GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Apr 2025 04:11 PM IST
| GAIL 24APR2025 200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.04
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 171.71 | 0.45 | 0 | 50.22 | 266 | 48 | 1,082 | |||
| 9 Apr | 168.86 | 0.45 | -0.15 | 51.11 | 319 | 4 | 1,067 | |||
| 8 Apr | 172.57 | 0.6 | 0.05 | 46.66 | 358 | 52 | 1,068 | |||
| 7 Apr | 169.03 | 0.55 | -0.05 | 48.01 | 573 | -84 | 1,016 | |||
| 4 Apr | 176.61 | 0.65 | -0.45 | 36.74 | 599 | 130 | 1,098 | |||
| 3 Apr | 183.63 | 1.1 | -0.15 | 31.33 | 564 | 13 | 966 | |||
| 2 Apr | 184.06 | 1.2 | -0.45 | 31.27 | 801 | 202 | 960 | |||
| 1 Apr | 186.32 | 1.6 | 0.35 | 30.47 | 953 | -54 | 755 | |||
| 28 Mar | 183.04 | 1.2 | -0.1 | 30.12 | 1,268 | 95 | 809 | |||
| 27 Mar | 181.56 | 1.35 | 0.55 | 31.12 | 1,061 | -2 | 710 | |||
| 26 Mar | 174.07 | 0.8 | -0.3 | 34.95 | 354 | 84 | 712 | |||
| 25 Mar | 177.70 | 1.1 | -0.35 | 33.48 | 612 | 161 | 628 | |||
| 24 Mar | 181.28 | 1.55 | 0.8 | 31.24 | 1,588 | 349 | 468 | |||
| 21 Mar | 175.05 | 0.65 | -4.2 | 29.07 | 172 | 119 | 119 | |||
| 20 Mar | 168.46 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 165.96 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 163.00 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 156.58 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 157.96 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 159.20 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 156.78 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 155.14 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 7 Mar | 158.14 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 161.46 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 158.95 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 153.17 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 154.05 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 178.41 | 4.55 | 0 | 5.24 | 0 | 0 | 0 | |||
| 5 Feb | 179.50 | 4.55 | 0 | 5.68 | 0 | 0 | 0 | |||
| 4 Feb | 178.00 | 4.55 | 0 | 6.15 | 0 | 0 | 0 | |||
| 1 Feb | 175.60 | 4.55 | 0 | 6.37 | 0 | 0 | 0 | |||
For Gail (India) Ltd - strike price 200 expiring on 24APR2025
Delta for 200 CE is 0.07
Historical price for 200 CE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 50.22, the open interest changed by 48 which increased total open position to 1082
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 51.11, the open interest changed by 4 which increased total open position to 1067
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 46.66, the open interest changed by 52 which increased total open position to 1068
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 48.01, the open interest changed by -84 which decreased total open position to 1016
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 36.74, the open interest changed by 130 which increased total open position to 1098
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 31.33, the open interest changed by 13 which increased total open position to 966
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 31.27, the open interest changed by 202 which increased total open position to 960
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 30.47, the open interest changed by -54 which decreased total open position to 755
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 30.12, the open interest changed by 95 which increased total open position to 809
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 1.35, which was 0.55 higher than the previous day. The implied volatity was 31.12, the open interest changed by -2 which decreased total open position to 710
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 34.95, the open interest changed by 84 which increased total open position to 712
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 33.48, the open interest changed by 161 which increased total open position to 628
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 1.55, which was 0.8 higher than the previous day. The implied volatity was 31.24, the open interest changed by 349 which increased total open position to 468
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 0.65, which was -4.2 lower than the previous day. The implied volatity was 29.07, the open interest changed by 119 which increased total open position to 119
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 4.85, which was 0 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 Mar GAIL was trading at 165.96. The strike last trading price was 4.85, which was 0 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 Mar GAIL was trading at 163.00. The strike last trading price was 4.85, which was 0 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 17 Mar GAIL was trading at 156.58. The strike last trading price was 4.85, which was 0 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 13 Mar GAIL was trading at 157.96. The strike last trading price was 4.85, which was 0 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 Mar GAIL was trading at 159.20. The strike last trading price was 4.85, which was 0 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 Mar GAIL was trading at 156.78. The strike last trading price was 4.85, which was 0 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 10 Mar GAIL was trading at 155.14. The strike last trading price was 4.85, which was 0 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 Mar GAIL was trading at 158.14. The strike last trading price was 4.85, which was 0 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 Mar GAIL was trading at 161.46. The strike last trading price was 4.85, which was 0 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 5 Mar GAIL was trading at 158.95. The strike last trading price was 4.85, which was 0 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 4 Mar GAIL was trading at 153.17. The strike last trading price was 4.85, which was 0 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 3 Mar GAIL was trading at 154.05. The strike last trading price was 4.85, which was 0 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 Feb GAIL was trading at 178.41. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GAIL was trading at 179.50. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GAIL was trading at 178.00. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 6.15, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GAIL was trading at 175.60. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
| GAIL 24APR2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 171.71 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 168.86 | 30 | 0 | 0.00 | 0 | -1 | 0 |
| 8 Apr | 172.57 | 30 | -1.6 | 82.94 | 1 | 0 | 358 |
| 7 Apr | 169.03 | 31.6 | 8.65 | 76.78 | 17 | -1 | 360 |
