GAIL
Gail (India) Ltd
Historical option data for GAIL
20 Dec 2024 04:11 PM IST
| GAIL 26DEC2024 190 CE | ||||||||||
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Delta: 0.68
Vega: 0.09
Theta: -0.25
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 192.42 | 4.7 | -1.00 | 28.77 | 1,884.511 | -35.043 | 295.915 | |||
| 19 Dec | 193.62 | 5.7 | -0.50 | 33.71 | 2,807.298 | 38.936 | 332.904 | |||
| 18 Dec | 193.54 | 6.2 | -4.00 | 30.78 | 585.989 | -99.287 | 295.915 | |||
| 17 Dec | 199.57 | 10.2 | -4.80 | 35.48 | 147.957 | -13.628 | 399.096 | |||
| 16 Dec | 203.82 | 15 | -1.30 | 39.72 | 50.617 | 3.894 | 412.723 | |||
| 13 Dec | 204.90 | 16.3 | -0.45 | 37.84 | 97.34 | -3.894 | 408.83 | |||
| 12 Dec | 205.22 | 16.75 | -0.35 | - | 17.521 | 13.628 | 408.83 | |||
| 11 Dec | 205.82 | 17.1 | -1.30 | 34.70 | 11.681 | 3.894 | 395.202 | |||
| 10 Dec | 207.54 | 18.4 | -1.60 | - | 5.84 | 0 | 391.309 | |||
| 9 Dec | 208.67 | 20 | -2.30 | 30.39 | 62.298 | -31.149 | 404.936 | |||
| 6 Dec | 210.41 | 22.3 | 2.20 | 35.57 | 134.33 | -68.138 | 436.085 | |||
| 5 Dec | 208.87 | 20.1 | 1.25 | 22.48 | 208.309 | -56.457 | 455.553 | |||
| 4 Dec | 206.73 | 18.85 | 6.00 | 22.73 | 366 | 52.564 | 510.064 | |||
| 3 Dec | 199.99 | 12.85 | 0.70 | 28.16 | 169.372 | -40.883 | 453.606 | |||
| 2 Dec | 198.54 | 12.15 | -0.75 | 30.16 | 251.138 | 68.138 | 535.372 | |||
| 29 Nov | 199.46 | 12.9 | 0.75 | 29.19 | 334.851 | 54.511 | 465.287 | |||
| 28 Nov | 196.70 | 12.15 | 1.75 | 30.49 | 549 | 95.394 | 408.83 | |||
| 27 Nov | 194.88 | 10.4 | 0.60 | 30.58 | 344.585 | 44.777 | 313.436 | |||
| 26 Nov | 193.97 | 9.8 | -3.95 | 30.61 | 173.266 | 29.202 | 268.66 | |||
| 25 Nov | 199.19 | 13.75 | 4.35 | 30.39 | 364.053 | -66.191 | 237.511 | |||
| 22 Nov | 192.61 | 9.4 | 1.60 | 29.67 | 628.819 | 31.149 | 334.851 | |||
| 21 Nov | 188.30 | 7.8 | 1.20 | 32.20 | 476.968 | 93.447 | 303.702 | |||
| 20 Nov | 186.68 | 6.6 | 0.00 | 31.97 | 233.617 | 79.819 | 208.309 | |||
| 19 Nov | 186.68 | 6.6 | 0.65 | 31.97 | 233.617 | 77.872 | 208.309 | |||
| 18 Nov | 185.46 | 5.95 | -2.05 | 30.41 | 124.596 | 44.777 | 128.489 | |||
| 14 Nov | 188.89 | 8 | -0.80 | 29.03 | 36.989 | 19.468 | 81.766 | |||
| 13 Nov | 189.47 | 8.8 | -39.60 | 29.56 | 81.766 | 62.298 | 62.298 | |||
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| 12 Nov | 194.15 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 202.93 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 210.43 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 196.41 | 48.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 196.19 | 48.4 | 48.40 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 212.13 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 190 expiring on 26DEC2024
Delta for 190 CE is 0.68
Historical price for 190 CE is as follows
On 20 Dec GAIL was trading at 192.42. The strike last trading price was 4.7, which was -1.00 lower than the previous day. The implied volatity was 28.77, the open interest changed by -18 which decreased total open position to 152
On 19 Dec GAIL was trading at 193.62. The strike last trading price was 5.7, which was -0.50 lower than the previous day. The implied volatity was 33.71, the open interest changed by 20 which increased total open position to 171
On 18 Dec GAIL was trading at 193.54. The strike last trading price was 6.2, which was -4.00 lower than the previous day. The implied volatity was 30.78, the open interest changed by -51 which decreased total open position to 152
On 17 Dec GAIL was trading at 199.57. The strike last trading price was 10.2, which was -4.80 lower than the previous day. The implied volatity was 35.48, the open interest changed by -7 which decreased total open position to 205
On 16 Dec GAIL was trading at 203.82. The strike last trading price was 15, which was -1.30 lower than the previous day. The implied volatity was 39.72, the open interest changed by 2 which increased total open position to 212
On 13 Dec GAIL was trading at 204.90. The strike last trading price was 16.3, which was -0.45 lower than the previous day. The implied volatity was 37.84, the open interest changed by -2 which decreased total open position to 210
On 12 Dec GAIL was trading at 205.22. The strike last trading price was 16.75, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 210
