Mar | 168.46 | 16.1 | 0 | 0.00 | 0 | 1 | 0 |
| 19 Mar | 165.96 | 16.1 | -3.7 | 27.04 | 1 | 0 | 3 |
| 18 Mar | 163.00 | 19.8 | -4.25 | 41.28 | 2 | 1 | 2 |
| 17 Mar | 156.58 | 24.05 | -0.8 | 27.20 | 1 | 0 | 0 |
| 13 Mar | 157.96 | 24.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 159.20 | 24.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 156.78 | 24.85 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 155.14 | 24.85 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 158.14 | 24.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 161.46 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 158.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 153.17 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 154.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 182.5 expiring on 24APR2025
Delta for 182.5 PE is -0.58
Historical price for 182.5 PE is as follows
On 15 Apr GAIL was trading at 179.28. The strike last trading price was 6.3, which was -6.2 lower than the previous day. The implied volatity was 41.76, the open interest changed by -24 which decreased total open position to 197
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 12.5, which was -2.95 lower than the previous day. The implied volatity was 47.72, the open interest changed by -5 which decreased total open position to 221
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 15.45, which was 3.15 higher than the previous day. The implied volatity was 51.48, the open interest changed by -13 which decreased total open position to 226
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 12.45, which was -3.1 lower than the previous day. The implied volatity was 48.72, the open interest changed by -28 which decreased total open position to 243
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 15.05, which was 5.9 higher than the previous day. The implied volatity was 53.82, the open interest changed by -22 which decreased total open position to 274
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 8.35, which was 3.8 higher than the previous day. The implied volatity was 34.80, the open interest changed by -57 which decreased total open position to 296
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 4.5, which was -0.1 lower than the previous day. The implied volatity was 31.81, the open interest changed by 36 which increased total open position to 354
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 4.7, which was 0.85 higher than the previous day. The implied volatity was 32.96, the open interest changed by 30 which increased total open position to 318
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 3.8, which was -1.65 lower than the previous day. The implied volatity was 32.02, the open interest changed by 71 which increased total open position to 290
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 5.7, which was -0.4 lower than the previous day. The implied volatity was 31.74, the open interest changed by 114 which increased total open position to 219
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 5.95, which was -4.55 lower than the previous day. The implied volatity was 30.80, the open interest changed by 26 which increased total open position to 99
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 10.3, which was 2.6 higher than the previous day. The implied volatity was 31.63, the open interest changed by 6 which increased total open position to 72
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 7.7, which was 1.25 higher than the previous day. The implied volatity was 28.20, the open interest changed by -22 which decreased total open position to 67
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 6.15, which was -1.7 lower than the previous day. The implied volatity was 30.91, the open interest changed by 81 which increased total open position to 88
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 7.85, which was -8.25 lower than the previous day. The implied volatity was 20.95, the open interest changed by 2 which increased total open position to 6
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 16.1, which was 0 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 19 Mar GAIL was trading at 165.96. The strike last trading price was 16.1, which was -3.7 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 3
On 18 Mar GAIL was trading at 163.00. The strike last trading price was 19.8, which was -4.25 lower than the previous day. The implied volatity was 41.28, the open interest changed by 1 which increased total open position to 2
On 17 Mar GAIL was trading at 156.58. The strike last trading price was 24.05, which was -0.8 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 0
On 13 Mar GAIL was trading at 157.96. The strike last trading price was 24.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar GAIL was trading at 159.20. The strike last trading price was 24.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar GAIL was trading at 156.78. The strike last trading price was 24.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar GAIL was trading at 155.14. The strike last trading price was 24.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar GAIL was trading at 158.14. The strike last trading price was 24.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar GAIL was trading at 161.46. The strike last trading price was 0, which was 0 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 5 Mar GAIL was trading at 158.95. The strike last trading price was 0, which was 0 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 4 Mar GAIL was trading at 153.17. The strike last trading price was 0, which was 0 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 3 Mar GAIL was trading at 154.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
