GAIL
Gail (india) Ltd
Historical option data for GAIL
21 Nov 2024 04:11 PM IST
| GAIL 28NOV2024 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 188.30 | 0.15 | 0.00 | 48.68 | 675 | -170 | 1,273 | |||
| 20 Nov | 186.68 | 0.15 | 0.00 | 46.95 | 394 | -50 | 1,447 | |||
| 19 Nov | 186.68 | 0.15 | -0.05 | 46.95 | 394 | -46 | 1,447 | |||
| 18 Nov | 185.46 | 0.2 | -0.10 | 47.98 | 542 | -12 | 1,476 | |||
| 14 Nov | 188.89 | 0.3 | -0.10 | 38.36 | 651 | -26 | 1,497 | |||
| 13 Nov | 189.47 | 0.4 | -0.15 | 37.93 | 1,276 | 11 | 1,523 | |||
| 12 Nov | 194.15 | 0.55 | -1.10 | 33.76 | 1,977 | 261 | 1,609 | |||
| 11 Nov | 202.93 | 1.65 | -0.20 | 30.55 | 889 | 25 | 1,349 | |||
| 8 Nov | 204.17 | 1.85 | -2.60 | 27.36 | 1,857 | 130 | 1,327 | |||
| 7 Nov | 210.43 | 4.45 | 0.65 | 28.52 | 5,438 | 631 | 1,187 | |||
| 6 Nov | 208.92 | 3.8 | 1.90 | 28.30 | 3,756 | 91 | 559 | |||
| 5 Nov | 196.41 | 1.9 | -0.50 | 36.52 | 767 | 81 | 470 | |||
| 4 Nov | 196.19 | 2.4 | -0.80 | 39.97 | 684 | 71 | 389 | |||
| 1 Nov | 200.16 | 3.2 | -0.15 | 36.33 | 123 | 27 | 316 | |||
| 31 Oct | 199.99 | 3.35 | -0.60 | - | 406 | 80 | 286 | |||
| 30 Oct | 203.73 | 3.95 | -0.65 | - | 354 | 77 | 206 | |||
| 29 Oct | 205.12 | 4.6 | -1.00 | - | 289 | 48 | 128 | |||
| 28 Oct | 206.85 | 5.6 | 0.00 | - | 103 | 24 | 80 | |||
| 25 Oct | 206.08 | 5.6 | -1.65 | - | 92 | 3 | 56 | |||
| 24 Oct | 210.44 | 7.25 | -0.60 | - | 45 | 24 | 53 | |||
| 23 Oct | 211.47 | 7.85 | -0.15 | - | 39 | 23 | 29 | |||
| 22 Oct | 212.13 | 8 | -4.00 | - | 7 | 5 | 6 | |||
| 21 Oct | 219.65 | 12 | 0.00 | - | 0 | 1 | 0 | |||
| 18 Oct | 221.43 | 12 | -15.25 | - | 1 | 0 | 0 | |||
| 17 Oct | 222.02 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 231.86 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 231.23 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 230.67 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 229.40 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 225.62 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 222.56 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 224.75 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 223.94 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Oct | 230.19 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 240.30 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 239.76 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 240.29 | 27.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 236.98 | 27.25 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 215 expiring on 28NOV2024
Delta for 215 CE is 0.03
Historical price for 215 CE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 48.68, the open interest changed by -170 which decreased total open position to 1273
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 46.95, the open interest changed by -50 which decreased total open position to 1447
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 46.95, the open interest changed by -46 which decreased total open position to 1447
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 47.98, the open interest changed by -12 which decreased total open position to 1476
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 38.36, the open interest changed by -26 which decreased total open position to 1497
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 37.93, the open interest changed by 11 which increased total open position to 1523
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 0.55, which was -1.10 lower than the previous day. The implied volatity was 33.76, the open interest changed by 261 which increased total open position to 1609
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 30.55, the open interest changed by 25 which increased total open position to 1349
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 1.85, which was -2.60 lower than the previous day. The implied volatity was 27.36, the open interest changed by 130 which increased total open position to 1327
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 4.45, which was 0.65 higher than the previous day. The implied volatity was 28.52, the open interest changed by 631 which increased total open position to 1187
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 3.8, which was 1.90 higher than the previous day. The implied volatity was 28.30, the open interest changed by 91 which increased total open position to 559
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 1.9, which was -0.50 lower than the previous day. The implied volatity was 36.52, the open interest changed by 81 which increased total open position to 470
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 39.97, the open interest changed by 71 which increased total open position to 389
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 3.2, which was -0.15 lower than the previous day. The implied volatity was 36.33, the open interest changed by 27 which increased total open position to 316
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 3.35, 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 30 Oct GAIL was trading at 203.73. The strike last trading price was 3.95, which was -0.65 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 4.6, which was -1.00 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 5.6, 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 25 Oct GAIL was trading at 206.08. The strike last trading price was 5.6, which was -1.65 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 7.25, 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 7.85, which was -0.15 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, which was -4.00 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 12, 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 12, which was -15.25 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 28NOV2024 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.04
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 188.30 | 26.35 | -0.20 | 62.98 | 16 | -13 | 288 |