On 11 Dec GAIL was trading at 205.82. The strike last trading price was 17.1, which was -1.30 lower than the previous day. The implied volatity was 34.70, the open interest changed by 2 which increased total open position to 203
On 10 Dec GAIL was trading at 207.54. The strike last trading price was 18.4, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 201
On 9 Dec GAIL was trading at 208.67. The strike last trading price was 20, which was -2.30 lower than the previous day. The implied volatity was 30.39, the open interest changed by -16 which decreased total open position to 208
On 6 Dec GAIL was trading at 210.41. The strike last trading price was 22.3, which was 2.20 higher than the previous day. The implied volatity was 35.57, the open interest changed by -35 which decreased total open position to 224
On 5 Dec GAIL was trading at 208.87. The strike last trading price was 20.1, which was 1.25 higher than the previous day. The implied volatity was 22.48, the open interest changed by -29 which decreased total open position to 234
On 4 Dec GAIL was trading at 206.73. The strike last trading price was 18.85, which was 6.00 higher than the previous day. The implied volatity was 22.73, the open interest changed by 27 which increased total open position to 262
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 12.85, which was 0.70 higher than the previous day. The implied volatity was 28.16, the open interest changed by -21 which decreased total open position to 233
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 12.15, which was -0.75 lower than the previous day. The implied volatity was 30.16, the open interest changed by 35 which increased total open position to 275
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 12.9, which was 0.75 higher than the previous day. The implied volatity was 29.19, the open interest changed by 28 which increased total open position to 239
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 12.15, which was 1.75 higher than the previous day. The implied volatity was 30.49, the open interest changed by 49 which increased total open position to 210
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 10.4, which was 0.60 higher than the previous day. The implied volatity was 30.58, the open interest changed by 23 which increased total open position to 161
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 9.8, which was -3.95 lower than the previous day. The implied volatity was 30.61, the open interest changed by 15 which increased total open position to 138
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 13.75, which was 4.35 higher than the previous day. The implied volatity was 30.39, the open interest changed by -34 which decreased total open position to 122
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 9.4, which was 1.60 higher than the previous day. The implied volatity was 29.67, the open interest changed by 16 which increased total open position to 172
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 7.8, which was 1.20 higher than the previous day. The implied volatity was 32.20, the open interest changed by 48 which increased total open position to 156
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 31.97, the open interest changed by 41 which increased total open position to 107
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 6.6, which was 0.65 higher than the previous day. The implied volatity was 31.97, the open interest changed by 40 which increased total open position to 107
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 5.95, which was -2.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 23 which increased total open position to 66
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 8, which was -0.80 lower than the previous day. The implied volatity was 29.03, the open interest changed by 10 which increased total open position to 42
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 8.8, which was -39.60 lower than the previous day. The implied volatity was 29.56, the open interest changed by 32 which increased total open position to 32
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, 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 48.4, which was 48.40 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct GAIL was trading at 212.13. 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 190 PE | |||||||
