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[--[65.84.65.76]--]
GAIL
Gail (india) Ltd

188.3 1.62 (0.87%)

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Historical option data for GAIL

21 Nov 2024 04:11 PM IST
GAIL 28NOV2024 190 CE
Delta: 0.47
Vega: 0.10
Theta: -0.27
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 188.30 3.1 1.05 33.55 6,087 190 1,367
20 Nov 186.68 2.05 0.00 30.06 3,531 175 1,174
19 Nov 186.68 2.05 0.15 30.06 3,531 172 1,174
18 Nov 185.46 1.9 -2.00 29.64 3,207 400 994
14 Nov 188.89 3.9 -1.10 27.31 2,702 242 595
13 Nov 189.47 5 -2.45 30.04 1,034 147 343
12 Nov 194.15 7.45 -7.25 28.31 183 86 203
11 Nov 202.93 14.7 -1.45 29.32 67 7 119
8 Nov 204.17 16.15 -9.85 29.74 36 2 114
7 Nov 210.43 26 4.85 62.67 14 1 113
6 Nov 208.92 21.15 9.40 35.10 258 -44 114
5 Nov 196.41 11.75 -0.50 36.50 609 74 158
4 Nov 196.19 12.25 -2.65 40.48 133 13 83
1 Nov 200.16 14.9 -0.60 36.43 4 0 68
31 Oct 199.99 15.5 -5.75 - 71 48 68
30 Oct 203.73 21.25 4.35 - 6 0 14
29 Oct 205.12 16.9 -32.90 - 15 13 13
28 Oct 206.85 49.8 0.00 - 0 0 0
25 Oct 206.08 49.8 0.00 - 0 0 0
24 Oct 210.44 49.8 0.00 - 0 0 0
23 Oct 211.47 49.8 0.00 - 0 0 0
22 Oct 212.13 49.8 0.00 - 0 0 0
21 Oct 219.65 49.8 0.00 - 0 0 0
18 Oct 221.43 49.8 0.00 - 0 0 0
17 Oct 222.02 49.8 0.00 - 0 0 0
16 Oct 231.86 49.8 0.00 - 0 0 0
9 Oct 222.56 49.8 0.00 - 0 0 0
8 Oct 224.75 49.8 49.80 - 0 0 0
25 Sept 225.59 0 0.00 - 0 0 0
24 Sept 222.68 0 0.00 - 0 0 0
23 Sept 220.33 0 0.00 - 0 0 0
20 Sept 212.16 0 0.00 - 0 0 0
19 Sept 210.92 0 0.00 - 0 0 0
18 Sept 217.94 0 0.00 - 0 0 0
17 Sept 219.73 0 0.00 - 0 0 0
16 Sept 217.83 0 0.00 - 0 0 0
13 Sept 218.87 0 0.00 - 0 0 0
12 Sept 220.64 0 0.00 - 0 0 0
11 Sept 217.19 0 0.00 - 0 0 0
10 Sept 219.93 0 0.00 - 0 0 0
9 Sept 217.75 0 0.00 - 0 0 0
6 Sept 222.82 0 0.00 - 0 0 0
5 Sept 228.12 0 0.00 - 0 0 0
4 Sept 229.97 0 0.00 - 0 0 0
3 Sept 232.53 0 0.00 - 0 0 0
2 Sept 234.06 0 - 0 0 0


For Gail (India) Ltd - strike price 190 expiring on 28NOV2024

Delta for 190 CE is 0.47

Historical price for 190 CE is as follows

On 21 Nov GAIL was trading at 188.30. The strike last trading price was 3.1, which was 1.05 higher than the previous day. The implied volatity was 33.55, the open interest changed by 190 which increased total open position to 1367


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 30.06, the open interest changed by 175 which increased total open position to 1174


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 30.06, the open interest changed by 172 which increased total open position to 1174


