GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Apr 2025 04:11 PM IST
| GAIL 24APR2025 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.09
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 171.71 | 1.6 | 0.05 | 43.38 | 950 | 34 | 2,104 | |||
| 9 Apr | 168.86 | 1.65 | -0.75 | 47.02 | 917 | 167 | 2,074 | |||
| 8 Apr | 172.57 | 2.5 | 0.45 | 44.84 | 1,222 | -36 | 1,907 | |||
| 7 Apr | 169.03 | 2.2 | -0.4 | 46.36 | 1,514 | -63 | 1,950 | |||
| 4 Apr | 176.61 | 2.7 | -2.5 | 32.66 | 2,514 | 274 | 2,020 | |||
| 3 Apr | 183.63 | 5.15 | -0.35 | 29.52 | 3,068 | 92 | 1,748 | |||
| 2 Apr | 184.06 | 5.4 | -1.3 | 29.75 | 3,231 | 498 | 1,663 | |||
| 1 Apr | 186.32 | 6.65 | 1.35 | 29.24 | 5,790 | 285 | 1,165 | |||
| 28 Mar | 183.04 | 4.95 | -0.1 | 28.18 | 3,403 | 167 | 880 | |||
| 27 Mar | 181.56 | 5.2 | 2.25 | 29.51 | 1,432 | 65 | 718 | |||
| 26 Mar | 174.07 | 2.95 | -0.95 | 32.73 | 502 | 53 | 653 | |||
| 25 Mar | 177.70 | 3.8 | -1.8 | 30.77 | 661 | 43 | 601 | |||
| 24 Mar | 181.28 | 5.8 | 3.1 | 31.25 | 2,006 | 131 | 561 | |||
| 21 Mar | 175.05 | 2.55 | 1.4 | 25.66 | 518 | 65 | 430 | |||
| 20 Mar | 168.46 | 1.1 | -0.15 | 26.47 | 450 | 343 | 367 | |||
| 19 Mar | 165.96 | 1.25 | 0.4 | 30.24 | 39 | 23 | 24 | |||
| 18 Mar | 163.00 | 0.85 | 0 | 28.47 | 1 | 0 | 1 | |||
| 17 Mar | 156.58 | 0.85 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 13 Mar | 157.96 | 0.85 | -7.9 | 33.07 | 1 | 0 | 0 | |||
| 12 Mar | 159.20 | 8.75 | 0 | 11.73 | 0 | 0 | 0 | |||
| 11 Mar | 156.78 | 8.75 | 0 | 12.44 | 0 | 0 | 0 | |||
| 10 Mar | 155.14 | 8.75 | 0 | 13.24 | 0 | 0 | 0 | |||
| 7 Mar | 158.14 | 8.75 | 0 | 11.59 | 0 | 0 | 0 | |||
| 6 Mar | 161.46 | 8.75 | 0 | 10.23 | 0 | 0 | 0 | |||
| 5 Mar | 158.95 | 8.75 | 0 | 10.92 | 0 | 0 | 0 | |||
| 4 Mar | 153.17 | 8.75 | 0 | 13.16 | 0 | 0 | 0 | |||
| 3 Mar | 154.05 | 8.75 | 0 | 12.80 | 0 | 0 | 0 | |||
| 6 Feb | 178.41 | 8.1 | 0 | 1.07 | 0 | 0 | 0 | |||
| 5 Feb | 179.50 | 8.1 | 0 | 0.75 | 0 | 0 | 0 | |||
| 4 Feb | 178.00 | 8.1 | 0 | 1.44 | 0 | 0 | 0 | |||
| 3 Feb | 174.34 | 8.1 | 0 | 2.80 | 0 | 0 | 0 | |||
| 1 Feb | 175.60 | 8.1 | 0 | 1.12 | 0 | 0 | 0 | |||
For Gail (India) Ltd - strike price 185 expiring on 24APR2025
Delta for 185 CE is 0.21
Historical price for 185 CE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 43.38, the open interest changed by 34 which increased total open position to 2104
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 47.02, the open interest changed by 167 which increased total open position to 2074
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 44.84, the open interest changed by -36 which decreased total open position to 1907
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 46.36, the open interest changed by -63 which decreased total open position to 1950
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 2.7, which was -2.5 lower than the previous day. The implied volatity was 32.66, the open interest changed by 274 which increased total open position to 2020
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was 29.52, the open interest changed by 92 which increased total open position to 1748
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 5.4, which was -1.3 lower than the previous day. The implied volatity was 29.75, the open interest changed by 498 which increased total open position to 1663
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 6.65, which was 1.35 higher than the previous day. The implied volatity was 29.24, the open interest changed by 285 which increased total open position to 1165
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 4.95, which was -0.1 lower than the previous day. The implied volatity was 28.18, the open interest changed by 167 which increased total open position to 880
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 5.2, which was 2.25 higher than the previous day. The implied volatity was 29.51, the open interest changed by 65 which increased total open position to 718
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 2.95, which was -0.95 lower than the previous day. The implied volatity was 32.73, the open interest changed by 53 which increased total open position to 653
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 3.8, which was -1.8 lower than the previous day. The implied volatity was 30.77, the open interest changed by 43 which increased total open position to 601
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 5.8, which was 3.1 higher than the previous day. The implied volatity was 31.25, the open interest changed by 131 which increased total open position to 561
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 2.55, which was 1.4 higher than the previous day. The implied volatity was 25.66, the open interest changed by 65 which increased total open position to 430
