GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.10
Theta: -0.24
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 1.95 | 0.60 | 31.93 | 1,756 | 47 | 287 | |||
| 20 Nov | 186.68 | 1.35 | 0.00 | 30.26 | 915 | -28 | 240 | |||
| 19 Nov | 186.68 | 1.35 | 0.05 | 30.26 | 915 | -28 | 240 | |||
| 18 Nov | 185.46 | 1.3 | -1.50 | 30.28 | 730 | 62 | 269 | |||
| 14 Nov | 188.89 | 2.8 | -0.90 | 27.11 | 982 | 71 | 206 | |||
| 13 Nov | 189.47 | 3.7 | -2.20 | 29.21 | 465 | 97 | 132 | |||
| 12 Nov | 194.15 | 5.9 | -7.15 | 27.49 | 51 | 7 | 32 | |||
| 11 Nov | 202.93 | 13.05 | -0.95 | 33.01 | 6 | 1 | 25 | |||
| 8 Nov | 204.17 | 14 | -7.50 | 29.17 | 11 | -1 | 23 | |||
| 7 Nov | 210.43 | 21.5 | 2.55 | 43.88 | 1 | 0 | 24 | |||
| 6 Nov | 208.92 | 18.95 | 8.75 | 34.44 | 103 | -13 | 23 | |||
| 5 Nov | 196.41 | 10.2 | -0.60 | 36.59 | 305 | 22 | 36 | |||
| 4 Nov | 196.19 | 10.8 | -3.35 | 40.72 | 45 | 6 | 13 | |||
| 1 Nov | 200.16 | 14.15 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 31 Oct | 199.99 | 14.15 | -29.45 | - | 9 | 6 | 6 | |||
| 30 Oct | 203.73 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 205.12 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 206.85 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 206.08 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 210.44 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 211.47 | 43.6 | 43.60 | - | 0 | 0 | 0 | |||
| 22 Oct | 212.13 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 219.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 221.43 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 222.02 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 231.86 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 222.56 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 224.75 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 192.5 expiring on 28NOV2024
Delta for 192.5 CE is 0.35
Historical price for 192.5 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 1.95, which was 0.60 higher than the previous day. The implied volatity was 31.93, the open interest changed by 47 which increased total open position to 287
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by -28 which decreased total open position to 240
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 30.26, the open interest changed by -28 which decreased total open position to 240
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 1.3, which was -1.50 lower than the previous day. The implied volatity was 30.28, the open interest changed by 62 which increased total open position to 269
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 2.8, which was -0.90 lower than the previous day. The implied volatity was 27.11, the open interest changed by 71 which increased total open position to 206
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 3.7, which was -2.20 lower than the previous day. The implied volatity was 29.21, the open interest changed by 97 which increased total open position to 132
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 5.9, which was -7.15 lower than the previous day. The implied volatity was 27.49, the open interest changed by 7 which increased total open position to 32
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 13.05, which was -0.95 lower than the previous day. The implied volatity was 33.01, the open interest changed by 1 which increased total open position to 25
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 14, which was -7.50 lower than the previous day. The implied volatity was 29.17, the open interest changed by -1 which decreased total open position to 23
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 21.5, which was 2.55 higher than the previous day. The implied volatity was 43.88, the open interest changed by 0 which decreased total open position to 24
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 18.95, which was 8.75 higher than the previous day. The implied volatity was 34.44, the open interest changed by -13 which decreased total open position to 23
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 10.2, which was -0.60 lower than the previous day. The implied volatity was 36.59, the open interest changed by 22 which increased total open position to 36
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 10.8, which was -3.35 lower than the previous day. The implied volatity was 40.72, the open interest changed by 6 which increased total open position to 13
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 14.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 14.15, which was -29.45 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, which was 43.60 higher 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 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 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 Oct GAIL was trading at 221.43. 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 Oct GAIL was trading at 222.02. 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 Oct GAIL was trading at 231.86. 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 Oct GAIL was trading at 222.56. 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 8 Oct GAIL was trading at 224.75. 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 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.10
Theta: -0.21
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 5.55 | -1.80 | 34.58 | 117 | 4 | 136 |
| 20 Nov | 186.68 | 7.35 | 0.00 | 30.10 | 98 | 6 | 132 |
