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

192.42 -1.20 (-0.62%)

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Historical option data for GAIL

20 Dec 2024 04:11 PM IST
GAIL 26DEC2024 195 CE
Delta: 0.41
Vega: 0.10
Theta: -0.26
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
20 Dec 192.42 2.15 -0.55 29.86 10,577.011 476.968 1,286.84
19 Dec 193.62 2.7 -0.50 30.95 8,805.415 149.904 829.34
18 Dec 193.54 3.2 -3.00 29.90 4,800.83 282.287 677.489
17 Dec 199.57 6.2 -4.70 31.61 284.234 136.277 395.202
16 Dec 203.82 10.9 -0.20 38.82 70.085 -5.84 262.819
13 Dec 204.90 11.1 -0.15 26.40 140.17 -5.84 268.66
12 Dec 205.22 11.25 -3.00 - 3.894 0 276.447
11 Dec 205.82 14.25 0.15 44.82 1.947 0 276.447
10 Dec 207.54 14.1 -1.40 26.89 15.574 1.947 274.5
9 Dec 208.67 15.5 -1.60 30.00 29.202 -9.734 272.553
6 Dec 210.41 17.1 1.90 26.37 110.968 -35.043 282.287
5 Dec 208.87 15.2 0.80 19.11 183 -64.245 321.223
4 Dec 206.73 14.4 5.30 24.05 558.734 -81.766 387.415
3 Dec 199.99 9.1 0.60 27.31 389.362 -21.415 469.181
2 Dec 198.54 8.5 -0.85 28.55 494.489 1.947 494.489
29 Nov 199.46 9.35 0.50 28.48 804.032 15.574 502.277
28 Nov 196.70 8.85 1.35 29.98 1,265.426 70.085 492.543
27 Nov 194.88 7.5 0.25 30.48 685.277 163.532 422.457
26 Nov 193.97 7.25 -2.90 31.49 270.606 97.34 251.138
25 Nov 199.19 10.15 3.25 29.18 237.511 42.83 153.798
22 Nov 192.61 6.9 1.60 30.20 132.383 38.936 149.904
21 Nov 188.30 5.3 0.80 30.82 91.5 9.734 109.021
20 Nov 186.68 4.5 0.00 31.15 101.234 44.777 95.394
19 Nov 186.68 4.5 0.35 31.15 101.234 40.883 95.394
18 Nov 185.46 4.15 -1.75 30.49 48.67 21.415 52.564
14 Nov 188.89 5.9 -1.10 29.58 44.777 3.894 33.096
13 Nov 189.47 7 -1.50 31.66 21.415 13.628 27.255
12 Nov 194.15 8.5 -12.20 28.49 15.574 11.681 11.681
11 Nov 202.93 20.7 0.00 0.00 0 0 0
8 Nov 204.17 20.7 0.00 0.00 0 -1.947 0
7 Nov 210.43 20.7 8.45 28.54 1.947 0 1.947
6 Nov 208.92 12.25 0.00 0.00 0 1.947 0
5 Nov 196.41 12.25 -32.30 33.92 1.947 0 0
4 Nov 196.19 44.55 44.55 - 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 0.00 - 0 0 0
21 Oct 219.65 0 - 0 0 0


For Gail (India) Ltd - strike price 195 expiring on 26DEC2024

Delta for 195 CE is 0.41

Historical price for 195 CE is as follows

On 20 Dec GAIL was trading at 192.42. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 29.86, the open interest changed by 245 which increased total open position to 661


On 19 Dec GAIL was trading at 193.62. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 30.95, the open interest changed by 77 which increased total open position to 426


On 18 Dec GAIL was trading at 193.54. The strike last trading price was 3.2, which was -3.00 lower than the previous day. The implied volatity was 29.90, the open interest changed by 145 which increased total open position to 348


On 17 Dec GAIL was trading at 199.57. The strike last trading price was 6.2, which was -4.70 lower than the previous day. The implied volatity was 31.61, the open interest changed by 70 which increased total open position to 203


On 16 Dec GAIL was trading at 203.82. The strike last trading price was 10.9, which was -0.20 lower than the previous day. The implied volatity was 38.82, the open interest changed by -3 which decreased total open position to 135


On 13 Dec GAIL was trading at 204.90. The strike last trading price was 11.1, which was -0.15 lower than the previous day. The implied volatity was 26.40, the open interest changed by -3 which decreased total open position to 138


