GAIL
Gail (india) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.07
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 0.85 | 0.20 | 33.52 | 815 | -11 | 237 | |||
| 20 Nov | 186.68 | 0.65 | 0.00 | 32.72 | 515 | -37 | 253 | |||
| 19 Nov | 186.68 | 0.65 | 0.00 | 32.72 | 515 | -32 | 253 | |||
| 18 Nov | 185.46 | 0.65 | -0.80 | 32.68 | 826 | 82 | 288 | |||
| 14 Nov | 188.89 | 1.45 | -0.65 | 28.18 | 359 | -29 | 206 | |||
| 13 Nov | 189.47 | 2.1 | -1.40 | 30.14 | 674 | 71 | 242 | |||
| 12 Nov | 194.15 | 3.5 | -5.30 | 28.42 | 466 | 128 | 182 | |||
| 11 Nov | 202.93 | 8.8 | -1.70 | 28.74 | 14 | 1 | 54 | |||
| 8 Nov | 204.17 | 10.5 | -5.15 | 31.02 | 21 | -6 | 54 | |||
| 7 Nov | 210.43 | 15.65 | 1.30 | 29.34 | 22 | -12 | 63 | |||
| 6 Nov | 208.92 | 14.35 | 6.95 | 30.17 | 410 | -63 | 74 | |||
| 5 Nov | 196.41 | 7.4 | -0.75 | 36.22 | 603 | 69 | 138 | |||
| 4 Nov | 196.19 | 8.15 | -1.65 | 40.58 | 228 | 31 | 69 | |||
| 1 Nov | 200.16 | 9.8 | -0.90 | 34.86 | 43 | 19 | 39 | |||
| 31 Oct | 199.99 | 10.7 | -28.90 | - | 48 | 20 | 20 | |||
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| 30 Oct | 203.73 | 39.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 205.12 | 39.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 206.85 | 39.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 206.08 | 39.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 210.44 | 39.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 211.47 | 39.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 212.13 | 39.6 | 39.60 | - | 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 197.5 expiring on 28NOV2024
Delta for 197.5 CE is 0.18
Historical price for 197.5 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 33.52, the open interest changed by -11 which decreased total open position to 237
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.72, the open interest changed by -37 which decreased total open position to 253
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.72, the open interest changed by -32 which decreased total open position to 253
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 0.65, which was -0.80 lower than the previous day. The implied volatity was 32.68, the open interest changed by 82 which increased total open position to 288
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 28.18, the open interest changed by -29 which decreased total open position to 206
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 30.14, the open interest changed by 71 which increased total open position to 242
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 3.5, which was -5.30 lower than the previous day. The implied volatity was 28.42, the open interest changed by 128 which increased total open position to 182
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 8.8, which was -1.70 lower than the previous day. The implied volatity was 28.74, the open interest changed by 1 which increased total open position to 54
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 10.5, which was -5.15 lower than the previous day. The implied volatity was 31.02, the open interest changed by -6 which decreased total open position to 54
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 15.65, which was 1.30 higher than the previous day. The implied volatity was 29.34, the open interest changed by -12 which decreased total open position to 63
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 14.35, which was 6.95 higher than the previous day. The implied volatity was 30.17, the open interest changed by -63 which decreased total open position to 74
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 7.4, which was -0.75 lower than the previous day. The implied volatity was 36.22, the open interest changed by 69 which increased total open position to 138
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 8.15, which was -1.65 lower than the previous day. The implied volatity was 40.58, the open interest changed by 31 which increased total open position to 69
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 9.8, which was -0.90 lower than the previous day. The implied volatity was 34.86, the open interest changed by 19 which increased total open position to 39
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 10.7, which was -28.90 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 39.6, 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 39.6, 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 39.6, 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 39.6, 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 39.6, 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 39.6, 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 39.6, which was 39.60 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 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 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.08
