GAIL
Gail (india) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 182.5 CE | ||||||||||
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Delta: 0.82
Vega: 0.07
Theta: -0.18
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 7.4 | 1.50 | 29.02 | 407 | 24 | 56 | |||
| 20 Nov | 186.68 | 5.9 | 0.00 | 31.04 | 72 | 3 | 34 | |||
| 19 Nov | 186.68 | 5.9 | 0.35 | 31.04 | 72 | 5 | 34 | |||
| 18 Nov | 185.46 | 5.55 | -3.10 | 31.09 | 90 | 13 | 29 | |||
| 14 Nov | 188.89 | 8.65 | -0.65 | 28.17 | 67 | 5 | 16 | |||
| 13 Nov | 189.47 | 9.3 | -3.95 | 25.69 | 14 | 0 | 9 | |||
| 12 Nov | 194.15 | 13.25 | -14.50 | 29.07 | 6 | -3 | 9 | |||
| 11 Nov | 202.93 | 27.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 27.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 210.43 | 27.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 27.75 | 10.80 | 30.13 | 10 | 0 | 12 | |||
| 5 Nov | 196.41 | 16.95 | -0.35 | 34.41 | 19 | -2 | 11 | |||
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| 4 Nov | 196.19 | 17.3 | -34.75 | 39.57 | 24 | 10 | 10 | |||
| 1 Nov | 200.16 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 203.73 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 205.12 | 52.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 206.85 | 52.05 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 CE is 0.82
Historical price for 182.5 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 7.4, which was 1.50 higher than the previous day. The implied volatity was 29.02, the open interest changed by 24 which increased total open position to 56
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 31.04, the open interest changed by 3 which increased total open position to 34
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 5.9, which was 0.35 higher than the previous day. The implied volatity was 31.04, the open interest changed by 5 which increased total open position to 34
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 5.55, which was -3.10 lower than the previous day. The implied volatity was 31.09, the open interest changed by 13 which increased total open position to 29
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 8.65, which was -0.65 lower than the previous day. The implied volatity was 28.17, the open interest changed by 5 which increased total open position to 16
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 9.3, which was -3.95 lower than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 9
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 13.25, which was -14.50 lower than the previous day. The implied volatity was 29.07, the open interest changed by -3 which decreased total open position to 9
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 27.75, 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 27.75, 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 27.75, 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 6 Nov GAIL was trading at 208.92. The strike last trading price was 27.75, which was 10.80 higher than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 12
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 16.95, which was -0.35 lower than the previous day. The implied volatity was 34.41, the open interest changed by -2 which decreased total open position to 11
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 17.3, which was -34.75 lower than the previous day. The implied volatity was 39.57, the open interest changed by 10 which increased total open position to 10
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 52.05, 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 52.05, 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 52.05, 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 52.05, 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 52.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 182.5 PE | |||||||
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Delta: -0.23
Vega: 0.08
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 1.35 | -0.80 | 36.87 | 1,235 | 50 | 278 |
| 20 Nov | 186.68 | 2.15 | 0.00 | 33.02 | 647 | 14 | 232 |
| 19 Nov | 186.68 | 2.15 | -0.45 | 33.02 | 647 | 18 | 232 |
| 18 Nov | 185.46 | 2.6 | 1.00 | 32.82 | 847 | 87 | 213 |
| 14 Nov | 188.89 | 1.6 | -0.25 | 29.47 | 300 | 50 | 125 |
| 13 Nov | 189.47 | 1.85 | 0.80 | 32.66 | 344 | 15 | 79 |
| 12 Nov | 194.15 | 1.05 | 0.45 | 31.79 | 86 | 23 | 64 |
| 11 Nov | 202.93 | 0.6 | 0.00 | 0.00 | 0 | 9 | 0 |
| 8 Nov | 204.17 | 0.6 | 0.25 | 36.05 | 22 | 9 | 41 |
| 7 Nov | 210.43 | 0.35 | -0.15 | 37.59 | 15 | -8 | 31 |
| 6 Nov | 208.92 | 0.5 | -1.60 | 37.83 | 73 | -3 | 40 |
| 5 Nov | 196.41 | 2.1 | -1.25 | 39.09 | 314 | 8 | 49 |
| 4 Nov | 196.19 | 3.35 | 0.95 | 46.07 | 95 | 30 | 44 |
| 1 Nov | 200.16 | 2.4 | -0.10 | 43.08 | 3 | 1 | 12 |
| 31 Oct | 199.99 | 2.5 | 0.80 | - | 14 | 11 | 11 |
| 30 Oct | 203.73 | 1.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 205.12 | 1.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 206.85 | 1.7 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 PE is -0.23
Historical price for 182.5 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 1.35, which was -0.80 lower than the previous day. The implied volatity was 36.87, the open interest changed by 50 which increased total open position to 278
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 33.02, the open interest changed by 14 which increased total open position to 232
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 33.02, the open interest changed by 18 which increased total open position to 232
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 2.6, which was 1.00 higher than the previous day. The implied volatity was 32.82, the open interest changed by 87 which increased total open position to 213
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 29.47, the open interest changed by 50 which increased total open position to 125
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 1.85, which was 0.80 higher than the previous day. The implied volatity was 32.66, the open interest changed by 15 which increased total open position to 79
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 31.79, the open interest changed by 23 which increased total open position to 64
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 36.05, the open interest changed by 9 which increased total open position to 41
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 37.59, the open interest changed by -8 which decreased total open position to 31
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.5, which was -1.60 lower than the previous day. The implied volatity was 37.83, the open interest changed by -3 which decreased total open position to 40
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 2.1, which was -1.25 lower than the previous day. The implied volatity was 39.09, the open interest changed by 8 which increased total open position to 49
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 3.35, which was 0.95 higher than the previous day. The implied volatity was 46.07, the open interest changed by 30 which increased total open position to 44
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was 43.08, the open interest changed by 1 which increased total open position to 12
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 2.5, which was 0.80 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 1.7, 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 1.7, 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 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
