GAIL
Gail (india) Ltd
Historical option data for GAIL
03 Dec 2024 04:11 PM IST
| GAIL 26DEC2024 185 CE | ||||||||||
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Delta: 0.89
Vega: 0.09
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 199.99 | 17 | 0.65 | 28.29 | 29.202 | -7.787 | 122.649 | |||
| 2 Dec | 198.54 | 16.35 | -0.75 | 32.64 | 81.766 | 1.947 | 134.33 | |||
| 29 Nov | 199.46 | 17.1 | 3.10 | 31.26 | 23.362 | 3.894 | 128.489 | |||
| 28 Nov | 196.70 | 14 | 0.00 | 0.00 | 0 | 9.734 | 0 | |||
| 27 Nov | 194.88 | 14 | 0.55 | 31.52 | 19.468 | 9.734 | 124.596 | |||
| 26 Nov | 193.97 | 13.45 | -4.75 | 32.50 | 3.894 | 0 | 110.968 | |||
| 25 Nov | 199.19 | 18.2 | 5.55 | 34.53 | 56.457 | -48.67 | 110.968 | |||
| 22 Nov | 192.61 | 12.65 | 2.20 | 30.02 | 66.191 | -25.309 | 134.33 | |||
| 21 Nov | 188.30 | 10.45 | 1.30 | 31.96 | 210.255 | 147.957 | 155.745 | |||
| 20 Nov | 186.68 | 9.15 | 0.00 | 32.55 | 11.681 | 7.787 | 1.947 | |||
| 19 Nov | 186.68 | 9.15 | -43.20 | 32.55 | 11.681 | 1.947 | 1.947 | |||
| 18 Nov | 185.46 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 188.89 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 189.47 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 194.15 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 202.93 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 210.43 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 196.41 | 52.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 196.19 | 52.35 | 52.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 200.16 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 203.73 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 185 expiring on 26DEC2024
Delta for 185 CE is 0.89
Historical price for 185 CE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 17, which was 0.65 higher than the previous day. The implied volatity was 28.29, the open interest changed by -4 which decreased total open position to 63
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 16.35, which was -0.75 lower than the previous day. The implied volatity was 32.64, the open interest changed by 1 which increased total open position to 69
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 17.1, which was 3.10 higher than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 66
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 14, which was 0.55 higher than the previous day. The implied volatity was 31.52, the open interest changed by 5 which increased total open position to 64
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 13.45, which was -4.75 lower than the previous day. The implied volatity was 32.50, the open interest changed by 0 which decreased total open position to 57
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 18.2, which was 5.55 higher than the previous day. The implied volatity was 34.53, the open interest changed by -25 which decreased total open position to 57
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 12.65, which was 2.20 higher than the previous day. The implied volatity was 30.02, the open interest changed by -13 which decreased total open position to 69
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 10.45, which was 1.30 higher than the previous day. The implied volatity was 31.96, the open interest changed by 76 which increased total open position to 80
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was 32.55, the open interest changed by 4 which increased total open position to 1
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 9.15, which was -43.20 lower than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 1
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 52.35, 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 14 Nov GAIL was trading at 188.89. The strike last trading price was 52.35, 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 13 Nov GAIL was trading at 189.47. The strike last trading price was 52.35, 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 12 Nov GAIL was trading at 194.15. The strike last trading price was 52.35, 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 11 Nov GAIL was trading at 202.93. The strike last trading price was 52.35, 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 8 Nov GAIL was trading at 204.17. The strike last trading price was 52.35, 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 7 Nov GAIL was trading at 210.43. The strike last trading price was 52.35, 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 6 Nov GAIL was trading at 208.92. The strike last trading price was 52.35, 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 5 Nov GAIL was trading at 196.41. The strike last trading price was 52.35, 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 4 Nov GAIL was trading at 196.19. The strike last trading price was 52.35, which was 52.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 26DEC2024 185 PE | |||||||
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Delta: -0.13
Vega: 0.10
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 199.99 | 1 | -0.20 | 30.52 | 482.809 | 93.447 | 484.755 |
| 2 Dec | 198.54 | 1.2 | -0.15 | 29.96 | 336.798 | 19.468 | 391.309 |
| 29 Nov | 199.46 | 1.35 | -0.75 | 30.44 | 585.989 | 21.415 | 373.787 |
