GAIL
Gail (india) Ltd
Historical option data for GAIL
03 Dec 2024 04:11 PM IST
| GAIL 26DEC2024 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.19
Theta: -0.14
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 199.99 | 7.5 | 0.45 | 27.16 | 307.596 | 25.309 | 334.851 | |||
| 2 Dec | 198.54 | 7.05 | -0.75 | 28.57 | 498.383 | 58.404 | 313.436 | |||
| 29 Nov | 199.46 | 7.8 | 0.30 | 28.20 | 547.053 | 19.468 | 249.191 | |||
| 28 Nov | 196.70 | 7.5 | 1.50 | 30.14 | 572.362 | 109.021 | 229.723 | |||
| 27 Nov | 194.88 | 6 | -0.10 | 29.21 | 56.457 | 31.149 | 120.702 | |||
| 26 Nov | 193.97 | 6.1 | -2.55 | 31.52 | 114.862 | 68.138 | 87.606 | |||
| 25 Nov | 199.19 | 8.65 | 2.40 | 29.10 | 35.043 | 13.628 | 19.468 | |||
| 22 Nov | 192.61 | 6.25 | 2.05 | 32.14 | 5.84 | 1.947 | 7.787 | |||
| 21 Nov | 188.30 | 4.2 | -0.80 | 29.90 | 5.84 | 1.947 | 5.84 | |||
| 20 Nov | 186.68 | 5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 186.68 | 5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 185.46 | 5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 188.89 | 5 | -11.30 | 29.72 | 1.947 | 0 | 3.894 | |||
|
|
||||||||||
| 13 Nov | 189.47 | 16.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 194.15 | 16.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 202.93 | 16.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 16.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 210.43 | 16.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 16.3 | 5.65 | 23.66 | 5.84 | 0 | 3.894 | |||
| 5 Nov | 196.41 | 10.65 | -1.45 | 32.89 | 1.947 | 0 | 3.894 | |||
| 4 Nov | 196.19 | 12.1 | 12.10 | 38.74 | 7.787 | 3.894 | 3.894 | |||
| 1 Nov | 200.16 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 CE is 0.62
Historical price for 197.5 CE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 7.5, which was 0.45 higher than the previous day. The implied volatity was 27.16, the open interest changed by 13 which increased total open position to 172
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 7.05, which was -0.75 lower than the previous day. The implied volatity was 28.57, the open interest changed by 30 which increased total open position to 161
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 7.8, which was 0.30 higher than the previous day. The implied volatity was 28.20, the open interest changed by 10 which increased total open position to 128
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 7.5, which was 1.50 higher than the previous day. The implied volatity was 30.14, the open interest changed by 56 which increased total open position to 118
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 6, which was -0.10 lower than the previous day. The implied volatity was 29.21, the open interest changed by 16 which increased total open position to 62
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 6.1, which was -2.55 lower than the previous day. The implied volatity was 31.52, the open interest changed by 35 which increased total open position to 45
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 8.65, which was 2.40 higher than the previous day. The implied volatity was 29.10, the open interest changed by 7 which increased total open position to 10
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 6.25, which was 2.05 higher than the previous day. The implied volatity was 32.14, the open interest changed by 1 which increased total open position to 4
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 4.2, which was -0.80 lower than the previous day. The implied volatity was 29.90, the open interest changed by 1 which increased total open position to 3
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 5, 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 19 Nov GAIL was trading at 186.68. The strike last trading price was 5, 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 18 Nov GAIL was trading at 185.46. The strike last trading price was 5, 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 14 Nov GAIL was trading at 188.89. The strike last trading price was 5, which was -11.30 lower than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 2
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 16.3, 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 12 Nov GAIL was trading at 194.15. The strike last trading price was 16.3, 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 11 Nov GAIL was trading at 202.93. The strike last trading price was 16.3, 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 16.3, 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 7 Nov GAIL was trading at 210.43. The strike last trading price was 16.3, 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 6 Nov GAIL was trading at 208.92. The strike last trading price was 16.3, which was 5.65 higher than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 2
