GAIL
Gail (india) Ltd
Historical option data for GAIL
14 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.13
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 188.89 | 2 | -0.80 | 27.41 | 1,675 | 191 | 853 | |||
| 13 Nov | 189.47 | 2.8 | -1.85 | 29.63 | 3,283 | 379 | 690 | |||
| 12 Nov | 194.15 | 4.65 | -6.00 | 28.67 | 505 | 198 | 321 | |||
| 11 Nov | 202.93 | 10.65 | -1.25 | 29.15 | 16 | -4 | 123 | |||
| 8 Nov | 204.17 | 11.9 | -6.00 | 28.22 | 27 | -3 | 130 | |||
| 7 Nov | 210.43 | 17.9 | 1.50 | 30.58 | 55 | -6 | 133 | |||
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| 6 Nov | 208.92 | 16.4 | 7.65 | 30.41 | 514 | -166 | 141 | |||
| 5 Nov | 196.41 | 8.75 | -0.50 | 36.50 | 1,840 | 225 | 311 | |||
| 4 Nov | 196.19 | 9.25 | -2.25 | 39.82 | 331 | 58 | 88 | |||
| 1 Nov | 200.16 | 11.5 | -0.65 | 35.95 | 6 | 4 | 30 | |||
| 31 Oct | 199.99 | 12.15 | -1.80 | - | 25 | 14 | 23 | |||
| 30 Oct | 203.73 | 13.95 | 0.75 | - | 15 | 4 | 7 | |||
| 29 Oct | 205.12 | 13.2 | -28.40 | - | 3 | 2 | 2 | |||
| 28 Oct | 206.85 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 206.08 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 210.44 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 211.47 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 212.13 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 219.65 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 221.43 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 222.02 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 231.86 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 222.56 | 41.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 224.75 | 41.6 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 195 expiring on 28NOV2024
Delta for 195 CE is 0.31
Historical price for 195 CE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 2, which was -0.80 lower than the previous day. The implied volatity was 27.41, the open interest changed by 191 which increased total open position to 853
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 2.8, which was -1.85 lower than the previous day. The implied volatity was 29.63, the open interest changed by 379 which increased total open position to 690
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 4.65, which was -6.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by 198 which increased total open position to 321
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 10.65, which was -1.25 lower than the previous day. The implied volatity was 29.15, the open interest changed by -4 which decreased total open position to 123
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 11.9, which was -6.00 lower than the previous day. The implied volatity was 28.22, the open interest changed by -3 which decreased total open position to 130
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 17.9, which was 1.50 higher than the previous day. The implied volatity was 30.58, the open interest changed by -6 which decreased total open position to 133
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 16.4, which was 7.65 higher than the previous day. The implied volatity was 30.41, the open interest changed by -166 which decreased total open position to 141
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 8.75, which was -0.50 lower than the previous day. The implied volatity was 36.50, the open interest changed by 225 which increased total open position to 311
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 9.25, which was -2.25 lower than the previous day. The implied volatity was 39.82, the open interest changed by 58 which increased total open position to 88
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was 35.95, the open interest changed by 4 which increased total open position to 30
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 12.15, which was -1.80 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 13.95, which was 0.75 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 13.2, which was -28.40 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 41.6, 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 41.6, 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 41.6, 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 41.6, 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 22 Oct GAIL was trading at 212.13. The strike last trading price was 41.6, 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 21 Oct GAIL was trading at 219.65. The strike last trading price was 41.6, 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 18 Oct GAIL was trading at 221.43. The strike last trading price was 41.6, 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 17 Oct GAIL was trading at 222.02. The strike last trading price was 41.6, 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 16 Oct GAIL was trading at 231.86. The strike last trading price was 41.6, 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 9 Oct GAIL was trading at 222.56. The strike last trading price was 41.6, 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 8 Oct GAIL was trading at 224.75. The strike last trading price was 41.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.13
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 188.89 | 7.45 | 0.20 | 28.90 | 345 | 32 | 352 |
| 13 Nov | 189.47 | 7.25 | 2.55 | 31.28 | 926 | -90 | 320 |
| 12 Nov | 194.15 | 4.7 | 2.80 | 29.00 | 1,960 | 77 | 437 |
| 11 Nov | 202.93 | 1.9 | -0.05 | 30.31 | 513 | -13 | 365 |
| 8 Nov | 204.17 | 1.95 | 0.85 | 30.48 | 886 | 13 | 382 |
| 7 Nov | 210.43 | 1.1 | -0.35 | 32.20 | 928 | -16 | 370 |
| 6 Nov | 208.92 | 1.45 | -4.45 | 32.22 | 1,809 | -46 | 396 |
| 5 Nov | 196.41 | 5.9 | -1.85 | 37.41 | 1,835 | 22 | 443 |
| 4 Nov | 196.19 | 7.75 | 1.65 | 44.87 | 1,056 | 208 | 397 |
| 1 Nov | 200.16 | 6.1 | 0.40 | 42.63 | 99 | 8 | 188 |
| 31 Oct | 199.99 | 5.7 | 1.70 | - | 390 | 78 | 180 |
| 30 Oct | 203.73 | 4 | 0.50 | - | 101 | 37 | 102 |
| 29 Oct | 205.12 | 3.5 | 0.10 | - | 95 | 12 | 66 |
| 28 Oct | 206.85 | 3.4 | -0.45 | - | 47 | 13 | 53 |
| 25 Oct | 206.08 | 3.85 | 1.15 | - | 70 | 12 | 40 |
| 24 Oct | 210.44 | 2.7 | 0.05 | - | 23 | -1 | 28 |
| 23 Oct | 211.47 | 2.65 | 0.65 | - | 15 | 7 | 29 |
| 22 Oct | 212.13 | 2 | -1.55 | - | 23 | 21 | 21 |
| 21 Oct | 219.65 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 221.43 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 222.02 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 231.86 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 222.56 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 224.75 | 3.55 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 195 expiring on 28NOV2024
Delta for 195 PE is -0.68
Historical price for 195 PE is as follows
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 7.45, which was 0.20 higher than the previous day. The implied volatity was 28.90, the open interest changed by 32 which increased total open position to 352
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 7.25, which was 2.55 higher than the previous day. The implied volatity was 31.28, the open interest changed by -90 which decreased total open position to 320
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 4.7, which was 2.80 higher than the previous day. The implied volatity was 29.00, the open interest changed by 77 which increased total open position to 437
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 30.31, the open interest changed by -13 which decreased total open position to 365
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 1.95, which was 0.85 higher than the previous day. The implied volatity was 30.48, the open interest changed by 13 which increased total open position to 382
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 32.20, the open interest changed by -16 which decreased total open position to 370
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 1.45, which was -4.45 lower than the previous day. The implied volatity was 32.22, the open interest changed by -46 which decreased total open position to 396
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 5.9, which was -1.85 lower than the previous day. The implied volatity was 37.41, the open interest changed by 22 which increased total open position to 443
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 7.75, which was 1.65 higher than the previous day. The implied volatity was 44.87, the open interest changed by 208 which increased total open position to 397
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 6.1, which was 0.40 higher than the previous day. The implied volatity was 42.63, the open interest changed by 8 which increased total open position to 188
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 5.7, which was 1.70 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 4, which was 0.50 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 3.5, 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 28 Oct GAIL was trading at 206.85. The strike last trading price was 3.4, which was -0.45 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 3.85, which was 1.15 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 2.7, which was 0.05 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 2.65, which was 0.65 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 2, which was -1.55 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 3.55, 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 3.55, 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 3.55, 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 3.55, 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 3.55, 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 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
