GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Apr 2025 04:11 PM IST
| GAIL 24APR2025 190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.07
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 171.71 | 1 | 0 | 45.27 | 1,123 | 379 | 1,756 | |||
| 9 Apr | 168.86 | 1.05 | -0.45 | 48.11 | 606 | 37 | 1,380 | |||
| 8 Apr | 172.57 | 1.55 | 0.25 | 45.04 | 791 | -12 | 1,343 | |||
| 7 Apr | 169.03 | 1.45 | -0.1 | 47.32 | 1,165 | -30 | 1,358 | |||
| 4 Apr | 176.61 | 1.65 | -1.55 | 33.73 | 1,745 | 311 | 1,386 | |||
| 3 Apr | 183.63 | 3.2 | -0.25 | 30.03 | 1,396 | -62 | 1,075 | |||
| 2 Apr | 184.06 | 3.3 | -1.05 | 29.56 | 2,157 | -42 | 1,135 | |||
| 1 Apr | 186.32 | 4.25 | 0.8 | 29.17 | 3,600 | 227 | 1,177 | |||
| 28 Mar | 183.04 | 3.15 | -0.15 | 28.64 | 2,556 | 55 | 950 | |||
| 27 Mar | 181.56 | 3.45 | 1.5 | 30.20 | 1,746 | 182 | 894 | |||
| 26 Mar | 174.07 | 1.85 | -0.75 | 32.88 | 587 | 94 | 711 | |||
| 25 Mar | 177.70 | 2.5 | -1.3 | 31.43 | 963 | 116 | 619 | |||
| 24 Mar | 181.28 | 3.85 | 2.25 | 31.02 | 2,614 | 160 | 497 | |||
| 21 Mar | 175.05 | 1.55 | 0.8 | 26.98 | 519 | 241 | 335 | |||
| 20 Mar | 168.46 | 0.75 | -0.05 | 28.42 | 111 | 76 | 85 | |||
| 19 Mar | 165.96 | 0.8 | -6.4 | 31.16 | 13 | 8 | 8 | |||
| 18 Mar | 163.00 | 7.2 | 0 | 12.43 | 0 | 0 | 0 | |||
| 17 Mar | 156.58 | 7.2 | 0 | 16.14 | 0 | 0 | 0 | |||
| 13 Mar | 157.96 | 7.2 | 0 | 15.16 | 0 | 0 | 0 | |||
| 12 Mar | 159.20 | 7.2 | 0 | 13.45 | 0 | 0 | 0 | |||
| 11 Mar | 156.78 | 7.2 | 0 | 15.13 | 0 | 0 | 0 | |||
| 10 Mar | 155.14 | 7.2 | 0 | 15.87 | 0 | 0 | 0 | |||
| 7 Mar | 158.14 | 7.2 | 0 | 13.23 | 0 | 0 | 0 | |||
| 6 Mar | 161.46 | 7.2 | 0 | 11.97 | 0 | 0 | 0 | |||
| 5 Mar | 158.95 | 7.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 153.17 | 7.2 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 3 Mar | 154.05 | 7.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 178.41 | 6.7 | 0 | 2.73 | 0 | 0 | 0 | |||
| 5 Feb | 179.50 | 6.7 | 0 | 2.67 | 0 | 0 | 0 | |||
| 4 Feb | 178.00 | 6.7 | 0 | 3.03 | 0 | 0 | 0 | |||
| 3 Feb | 174.34 | 6.7 | 0 | 4.22 | 0 | 0 | 0 | |||
| 1 Feb | 175.60 | 6.7 | 0 | 2.72 | 0 | 0 | 0 | |||
For Gail (India) Ltd - strike price 190 expiring on 24APR2025
Delta for 190 CE is 0.14
Historical price for 190 CE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 45.27, the open interest changed by 379 which increased total open position to 1756
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 48.11, the open interest changed by 37 which increased total open position to 1380
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 45.04, the open interest changed by -12 which decreased total open position to 1343
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 47.32, the open interest changed by -30 which decreased total open position to 1358
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 1.65, which was -1.55 lower than the previous day. The implied volatity was 33.73, the open interest changed by 311 which increased total open position to 1386
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 30.03, the open interest changed by -62 which decreased total open position to 1075
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 3.3, which was -1.05 lower than the previous day. The implied volatity was 29.56, the open interest changed by -42 which decreased total open position to 1135
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 4.25, which was 0.8 higher than the previous day. The implied volatity was 29.17, the open interest changed by 227 which increased total open position to 1177
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 28.64, the open interest changed by 55 which increased total open position to 950
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 3.45, which was 1.5 higher than the previous day. The implied volatity was 30.20, the open interest changed by 182 which increased total open position to 894
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 32.88, the open interest changed by 94 which increased total open position to 711
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 2.5, which was -1.3 lower than the previous day. The implied volatity was 31.43, the open interest changed by 116 which increased total open position to 619
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 3.85, which was 2.25 higher than the previous day. The implied volatity was 31.02, the open interest changed by 160 which increased total open position to 497
