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[--[65.84.65.76]--]
GAIL
Gail (india) Ltd

188.3 1.62 (0.87%)

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Historical option data for GAIL

21 Nov 2024 04:11 PM IST
GAIL 28NOV2024 212.5 CE
Delta: 0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 188.30 0.1 -0.05 42.10 92 -5 217
20 Nov 186.68 0.15 0.00 43.76 98 -7 225
19 Nov 186.68 0.15 -0.10 43.76 98 -4 225
18 Nov 185.46 0.25 -0.05 46.73 30 -2 230
14 Nov 188.89 0.3 -0.20 35.49 117 0 232
13 Nov 189.47 0.5 -0.20 36.88 373 -18 236
12 Nov 194.15 0.7 -1.35 32.78 442 93 292
11 Nov 202.93 2.05 -0.45 29.40 214 -10 200
8 Nov 204.17 2.5 -3.00 27.45 601 49 210
7 Nov 210.43 5.5 0.75 28.29 1,224 34 160
6 Nov 208.92 4.75 2.40 28.16 1,216 70 126
5 Nov 196.41 2.35 -0.55 36.37 129 -5 58
4 Nov 196.19 2.9 -1.00 39.90 227 36 63
1 Nov 200.16 3.9 -0.10 36.57 5 2 26
31 Oct 199.99 4 -0.85 - 46 8 24
30 Oct 203.73 4.85 0.45 - 19 10 15
29 Oct 205.12 4.4 -2.80 - 5 3 4
28 Oct 206.85 7.2 1.50 - 1 0 1
25 Oct 206.08 5.7 -23.15 - 8 1 1
24 Oct 210.44 28.85 0.00 - 0 0 0
23 Oct 211.47 28.85 0.00 - 0 0 0
22 Oct 212.13 28.85 0.00 - 0 0 0
21 Oct 219.65 28.85 0.00 - 0 0 0
18 Oct 221.43 28.85 0.00 - 0 0 0
17 Oct 222.02 28.85 0.00 - 0 0 0
16 Oct 231.86 28.85 0.00 - 0 0 0
15 Oct 231.23 28.85 0.00 - 0 0 0
14 Oct 230.67 28.85 0.00 - 0 0 0
11 Oct 229.40 28.85 0.00 - 0 0 0
10 Oct 225.62 28.85 0.00 - 0 0 0
9 Oct 222.56 28.85 0.00 - 0 0 0
8 Oct 224.75 28.85 0.00 - 0 0 0
7 Oct 223.94 28.85 0.00 - 0 0 0
4 Oct 230.19 28.85 0.00 - 0 0 0
3 Oct 240.30 28.85 0.00 - 0 0 0
1 Oct 239.76 28.85 0.00 - 0 0 0
30 Sept 240.29 28.85 0.00 - 0 0 0
27 Sept 236.98 28.85 - 0 0 0


For Gail (India) Ltd - strike price 212.5 expiring on 28NOV2024

Delta for 212.5 CE is 0.02

Historical price for 212.5 CE is as follows

On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.10, the open interest changed by -5 which decreased total open position to 217


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.76, the open interest changed by -7 which decreased total open position to 225


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 43.76, the open interest changed by -4 which decreased total open position to 225


On 18 Nov GAIL was trading at 185.46. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 46.73, the open interest changed by -2 which decreased total open position to 230


On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 232


On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 36.88, the open interest changed by -18 which decreased total open position to 236


On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.7, which was -1.35 lower than the previous day. The implied volatity was 32.78, the open interest changed by 93 which increased total open position to 292


On 11 Nov GAIL was trading at 202.93. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 29.40, the open interest changed by -10 which decreased total open position to 200


On 8 Nov GAIL was trading at 204.17. The strike last trading price was 2.5, which was -3.00 lower than the previous day. The implied volatity was 27.45, the open interest changed by 49 which increased total open position to 210


On 7 Nov GAIL was trading at 210.43. The strike last trading price was 5.5, which was 0.75 higher than the previous day. The implied volatity was 28.29, the open interest changed by 34 which increased total open position to 160


On 6 Nov GAIL was trading at 208.92. The strike last trading price was 4.75, which was 2.40 higher than the previous day. The implied volatity was 28.16, the open interest changed by 70 which increased total open position to 126


On 5 Nov GAIL was trading at 196.41. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 36.37, the open interest changed by -5 which decreased total open position to 58


On 4 Nov GAIL was trading at 196.19. The strike last trading price was 2.9, which was -1.00 lower than the previous day. The implied volatity was 39.90, the open interest changed by 36 which increased total open position to 63


On 1 Nov GAIL was trading at 200.16. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was 36.57, the open interest changed by 2 which increased total open position to 26


