GAIL
Gail (india) Ltd
Historical option data for GAIL
14 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.14
Theta: -0.17
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 188.89 | 5.2 | -1.25 | 27.21 | 125 | 23 | 59 | |||
| 13 Nov | 189.47 | 6.45 | -2.85 | 30.46 | 51 | 22 | 36 | |||
| 12 Nov | 194.15 | 9.3 | -8.45 | 28.05 | 9 | 0 | 15 | |||
| 11 Nov | 202.93 | 17.75 | -0.40 | 39.12 | 1 | 0 | 15 | |||
| 8 Nov | 204.17 | 18.15 | -6.00 | 27.13 | 3 | 0 | 15 | |||
| 7 Nov | 210.43 | 24.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 208.92 | 24.15 | 10.80 | 43.49 | 5 | -1 | 15 | |||
| 5 Nov | 196.41 | 13.35 | -0.45 | 35.88 | 42 | 2 | 17 | |||
| 4 Nov | 196.19 | 13.8 | -33.95 | 40.11 | 26 | 15 | 15 | |||
|
|
||||||||||
| 1 Nov | 200.16 | 47.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 199.99 | 47.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 203.73 | 47.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 205.12 | 47.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 206.85 | 47.75 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 CE is 0.60
Historical price for 187.5 CE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 5.2, which was -1.25 lower than the previous day. The implied volatity was 27.21, the open interest changed by 23 which increased total open position to 59
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 6.45, which was -2.85 lower than the previous day. The implied volatity was 30.46, the open interest changed by 22 which increased total open position to 36
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 9.3, which was -8.45 lower than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 15
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 17.75, which was -0.40 lower than the previous day. The implied volatity was 39.12, the open interest changed by 0 which decreased total open position to 15
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 18.15, which was -6.00 lower than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 15
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 24.15, which was 10.80 higher than the previous day. The implied volatity was 43.49, the open interest changed by -1 which decreased total open position to 15
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 13.35, which was -0.45 lower than the previous day. The implied volatity was 35.88, the open interest changed by 2 which increased total open position to 17
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 13.8, which was -33.95 lower than the previous day. The implied volatity was 40.11, the open interest changed by 15 which increased total open position to 15
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 47.75, 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 47.75, 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 47.75, 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 47.75, 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 47.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.14
Theta: -0.13
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 188.89 | 3.25 | 0.10 | 29.07 | 686 | 31 | 193 |
| 13 Nov | 189.47 | 3.15 | 1.15 | 30.18 | 692 | 28 | 172 |
| 12 Nov | 194.15 | 2 | 1.20 | 30.48 | 311 | 21 | 137 |
| 11 Nov | 202.93 | 0.8 | -0.10 | 32.90 | 59 | 22 | 120 |
| 8 Nov | 204.17 | 0.9 | 0.30 | 33.13 | 114 | 12 | 100 |
| 7 Nov | 210.43 | 0.6 | -0.15 | 36.11 | 77 | -23 | 88 |
| 6 Nov | 208.92 | 0.75 | -2.50 | 35.40 | 254 | 9 | 108 |
| 5 Nov | 196.41 | 3.25 | -1.45 | 38.22 | 338 | 18 | 100 |
| 4 Nov | 196.19 | 4.7 | 2.75 | 44.99 | 276 | 44 | 84 |
| 1 Nov | 200.16 | 1.95 | -1.60 | 32.66 | 22 | 6 | 41 |
| 31 Oct | 199.99 | 3.55 | 1.20 | - | 80 | 35 | 35 |
| 30 Oct | 203.73 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 205.12 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 206.85 | 2.35 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 PE is -0.41
Historical price for 187.5 PE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 3.25, which was 0.10 higher than the previous day. The implied volatity was 29.07, the open interest changed by 31 which increased total open position to 193
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 3.15, which was 1.15 higher than the previous day. The implied volatity was 30.18, the open interest changed by 28 which increased total open position to 172
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 2, which was 1.20 higher than the previous day. The implied volatity was 30.48, the open interest changed by 21 which increased total open position to 137
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 32.90, the open interest changed by 22 which increased total open position to 120
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 33.13, the open interest changed by 12 which increased total open position to 100
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 36.11, the open interest changed by -23 which decreased total open position to 88
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.75, which was -2.50 lower than the previous day. The implied volatity was 35.40, the open interest changed by 9 which increased total open position to 108
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 3.25, which was -1.45 lower than the previous day. The implied volatity was 38.22, the open interest changed by 18 which increased total open position to 100
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 4.7, which was 2.75 higher than the previous day. The implied volatity was 44.99, the open interest changed by 44 which increased total open position to 84
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 1.95, which was -1.60 lower than the previous day. The implied volatity was 32.66, the open interest changed by 6 which increased total open position to 41
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 3.55, which was 1.20 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 2.35, 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 2.35, 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 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
