GAIL
Gail (india) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.03
Theta: -0.09
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 0.25 | 0.00 | 36.97 | 1,144 | -166 | 872 | |||
| 20 Nov | 186.68 | 0.25 | 0.00 | 37.16 | 964 | -40 | 1,025 | |||
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| 19 Nov | 186.68 | 0.25 | -0.10 | 37.16 | 964 | -53 | 1,025 | |||
| 18 Nov | 185.46 | 0.35 | -0.20 | 39.28 | 1,200 | -41 | 1,078 | |||
| 14 Nov | 188.89 | 0.55 | -0.35 | 30.69 | 1,194 | 80 | 1,119 | |||
| 13 Nov | 189.47 | 0.9 | -0.60 | 32.45 | 2,355 | 209 | 1,044 | |||
| 12 Nov | 194.15 | 1.5 | -3.00 | 29.89 | 2,148 | 364 | 840 | |||
| 11 Nov | 202.93 | 4.5 | -0.55 | 28.58 | 1,408 | 75 | 482 | |||
| 8 Nov | 204.17 | 5.05 | -4.80 | 25.66 | 1,018 | 74 | 403 | |||
| 7 Nov | 210.43 | 9.85 | 1.05 | 28.52 | 578 | -114 | 339 | |||
| 6 Nov | 208.92 | 8.8 | 4.50 | 28.77 | 2,493 | -169 | 453 | |||
| 5 Nov | 196.41 | 4.3 | -0.65 | 36.10 | 1,714 | 27 | 629 | |||
| 4 Nov | 196.19 | 4.95 | -1.45 | 39.79 | 1,039 | 116 | 602 | |||
| 1 Nov | 200.16 | 6.4 | -0.30 | 36.11 | 234 | 2 | 486 | |||
| 31 Oct | 199.99 | 6.7 | -1.15 | - | 1,035 | 325 | 486 | |||
| 30 Oct | 203.73 | 7.85 | -0.80 | - | 301 | 70 | 161 | |||
| 29 Oct | 205.12 | 8.65 | -1.35 | - | 180 | 44 | 93 | |||
| 28 Oct | 206.85 | 10 | -0.20 | - | 47 | 28 | 49 | |||
| 25 Oct | 206.08 | 10.2 | -23.80 | - | 36 | 21 | 21 | |||
| 24 Oct | 210.44 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 211.47 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 212.13 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 219.65 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 221.43 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 222.02 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 231.86 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 231.23 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 230.67 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 229.40 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 225.62 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 222.56 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 224.75 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 223.94 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 230.19 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 240.30 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 239.76 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 240.29 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 236.98 | 34 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 205 expiring on 28NOV2024
Delta for 205 CE is 0.06
Historical price for 205 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 36.97, the open interest changed by -166 which decreased total open position to 872
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 37.16, the open interest changed by -40 which decreased total open position to 1025
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 37.16, the open interest changed by -53 which decreased total open position to 1025
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 39.28, the open interest changed by -41 which decreased total open position to 1078
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 30.69, the open interest changed by 80 which increased total open position to 1119
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 32.45, the open interest changed by 209 which increased total open position to 1044
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 1.5, which was -3.00 lower than the previous day. The implied volatity was 29.89, the open interest changed by 364 which increased total open position to 840
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was 28.58, the open interest changed by 75 which increased total open position to 482
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 5.05, which was -4.80 lower than the previous day. The implied volatity was 25.66, the open interest changed by 74 which increased total open position to 403
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 9.85, which was 1.05 higher than the previous day. The implied volatity was 28.52, the open interest changed by -114 which decreased total open position to 339
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 8.8, which was 4.50 higher than the previous day. The implied volatity was 28.77, the open interest changed by -169 which decreased total open position to 453
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 4.3, which was -0.65 lower than the previous day. The implied volatity was 36.10, the open interest changed by 27 which increased total open position to 629
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 4.95, which was -1.45 lower than the previous day. The implied volatity was 39.79, the open interest changed by 116 which increased total open position to 602
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 6.4, which was -0.30 lower than the previous day. The implied volatity was 36.11, the open interest changed by 2 which increased total open position to 486
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 6.7, which was -1.15 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 7.85, which was -0.80 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 8.65, which was -1.35 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 10, which was -0.20 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 10.2, which was -23.80 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, 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 15 Oct GAIL was trading at 231.23. The strike last trading price was 34, 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 14 Oct GAIL was trading at 230.67. The strike last trading price was 34, 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 11 Oct GAIL was trading at 229.40. The strike last trading price was 34, 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 10 Oct GAIL was trading at 225.62. The strike last trading price was 34, 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 34, 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 34, 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 7 Oct GAIL was trading at 223.94. The strike last trading price was 34, 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 4 Oct GAIL was trading at 230.19. The strike last trading price was 34, 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 3 Oct GAIL was trading at 240.30. The strike last trading price was 34, 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 1 Oct GAIL was trading at 239.76. The strike last trading price was 34, 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 Sept GAIL was trading at 240.29. The strike last trading price was 34, 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 27 Sept GAIL was trading at 236.98. The strike last trading price was 34, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.04
Theta: -0.07
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 16.25 | -2.65 | 41.95 | 55 | -42 | 464 |
| 20 Nov | 186.68 | 18.9 | 0.00 | 41.54 | 21 | -11 | 507 |
| 19 Nov | 186.68 | 18.9 | -0.90 | 41.54 | 21 | -10 | 507 |
| 18 Nov | 185.46 | 19.8 | 3.70 | 42.89 | 32 | -7 | 517 |
