GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Apr 2025 04:11 PM IST
| GAIL 24APR2025 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.08
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 171.71 | 1.2 | -0.05 | 43.53 | 164 | 48 | 321 | |||
| 9 Apr | 168.86 | 1.3 | -0.6 | 47.36 | 294 | -44 | 272 | |||
| 8 Apr | 172.57 | 1.95 | 0.3 | 44.68 | 293 | 2 | 319 | |||
| 7 Apr | 169.03 | 1.75 | -0.25 | 46.45 | 289 | -4 | 316 | |||
| 4 Apr | 176.61 | 2.1 | -2 | 33.07 | 540 | 27 | 325 | |||
| 3 Apr | 183.63 | 4.15 | -0.15 | 30.49 | 566 | 38 | 306 | |||
| 2 Apr | 184.06 | 4.15 | -1.3 | 29.03 | 640 | 43 | 270 | |||
| 1 Apr | 186.32 | 5.35 | 0.9 | 29.15 | 1,156 | 55 | 230 | |||
| 28 Mar | 183.04 | 4 | -0.1 | 28.56 | 710 | 28 | 175 | |||
| 27 Mar | 181.56 | 4.3 | 1.95 | 31.05 | 264 | 58 | 147 | |||
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| 26 Mar | 174.07 | 2.25 | -0.9 | 32.18 | 94 | 29 | 89 | |||
| 25 Mar | 177.70 | 3.1 | -1.55 | 31.15 | 116 | 20 | 61 | |||
| 24 Mar | 181.28 | 4.75 | 3 | 31.11 | 112 | 40 | 41 | |||
| 21 Mar | 175.05 | 1.75 | -1.1 | 24.92 | 1 | 0 | 0 | |||
| 20 Mar | 168.46 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 165.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 163.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 156.58 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 157.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 159.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 156.78 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 155.14 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 158.14 | 0 | 0 | 0.00 | 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 187.5 expiring on 24APR2025
Delta for 187.5 CE is 0.17
Historical price for 187.5 CE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 43.53, the open interest changed by 48 which increased total open position to 321
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 47.36, the open interest changed by -44 which decreased total open position to 272
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 1.95, which was 0.3 higher than the previous day. The implied volatity was 44.68, the open interest changed by 2 which increased total open position to 319
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 46.45, the open interest changed by -4 which decreased total open position to 316
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 2.1, which was -2 lower than the previous day. The implied volatity was 33.07, the open interest changed by 27 which increased total open position to 325
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 30.49, the open interest changed by 38 which increased total open position to 306
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 4.15, which was -1.3 lower than the previous day. The implied volatity was 29.03, the open interest changed by 43 which increased total open position to 270
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 5.35, which was 0.9 higher than the previous day. The implied volatity was 29.15, the open interest changed by 55 which increased total open position to 230
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 4, which was -0.1 lower than the previous day. The implied volatity was 28.56, the open interest changed by 28 which increased total open position to 175
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 4.3, which was 1.95 higher than the previous day. The implied volatity was 31.05, the open interest changed by 58 which increased total open position to 147
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 2.25, which was -0.9 lower than the previous day. The implied volatity was 32.18, the open interest changed by 29 which increased total open position to 89
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 3.1, which was -1.55 lower than the previous day. The implied volatity was 31.15, the open interest changed by 20 which increased total open position to 61
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 4.75, which was 3 higher than the previous day. The implied volatity was 31.11, the open interest changed by 40 which increased total open position to 41
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 1.75, which was -1.1 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 0
On 20 Mar GAIL was trading at 168.46. 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 19 Mar GAIL was trading at 165.96. 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 18 Mar GAIL was trading at 163.00. 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 17 Mar GAIL was trading at 156.58. 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 13 Mar GAIL was trading at 157.96. 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 12 Mar GAIL was trading at 159.20. 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 11 Mar GAIL was trading at 156.78. 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 10 Mar GAIL was trading at 155.14. 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 7 Mar GAIL was trading at 158.14. 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 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 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 171.71 | 16.35 | -3.2 | 46.60 | 10 | 1 | 72 |
