GAIL
Gail (india) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 207.5 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 | 0.05 | 41.25 | 84 | -23 | 249 | |||
| 20 Nov | 186.68 | 0.2 | 0.00 | 39.12 | 93 | -12 | 275 | |||
| 19 Nov | 186.68 | 0.2 | -0.05 | 39.12 | 93 | -9 | 275 | |||
| 18 Nov | 185.46 | 0.25 | -0.20 | 40.04 | 159 | -6 | 285 | |||
| 14 Nov | 188.89 | 0.45 | -0.25 | 32.43 | 411 | -5 | 292 | |||
| 13 Nov | 189.47 | 0.7 | -0.50 | 33.53 | 588 | 15 | 301 | |||
| 12 Nov | 194.15 | 1.2 | -2.35 | 31.24 | 513 | 57 | 289 | |||
| 11 Nov | 202.93 | 3.55 | -0.50 | 29.08 | 463 | 35 | 231 | |||
| 8 Nov | 204.17 | 4.05 | -4.15 | 26.40 | 670 | 71 | 194 | |||
| 7 Nov | 210.43 | 8.2 | 1.05 | 28.28 | 372 | -27 | 123 | |||
| 6 Nov | 208.92 | 7.15 | 3.65 | 27.90 | 1,882 | 49 | 149 | |||
| 5 Nov | 196.41 | 3.5 | -0.65 | 35.95 | 214 | 12 | 103 | |||
| 4 Nov | 196.19 | 4.15 | -1.45 | 39.72 | 99 | 12 | 91 | |||
| 1 Nov | 200.16 | 5.6 | -0.10 | 36.94 | 22 | 5 | 79 | |||
| 31 Oct | 199.99 | 5.7 | -1.05 | - | 64 | 22 | 73 | |||
| 30 Oct | 203.73 | 6.75 | -0.90 | - | 46 | 21 | 51 | |||
| 29 Oct | 205.12 | 7.65 | -1.05 | - | 31 | 10 | 32 | |||
| 28 Oct | 206.85 | 8.7 | 1.95 | - | 21 | 8 | 22 | |||
| 25 Oct | 206.08 | 6.75 | -25.50 | - | 19 | 14 | 14 | |||
| 24 Oct | 210.44 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 211.47 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 212.13 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 219.65 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 221.43 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 222.02 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 231.86 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 231.23 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 230.67 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 229.40 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 225.62 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 222.56 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 224.75 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 223.94 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 230.19 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 240.30 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 239.76 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 240.29 | 32.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 236.98 | 32.25 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 207.5 expiring on 28NOV2024
Delta for 207.5 CE is 0.06
Historical price for 207.5 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 41.25, the open interest changed by -23 which decreased total open position to 249
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 39.12, the open interest changed by -12 which decreased total open position to 275
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 39.12, the open interest changed by -9 which decreased total open position to 275
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 40.04, the open interest changed by -6 which decreased total open position to 285
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 32.43, the open interest changed by -5 which decreased total open position to 292
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 33.53, the open interest changed by 15 which increased total open position to 301
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 1.2, which was -2.35 lower than the previous day. The implied volatity was 31.24, the open interest changed by 57 which increased total open position to 289
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 3.55, which was -0.50 lower than the previous day. The implied volatity was 29.08, the open interest changed by 35 which increased total open position to 231
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 4.05, which was -4.15 lower than the previous day. The implied volatity was 26.40, the open interest changed by 71 which increased total open position to 194
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 8.2, which was 1.05 higher than the previous day. The implied volatity was 28.28, the open interest changed by -27 which decreased total open position to 123
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 7.15, which was 3.65 higher than the previous day. The implied volatity was 27.90, the open interest changed by 49 which increased total open position to 149
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 35.95, the open interest changed by 12 which increased total open position to 103
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 4.15, which was -1.45 lower than the previous day. The implied volatity was 39.72, the open interest changed by 12 which increased total open position to 91
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 5.6, which was -0.10 lower than the previous day. The implied volatity was 36.94, the open interest changed by 5 which increased total open position to 79
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 5.7, which was -1.05 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 6.75, which was -0.90 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 7.65, which was -1.05 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 8.7, which was 1.95 higher 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 6.75, which was -25.50 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, 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 32.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 207.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.06
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 19.5 | -1.20 | 61.55 | 11 | -3 | 146 |
| 20 Nov | 186.68 | 20.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 186.68 | 20.7 | 0.00 | 0.00 | 0 | -2 | 0 |
| 18 Nov | 185.46 | 20.7 | 2.50 | - | 3 | -1 | 150 |
| 14 Nov | 188.89 | 18.2 | 0.00 | 33.19 | 85 | 3 | 152 |
| 13 Nov | 189.47 | 18.2 | 4.35 | 43.02 | 21 | -8 | 149 |
| 12 Nov | 194.15 | 13.85 | 6.70 | 33.14 | 60 | -13 | 158 |
| 11 Nov | 202.93 | 7.15 | 0.20 | 29.45 | 202 | 15 | 173 |
| 8 Nov | 204.17 | 6.95 | 3.10 | 30.28 | 694 | -85 | 156 |