On 18 Nov GAIL was trading at 185.46. The strike last trading price was 1.9, which was -2.00 lower than the previous day. The implied volatity was 29.64, the open interest changed by 400 which increased total open position to 994


On 14 Nov GAIL was trading at 188.89. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 27.31, the open interest changed by 242 which increased total open position to 595


On 13 Nov GAIL was trading at 189.47. The strike last trading price was 5, which was -2.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 147 which increased total open position to 343


On 12 Nov GAIL was trading at 194.15. The strike last trading price was 7.45, which was -7.25 lower than the previous day. The implied volatity was 28.31, the open interest changed by 86 which increased total open position to 203


On 11 Nov GAIL was trading at 202.93. The strike last trading price was 14.7, which was -1.45 lower than the previous day. The implied volatity was 29.32, the open interest changed by 7 which increased total open position to 119


On 8 Nov GAIL was trading at 204.17. The strike last trading price was 16.15, which was -9.85 lower than the previous day. The implied volatity was 29.74, the open interest changed by 2 which increased total open position to 114


On 7 Nov GAIL was trading at 210.43. The strike last trading price was 26, which was 4.85 higher than the previous day. The implied volatity was 62.67, the open interest changed by 1 which increased total open position to 113


On 6 Nov GAIL was trading at 208.92. The strike last trading price was 21.15, which was 9.40 higher than the previous day. The implied volatity was 35.10, the open interest changed by -44 which decreased total open position to 114


On 5 Nov GAIL was trading at 196.41. The strike last trading price was 11.75, which was -0.50 lower than the previous day. The implied volatity was 36.50, the open interest changed by 74 which increased total open position to 158


On 4 Nov GAIL was trading at 196.19. The strike last trading price was 12.25, which was -2.65 lower than the previous day. The implied volatity was 40.48, the open interest changed by 13 which increased total open position to 83


On 1 Nov GAIL was trading at 200.16. The strike last trading price was 14.9, which was -0.60 lower than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 68


On 31 Oct GAIL was trading at 199.99. The strike last trading price was 15.5, which was -5.75 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 21.25, which was 4.35 higher 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 16.9, which was -32.90 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 49.8, 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 25 Oct GAIL was trading at 206.08. The strike last trading price was 49.8, 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 24 Oct GAIL was trading at 210.44. The strike last trading price was 49.8, 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 23 Oct GAIL was trading at 211.47. The strike last trading price was 49.8, 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 49.8, 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 21 Oct GAIL was trading at 219.65. The strike last trading price was 49.8, 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 18 Oct GAIL was trading at 221.43. The strike last trading price was 49.8, 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 17 Oct GAIL was trading at 222.02. The strike last trading price was 49.8, 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 16 Oct GAIL was trading at 231.86. The strike last trading price was 49.8, 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 9 Oct GAIL was trading at 222.56. The strike last trading price was 49.8, 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 8 Oct GAIL was trading at 224.75. The strike last trading price was 49.8, which was 49.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept GAIL was trading at 225.59. 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 24 Sept GAIL was trading at 222.68. 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 23 Sept GAIL was trading at 220.33. 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 20 Sept GAIL was trading at 212.16. 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 which decreased total open position to