| 14 Nov | 188.89 | 16.1 | 1.10 | 35.18 | 28 | -2 | 526 |
| 13 Nov | 189.47 | 15 | 3.40 | 31.64 | 113 | -48 | 527 |
| 12 Nov | 194.15 | 11.6 | 5.95 | 31.09 | 527 | -114 | 578 |
| 11 Nov | 202.93 | 5.65 | 0.05 | 29.16 | 787 | 36 | 694 |
| 8 Nov | 204.17 | 5.6 | 2.60 | 30.23 | 2,226 | 18 | 656 |
| 7 Nov | 210.43 | 3 | -0.65 | 29.52 | 1,636 | 44 | 642 |
| 6 Nov | 208.92 | 3.65 | -7.80 | 29.20 | 2,450 | 323 | 600 |
| 5 Nov | 196.41 | 11.45 | -1.55 | 37.38 | 155 | -20 | 273 |
| 4 Nov | 196.19 | 13 | 2.05 | 42.98 | 191 | 15 | 293 |
| 1 Nov | 200.16 | 10.95 | 0.60 | 42.48 | 15 | -4 | 278 |
| 31 Oct | 199.99 | 10.35 | 2.35 | - | 512 | 86 | 285 |
| 30 Oct | 203.73 | 8 | 1.00 | - | 246 | 80 | 200 |
| 29 Oct | 205.12 | 7 | 0.55 | - | 146 | 35 | 120 |
| 28 Oct | 206.85 | 6.45 | -0.55 | - | 101 | 49 | 84 |
| 25 Oct | 206.08 | 7 | 1.35 | - | 113 | 3 | 35 |
| 24 Oct | 210.44 | 5.65 | 0.50 | - | 17 | 9 | 30 |
| 23 Oct | 211.47 | 5.15 | 0.45 | - | 20 | 9 | 21 |
| 22 Oct | 212.13 | 4.7 | 2.25 | - | 13 | 11 | 13 |
| 21 Oct | 219.65 | 2.45 | -3.40 | - | 2 | 1 | 1 |
| 18 Oct | 221.43 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 222.02 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 231.86 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 231.23 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 230.67 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 229.40 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 225.62 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 222.56 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 224.75 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 223.94 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 230.19 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 240.30 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 239.76 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 240.29 | 5.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 236.98 | 5.85 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 205 expiring on 28NOV2024
Delta for 205 PE is -0.91
Historical price for 205 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 16.25, which was -2.65 lower than the previous day. The implied volatity was 41.95, the open interest changed by -42 which decreased total open position to 464
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 41.54, the open interest changed by -11 which decreased total open position to 507
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 18.9, which was -0.90 lower than the previous day. The implied volatity was 41.54, the open interest changed by -10 which decreased total open position to 507
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 19.8, which was 3.70 higher than the previous day. The implied volatity was 42.89, the open interest changed by -7 which decreased total open position to 517
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 16.1, which was 1.10 higher than the previous day. The implied volatity was 35.18, the open interest changed by -2 which decreased total open position to 526
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 15, which was 3.40 higher than the previous day. The implied volatity was 31.64, the open interest changed by -48 which decreased total open position to 527
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 11.6, which was 5.95 higher than the previous day. The implied volatity was 31.09, the open interest changed by -114 which decreased total open position to 578
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 5.65, which was 0.05 higher than the previous day. The implied volatity was 29.16, the open interest changed by 36 which increased total open position to 694
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 5.6, which was 2.60 higher than the previous day. The implied volatity was 30.23, the open interest changed by 18 which increased total open position to 656
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 29.52, the open interest changed by 44 which increased total open position to 642
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 3.65, which was -7.80 lower than the previous day. The implied volatity was 29.20, the open interest changed by 323 which increased total open position to 600
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 11.45, which was -1.55 lower than the previous day. The implied volatity was 37.38, the open interest changed by -20 which decreased total open position to 273
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 13, which was 2.05 higher than the previous day. The implied volatity was 42.98, the open interest changed by 15 which increased total open position to 293
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 10.95, which was 0.60 higher than the previous day. The implied volatity was 42.48, the open interest changed by -4 which decreased total open position to 278
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 10.35, which was 2.35 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 8, which was 1.00 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 7, which was 0.55 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 6.45, which was -0.55 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 7, which was 1.35 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 5.65, 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 23 Oct GAIL was trading at 211.47. The strike last trading price was 5.15, which was 0.45 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 4.7, which was 2.25 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 2.45, which was -3.40 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 5.85, 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 5.85, 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 5.85, 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 15 Oct GAIL was trading at 231.23. The strike last trading price was 5.85, 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 14 Oct GAIL was trading at 230.67. The strike last trading price was 5.85, 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 11 Oct GAIL was trading at 229.40. The strike last trading price was 5.85, 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 10 Oct GAIL was trading at 225.62. The strike last trading price was 5.85, 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 5.85, 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 5.85, 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 7 Oct GAIL was trading at 223.94. The strike last trading price was 5.85, 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 4 Oct GAIL was trading at 230.19. The strike last trading price was 5.85, 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 3 Oct GAIL was trading at 240.30. The strike last trading price was 5.85, 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 1 Oct GAIL was trading at 239.76. The strike last trading price was 5.85, 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 Sept GAIL was trading at 240.29. The strike last trading price was 5.85, 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 27 Sept GAIL was trading at 236.98. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