| 28 Nov | 196.70 | 2.1 | -0.50 | 33.43 | 661.915 | 60.351 | 356.266 |
| 27 Nov | 194.88 | 2.6 | -0.55 | 32.37 | 194.681 | 19.468 | 297.862 |
| 26 Nov | 193.97 | 3.15 | 1.15 | 33.40 | 292.021 | 60.351 | 243.351 |
| 25 Nov | 199.19 | 2 | -1.35 | 33.34 | 270.606 | 40.883 | 173.266 |
| 22 Nov | 192.61 | 3.35 | -2.05 | 31.11 | 132.383 | 0 | 132.383 |
| 21 Nov | 188.30 | 5.4 | -1.10 | 34.26 | 151.851 | 56.457 | 126.543 |
| 20 Nov | 186.68 | 6.5 | 0.00 | 33.52 | 73.979 | 27.255 | 68.138 |
| 19 Nov | 186.68 | 6.5 | -0.30 | 33.52 | 73.979 | 25.309 | 68.138 |
| 18 Nov | 185.46 | 6.8 | 1.20 | 32.88 | 46.723 | 5.84 | 42.83 |
| 14 Nov | 188.89 | 5.6 | 0.05 | 33.01 | 13.628 | 3.894 | 38.936 |
| 13 Nov | 189.47 | 5.55 | 1.95 | 33.96 | 3.894 | 1.947 | 35.043 |
| 12 Nov | 194.15 | 3.6 | 1.50 | 30.81 | 79.819 | -3.894 | 33.096 |
| 11 Nov | 202.93 | 2.1 | 0.00 | 0.00 | 0 | 3.894 | 0 |
| 8 Nov | 204.17 | 2.1 | 0.75 | 32.39 | 21.415 | 5.84 | 38.936 |
| 7 Nov | 210.43 | 1.35 | -0.35 | 33.01 | 38.936 | -5.84 | 33.096 |
| 6 Nov | 208.92 | 1.7 | -3.20 | 33.64 | 97.34 | 19.468 | 40.883 |
| 5 Nov | 196.41 | 4.9 | 1.20 | 37.42 | 3.894 | 0 | 19.468 |
| 4 Nov | 196.19 | 3.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 200.16 | 3.7 | 0.00 | 0.00 | 0 | 19.468 | 0 |
| 31 Oct | 199.99 | 3.7 | 0.25 | - | 19.468 | 0 | 0 |
| 30 Oct | 203.73 | 3.45 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 185 expiring on 26DEC2024
Delta for 185 PE is -0.13
Historical price for 185 PE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 30.52, the open interest changed by 48 which increased total open position to 249
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 29.96, the open interest changed by 10 which increased total open position to 201
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 30.44, the open interest changed by 11 which increased total open position to 192
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 33.43, the open interest changed by 31 which increased total open position to 183
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 32.37, the open interest changed by 10 which increased total open position to 153
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 3.15, which was 1.15 higher than the previous day. The implied volatity was 33.40, the open interest changed by 31 which increased total open position to 125
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 2, which was -1.35 lower than the previous day. The implied volatity was 33.34, the open interest changed by 21 which increased total open position to 89
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 3.35, which was -2.05 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 68
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 5.4, which was -1.10 lower than the previous day. The implied volatity was 34.26, the open interest changed by 29 which increased total open position to 65
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 33.52, the open interest changed by 14 which increased total open position to 35
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 6.5, which was -0.30 lower than the previous day. The implied volatity was 33.52, the open interest changed by 13 which increased total open position to 35
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 6.8, which was 1.20 higher than the previous day. The implied volatity was 32.88, the open interest changed by 3 which increased total open position to 22
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 5.6, which was 0.05 higher than the previous day. The implied volatity was 33.01, the open interest changed by 2 which increased total open position to 20
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 5.55, which was 1.95 higher than the previous day. The implied volatity was 33.96, the open interest changed by 1 which increased total open position to 18
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 3.6, which was 1.50 higher than the previous day. The implied volatity was 30.81, the open interest changed by -2 which decreased total open position to 17
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 2.1, 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 8 Nov GAIL was trading at 204.17. The strike last trading price was 2.1, which was 0.75 higher than the previous day. The implied volatity was 32.39, the open interest changed by 3 which increased total open position to 20
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 33.01, the open interest changed by -3 which decreased total open position to 17
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 1.7, which was -3.20 lower than the previous day. The implied volatity was 33.64, the open interest changed by 10 which increased total open position to 21
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 4.9, which was 1.20 higher than the previous day. The implied volatity was 37.42, the open interest changed by 0 which decreased total open position to 10
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 3.7, 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 1 Nov GAIL was trading at 200.16. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 3.7, which was 0.25 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 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
