GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Dec 2024 04:11 PM IST
| GAIL 26DEC2024 212.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.15
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 205.82 | 2.05 | -0.95 | 26.45 | 732 | -27.255 | 683.33 | |||
| 10 Dec | 207.54 | 3 | -0.65 | 26.98 | 959.777 | 13.628 | 720.319 | |||
| 9 Dec | 208.67 | 3.65 | -0.95 | 27.16 | 3,112.947 | 235.564 | 702.798 | |||
| 6 Dec | 210.41 | 4.6 | 0.70 | 25.43 | 3,778.755 | 179.106 | 463.34 | |||
| 5 Dec | 208.87 | 3.9 | 0.10 | 24.92 | 1,890.351 | 64.245 | 290.074 | |||
| 4 Dec | 206.73 | 3.8 | 1.95 | 26.64 | 1,053.223 | -11.681 | 223.883 | |||
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| 3 Dec | 199.99 | 1.85 | 0.10 | 28.10 | 229.723 | 40.883 | 235.564 | |||
| 2 Dec | 198.54 | 1.75 | -0.50 | 28.91 | 319.277 | 40.883 | 192.734 | |||
| 29 Nov | 199.46 | 2.25 | 0.10 | 29.12 | 687.223 | 89.553 | 140.17 | |||
| 28 Nov | 196.70 | 2.15 | 0.40 | 30.02 | 122.649 | 40.883 | 46.723 | |||
| 27 Nov | 194.88 | 1.75 | -7.90 | 30.56 | 27.255 | 15.574 | 15.574 | |||
| 26 Nov | 193.97 | 9.65 | 0.00 | 8.92 | 0 | 0 | 0 | |||
| 25 Nov | 199.19 | 9.65 | 0.00 | 6.21 | 0 | 0 | 0 | |||
| 22 Nov | 192.61 | 9.65 | 0.00 | 8.88 | 0 | 0 | 0 | |||
| 21 Nov | 188.30 | 9.65 | 0.00 | 10.56 | 0 | 0 | 0 | |||
| 20 Nov | 186.68 | 9.65 | 0.00 | 11.14 | 0 | 0 | 0 | |||
| 19 Nov | 186.68 | 9.65 | 0.00 | 11.14 | 0 | 0 | 0 | |||
| 18 Nov | 185.46 | 9.65 | 0.00 | 11.23 | 0 | 0 | 0 | |||
| 14 Nov | 188.89 | 9.65 | 0.00 | 9.40 | 0 | 0 | 0 | |||
| 13 Nov | 189.47 | 9.65 | 0.00 | 8.96 | 0 | 0 | 0 | |||
| 12 Nov | 194.15 | 9.65 | 0.00 | 6.57 | 0 | 0 | 0 | |||
| 11 Nov | 202.93 | 9.65 | 0.00 | 3.18 | 0 | 0 | 0 | |||
| 8 Nov | 204.17 | 9.65 | 0.00 | 2.48 | 0 | 0 | 0 | |||
| 7 Nov | 210.43 | 9.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 208.92 | 9.65 | 9.65 | 0.30 | 0 | 0 | 0 | |||
| 1 Nov | 200.16 | 0 | 3.06 | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 CE is 0.30
Historical price for 212.5 CE is as follows
On 11 Dec GAIL was trading at 205.82. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 26.45, the open interest changed by -14 which decreased total open position to 351
On 10 Dec GAIL was trading at 207.54. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 26.98, the open interest changed by 7 which increased total open position to 370
On 9 Dec GAIL was trading at 208.67. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 27.16, the open interest changed by 121 which increased total open position to 361
On 6 Dec GAIL was trading at 210.41. The strike last trading price was 4.6, which was 0.70 higher than the previous day. The implied volatity was 25.43, the open interest changed by 92 which increased total open position to 238
On 5 Dec GAIL was trading at 208.87. The strike last trading price was 3.9, which was 0.10 higher than the previous day. The implied volatity was 24.92, the open interest changed by 33 which increased total open position to 149
On 4 Dec GAIL was trading at 206.73. The strike last trading price was 3.8, which was 1.95 higher than the previous day. The implied volatity was 26.64, the open interest changed by -6 which decreased total open position to 115
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 28.10, the open interest changed by 21 which increased total open position to 121
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 28.91, the open interest changed by 21 which increased total open position to 99
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 2.25, which was 0.10 higher than the previous day. The implied volatity was 29.12, the open interest changed by 46 which increased total open position to 72
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 2.15, which was 0.40 higher than the previous day. The implied volatity was 30.02, the open interest changed by 21 which increased total open position to 24
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 1.75, which was -7.90 lower than the previous day. The implied volatity was 30.56, the open interest changed by 8 which increased total open position to 8
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 6.21, the open interest changed by 0 which decreased total open position to 0
On 22 Nov GAIL was trading at 192.61. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 8.88, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 10.56, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 11.14, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 11.14, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 11.23, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 9.40, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 8.96, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 9.65, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 9.65, 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 6 Nov GAIL was trading at 208.92. The strike last trading price was 9.65, which was 9.65 higher than the previous day. The implied volatity was 0.30, 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 3.06, the open interest changed by 0 which decreased total open position to 0
| GAIL 26DEC2024 212.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.14
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 205.82 | 8 | 1.20 | 25.21 | 103.181 | -7.787 | 344.585 |