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 26.47, the open interest changed by 343 which increased total open position to 367
On 19 Mar GAIL was trading at 165.96. The strike last trading price was 1.25, which was 0.4 higher than the previous day. The implied volatity was 30.24, the open interest changed by 23 which increased total open position to 24
On 18 Mar GAIL was trading at 163.00. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 1
On 17 Mar GAIL was trading at 156.58. The strike last trading price was 0.85, 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 13 Mar GAIL was trading at 157.96. The strike last trading price was 0.85, which was -7.9 lower than the previous day. The implied volatity was 33.07, 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 8.75, which was 0 lower than the previous day. The implied volatity was 11.73, 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 8.75, which was 0 lower than the previous day. The implied volatity was 12.44, 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 8.75, which was 0 lower than the previous day. The implied volatity was 13.24, 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 8.75, which was 0 lower than the previous day. The implied volatity was 11.59, 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 8.75, which was 0 lower than the previous day. The implied volatity was 10.23, 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 8.75, which was 0 lower than the previous day. The implied volatity was 10.92, 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 8.75, which was 0 lower than the previous day. The implied volatity was 13.16, 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 8.75, which was 0 lower than the previous day. The implied volatity was 12.80, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GAIL was trading at 178.41. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GAIL was trading at 179.50. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GAIL was trading at 178.00. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GAIL was trading at 174.34. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GAIL was trading at 175.60. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
| GAIL 24APR2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.10
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 171.71 | 14.2 | -3.95 | 45.47 | 22 | 5 | 485 |
| 9 Apr | 168.86 | 17.55 | 3.35 | 52.70 | 135 | -15 | 481 |
| 8 Apr | 172.57 | 14.3 | -3.5 | 49.05 | 90 | -7 | 496 |
| 7 Apr | 169.03 | 16.9 | 6.2 | 53.70 | 138 | -9 | 505 |
| 4 Apr | 176.61 | 10 | 4.25 | 34.74 | 517 | -2 | 513 |
| 3 Apr | 183.63 | 5.7 | -0.1 | 32.15 | 972 | 81 | 615 |
| 2 Apr | 184.06 | 5.85 | 1 | 32.71 | 1,496 | 12 | 538 |
| 1 Apr | 186.32 | 4.8 | -1.95 | 31.77 | 1,533 | 228 | 531 |
| 28 Mar | 183.04 | 6.85 | -0.55 | 31.03 | 1,019 | 12 | 303 |
| 27 Mar | 181.56 | 7.25 | -4.95 | 31.83 | 296 | 8 | 290 |
| 26 Mar | 174.07 | 12.05 | 1.95 | 31.58 | 95 | 18 | 281 |
| 25 Mar | 177.70 | 10.15 | 2.45 | 32.66 | 362 | 53 | 262 |
| 24 Mar | 181.28 | 7.45 | -3.3 | 30.85 | 1,005 | 121 | 210 |
| 21 Mar | 175.05 | 10.75 | -5.25 | 27.85 | 25 | 19 | 85 |
| 20 Mar | 168.46 | 16 | -2.25 | 25.37 | 62 | 55 | 59 |
| 19 Mar | 165.96 | 18.25 | -3.55 | 25.70 | 3 | 2 | 3 |
| 18 Mar | 163.00 | 21.8 | 1.8 | 43.25 | 1 | 0 | 0 |
| 17 Mar | 156.58 | 20 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 157.96 | 20 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 159.20 | 20 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 156.78 | 20 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 155.14 | 20 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 158.14 | 20 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 161.46 | 20 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 158.95 | 20 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 153.17 | 20 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 154.05 | 20 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 178.41 | 22.9 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 179.50 | 22.9 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 178.00 | 22.9 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 174.34 | 22.9 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 175.60 | 22.9 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 185 expiring on 24APR2025
Delta for 185 PE is -0.78
Historical price for 185 PE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 14.2, which was -3.95 lower than the previous day. The implied volatity was 45.47, the open interest changed by 5 which increased total open position to 485