On 19 Sept GAIL was trading at 210.92. 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 18 Sept GAIL was trading at 217.94. 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 17 Sept GAIL was trading at 219.73. 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 16 Sept GAIL was trading at 217.83. 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 13 Sept GAIL was trading at 218.87. 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 12 Sept GAIL was trading at 220.64. 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 11 Sept GAIL was trading at 217.19. 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 10 Sept GAIL was trading at 219.93. 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 9 Sept GAIL was trading at 217.75. 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 6 Sept GAIL was trading at 222.82. 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 5 Sept GAIL was trading at 228.12. 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 4 Sept GAIL was trading at 229.97. 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 3 Sept GAIL was trading at 232.53. 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 2 Sept GAIL was trading at 234.06. 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 28NOV2024 190 PE
Delta: -0.53
Vega: 0.10
Theta: -0.22
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 188.30 3.95 -1.80 33.59 1,805 -13 571
20 Nov 186.68 5.75 0.00 31.70 1,398 -79 582
19 Nov 186.68 5.75 -0.85 31.70 1,398 -81 582
18 Nov 185.46 6.6 2.25 32.94 2,967 -51 672
14 Nov 188.89 4.35 -0.05 28.51 2,231 -55 724
13 Nov 189.47 4.4 1.65 31.14 4,183 183 791
12 Nov 194.15 2.75 1.65 30.23 1,553 -74 615
11 Nov 202.93 1.1 -0.05 32.27 701 -1 691
8 Nov 204.17 1.15 0.40 32.05 1,616 -95 994
7 Nov 210.43 0.75 -0.15 35.02 1,318 -5 1,091
6 Nov 208.92 0.9 -3.10 33.97 3,533 281 1,102
5 Nov 196.41 4 -1.70 37.89 2,423 204 817
4 Nov 196.19 5.7 1.40 45.44 1,362 295 617
1 Nov 200.16 4.3 0.15 42.65 207 41 322
31 Oct 199.99 4.15 1.45 - 833 23 278
30 Oct 203.73 2.7 0.30 - 171 44 256
29 Oct 205.12 2.4 -0.05 - 308 55 211
28 Oct 206.85 2.45 -0.20 - 135 52 155
25 Oct 206.08 2.65 0.85 - 160 46 103
24 Oct 210.44 1.8 0.10 - 45 13 57
23 Oct 211.47 1.7 -0.15 - 23 7 45
22 Oct 212.13 1.85 0.85 - 36 13 37
21 Oct 219.65 1 0.10 - 15 8 23
18 Oct 221.43 0.9 0.00 - 10 2 16
17 Oct 222.02 0.9 0.10 - 14 7 14
16 Oct 231.86 0.8 -1.05 - 2 1 6
9 Oct 222.56 1.85 1.05 - 3 -2 6
8 Oct 224.75 0.8 -0.05 - 3 1 6
25 Sept 225.59 0.85 -3.65 - 5 4 4
24 Sept 222.68 4.5 0.00 - 0 0 0
23 Sept 220.33 4.5 0.00 - 0 0 0
20 Sept 212.16 4.5 0.00 - 0 0 0
19 Sept 210.92 4.5 0.00 - 0 0 0
18 Sept 217.94 4.5 0.00 - 0 0 0
17 Sept 219.73 4.5 0.00 - 0 0 0
16 Sept 217.83 4.5 0.00 - 0 0 0
13 Sept 218.87 4.5 0.00 - 0 0 0
12 Sept 220.64 4.5 0.00 - 0 0 0
11 Sept 217.19 4.5 0.00 - 0 0 0
10 Sept 219.93 4.5 4.50 - 0 0 0
9 Sept 217.75 0 0.00 - 0 0 0
6 Sept 222.82 0 0.00 - 0 0 0
5 Sept 228.12 0 0.00 - 0 0 0
4 Sept 229.97 0 0.00 - 0 0 0
3 Sept 232.53 0 0.00 - 0 0 0
2 Sept 234.06 0 - 0 0 0


For Gail (India) Ltd - strike price 190 expiring on 28NOV2024

Delta for 190 PE is -0.53

Historical price for 190 PE is as follows

On 21 Nov GAIL was trading at 188.30. The strike last trading price was 3.95, which was -1.80 lower than the previous day. The implied volatity was 33.59, the open interest changed by -13 which decreased total open position to 571


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 31.70, the open interest changed by -79 which decreased total open position to 582


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 5.75, which was -0.85 lower than the previous day. The implied volatity was 31.70, the open interest changed by -81 which decreased total open position to 582


On 18 Nov GAIL was trading at 185.46. The strike last trading price was 6.6, which was 2.25 higher than the previous day. The implied volatity was 32.94, the open interest changed by -51 which decreased total open position to 672