| 9 Apr | 168.86 | 19.7 | 3.85 | 53.76 | 16 | 3 | 72 |
| 8 Apr | 172.57 | 15.85 | -6.3 | 45.80 | 20 | -7 | 69 |
| 7 Apr | 169.03 | 22.15 | 10.25 | 80.21 | 11 | -4 | 76 |
| 4 Apr | 176.61 | 12.1 | 4.95 | 36.87 | 89 | -16 | 80 |
| 3 Apr | 183.63 | 7.05 | -0.1 | 31.57 | 154 | -4 | 95 |
| 2 Apr | 184.06 | 7.2 | 1.15 | 32.66 | 175 | 23 | 101 |
| 1 Apr | 186.32 | 6.05 | -1.7 | 31.98 | 265 | 15 | 77 |
| 28 Mar | 183.04 | 8.7 | -0.4 | 33.12 | 214 | -1 | 62 |
| 27 Mar | 181.56 | 8.6 | -5.35 | 29.93 | 136 | 44 | 65 |
| 26 Mar | 174.07 | 14.15 | 2.65 | 32.97 | 25 | 17 | 21 |
| 25 Mar | 177.70 | 11.5 | 2.4 | 30.79 | 11 | -6 | 4 |
| 24 Mar | 181.28 | 9.1 | -19.8 | 31.77 | 26 | 8 | 8 |
| 21 Mar | 175.05 | 28.9 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 168.46 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 165.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 163.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 156.58 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 157.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 159.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 156.78 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 155.14 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 158.14 | 0 | 0 | 0.00 | 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 187.5 expiring on 24APR2025
Delta for 187.5 PE is -0.82
Historical price for 187.5 PE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 16.35, which was -3.2 lower than the previous day. The implied volatity was 46.60, the open interest changed by 1 which increased total open position to 72
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 19.7, which was 3.85 higher than the previous day. The implied volatity was 53.76, the open interest changed by 3 which increased total open position to 72
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 15.85, which was -6.3 lower than the previous day. The implied volatity was 45.80, the open interest changed by -7 which decreased total open position to 69
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 22.15, which was 10.25 higher than the previous day. The implied volatity was 80.21, the open interest changed by -4 which decreased total open position to 76
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 12.1, which was 4.95 higher than the previous day. The implied volatity was 36.87, the open interest changed by -16 which decreased total open position to 80
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 7.05, which was -0.1 lower than the previous day. The implied volatity was 31.57, the open interest changed by -4 which decreased total open position to 95
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 7.2, which was 1.15 higher than the previous day. The implied volatity was 32.66, the open interest changed by 23 which increased total open position to 101
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 6.05, which was -1.7 lower than the previous day. The implied volatity was 31.98, the open interest changed by 15 which increased total open position to 77
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 8.7, which was -0.4 lower than the previous day. The implied volatity was 33.12, the open interest changed by -1 which decreased total open position to 62
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 8.6, which was -5.35 lower than the previous day. The implied volatity was 29.93, the open interest changed by 44 which increased total open position to 65
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 14.15, which was 2.65 higher than the previous day. The implied volatity was 32.97, the open interest changed by 17 which increased total open position to 21
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 11.5, which was 2.4 higher than the previous day. The implied volatity was 30.79, the open interest changed by -6 which decreased total open position to 4
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 9.1, which was -19.8 lower than the previous day. The implied volatity was 31.77, the open interest changed by 8 which increased total open position to 8
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 28.9, 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 20 Mar GAIL was trading at 168.46. 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 19 Mar GAIL was trading at 165.96. 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 18 Mar GAIL was trading at 163.00. 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 17 Mar GAIL was trading at 156.58. 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 13 Mar GAIL was trading at 157.96. 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 12 Mar GAIL was trading at 159.20. 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 11 Mar GAIL was trading at 156.78. 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 10 Mar GAIL was trading at 155.14. 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 7 Mar GAIL was trading at 158.14. 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 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