On 31 Oct GAIL was trading at 199.99. The strike last trading price was 4, 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 30 Oct GAIL was trading at 203.73. The strike last trading price was 4.85, 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 29 Oct GAIL was trading at 205.12. The strike last trading price was 4.4, which was -2.80 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 7.2, which was 1.50 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 5.7, which was -23.15 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 28.85, 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 23 Oct GAIL was trading at 211.47. The strike last trading price was 28.85, 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 22 Oct GAIL was trading at 212.13. The strike last trading price was 28.85, 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 21 Oct GAIL was trading at 219.65. The strike last trading price was 28.85, 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 18 Oct GAIL was trading at 221.43. The strike last trading price was 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, 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 28.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GAIL 28NOV2024 212.5 PE
Delta: -0.84
Vega: 0.06
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 188.30 25 0.70 80.36 4 0 110
20 Nov 186.68 24.3 0.00 - 2 0 110
19 Nov 186.68 24.3 -1.35 - 2 0 110
18 Nov 185.46 25.65 2.50 - 1 0 111
14 Nov 188.89 23.15 1.30 39.00 3 0 112
13 Nov 189.47 21.85 3.45 30.73 9 -5 111
12 Nov 194.15 18.4 8.75 36.14 43 -7 120
11 Nov 202.93 9.65 -0.45 22.69 14 -3 128
8 Nov 204.17 10.1 3.95 30.16 135 -21 133
7 Nov 210.43 6.15 -0.85 29.38 977 127 160
6 Nov 208.92 7 -9.95 28.29 161 20 32
5 Nov 196.41 16.95 -1.40 37.91 16 2 13
4 Nov 196.19 18.35 3.40 43.33 15 1 11
1 Nov 200.16 14.95 0.00 0.00 0 5 0
31 Oct 199.99 14.95 2.70 - 11 4 9
30 Oct 203.73 12.25 1.25 - 5 2 6
29 Oct 205.12 11 2.00 - 6 3 4
28 Oct 206.85 9 -1.90 - 1 1 1
25 Oct 206.08 10.9 2.75 - 1 0 0
24 Oct 210.44 8.15 0.00 - 0 0 0
23 Oct 211.47 8.15 0.00 - 0 0 0
22 Oct 212.13 8.15 0.00 - 0 0 0
21 Oct 219.65 8.15 0.00 - 0 0 0
18 Oct 221.43 8.15 0.00 - 0 0 0
17 Oct 222.02 8.15 0.00 - 0 0 0
16 Oct 231.86 8.15 0.00 - 0 0 0
15 Oct 231.23 8.15 0.00 - 0 0 0
14 Oct 230.67 8.15 0.00 - 0 0 0
11 Oct 229.40 8.15 0.00 - 0 0 0
10 Oct 225.62 8.15 0.00 - 0 0 0
9 Oct 222.56 8.15 0.00 - 0 0 0
8 Oct 224.75 8.15 0.00 - 0 0 0
7 Oct 223.94 8.15 0.00 - 0 0 0
4 Oct 230.19 8.15 0.00 - 0 0 0
3 Oct 240.30 8.15 0.00 - 0 0 0
1 Oct 239.76 8.15 0.00 - 0 0 0
30 Sept 240.29 8.15 0.00 - 0 0 0
27 Sept 236.98 8.15 - 0 0 0


For Gail (India) Ltd - strike price 212.5 expiring on 28NOV2024

Delta for 212.5 PE is -0.84

Historical price for 212.5 PE is as follows

On 21 Nov GAIL was trading at 188.30. The strike last trading price was 25, which was 0.70 higher than the previous day. The implied volatity was 80.36, the open interest changed by 0 which decreased total open position to 110


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 24.3, 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 110


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 24.3, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110


On 18 Nov GAIL was trading at 185.46. The strike last trading price was 25.65, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111


On 14 Nov GAIL was trading at 188.89. The strike last trading price was 23.15, which was 1.30 higher than the previous day. The implied volatity was 39.00, the open interest changed by 0 which decreased total open position to 112


On 13 Nov GAIL was trading at 189.47. The strike last trading price was 21.85, which was 3.45 higher than the previous day. The implied volatity was 30.73, the open interest changed by -5 which decreased total open position to 111


On 12 Nov GAIL was trading at 194.15. The strike last trading price was 18.4, which was 8.75 higher than the previous day. The implied volatity was 36.14, the open interest changed by -7 which decreased total open position to 120


On 11 Nov GAIL was trading at 202.93. The strike last trading price was 9.65, which was -0.45 lower than the previous day. The implied volatity was 22.69, the open interest changed by -3 which decreased total open position to 128


On 8 Nov GAIL was trading at 204.17. The strike last trading price was 10.1, which was 3.95 higher than the previous day. The implied volatity was 30.16, the open interest changed by -21 which decreased total open position to 133


On 7 Nov GAIL was trading at 210.43. The strike last trading price was 6.15, which was -0.85 lower than the previous day. The implied volatity was 29.38, the open interest changed by 127 which increased total open position to 160


On 6 Nov GAIL was trading at 208.92. The strike last trading price was 7, which was -9.95 lower than the previous day. The implied volatity was 28.29, the open interest changed by 20 which increased total open position to 32


On 5 Nov GAIL was trading at 196.41. The strike last trading price was 16.95, which was -1.40 lower than the previous day. The implied volatity was 37.91, the open interest changed by 2 which increased total open position to 13


On 4 Nov GAIL was trading at 196.19. The strike last trading price was 18.35, which was 3.40 higher than the previous day. The implied volatity was 43.33, the open interest changed by 1 which increased total open position to 11


On 1 Nov GAIL was trading at 200.16. The strike last trading price was 14.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 31 Oct GAIL was trading at 199.99. The strike last trading price was 14.95, which was 2.70 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 12.25, which was 1.25 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 11, which was 2.00 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 9, which was -1.90 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 10.9, which was 2.75 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, 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 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to