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 9.85 | -1.80 | 42.34 | 20 | -8 | 138 |
| 20 Nov | 186.68 | 11.65 | 0.00 | 32.66 | 16 | -7 | 148 |
| 19 Nov | 186.68 | 11.65 | -0.65 | 32.66 | 16 | -5 | 148 |
| 18 Nov | 185.46 | 12.3 | 2.65 | 30.10 | 52 | -24 | 151 |
| 14 Nov | 188.89 | 9.65 | 0.80 | 32.00 | 31 | -10 | 176 |
| 13 Nov | 189.47 | 8.85 | 2.60 | 30.52 | 156 | -8 | 184 |
| 12 Nov | 194.15 | 6.25 | 3.70 | 30.07 | 957 | 51 | 191 |
| 11 Nov | 202.93 | 2.55 | -0.05 | 29.85 | 320 | 6 | 142 |
| 8 Nov | 204.17 | 2.6 | 1.20 | 30.26 | 410 | -37 | 138 |
| 7 Nov | 210.43 | 1.4 | -0.45 | 31.27 | 312 | 15 | 175 |
| 6 Nov | 208.92 | 1.85 | -5.25 | 31.50 | 657 | 42 | 161 |
| 5 Nov | 196.41 | 7.1 | -1.75 | 37.45 | 384 | 30 | 115 |
| 4 Nov | 196.19 | 8.85 | 1.85 | 44.15 | 302 | 20 | 87 |
| 1 Nov | 200.16 | 7 | 0.30 | 41.86 | 25 | 2 | 67 |
| 31 Oct | 199.99 | 6.7 | 2.10 | - | 116 | 43 | 65 |
| 30 Oct | 203.73 | 4.6 | 0.70 | - | 16 | 6 | 22 |
| 29 Oct | 205.12 | 3.9 | -0.75 | - | 18 | 14 | 15 |
| 28 Oct | 206.85 | 4.65 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 206.08 | 4.65 | 0.60 | - | 1 | 0 | 0 |
| 24 Oct | 210.44 | 4.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 211.47 | 4.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 212.13 | 4.05 | 4.05 | - | 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 197.5 expiring on 28NOV2024
Delta for 197.5 PE is -0.76
Historical price for 197.5 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 9.85, which was -1.80 lower than the previous day. The implied volatity was 42.34, the open interest changed by -8 which decreased total open position to 138
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 32.66, the open interest changed by -7 which decreased total open position to 148
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 11.65, which was -0.65 lower than the previous day. The implied volatity was 32.66, the open interest changed by -5 which decreased total open position to 148
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 12.3, which was 2.65 higher than the previous day. The implied volatity was 30.10, the open interest changed by -24 which decreased total open position to 151
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 9.65, which was 0.80 higher than the previous day. The implied volatity was 32.00, the open interest changed by -10 which decreased total open position to 176
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 8.85, which was 2.60 higher than the previous day. The implied volatity was 30.52, the open interest changed by -8 which decreased total open position to 184
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 6.25, which was 3.70 higher than the previous day. The implied volatity was 30.07, the open interest changed by 51 which increased total open position to 191
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 29.85, the open interest changed by 6 which increased total open position to 142
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 2.6, which was 1.20 higher than the previous day. The implied volatity was 30.26, the open interest changed by -37 which decreased total open position to 138
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 31.27, the open interest changed by 15 which increased total open position to 175
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 1.85, which was -5.25 lower than the previous day. The implied volatity was 31.50, the open interest changed by 42 which increased total open position to 161
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 7.1, which was -1.75 lower than the previous day. The implied volatity was 37.45, the open interest changed by 30 which increased total open position to 115
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 8.85, which was 1.85 higher than the previous day. The implied volatity was 44.15, the open interest changed by 20 which increased total open position to 87
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 7, which was 0.30 higher than the previous day. The implied volatity was 41.86, the open interest changed by 2 which increased total open position to 67
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 6.7, which was 2.10 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 4.6, which was 0.70 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 3.9, which was -0.75 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 4.65, 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 4.65, which was 0.60 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 4.05, 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 4.05, 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 4.05, which was 4.05 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 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