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 17.55, which was 3.35 higher than the previous day. The implied volatity was 52.70, the open interest changed by -15 which decreased total open position to 481
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 14.3, which was -3.5 lower than the previous day. The implied volatity was 49.05, the open interest changed by -7 which decreased total open position to 496
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 16.9, which was 6.2 higher than the previous day. The implied volatity was 53.70, the open interest changed by -9 which decreased total open position to 505
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 10, which was 4.25 higher than the previous day. The implied volatity was 34.74, the open interest changed by -2 which decreased total open position to 513
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 5.7, which was -0.1 lower than the previous day. The implied volatity was 32.15, the open interest changed by 81 which increased total open position to 615
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 5.85, which was 1 higher than the previous day. The implied volatity was 32.71, the open interest changed by 12 which increased total open position to 538
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 4.8, which was -1.95 lower than the previous day. The implied volatity was 31.77, the open interest changed by 228 which increased total open position to 531
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 6.85, which was -0.55 lower than the previous day. The implied volatity was 31.03, the open interest changed by 12 which increased total open position to 303
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 7.25, which was -4.95 lower than the previous day. The implied volatity was 31.83, the open interest changed by 8 which increased total open position to 290
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 12.05, which was 1.95 higher than the previous day. The implied volatity was 31.58, the open interest changed by 18 which increased total open position to 281
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 10.15, which was 2.45 higher than the previous day. The implied volatity was 32.66, the open interest changed by 53 which increased total open position to 262
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 7.45, which was -3.3 lower than the previous day. The implied volatity was 30.85, the open interest changed by 121 which increased total open position to 210
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 10.75, which was -5.25 lower than the previous day. The implied volatity was 27.85, the open interest changed by 19 which increased total open position to 85
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 16, which was -2.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 55 which increased total open position to 59
On 19 Mar GAIL was trading at 165.96. The strike last trading price was 18.25, which was -3.55 lower than the previous day. The implied volatity was 25.70, the open interest changed by 2 which increased total open position to 3
On 18 Mar GAIL was trading at 163.00. The strike last trading price was 21.8, which was 1.8 higher than the previous day. The implied volatity was 43.25, 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 20, 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 13 Mar GAIL was trading at 157.96. The strike last trading price was 20, 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 20, 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 20, 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 20, 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 20, 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 20, 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 5 Mar GAIL was trading at 158.95. The strike last trading price was 20, 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 4 Mar GAIL was trading at 153.17. The strike last trading price was 20, 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 3 Mar GAIL was trading at 154.05. The strike last trading price was 20, 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 Feb GAIL was trading at 178.41. The strike last trading price was 22.9, 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 5 Feb GAIL was trading at 179.50. The strike last trading price was 22.9, 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 4 Feb GAIL was trading at 178.00. The strike last trading price was 22.9, 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 3 Feb GAIL was trading at 174.34. The strike last trading price was 22.9, 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 1 Feb GAIL was trading at 175.60. The strike last trading price was 22.9, 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