| 7 Nov | 210.43 | 3.85 | -0.75 | 29.28 | 723 | -26 | 240 |
| 6 Nov | 208.92 | 4.6 | -8.70 | 28.88 | 1,213 | 228 | 270 |
| 5 Nov | 196.41 | 13.3 | -1.45 | 38.22 | 11 | 0 | 41 |
| 4 Nov | 196.19 | 14.75 | 3.10 | 43.41 | 25 | 1 | 42 |
| 1 Nov | 200.16 | 11.65 | 0.00 | 0.00 | 0 | 15 | 0 |
| 31 Oct | 199.99 | 11.65 | 2.35 | - | 30 | 14 | 40 |
| 30 Oct | 203.73 | 9.3 | 1.15 | - | 33 | 13 | 27 |
| 29 Oct | 205.12 | 8.15 | 0.85 | - | 6 | -4 | 13 |
| 28 Oct | 206.85 | 7.3 | -0.85 | - | 10 | 9 | 18 |
| 25 Oct | 206.08 | 8.15 | 2.80 | - | 18 | 4 | 9 |
| 24 Oct | 210.44 | 5.35 | -0.60 | - | 2 | 1 | 6 |
| 23 Oct | 211.47 | 5.95 | 4.65 | - | 14 | 3 | 13 |
| 22 Oct | 212.13 | 1.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 219.65 | 1.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 221.43 | 1.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 222.02 | 1.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 231.86 | 1.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 231.23 | 1.3 | 0.00 | - | 0 | 10 | 0 |
| 14 Oct | 230.67 | 1.3 | -5.30 | - | 10 | 0 | 0 |
| 11 Oct | 229.40 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 225.62 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 222.56 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 224.75 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 223.94 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 230.19 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 240.30 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 239.76 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 240.29 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 236.98 | 6.6 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 207.5 expiring on 28NOV2024
Delta for 207.5 PE is -0.85
Historical price for 207.5 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 19.5, which was -1.20 lower than the previous day. The implied volatity was 61.55, the open interest changed by -3 which decreased total open position to 146
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 20.7, 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 20.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 20.7, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 150
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was 33.19, the open interest changed by 3 which increased total open position to 152
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 18.2, which was 4.35 higher than the previous day. The implied volatity was 43.02, the open interest changed by -8 which decreased total open position to 149
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 13.85, which was 6.70 higher than the previous day. The implied volatity was 33.14, the open interest changed by -13 which decreased total open position to 158
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 7.15, which was 0.20 higher than the previous day. The implied volatity was 29.45, the open interest changed by 15 which increased total open position to 173
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 6.95, which was 3.10 higher than the previous day. The implied volatity was 30.28, the open interest changed by -85 which decreased total open position to 156
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 3.85, which was -0.75 lower than the previous day. The implied volatity was 29.28, the open interest changed by -26 which decreased total open position to 240
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 4.6, which was -8.70 lower than the previous day. The implied volatity was 28.88, the open interest changed by 228 which increased total open position to 270
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 13.3, which was -1.45 lower than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 41
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 14.75, which was 3.10 higher than the previous day. The implied volatity was 43.41, the open interest changed by 1 which increased total open position to 42
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 11.65, 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 9.3, which was 1.15 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 8.15, which was 0.85 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 7.3, which was -0.85 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 8.15, which was 2.80 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 5.35, which was -0.60 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 5.95, which was 4.65 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 1.3, 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 1.3, 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 1.3, 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 1.3, 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 1.3, 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 1.3, 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 1.3, which was -5.30 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 6.6, 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 10 Oct GAIL was trading at 225.62. The strike last trading price was 6.6, 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 9 Oct GAIL was trading at 222.56. The strike last trading price was 6.6, 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 8 Oct GAIL was trading at 224.75. The strike last trading price was 6.6, 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 7 Oct GAIL was trading at 223.94. The strike last trading price was 6.6, 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 4 Oct GAIL was trading at 230.19. The strike last trading price was 6.6, 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 3 Oct GAIL was trading at 240.30. The strike last trading price was 6.6, 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 1 Oct GAIL was trading at 239.76. The strike last trading price was 6.6, 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 30 Sept GAIL was trading at 240.29. The strike last trading price was 6.6, 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 27 Sept GAIL was trading at 236.98. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