| 10 Dec | 207.54 | 6.8 | 0.60 | 25.95 | 426.351 | 35.043 | 346.532 |
| 9 Dec | 208.67 | 6.2 | 0.55 | 25.89 | 794.298 | 83.713 | 309.543 |
| 6 Dec | 210.41 | 5.65 | -1.40 | 26.51 | 918.894 | 110.968 | 221.936 |
| 5 Dec | 208.87 | 7.05 | -1.05 | 28.71 | 264.766 | 66.191 | 114.862 |
| 4 Dec | 206.73 | 8.1 | -4.95 | 29.55 | 62.298 | 1.947 | 46.723 |
| 3 Dec | 199.99 | 13.05 | -1.25 | 28.72 | 23.362 | 15.574 | 44.777 |
| 2 Dec | 198.54 | 14.3 | 0.55 | 29.26 | 11.681 | 5.84 | 27.255 |
| 29 Nov | 199.46 | 13.75 | -1.80 | 28.21 | 31.149 | 11.681 | 15.574 |
| 28 Nov | 196.70 | 15.55 | -3.45 | 28.50 | 1.947 | 0 | 1.947 |
| 27 Nov | 194.88 | 19 | -0.80 | 39.62 | 1.947 | 0 | 0 |
| 26 Nov | 193.97 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 199.19 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 192.61 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 188.30 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 186.68 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 186.68 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 185.46 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 188.89 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 189.47 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 194.15 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 202.93 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 204.17 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 210.43 | 19.8 | 0.00 | 0.60 | 0 | 0 | 0 |
| 6 Nov | 208.92 | 19.8 | 19.80 | - | 0 | 0 | 0 |
| 1 Nov | 200.16 | 0 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 PE is -0.71
Historical price for 212.5 PE is as follows
On 11 Dec GAIL was trading at 205.82. The strike last trading price was 8, which was 1.20 higher than the previous day. The implied volatity was 25.21, the open interest changed by -4 which decreased total open position to 177
On 10 Dec GAIL was trading at 207.54. The strike last trading price was 6.8, which was 0.60 higher than the previous day. The implied volatity was 25.95, the open interest changed by 18 which increased total open position to 178
On 9 Dec GAIL was trading at 208.67. The strike last trading price was 6.2, which was 0.55 higher than the previous day. The implied volatity was 25.89, the open interest changed by 43 which increased total open position to 159
On 6 Dec GAIL was trading at 210.41. The strike last trading price was 5.65, which was -1.40 lower than the previous day. The implied volatity was 26.51, the open interest changed by 57 which increased total open position to 114
On 5 Dec GAIL was trading at 208.87. The strike last trading price was 7.05, which was -1.05 lower than the previous day. The implied volatity was 28.71, the open interest changed by 34 which increased total open position to 59
On 4 Dec GAIL was trading at 206.73. The strike last trading price was 8.1, which was -4.95 lower than the previous day. The implied volatity was 29.55, the open interest changed by 1 which increased total open position to 24
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 13.05, which was -1.25 lower than the previous day. The implied volatity was 28.72, the open interest changed by 8 which increased total open position to 23
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 14.3, which was 0.55 higher than the previous day. The implied volatity was 29.26, the open interest changed by 3 which increased total open position to 14
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 13.75, which was -1.80 lower than the previous day. The implied volatity was 28.21, the open interest changed by 6 which increased total open position to 8
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 15.55, which was -3.45 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 1
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 19, which was -0.80 lower than the previous day. The implied volatity was 39.62, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 19.8, 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 25 Nov GAIL was trading at 199.19. The strike last trading price was 19.8, 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 22 Nov GAIL was trading at 192.61. The strike last trading price was 19.8, 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 19.8, 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 19.8, 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 19.8, 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 19.8, 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 19.8, 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 19.8, 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 19.8, 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 19.8, 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 8 Nov GAIL was trading at 204.17. The strike last trading price was 19.8, 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 7 Nov GAIL was trading at 210.43. The strike last trading price was 19.8, which was 0.00 lower than the previous day. The implied volatity was 0.60, 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 19.8, which was 19.80 higher than the previous day. The implied volatity was -, 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 -, the open interest changed by 0 which decreased total open position to 0
