GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.09
Theta: -0.26
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 5.95 | 1.65 | 33.87 | 2,527 | 98 | 347 | |||
| 20 Nov | 186.68 | 4.3 | 0.00 | 30.32 | 806 | 28 | 251 | |||
| 19 Nov | 186.68 | 4.3 | 0.35 | 30.32 | 806 | 30 | 251 | |||
| 18 Nov | 185.46 | 3.95 | -2.90 | 29.60 | 1,501 | 165 | 221 | |||
| 14 Nov | 188.89 | 6.85 | -1.15 | 27.91 | 119 | 26 | 55 | |||
| 13 Nov | 189.47 | 8 | -3.25 | 30.15 | 66 | 15 | 34 | |||
| 12 Nov | 194.15 | 11.25 | -21.25 | 29.62 | 7 | -1 | 18 | |||
| 11 Nov | 202.93 | 32.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 32.5 | 0.00 | 0.00 | 0 | -3 | 0 | |||
|
|
||||||||||
| 7 Nov | 210.43 | 32.5 | 6.65 | 82.10 | 3 | -1 | 21 | |||
| 6 Nov | 208.92 | 25.85 | 10.85 | 38.34 | 24 | -3 | 22 | |||
| 5 Nov | 196.41 | 15 | -0.45 | 34.59 | 35 | 6 | 24 | |||
| 4 Nov | 196.19 | 15.45 | -3.85 | 39.58 | 22 | 11 | 15 | |||
| 1 Nov | 200.16 | 19.3 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 199.99 | 19.3 | -1.25 | - | 4 | 2 | 3 | |||
| 30 Oct | 203.73 | 20.55 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 205.12 | 20.55 | -29.35 | - | 1 | 0 | 0 | |||
| 28 Oct | 206.85 | 49.9 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 185 expiring on 28NOV2024
Delta for 185 CE is 0.69
Historical price for 185 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 5.95, which was 1.65 higher than the previous day. The implied volatity was 33.87, the open interest changed by 98 which increased total open position to 347
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 30.32, the open interest changed by 28 which increased total open position to 251
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 4.3, which was 0.35 higher than the previous day. The implied volatity was 30.32, the open interest changed by 30 which increased total open position to 251
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 3.95, which was -2.90 lower than the previous day. The implied volatity was 29.60, the open interest changed by 165 which increased total open position to 221
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 26 which increased total open position to 55
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 8, which was -3.25 lower than the previous day. The implied volatity was 30.15, the open interest changed by 15 which increased total open position to 34
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 11.25, which was -21.25 lower than the previous day. The implied volatity was 29.62, the open interest changed by -1 which decreased total open position to 18
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 32.5, 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 32.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 32.5, which was 6.65 higher than the previous day. The implied volatity was 82.10, the open interest changed by -1 which decreased total open position to 21
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 25.85, which was 10.85 higher than the previous day. The implied volatity was 38.34, the open interest changed by -3 which decreased total open position to 22
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 15, which was -0.45 lower than the previous day. The implied volatity was 34.59, the open interest changed by 6 which increased total open position to 24
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 15.45, which was -3.85 lower than the previous day. The implied volatity was 39.58, the open interest changed by 11 which increased total open position to 15
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 19.3, which was -1.25 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 20.55, 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 20.55, which was -29.35 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 49.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.09
Theta: -0.22
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 2 | -1.10 | 35.97 | 3,004 | 78 | 916 |
| 20 Nov | 186.68 | 3.1 | 0.00 | 32.64 | 1,742 | 219 | 845 |
| 19 Nov | 186.68 | 3.1 | -0.45 | 32.64 | 1,742 | 226 | 845 |
| 18 Nov | 185.46 | 3.55 | 1.20 | 31.71 | 2,741 | 155 | 623 |
| 14 Nov | 188.89 | 2.35 | -0.10 | 29.50 | 1,262 | 130 | 470 |
| 13 Nov | 189.47 | 2.45 | 1.00 | 31.63 | 1,108 | 65 | 343 |
| 12 Nov | 194.15 | 1.45 | 0.80 | 31.04 | 435 | 35 | 281 |
| 11 Nov | 202.93 | 0.65 | 0.00 | 34.63 | 179 | 27 | 252 |
| 8 Nov | 204.17 | 0.65 | 0.15 | 33.51 | 177 | -21 | 225 |
| 7 Nov | 210.43 | 0.5 | -0.10 | 37.54 | 414 | -34 | 246 |
| 6 Nov | 208.92 | 0.6 | -2.00 | 36.44 | 936 | -5 | 281 |
| 5 Nov | 196.41 | 2.6 | -1.40 | 38.49 | 848 | 58 | 286 |
| 4 Nov | 196.19 | 4 | 0.90 | 45.64 | 415 | 71 | 228 |
| 1 Nov | 200.16 | 3.1 | 0.20 | 43.91 | 57 | 5 | 155 |
| 31 Oct | 199.99 | 2.9 | 1.25 | - | 223 | 90 | 150 |
| 30 Oct | 203.73 | 1.65 | -0.10 | - | 52 | 10 | 59 |
| 29 Oct | 205.12 | 1.75 | -0.25 | - | 101 | 47 | 49 |
| 28 Oct | 206.85 | 2 | - | 0 | 2 | 0 | |
For Gail (India) Ltd - strike price 185 expiring on 28NOV2024
Delta for 185 PE is -0.32
Historical price for 185 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was 35.97, the open interest changed by 78 which increased total open position to 916
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 32.64, the open interest changed by 219 which increased total open position to 845
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 32.64, the open interest changed by 226 which increased total open position to 845
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 3.55, which was 1.20 higher than the previous day. The implied volatity was 31.71, the open interest changed by 155 which increased total open position to 623
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 29.50, the open interest changed by 130 which increased total open position to 470
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 2.45, which was 1.00 higher than the previous day. The implied volatity was 31.63, the open interest changed by 65 which increased total open position to 343
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 1.45, which was 0.80 higher than the previous day. The implied volatity was 31.04, the open interest changed by 35 which increased total open position to 281
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 34.63, the open interest changed by 27 which increased total open position to 252
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 33.51, the open interest changed by -21 which decreased total open position to 225
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 37.54, the open interest changed by -34 which decreased total open position to 246
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.6, which was -2.00 lower than the previous day. The implied volatity was 36.44, the open interest changed by -5 which decreased total open position to 281
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 2.6, which was -1.40 lower than the previous day. The implied volatity was 38.49, the open interest changed by 58 which increased total open position to 286
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 4, which was 0.90 higher than the previous day. The implied volatity was 45.64, the open interest changed by 71 which increased total open position to 228
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 3.1, which was 0.20 higher than the previous day. The implied volatity was 43.91, the open interest changed by 5 which increased total open position to 155
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 2.9, which was 1.25 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 1.65, which was -0.10 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 1.75, which was -0.25 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 2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