| 4 Apr | 176.61 | 22.95 | 6.35 | 41.78 | 23 | 1 | 361 |
| 3 Apr | 183.63 | 16.55 | 0.05 | 35.30 | 35 | 3 | 361 |
| 2 Apr | 184.06 | 16.5 | 1.85 | 35.23 | 48 | -11 | 358 |
| 1 Apr | 186.32 | 14.65 | -3.15 | 33.77 | 72 | 16 | 369 |
| 28 Mar | 183.04 | 18.05 | -0.25 | 34.95 | 191 | 16 | 353 |
| 27 Mar | 181.56 | 18.15 | -6.4 | 33.61 | 260 | 108 | 337 |
| 26 Mar | 174.07 | 24.65 | 2.8 | 30.75 | 53 | 33 | 227 |
| 25 Mar | 177.70 | 21.9 | 3.65 | 32.90 | 59 | 47 | 193 |
| 24 Mar | 181.28 | 18.25 | -4.4 | 31.89 | 139 | 98 | 146 |
| 21 Mar | 175.05 | 22.65 | -8.25 | 13.90 | 48 | 47 | 47 |
| 20 Mar | 168.46 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 165.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 163.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 156.58 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 157.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 159.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 156.78 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 155.14 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 158.14 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 161.46 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 158.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 153.17 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 154.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 178.41 | 34.1 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 179.50 | 34.1 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 178.00 | 34.1 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 175.60 | 34.1 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 200 expiring on 24APR2025
Delta for 200 PE is 0.00
Historical price for 200 PE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 30, which was 0 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 9 Apr GAIL was trading at 168.86. The strike last trading price was 30, which was 0 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 8 Apr GAIL was trading at 172.57. The strike last trading price was 30, which was -1.6 lower than the previous day. The implied volatity was 82.94, the open interest changed by 0 which decreased total open position to 358
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 31.6, which was 8.65 higher than the previous day. The implied volatity was 76.78, the open interest changed by -1 which decreased total open position to 360
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 22.95, which was 6.35 higher than the previous day. The implied volatity was 41.78, the open interest changed by 1 which increased total open position to 361
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 16.55, which was 0.05 higher than the previous day. The implied volatity was 35.30, the open interest changed by 3 which increased total open position to 361
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 16.5, which was 1.85 higher than the previous day. The implied volatity was 35.23, the open interest changed by -11 which decreased total open position to 358
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 14.65, which was -3.15 lower than the previous day. The implied volatity was 33.77, the open interest changed by 16 which increased total open position to 369
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 18.05, which was -0.25 lower than the previous day. The implied volatity was 34.95, the open interest changed by 16 which increased total open position to 353
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 18.15, which was -6.4 lower than the previous day. The implied volatity was 33.61, the open interest changed by 108 which increased total open position to 337
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 24.65, which was 2.8 higher than the previous day. The implied volatity was 30.75, the open interest changed by 33 which increased total open position to 227
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 21.9, which was 3.65 higher than the previous day. The implied volatity was 32.90, the open interest changed by 47 which increased total open position to 193
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 18.25, which was -4.4 lower than the previous day. The implied volatity was 31.89, the open interest changed by 98 which increased total open position to 146
On 21 Mar GAIL was trading at 175.05. The strike last trading price was 22.65, which was -8.25 lower than the previous day. The implied volatity was 13.90, the open interest changed by 47 which increased total open position to 47
On 20 Mar GAIL was trading at 168.46. The strike last trading price was 0, which was 0 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 Mar GAIL was trading at 165.96. The strike last trading price was 0, which was 0 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 Mar GAIL was trading at 163.00. The strike last trading price was 0, which was 0 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 17 Mar GAIL was trading at 156.58. The strike last trading price was 0, which was 0 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 13 Mar GAIL was trading at 157.96. The strike last trading price was 0, which was 0 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 Mar GAIL was trading at 159.20. The strike last trading price was 0, which was 0 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 Mar GAIL was trading at 156.78. The strike last trading price was 0, which was 0 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 10 Mar GAIL was trading at 155.14. The strike last trading price was 0, which was 0 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 Mar GAIL was trading at 158.14. The strike last trading price was 0, which was 0 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 Mar GAIL was trading at 161.46. The strike last trading price was 0, which was 0 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 5 Mar GAIL was trading at 158.95. The strike last trading price was 0, which was 0 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 4 Mar GAIL was trading at 153.17. The strike last trading price was 0, which was 0 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 3 Mar GAIL was trading at 154.05. The strike last trading price was 0, which was 0 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 Feb GAIL was trading at 178.41. The strike last trading price was 34.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GAIL was trading at 179.50. The strike last trading price was 34.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GAIL was trading at 178.00. The strike last trading price was 34.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GAIL was trading at 175.60. The strike last trading price was 34.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