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Delta: -0.32
Vega: 0.09
Theta: -0.19
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 192.42 | 1.5 | 0.00 | 28.79 | 6,319.34 | 40.883 | 1,216.755 |
| 19 Dec | 193.62 | 1.5 | 0.00 | 28.21 | 5,558.138 | 288.128 | 1,197.287 |
| 18 Dec | 193.54 | 1.5 | 0.65 | 28.91 | 4,791.096 | -13.628 | 915 |
| 17 Dec | 199.57 | 0.85 | 0.45 | 30.82 | 1,728.766 | 48.67 | 951.989 |
| 16 Dec | 203.82 | 0.4 | 0.05 | 31.60 | 920.84 | -144.064 | 915 |
| 13 Dec | 204.90 | 0.35 | -0.10 | 28.50 | 1,641.16 | 183 | 1,090.213 |
| 12 Dec | 205.22 | 0.45 | -0.10 | 31.23 | 821.553 | -110.968 | 905.266 |
| 11 Dec | 205.82 | 0.55 | 0.05 | 31.03 | 327.064 | 54.511 | 1,010.394 |
| 10 Dec | 207.54 | 0.5 | 0.05 | 32.00 | 260.872 | -21.415 | 953.936 |
| 9 Dec | 208.67 | 0.45 | -0.05 | 31.65 | 603.511 | -58.404 | 961.723 |
| 6 Dec | 210.41 | 0.5 | -0.15 | 32.00 | 751.468 | -58.404 | 1,020.128 |
| 5 Dec | 208.87 | 0.65 | -0.20 | 31.62 | 1,440.638 | -42.83 | 1,080.479 |
| 4 Dec | 206.73 | 0.85 | -0.85 | 31.73 | 1,752.128 | 136.277 | 1,129.149 |
| 3 Dec | 199.99 | 1.7 | -0.40 | 28.90 | 835.181 | 50.617 | 996.766 |
| 2 Dec | 198.54 | 2.1 | -0.15 | 28.93 | 868.277 | 35.043 | 946.149 |
| 29 Nov | 199.46 | 2.25 | -1.05 | 29.37 | 1,224.543 | 91.5 | 913.053 |
| 28 Nov | 196.70 | 3.3 | -0.75 | 32.68 | 1,277.106 | 229.723 | 829.34 |
| 27 Nov | 194.88 | 4.05 | -0.70 | 31.75 | 784.564 | 184.947 | 599.617 |
| 26 Nov | 193.97 | 4.75 | 1.70 | 32.80 | 609.351 | 79.819 | 412.723 |
| 25 Nov | 199.19 | 3.05 | -0.95 | 32.32 | 576.255 | 192.734 | 327.064 |
| 22 Nov | 192.61 | 4 | -3.70 | 25.90 | 245.298 | 81.766 | 216.096 |
| 21 Nov | 188.30 | 7.7 | -1.00 | 34.36 | 116.809 | 35.043 | 132.383 |
| 20 Nov | 186.68 | 8.7 | 0.00 | 32.08 | 72.032 | -9.734 | 99.287 |
| 19 Nov | 186.68 | 8.7 | -0.50 | 32.08 | 72.032 | -7.787 | 99.287 |
| 18 Nov | 185.46 | 9.2 | 1.65 | 31.96 | 95.394 | 23.362 | 105.128 |
| 14 Nov | 188.89 | 7.55 | -0.05 | 31.88 | 48.67 | 13.628 | 79.819 |
| 13 Nov | 189.47 | 7.6 | 2.35 | 33.51 | 112.915 | 23.362 | 66.191 |
| 12 Nov | 194.15 | 5.25 | 3.20 | 30.49 | 50.617 | 31.149 | 40.883 |
| 11 Nov | 202.93 | 2.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 204.17 | 2.05 | 0.00 | 0.00 | 0 | 1.947 | 0 |
| 7 Nov | 210.43 | 2.05 | -0.05 | 32.67 | 19.468 | 3.894 | 11.681 |
| 6 Nov | 208.92 | 2.1 | -2.30 | 31.13 | 11.681 | 5.84 | 5.84 |
| 5 Nov | 196.41 | 4.4 | 0.00 | 3.97 | 0 | 0 | 0 |
| 4 Nov | 196.19 | 4.4 | 0.00 | 3.73 | 0 | 0 | 0 |
| 1 Nov | 200.16 | 4.4 | 0.00 | 5.21 | 0 | 0 | 0 |
| 31 Oct | 199.99 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 203.73 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 212.13 | 4.4 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 190 expiring on 26DEC2024
Delta for 190 PE is -0.32
Historical price for 190 PE is as follows
On 20 Dec GAIL was trading at 192.42. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by 21 which increased total open position to 625
On 19 Dec GAIL was trading at 193.62. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 28.21, the open interest changed by 148 which increased total open position to 615
On 18 Dec GAIL was trading at 193.54. The strike last trading price was 1.5, which was 0.65 higher than the previous day. The implied volatity was 28.91, the open interest changed by -7 which decreased total open position to 470
On 17 Dec GAIL was trading at 199.57. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 30.82, the open interest changed by 25 which increased total open position to 489
On 16 Dec GAIL was trading at 203.82. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 31.60, the open interest changed by -74 which decreased total open position to 470
On 13 Dec GAIL was trading at 204.90. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 28.50, the open interest changed by 94 which increased total open position to 560
On 12 Dec GAIL was trading at 205.22. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 31.23, the open interest changed by -57 which decreased total open position to 465
On 11 Dec GAIL was trading at 205.82. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 31.03, the open interest changed by 28 which increased total open position to 519
On 10 Dec GAIL was trading at 207.54. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 32.00, the open interest changed by -11 which decreased total open position to 490