On 12 Dec GAIL was trading at 205.22. The strike last trading price was 11.25, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142


On 11 Dec GAIL was trading at 205.82. The strike last trading price was 14.25, which was 0.15 higher than the previous day. The implied volatity was 44.82, the open interest changed by 0 which decreased total open position to 142


On 10 Dec GAIL was trading at 207.54. The strike last trading price was 14.1, which was -1.40 lower than the previous day. The implied volatity was 26.89, the open interest changed by 1 which increased total open position to 141


On 9 Dec GAIL was trading at 208.67. The strike last trading price was 15.5, which was -1.60 lower than the previous day. The implied volatity was 30.00, the open interest changed by -5 which decreased total open position to 140


On 6 Dec GAIL was trading at 210.41. The strike last trading price was 17.1, which was 1.90 higher than the previous day. The implied volatity was 26.37, the open interest changed by -18 which decreased total open position to 145


On 5 Dec GAIL was trading at 208.87. The strike last trading price was 15.2, which was 0.80 higher than the previous day. The implied volatity was 19.11, the open interest changed by -33 which decreased total open position to 165


On 4 Dec GAIL was trading at 206.73. The strike last trading price was 14.4, which was 5.30 higher than the previous day. The implied volatity was 24.05, the open interest changed by -42 which decreased total open position to 199


On 3 Dec GAIL was trading at 199.99. The strike last trading price was 9.1, which was 0.60 higher than the previous day. The implied volatity was 27.31, the open interest changed by -11 which decreased total open position to 241


On 2 Dec GAIL was trading at 198.54. The strike last trading price was 8.5, which was -0.85 lower than the previous day. The implied volatity was 28.55, the open interest changed by 1 which increased total open position to 254


On 29 Nov GAIL was trading at 199.46. The strike last trading price was 9.35, which was 0.50 higher than the previous day. The implied volatity was 28.48, the open interest changed by 8 which increased total open position to 258


On 28 Nov GAIL was trading at 196.70. The strike last trading price was 8.85, which was 1.35 higher than the previous day. The implied volatity was 29.98, the open interest changed by 36 which increased total open position to 253


On 27 Nov GAIL was trading at 194.88. The strike last trading price was 7.5, which was 0.25 higher than the previous day. The implied volatity was 30.48, the open interest changed by 84 which increased total open position to 217


On 26 Nov GAIL was trading at 193.97. The strike last trading price was 7.25, which was -2.90 lower than the previous day. The implied volatity was 31.49, the open interest changed by 50 which increased total open position to 129


On 25 Nov GAIL was trading at 199.19. The strike last trading price was 10.15, which was 3.25 higher than the previous day. The implied volatity was 29.18, the open interest changed by 22 which increased total open position to 79


On 22 Nov GAIL was trading at 192.61. The strike last trading price was 6.9, which was 1.60 higher than the previous day. The implied volatity was 30.20, the open interest changed by 20 which increased total open position to 77


On 21 Nov GAIL was trading at 188.30. The strike last trading price was 5.3, which was 0.80 higher than the previous day. The implied volatity was 30.82, the open interest changed by 5 which increased total open position to 56


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 31.15, the open interest changed by 23 which increased total open position to 49


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 31.15, the open interest changed by 21 which increased total open position to 49


On 18 Nov GAIL was trading at 185.46. The strike last trading price was 4.15, which was -1.75 lower than the previous day. The implied volatity was 30.49, the open interest changed by 11 which increased total open position to 27


On 14 Nov GAIL was trading at 188.89. The strike last trading price was 5.9, which was -1.10 lower than the previous day. The implied volatity was 29.58, the open interest changed by 2 which increased total open position to 17


On 13 Nov GAIL was trading at 189.47. The strike last trading price was 7, which was -1.50 lower than the previous day. The implied volatity was 31.66, the open interest changed by 7 which increased total open position to 14


On 12 Nov GAIL was trading at 194.15. The strike last trading price was 8.5, which was -12.20 lower than the previous day. The implied volatity was 28.49, the open interest changed by 6 which increased total open position to 6


On 11 Nov GAIL was trading at 202.93. The strike last trading price was 20.7, 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 20.7, 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 7 Nov GAIL was trading at 210.43. The strike last trading price was 20.7, which was 8.45 higher than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 1


