GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Apr 2025 04:11 PM IST
| GAIL 24APR2025 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.03
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 171.71 | 0.25 | -0.05 | 50.51 | 37 | 10 | 517 | |||
| 9 Apr | 168.86 | 0.3 | -0.05 | 52.65 | 49 | -21 | 507 | |||
| 8 Apr | 172.57 | 0.35 | 0 | 47.15 | 42 | -14 | 527 | |||
| 7 Apr | 169.03 | 0.35 | -0.05 | 48.96 | 87 | 10 | 540 | |||
| 4 Apr | 176.61 | 0.35 | -0.3 | 36.92 | 132 | -7 | 531 | |||
| 3 Apr | 183.63 | 0.65 | -0.05 | 32.45 | 118 | 7 | 537 | |||
| 2 Apr | 184.06 | 0.75 | -0.2 | 32.72 | 241 | -21 | 540 | |||
| 1 Apr | 186.32 | 0.95 | 0.15 | 31.25 | 276 | -8 | 570 | |||
| 28 Mar | 183.04 | 0.7 | -0.1 | 30.63 | 491 | 151 | 578 | |||
| 27 Mar | 181.56 | 0.8 | 0.3 | 31.46 | 190 | 13 | 425 | |||
| 26 Mar | 174.07 | 0.55 | -0.1 | 36.31 | 112 | -29 | 410 | |||
| 25 Mar | 177.70 | 0.65 | -0.2 | 33.53 | 169 | 46 | 440 | |||
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| 24 Mar | 181.28 | 0.95 | -2.95 | 31.54 | 813 | 393 | 393 | |||
For Gail (India) Ltd - strike price 205 expiring on 24APR2025
Delta for 205 CE is 0.04
Historical price for 205 CE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 50.51, the open interest changed by 10 which increased total open position to 517
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 52.65, the open interest changed by -21 which decreased total open position to 507
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 47.15, the open interest changed by -14 which decreased total open position to 527
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 48.96, the open interest changed by 10 which increased total open position to 540
On 4 Apr GAIL was trading at 176.61. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 36.92, the open interest changed by -7 which decreased total open position to 531
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 32.45, the open interest changed by 7 which increased total open position to 537
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 32.72, the open interest changed by -21 which decreased total open position to 540
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 31.25, the open interest changed by -8 which decreased total open position to 570
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 30.63, the open interest changed by 151 which increased total open position to 578
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 0.8, which was 0.3 higher than the previous day. The implied volatity was 31.46, the open interest changed by 13 which increased total open position to 425
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 36.31, the open interest changed by -29 which decreased total open position to 410
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 33.53, the open interest changed by 46 which increased total open position to 440
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 0.95, which was -2.95 lower than the previous day. The implied volatity was 31.54, the open interest changed by 393 which increased total open position to 393
| GAIL 24APR2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.05
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 171.71 | 33 | -2.1 | 61.70 | 1 | 0 | 905 |
| 9 Apr | 168.86 | 35.1 | 5.35 | - | 4 | 0 | 909 |
| 8 Apr | 172.57 | 29.75 | 5.65 | - | 10 | -9 | 909 |
| 7 Apr | 169.03 | 24.1 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 176.61 | 24.1 | 2.6 | - | 2 | 0 | 918 |
| 3 Apr | 183.63 | 21.5 | 0 | 41.77 | 12 | 0 | 918 |
| 2 Apr | 184.06 | 21.5 | 2.55 | 42.10 | 36 | 0 | 918 |
| 1 Apr | 186.32 | 18.95 | -2.3 | 35.29 | 119 | 0 | 918 |
| 28 Mar | 183.04 | 21.95 | -4.55 | 31.32 | 318 | -11 | 918 |
| 27 Mar | 181.56 | 26.5 | -2.9 | 61.59 | 27 | 23 | 927 |
| 26 Mar | 174.07 | 29.4 | 4.6 | 31.20 | 4 | 2 | 904 |
| 25 Mar | 177.70 | 24.8 | 2.45 | - | 10 | 2 | 902 |
| 24 Mar | 181.28 | 22.35 | -12.55 | 29.91 | 945 | 901 | 901 |
For Gail (India) Ltd - strike price 205 expiring on 24APR2025
Delta for 205 PE is -0.92
Historical price for 205 PE is as follows
On 11 Apr GAIL was trading at 171.71. The strike last trading price was 33, which was -2.1 lower than the previous day. The implied volatity was 61.70, the open interest changed by 0 which decreased total open position to 905
On 9 Apr GAIL was trading at 168.86. The strike last trading price was 35.1, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 909
On 8 Apr GAIL was trading at 172.57. The strike last trading price was 29.75, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 909
On 7 Apr GAIL was trading at 169.03. The strike last trading price was 24.1, 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 Apr GAIL was trading at 176.61. The strike last trading price was 24.1, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 918
On 3 Apr GAIL was trading at 183.63. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 918
On 2 Apr GAIL was trading at 184.06. The strike last trading price was 21.5, which was 2.55 higher than the previous day. The implied volatity was 42.10, the open interest changed by 0 which decreased total open position to 918
On 1 Apr GAIL was trading at 186.32. The strike last trading price was 18.95, which was -2.3 lower than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 918
On 28 Mar GAIL was trading at 183.04. The strike last trading price was 21.95, which was -4.55 lower than the previous day. The implied volatity was 31.32, the open interest changed by -11 which decreased total open position to 918
On 27 Mar GAIL was trading at 181.56. The strike last trading price was 26.5, which was -2.9 lower than the previous day. The implied volatity was 61.59, the open interest changed by 23 which increased total open position to 927
On 26 Mar GAIL was trading at 174.07. The strike last trading price was 29.4, which was 4.6 higher than the previous day. The implied volatity was 31.20, the open interest changed by 2 which increased total open position to 904
On 25 Mar GAIL was trading at 177.70. The strike last trading price was 24.8, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 902
On 24 Mar GAIL was trading at 181.28. The strike last trading price was 22.35, which was -12.55 lower than the previous day. The implied volatity was 29.91, the open interest changed by 901 which increased total open position to 901