On 14 Nov GAIL was trading at 188.89. The strike last trading price was 4.35, which was -0.05 lower than the previous day. The implied volatity was 28.51, the open interest changed by -55 which decreased total open position to 724


On 13 Nov GAIL was trading at 189.47. The strike last trading price was 4.4, which was 1.65 higher than the previous day. The implied volatity was 31.14, the open interest changed by 183 which increased total open position to 791


On 12 Nov GAIL was trading at 194.15. The strike last trading price was 2.75, which was 1.65 higher than the previous day. The implied volatity was 30.23, the open interest changed by -74 which decreased total open position to 615


On 11 Nov GAIL was trading at 202.93. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 32.27, the open interest changed by -1 which decreased total open position to 691


On 8 Nov GAIL was trading at 204.17. The strike last trading price was 1.15, which was 0.40 higher than the previous day. The implied volatity was 32.05, the open interest changed by -95 which decreased total open position to 994


On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 35.02, the open interest changed by -5 which decreased total open position to 1091


On 6 Nov GAIL was trading at 208.92. The strike last trading price was 0.9, which was -3.10 lower than the previous day. The implied volatity was 33.97, the open interest changed by 281 which increased total open position to 1102


On 5 Nov GAIL was trading at 196.41. The strike last trading price was 4, which was -1.70 lower than the previous day. The implied volatity was 37.89, the open interest changed by 204 which increased total open position to 817


On 4 Nov GAIL was trading at 196.19. The strike last trading price was 5.7, which was 1.40 higher than the previous day. The implied volatity was 45.44, the open interest changed by 295 which increased total open position to 617


On 1 Nov GAIL was trading at 200.16. The strike last trading price was 4.3, which was 0.15 higher than the previous day. The implied volatity was 42.65, the open interest changed by 41 which increased total open position to 322


On 31 Oct GAIL was trading at 199.99. The strike last trading price was 4.15, which was 1.45 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 2.7, which was 0.30 higher 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 2.4, which was -0.05 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 2.45, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct GAIL was trading at 206.08. The strike last trading price was 2.65, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct GAIL was trading at 210.44. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct GAIL was trading at 211.47. The strike last trading price was 1.7, which was -0.15 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 1.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct GAIL was trading at 219.65. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct GAIL was trading at 221.43. The strike last trading price was 0.9, 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 17 Oct GAIL was trading at 222.02. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct GAIL was trading at 231.86. The strike last trading price was 0.8, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct GAIL was trading at 222.56. The strike last trading price was 1.85, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct GAIL was trading at 224.75. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept GAIL was trading at 225.59. The strike last trading price was 0.85, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept GAIL was trading at 222.68. The strike last trading price was 4.5, 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 23 Sept GAIL was trading at 220.33. The strike last trading price was 4.5, 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 20 Sept GAIL was trading at 212.16. The strike last trading price was 4.5, 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 19 Sept GAIL was trading at 210.92. The strike last trading price was 4.5, 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 18 Sept GAIL was trading at 217.94. The strike last trading price was 4.5, 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 17 Sept GAIL was trading at 219.73. The strike last trading price was 4.5, 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 16 Sept GAIL was trading at 217.83. The strike last trading price was 4.5, 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 13 Sept GAIL was trading at 218.87. The strike last trading price was 4.5, 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 12 Sept GAIL was trading at 220.64. The strike last trading price was 4.5, 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 11 Sept GAIL was trading at 217.19. The strike last trading price was 4.5, 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 10 Sept GAIL was trading at 219.93. The strike last trading price was 4.5, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept GAIL was trading at 217.75. 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 6 Sept GAIL was trading at 222.82. 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 5 Sept GAIL was trading at 228.12. 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 4 Sept GAIL was trading at 229.97. 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 3 Sept GAIL was trading at 232.53. 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 2 Sept GAIL was trading at 234.06. 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