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 1.55, which was 0.8 higher than the previous day. The implied volatity was 26.98, the open interest changed by 241 which increased total open position to 335
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by 76 which increased total open position to 85
On 19 Mar GAIL was trading at 165.96. The strike last trading price was 0.8, which was -6.4 lower than the previous day. The implied volatity was 31.16, the open interest changed by 8 which increased total open position to 8
On 18 Mar GAIL was trading at 163.00. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 12.43, 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 7.2, which was 0 lower than the previous day. The implied volatity was 16.14, 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 7.2, which was 0 lower than the previous day. The implied volatity was 15.16, 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 7.2, which was 0 lower than the previous day. The implied volatity was 13.45, 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 7.2, which was 0 lower than the previous day. The implied volatity was 15.13, 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 7.2, which was 0 lower than the previous day. The implied volatity was 15.87, 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 7.2, which was 0 lower than the previous day. The implied volatity was 13.23, 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 7.2, which was 0 lower than the previous day. The implied volatity was 11.97, 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 7.2, 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 7.2, 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 7.2, 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 Feb GAIL was trading at 178.41. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GAIL was trading at 179.50. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GAIL was trading at 178.00. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GAIL was trading at 174.34. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GAIL was trading at 175.60. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
| GAIL 24APR2025 190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.09
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 171.71 | 19.2 | -2.65 | 55.35 | 5 | -2 | 323 |
| 9 Apr | 168.86 | 21.7 | 4.4 | 52.36 | 16 | 0 | 326 |
| 8 Apr | 172.57 | 17.3 | -4.45 | 39.25 | 30 | -6 | 326 |
| 7 Apr | 169.03 | 21 | 6.8 | 54.79 | 45 | 3 | 331 |
| 4 Apr | 176.61 | 13.95 | 5.25 | 36.45 | 126 | -6 | 328 |
| 3 Apr | 183.63 | 8.6 | -0.1 | 32.07 | 89 | -2 | 335 |
| 2 Apr | 184.06 | 8.85 | 1.4 | 33.40 | 324 | 13 | 336 |
| 1 Apr | 186.32 | 7.4 | -1.95 | 31.85 | 372 | -86 | 320 |
| 28 Mar | 183.04 | 10.2 | -0.4 | 32.69 | 425 | -5 | 406 |
| 27 Mar | 181.56 | 10.3 | -5.85 | 31.81 | 199 | 57 | 412 |
| 26 Mar | 174.07 | 15.85 | 2.3 | 31.03 | 104 | 33 | 354 |
| 25 Mar | 177.70 | 13.85 | 3.15 | 33.81 | 163 | 6 | 322 |
| 24 Mar | 181.28 | 10.5 | -4.6 | 30.80 | 431 | 250 | 315 |
| 21 Mar | 175.05 | 15.25 | -5.75 | 31.19 | 60 | 56 | 64 |
| 20 Mar | 168.46 | 21 | -2 | 30.95 | 2 | 1 | 7 |
| 19 Mar | 165.96 | 23 | -7 | 28.04 | 5 | 4 | 5 |
| 18 Mar | 163.00 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 156.58 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 157.96 | 30 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Mar | 159.20 | 30 | 6.6 | 40.88 | 1 | 0 | 0 |
| 11 Mar | 156.78 | 23.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 155.14 | 23.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 158.14 | 23.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 161.46 | 23.4 | 0 | - | 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 |
| 6 Feb | 178.41 | 26.45 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 179.50 | 26.45 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 178.00 | 26.45 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 174.34 | 26.45 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 175.60 | 26.45 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 190 expiring on 24APR2025
Delta for 190 PE is -0.81
Historical price for 190 PE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 19.2, which was -2.65 lower than the previous day. The implied volatity was 55.35, the open interest changed by -2 which decreased total open position to 323
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 21.7, which was 4.4 higher than the previous day. The implied volatity was 52.36, the open interest changed by 0 which decreased total open position to 326