On 6 Nov GAIL was trading at 208.92. The strike last trading price was 12.25, 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 5 Nov GAIL was trading at 196.41. The strike last trading price was 12.25, which was -32.30 lower than the previous day. The implied volatity was 33.92, 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 44.55, which was 44.55 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GAIL 26DEC2024 195 PE
Delta: -0.59
Vega: 0.10
Theta: -0.20
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
20 Dec 192.42 3.9 0.40 29.44 10,068.894 -73.979 622.979
19 Dec 193.62 3.5 0.05 26.07 4,680.128 -79.819 708.638
18 Dec 193.54 3.45 1.60 27.95 6,381.638 -110.968 792.351
17 Dec 199.57 1.85 1.00 28.31 2,129.809 110.968 915
16 Dec 203.82 0.85 0.20 28.79 1,222.596 62.298 802.085
13 Dec 204.90 0.65 -0.15 25.03 2,223.255 -15.574 739.787
12 Dec 205.22 0.8 -0.15 28.19 1,012.34 21.415 753.415
11 Dec 205.82 0.95 0.10 27.99 619.085 -58.404 726.16
10 Dec 207.54 0.85 0.05 29.21 549 21.415 790.404
9 Dec 208.67 0.8 0.00 29.43 695.011 -38.936 770.936
6 Dec 210.41 0.8 -0.35 29.47 1,154.457 -52.564 809.872
5 Dec 208.87 1.15 -0.30 30.21 1,648.947 -35.043 864.383
4 Dec 206.73 1.45 -1.50 30.27 1,779.383 13.628 901.372
3 Dec 199.99 2.95 -0.50 28.07 747.574 144.064 889.691
2 Dec 198.54 3.45 -0.25 27.69 1,066.851 97.34 745.628
29 Nov 199.46 3.7 -1.20 28.82 1,343.298 91.5 626.872
28 Nov 196.70 4.9 -1.25 31.62 1,818.319 149.904 533.426
27 Nov 194.88 6.15 -0.75 31.74 473.074 134.33 383.521
26 Nov 193.97 6.9 2.35 32.38 434.138 118.755 249.191
25 Nov 199.19 4.55 -2.95 31.51 270.606 109.021 130.436
22 Nov 192.61 7.5 -2.95 31.09 64.245 46.723 68.138
21 Nov 188.30 10.45 0.45 34.31 7.787 0 21.415
20 Nov 186.68 10 0.00 24.22 1.947 0 21.415
19 Nov 186.68 10 -2.45 24.22 1.947 0 21.415
18 Nov 185.46 12.45 2.15 32.59 3.894 1.947 23.362
14 Nov 188.89 10.3 0.00 32.07 1.947 0 21.415
13 Nov 189.47 10.3 2.80 33.88 23.362 1.947 21.415
12 Nov 194.15 7.5 3.40 30.71 19.468 11.681 17.521
11 Nov 202.93 4.1 1.40 29.90 3.894 1.947 5.84
8 Nov 204.17 2.7 0.00 0.00 0 1.947 0
7 Nov 210.43 2.7 -1.25 30.92 3.894 1.947 3.894
6 Nov 208.92 3.95 -1.50 34.41 1.947 0 0
5 Nov 196.41 5.45 0.00 2.10 0 0 0
4 Nov 196.19 5.45 0.00 1.84 0 0 0
1 Nov 200.16 5.45 0.00 3.29 0 0 0
31 Oct 199.99 5.45 0.00 - 0 0 0
30 Oct 203.73 5.45 5.45 - 0 0 0
22 Oct 212.13 0 0.00 - 0 0 0
21 Oct 219.65 0 - 0 0 0


For Gail (India) Ltd - strike price 195 expiring on 26DEC2024

Delta for 195 PE is -0.59

Historical price for 195 PE is as follows

On 20 Dec GAIL was trading at 192.42. The strike last trading price was 3.9, which was 0.40 higher than the previous day. The implied volatity was 29.44, the open interest changed by -38 which decreased total open position to 320


On 19 Dec GAIL was trading at 193.62. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 26.07, the open interest changed by -41 which decreased total open position to 364


On 18 Dec GAIL was trading at 193.54. The strike last trading price was 3.45, which was 1.60 higher than the previous day. The implied volatity was 27.95, the open interest changed by -57 which decreased total open position to 407


On 17 Dec GAIL was trading at 199.57. The strike last trading price was 1.85, which was 1.00 higher than the previous day. The implied volatity was 28.31, the open interest changed by 57 which increased total open position to 470