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 10.65, which was -1.45 lower than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 2
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 12.1, which was 12.10 higher than the previous day. The implied volatity was 38.74, the open interest changed by 2 which increased total open position to 2
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GAIL 26DEC2024 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.19
Theta: -0.09
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 199.99 | 3.75 | -0.60 | 27.42 | 457.5 | 44.777 | 352.372 |
| 2 Dec | 198.54 | 4.35 | -0.25 | 27.09 | 519.798 | 21.415 | 307.596 |
| 29 Nov | 199.46 | 4.6 | -1.30 | 28.36 | 576.255 | 118.755 | 286.181 |
| 28 Nov | 196.70 | 5.9 | -1.25 | 31.11 | 330.957 | 146.011 | 167.426 |
| 27 Nov | 194.88 | 7.15 | 0.35 | 30.54 | 40.883 | -7.787 | 19.468 |
| 26 Nov | 193.97 | 6.8 | 1.35 | 25.95 | 54.511 | 15.574 | 29.202 |
| 25 Nov | 199.19 | 5.45 | -6.00 | 30.97 | 42.83 | 13.628 | 13.628 |
| 22 Nov | 192.61 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 188.30 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 186.68 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 186.68 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 185.46 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 188.89 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 189.47 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 194.15 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 202.93 | 11.45 | 0.00 | 3.76 | 0 | 0 | 0 |
| 8 Nov | 204.17 | 11.45 | 0.00 | 3.88 | 0 | 0 | 0 |
| 7 Nov | 210.43 | 11.45 | 0.00 | 6.30 | 0 | 0 | 0 |
| 6 Nov | 208.92 | 11.45 | 0.00 | 5.61 | 0 | 0 | 0 |
| 5 Nov | 196.41 | 11.45 | 0.00 | 0.84 | 0 | 0 | 0 |
| 4 Nov | 196.19 | 11.45 | 11.45 | 0.79 | 0 | 0 | 0 |
| 1 Nov | 200.16 | 0 | 2.97 | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 PE is -0.38
Historical price for 197.5 PE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 3.75, which was -0.60 lower than the previous day. The implied volatity was 27.42, the open interest changed by 23 which increased total open position to 181
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 4.35, which was -0.25 lower than the previous day. The implied volatity was 27.09, the open interest changed by 11 which increased total open position to 158
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 4.6, which was -1.30 lower than the previous day. The implied volatity was 28.36, the open interest changed by 61 which increased total open position to 147
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 5.9, which was -1.25 lower than the previous day. The implied volatity was 31.11, the open interest changed by 75 which increased total open position to 86
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 7.15, which was 0.35 higher than the previous day. The implied volatity was 30.54, the open interest changed by -4 which decreased total open position to 10
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 6.8, which was 1.35 higher than the previous day. The implied volatity was 25.95, the open interest changed by 8 which increased total open position to 15
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 5.45, which was -6.00 lower than the previous day. The implied volatity was 30.97, the open interest changed by 7 which increased total open position to 7
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 11.45, 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 21 Nov GAIL was trading at 188.30. The strike last trading price was 11.45, 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 20 Nov GAIL was trading at 186.68. The strike last trading price was 11.45, 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 19 Nov GAIL was trading at 186.68. The strike last trading price was 11.45, 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 18 Nov GAIL was trading at 185.46. The strike last trading price was 11.45, 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 14 Nov GAIL was trading at 188.89. The strike last trading price was 11.45, 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 13 Nov GAIL was trading at 189.47. The strike last trading price was 11.45, 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 12 Nov GAIL was trading at 194.15. The strike last trading price was 11.45, 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 11 Nov GAIL was trading at 202.93. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 3.76, 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 11.45, which was 0.00 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 5.61, 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 11.45, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 11.45, which was 11.45 higher than the previous day. The implied volatity was 0.79, 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 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