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 17.3, which was -4.45 lower than the previous day. The implied volatity was 39.25, the open interest changed by -6 which decreased total open position to 326
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 21, which was 6.8 higher than the previous day. The implied volatity was 54.79, the open interest changed by 3 which increased total open position to 331
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 13.95, which was 5.25 higher than the previous day. The implied volatity was 36.45, the open interest changed by -6 which decreased total open position to 328
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 8.6, which was -0.1 lower than the previous day. The implied volatity was 32.07, the open interest changed by -2 which decreased total open position to 335
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 8.85, which was 1.4 higher than the previous day. The implied volatity was 33.40, the open interest changed by 13 which increased total open position to 336
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 7.4, which was -1.95 lower than the previous day. The implied volatity was 31.85, the open interest changed by -86 which decreased total open position to 320
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 10.2, which was -0.4 lower than the previous day. The implied volatity was 32.69, the open interest changed by -5 which decreased total open position to 406
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 10.3, which was -5.85 lower than the previous day. The implied volatity was 31.81, the open interest changed by 57 which increased total open position to 412
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 15.85, which was 2.3 higher than the previous day. The implied volatity was 31.03, the open interest changed by 33 which increased total open position to 354
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 13.85, which was 3.15 higher than the previous day. The implied volatity was 33.81, the open interest changed by 6 which increased total open position to 322
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 10.5, which was -4.6 lower than the previous day. The implied volatity was 30.80, the open interest changed by 250 which increased total open position to 315
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 15.25, which was -5.75 lower than the previous day. The implied volatity was 31.19, the open interest changed by 56 which increased total open position to 64
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 21, which was -2 lower than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 7
On 19 Mar GAIL was trading at 165.96. The strike last trading price was 23, which was -7 lower than the previous day. The implied volatity was 28.04, the open interest changed by 4 which increased total open position to 5
On 18 Mar GAIL was trading at 163.00. The strike last trading price was 30, 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 30, 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 30, which was 0 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 12 Mar GAIL was trading at 159.20. The strike last trading price was 30, which was 6.6 higher than the previous day. The implied volatity was 40.88, 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 23.4, 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 10 Mar GAIL was trading at 155.14. The strike last trading price was 23.4, 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 7 Mar GAIL was trading at 158.14. The strike last trading price was 23.4, 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 6 Mar GAIL was trading at 161.46. The strike last trading price was 23.4, 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 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
On 6 Feb GAIL was trading at 178.41. The strike last trading price was 26.45, 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 5 Feb GAIL was trading at 179.50. The strike last trading price was 26.45, 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 4 Feb GAIL was trading at 178.00. The strike last trading price was 26.45, 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 3 Feb GAIL was trading at 174.34. The strike last trading price was 26.45, 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 1 Feb GAIL was trading at 175.60. The strike last trading price was 26.45, 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