| 20 Nov | 186.68 | 26.55 | 0.00 | - | 3 | -2 | 301 |
| 19 Nov | 186.68 | 26.55 | -2.85 | - | 3 | -2 | 301 |
| 18 Nov | 185.46 | 29.4 | 3.80 | 45.09 | 16 | -3 | 304 |
| 14 Nov | 188.89 | 25.6 | 0.70 | 41.18 | 16 | -4 | 307 |
| 13 Nov | 189.47 | 24.9 | 4.40 | 44.32 | 17 | -8 | 312 |
| 12 Nov | 194.15 | 20.5 | 8.00 | 36.71 | 31 | -1 | 324 |
| 11 Nov | 202.93 | 12.5 | 0.50 | 29.38 | 21 | -2 | 325 |
| 8 Nov | 204.17 | 12 | 4.40 | 30.75 | 132 | -11 | 327 |
| 7 Nov | 210.43 | 7.6 | -1.00 | 29.69 | 1,521 | 133 | 335 |
| 6 Nov | 208.92 | 8.6 | -10.60 | 28.76 | 344 | 45 | 204 |
| 5 Nov | 196.41 | 19.2 | -1.30 | 39.70 | 17 | -1 | 159 |
| 4 Nov | 196.19 | 20.5 | 3.60 | 44.71 | 21 | -3 | 158 |
| 1 Nov | 200.16 | 16.9 | 0.00 | 0.00 | 0 | 22 | 0 |
| 31 Oct | 199.99 | 16.9 | 2.90 | - | 41 | 22 | 161 |
| 30 Oct | 203.73 | 14 | 1.55 | - | 70 | 31 | 140 |
| 29 Oct | 205.12 | 12.45 | 0.90 | - | 52 | 12 | 110 |
| 28 Oct | 206.85 | 11.55 | -0.45 | - | 11 | 2 | 99 |
| 25 Oct | 206.08 | 12 | 1.85 | - | 27 | 3 | 97 |
| 24 Oct | 210.44 | 10.15 | 1.10 | - | 21 | 8 | 93 |
| 23 Oct | 211.47 | 9.05 | -0.10 | - | 26 | 20 | 85 |
| 22 Oct | 212.13 | 9.15 | 3.75 | - | 80 | 57 | 64 |
| 21 Oct | 219.65 | 5.4 | -3.60 | - | 7 | 5 | 5 |
| 18 Oct | 221.43 | 9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 222.02 | 9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 231.86 | 9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 231.23 | 9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 230.67 | 9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 229.40 | 9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 225.62 | 9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 222.56 | 9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 224.75 | 9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 223.94 | 9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 230.19 | 9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 240.30 | 9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 239.76 | 9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 240.29 | 9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 236.98 | 9 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 215 expiring on 28NOV2024
Delta for 215 PE is -0.92
Historical price for 215 PE is as follows
On 21 Nov GAIL was trading at 188.30. The strike last trading price was 26.35, which was -0.20 lower than the previous day. The implied volatity was 62.98, the open interest changed by -13 which decreased total open position to 288
On 20 Nov GAIL was trading at 186.68. The strike last trading price was 26.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 301
On 19 Nov GAIL was trading at 186.68. The strike last trading price was 26.55, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 301
On 18 Nov GAIL was trading at 185.46. The strike last trading price was 29.4, which was 3.80 higher than the previous day. The implied volatity was 45.09, the open interest changed by -3 which decreased total open position to 304
On 14 Nov GAIL was trading at 188.89. The strike last trading price was 25.6, which was 0.70 higher than the previous day. The implied volatity was 41.18, the open interest changed by -4 which decreased total open position to 307
On 13 Nov GAIL was trading at 189.47. The strike last trading price was 24.9, which was 4.40 higher than the previous day. The implied volatity was 44.32, the open interest changed by -8 which decreased total open position to 312
On 12 Nov GAIL was trading at 194.15. The strike last trading price was 20.5, which was 8.00 higher than the previous day. The implied volatity was 36.71, the open interest changed by -1 which decreased total open position to 324
On 11 Nov GAIL was trading at 202.93. The strike last trading price was 12.5, which was 0.50 higher than the previous day. The implied volatity was 29.38, the open interest changed by -2 which decreased total open position to 325
On 8 Nov GAIL was trading at 204.17. The strike last trading price was 12, which was 4.40 higher than the previous day. The implied volatity was 30.75, the open interest changed by -11 which decreased total open position to 327
On 7 Nov GAIL was trading at 210.43. The strike last trading price was 7.6, which was -1.00 lower than the previous day. The implied volatity was 29.69, the open interest changed by 133 which increased total open position to 335
On 6 Nov GAIL was trading at 208.92. The strike last trading price was 8.6, which was -10.60 lower than the previous day. The implied volatity was 28.76, the open interest changed by 45 which increased total open position to 204
On 5 Nov GAIL was trading at 196.41. The strike last trading price was 19.2, which was -1.30 lower than the previous day. The implied volatity was 39.70, the open interest changed by -1 which decreased total open position to 159
On 4 Nov GAIL was trading at 196.19. The strike last trading price was 20.5, which was 3.60 higher than the previous day. The implied volatity was 44.71, the open interest changed by -3 which decreased total open position to 158
On 1 Nov GAIL was trading at 200.16. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 31 Oct GAIL was trading at 199.99. The strike last trading price was 16.9, which was 2.90 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 14, which was 1.55 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 12.45, which was 0.90 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 11.55, which was -0.45 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 12, which was 1.85 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 10.15, which was 1.10 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 9.05, which was -0.10 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 9.15, which was 3.75 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 5.4, which was -3.60 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