On 16 Dec GAIL was trading at 203.82. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 28.79, the open interest changed by 32 which increased total open position to 412


On 13 Dec GAIL was trading at 204.90. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 25.03, the open interest changed by -8 which decreased total open position to 380


On 12 Dec GAIL was trading at 205.22. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by 11 which increased total open position to 387


On 11 Dec GAIL was trading at 205.82. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 27.99, the open interest changed by -30 which decreased total open position to 373


On 10 Dec GAIL was trading at 207.54. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 29.21, the open interest changed by 11 which increased total open position to 406


On 9 Dec GAIL was trading at 208.67. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 29.43, the open interest changed by -20 which decreased total open position to 396


On 6 Dec GAIL was trading at 210.41. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 29.47, the open interest changed by -27 which decreased total open position to 416


On 5 Dec GAIL was trading at 208.87. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 30.21, the open interest changed by -18 which decreased total open position to 444


On 4 Dec GAIL was trading at 206.73. The strike last trading price was 1.45, which was -1.50 lower than the previous day. The implied volatity was 30.27, the open interest changed by 7 which increased total open position to 463


On 3 Dec GAIL was trading at 199.99. The strike last trading price was 2.95, which was -0.50 lower than the previous day. The implied volatity was 28.07, the open interest changed by 74 which increased total open position to 457


On 2 Dec GAIL was trading at 198.54. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 27.69, the open interest changed by 50 which increased total open position to 383


On 29 Nov GAIL was trading at 199.46. The strike last trading price was 3.7, which was -1.20 lower than the previous day. The implied volatity was 28.82, the open interest changed by 47 which increased total open position to 322


On 28 Nov GAIL was trading at 196.70. The strike last trading price was 4.9, which was -1.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by 77 which increased total open position to 274


On 27 Nov GAIL was trading at 194.88. The strike last trading price was 6.15, which was -0.75 lower than the previous day. The implied volatity was 31.74, the open interest changed by 69 which increased total open position to 197


On 26 Nov GAIL was trading at 193.97. The strike last trading price was 6.9, which was 2.35 higher than the previous day. The implied volatity was 32.38, the open interest changed by 61 which increased total open position to 128


On 25 Nov GAIL was trading at 199.19. The strike last trading price was 4.55, which was -2.95 lower than the previous day. The implied volatity was 31.51, the open interest changed by 56 which increased total open position to 67


On 22 Nov GAIL was trading at 192.61. The strike last trading price was 7.5, which was -2.95 lower than the previous day. The implied volatity was 31.09, the open interest changed by 24 which increased total open position to 35


On 21 Nov GAIL was trading at 188.30. The strike last trading price was 10.45, which was 0.45 higher than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 11


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 24.22, the open interest changed by 0 which decreased total open position to 11


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 10, which was -2.45 lower than the previous day. The implied volatity was 24.22, the open interest changed by 0 which decreased total open position to 11


On 18 Nov GAIL was trading at 185.46. The strike last trading price was 12.45, which was 2.15 higher than the previous day. The implied volatity was 32.59, the open interest changed by 1 which increased total open position to 12


On 14 Nov GAIL was trading at 188.89. The strike last trading price was 10.3, which was 0.00 lower than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 11


On 13 Nov GAIL was trading at 189.47. The strike last trading price was 10.3, which was 2.80 higher than the previous day. The implied volatity was 33.88, the open interest changed by 1 which increased total open position to 11


On 12 Nov GAIL was trading at 194.15. The strike last trading price was 7.5, which was 3.40 higher than the previous day. The implied volatity was 30.71, the open interest changed by 6 which increased total open position to 9


On 11 Nov GAIL was trading at 202.93. The strike last trading price was 4.1, which was 1.40 higher than the previous day. The implied volatity was 29.90, the open interest changed by 1 which increased total open position to 3


On 8 Nov GAIL was trading at 204.17. The strike last trading price was 2.7, 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 2.7, which was -1.25 lower than the previous day. The implied volatity was 30.92, the open interest changed by 1 which increased total open position to 2


On 6 Nov GAIL was trading at 208.92. The strike last trading price was 3.95, which was -1.50 lower than the previous day. The implied volatity was 34.41, 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 5.45, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 5.45, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 5.45, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 5.45, 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 5.45, which was 5.45 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to