| 19 Nov | 186.68 | 7.35 | -0.90 | 30.10 | 98 | 6 | 132 |
| 18 Nov | 185.46 | 8.25 | 2.50 | 31.59 | 202 | 7 | 126 |
| 14 Nov | 188.89 | 5.75 | 0.10 | 28.41 | 292 | -17 | 119 |
| 13 Nov | 189.47 | 5.65 | 2.05 | 30.72 | 833 | 11 | 136 |
| 12 Nov | 194.15 | 3.6 | 2.20 | 29.44 | 568 | 20 | 141 |
| 11 Nov | 202.93 | 1.4 | -0.10 | 30.87 | 88 | 16 | 125 |
| 8 Nov | 204.17 | 1.5 | 0.60 | 31.24 | 138 | 20 | 110 |
| 7 Nov | 210.43 | 0.9 | -0.25 | 33.54 | 130 | -14 | 92 |
| 6 Nov | 208.92 | 1.15 | -3.80 | 33.14 | 316 | 14 | 109 |
| 5 Nov | 196.41 | 4.95 | -1.60 | 37.99 | 505 | 25 | 94 |
| 4 Nov | 196.19 | 6.55 | 1.35 | 44.52 | 236 | 23 | 70 |
| 1 Nov | 200.16 | 5.2 | 0.30 | 42.90 | 8 | 1 | 47 |
| 31 Oct | 199.99 | 4.9 | 1.80 | - | 109 | 49 | 49 |
| 30 Oct | 203.73 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 205.12 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 206.85 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 206.08 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 210.44 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 211.47 | 3.1 | 3.10 | - | 0 | 0 | 0 |
| 22 Oct | 212.13 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 219.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 221.43 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 222.02 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 231.86 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 222.56 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 224.75 | 0 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 192.5 expiring on 28NOV2024
Delta for 192.5 PE is -0.63
Historical price for 192.5 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 5.55, which was -1.80 lower than the previous day. The implied volatity was 34.58, the open interest changed by 4 which increased total open position to 136
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 7.35, which was 0.00 lower than the previous day. The implied volatity was 30.10, the open interest changed by 6 which increased total open position to 132
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 7.35, which was -0.90 lower than the previous day. The implied volatity was 30.10, the open interest changed by 6 which increased total open position to 132
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 8.25, which was 2.50 higher than the previous day. The implied volatity was 31.59, the open interest changed by 7 which increased total open position to 126
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 5.75, which was 0.10 higher than the previous day. The implied volatity was 28.41, the open interest changed by -17 which decreased total open position to 119
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 5.65, which was 2.05 higher than the previous day. The implied volatity was 30.72, the open interest changed by 11 which increased total open position to 136
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 3.6, which was 2.20 higher than the previous day. The implied volatity was 29.44, the open interest changed by 20 which increased total open position to 141
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 30.87, the open interest changed by 16 which increased total open position to 125
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 1.5, which was 0.60 higher than the previous day. The implied volatity was 31.24, the open interest changed by 20 which increased total open position to 110
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 33.54, the open interest changed by -14 which decreased total open position to 92
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 1.15, which was -3.80 lower than the previous day. The implied volatity was 33.14, the open interest changed by 14 which increased total open position to 109
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 4.95, which was -1.60 lower than the previous day. The implied volatity was 37.99, the open interest changed by 25 which increased total open position to 94
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 6.55, which was 1.35 higher than the previous day. The implied volatity was 44.52, the open interest changed by 23 which increased total open position to 70
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 5.2, which was 0.30 higher than the previous day. The implied volatity was 42.90, the open interest changed by 1 which increased total open position to 47
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 4.9, which was 1.80 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 3.1, 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 3.1, 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 3.1, 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 3.1, 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 3.1, 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 3.1, which was 3.10 higher 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 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 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 Oct GAIL was trading at 221.43. 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 Oct GAIL was trading at 222.02. 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 Oct GAIL was trading at 231.86. 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 Oct GAIL was trading at 222.56. 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 8 Oct GAIL was trading at 224.75. 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