On 9 Dec GAIL was trading at 208.67. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.65, the open interest changed by -30 which decreased total open position to 494
On 6 Dec GAIL was trading at 210.41. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by -30 which decreased total open position to 524
On 5 Dec GAIL was trading at 208.87. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 31.62, the open interest changed by -22 which decreased total open position to 555
On 4 Dec GAIL was trading at 206.73. The strike last trading price was 0.85, which was -0.85 lower than the previous day. The implied volatity was 31.73, the open interest changed by 70 which increased total open position to 580
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 28.90, the open interest changed by 26 which increased total open position to 512
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 28.93, the open interest changed by 18 which increased total open position to 486
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 29.37, the open interest changed by 47 which increased total open position to 469
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 32.68, the open interest changed by 118 which increased total open position to 426
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 4.05, which was -0.70 lower than the previous day. The implied volatity was 31.75, the open interest changed by 95 which increased total open position to 308
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 4.75, which was 1.70 higher than the previous day. The implied volatity was 32.80, the open interest changed by 41 which increased total open position to 212
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 32.32, the open interest changed by 99 which increased total open position to 168
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 4, which was -3.70 lower than the previous day. The implied volatity was 25.90, the open interest changed by 42 which increased total open position to 111
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 7.7, which was -1.00 lower than the previous day. The implied volatity was 34.36, the open interest changed by 18 which increased total open position to 68
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 32.08, the open interest changed by -5 which decreased total open position to 51
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 8.7, which was -0.50 lower than the previous day. The implied volatity was 32.08, the open interest changed by -4 which decreased total open position to 51
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 9.2, which was 1.65 higher than the previous day. The implied volatity was 31.96, the open interest changed by 12 which increased total open position to 54
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 7.55, which was -0.05 lower than the previous day. The implied volatity was 31.88, the open interest changed by 7 which increased total open position to 41
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 7.6, which was 2.35 higher than the previous day. The implied volatity was 33.51, the open interest changed by 12 which increased total open position to 34
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 5.25, which was 3.20 higher than the previous day. The implied volatity was 30.49, the open interest changed by 16 which increased total open position to 21
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 2.05, 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 2.05, which was 0.00 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 7 Nov GAIL was trading at 210.43. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by 2 which increased total open position to 6
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 2.1, which was -2.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by 3 which increased total open position to 3
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 4.4, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 4.4, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 4.4, 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 4.4, 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 22 Oct GAIL was trading at 212.13. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
