[--[65.84.65.76]--]
GAIL
GAIL (INDIA) LTD

224.35 1.80 (0.81%)

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Historical option data for GAIL

02 Jul 2024 10:42 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 224.62 11.4 1.10 - 60,84,750 -3,79,725 52,29,225
1 Jul 222.55 10.3 - 1,05,04,200 -2,79,075 56,08,950
28 Jun 219.55 9 - 2,53,36,350 -3,98,025 58,88,025
27 Jun 217.95 8.45 - 1,37,15,850 14,45,700 62,86,050
26 Jun 213.43 6.9 - 51,92,625 10,11,075 48,22,050
25 Jun 213.15 6.6 - 26,12,325 4,62,075 38,10,975
24 Jun 212.65 6.65 - 31,65,900 4,11,750 33,35,175
21 Jun 214.76 8.25 - 20,49,600 4,25,475 29,14,275
20 Jun 218.60 10.30 - 46,25,325 1,46,400 25,02,525
19 Jun 216.28 9.50 - 18,20,850 4,39,200 23,56,125
18 Jun 222.26 12.55 - 12,12,375 5,62,725 19,16,925
14 Jun 221.83 12.70 - 9,28,725 1,14,375 13,54,200
13 Jun 219.83 12.05 - 4,98,675 0 12,30,675
12 Jun 216.92 11.05 - 6,40,500 1,00,650 12,26,100
11 Jun 212.86 10.00 - 4,98,675 9,150 11,25,450
10 Jun 208.18 8.10 - 7,64,025 54,900 11,20,875
7 Jun 212.70 10.10 - 2,47,050 0 10,56,825
6 Jun 207.90 9.45 - 13,99,950 9,24,150 10,56,825
5 Jun 195.15 6.80 - 54,900 4,575 1,32,675
4 Jun 190.30 7.00 - 1,18,950 50,325 1,28,100
3 Jun 230.80 22.80 - 2,37,900 77,775 77,775


For GAIL (INDIA) LTD - strike price 220 expiring on 25JUL2024

Delta for 220 CE is -

Historical price for 220 CE is as follows

On 2 Jul GAIL was trading at 224.62. The strike last trading price was 11.4, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by -379725 which decreased total open position to 5229225


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -279075 which decreased total open position to 5608950


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by -398025 which decreased total open position to 5888025


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1445700 which increased total open position to 6286050


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1011075 which increased total open position to 4822050


On 25 Jun GAIL was trading at 213.15. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 462075 which increased total open position to 3810975


On 24 Jun GAIL was trading at 212.65. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 411750 which increased total open position to 3335175


On 21 Jun GAIL was trading at 214.76. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 425475 which increased total open position to 2914275


On 20 Jun GAIL was trading at 218.60. The strike last trading price was 10.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 146400 which increased total open position to 2502525


On 19 Jun GAIL was trading at 216.28. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 439200 which increased total open position to 2356125


On 18 Jun GAIL was trading at 222.26. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 562725 which increased total open position to 1916925


On 14 Jun GAIL was trading at 221.83. The strike last trading price was 12.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 114375 which increased total open position to 1354200


On 13 Jun GAIL was trading at 219.83. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1230675


On 12 Jun GAIL was trading at 216.92. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100650 which increased total open position to 1226100


On 11 Jun GAIL was trading at 212.86. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 1125450


On 10 Jun GAIL was trading at 208.18. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 54900 which increased total open position to 1120875


On 7 Jun GAIL was trading at 212.70. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1056825


On 6 Jun GAIL was trading at 207.90. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 924150 which increased total open position to 1056825


On 5 Jun GAIL was trading at 195.15. The strike last trading price was 6.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 132675


On 4 Jun GAIL was trading at 190.30. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50325 which increased total open position to 128100


On 3 Jun GAIL was trading at 230.80. The strike last trading price was 22.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 77775 which increased total open position to 77775


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 224.62 5.35 -0.85 - 26,85,525 59,475 32,02,500
1 Jul 222.55 6.2 - 43,82,850 7,91,475 31,43,025
28 Jun 219.55 7.55 - 51,65,175 2,24,175 23,51,550
27 Jun 217.95 8.65 - 14,91,450 7,96,050 21,27,375
26 Jun 213.43 11.4 - 5,39,850 1,00,650 13,31,325
25 Jun 213.15 12.35 - 4,52,925 1,41,825 12,30,675
24 Jun 212.65 12.4 - 3,79,725 1,14,375 10,84,275
21 Jun 214.76 11.75 - 4,71,225 2,69,925 9,69,900
20 Jun 218.60 10.00 - 5,03,250 -9,150 6,95,400
19 Jun 216.28 10.80 - 3,79,725 54,900 7,04,550
18 Jun 222.26 8.15 - 6,35,925 3,33,975 6,35,925
14 Jun 221.83 8.40 - 4,98,675 1,05,225 3,01,950
13 Jun 219.83 9.90 - 41,175 22,875 1,92,150
12 Jun 216.92 11.95 - 1,83,000 1,46,400 1,73,850
11 Jun 212.86 15.00 - 22,875 13,725 22,875
10 Jun 208.18 18.00 - 13,725 4,575 4,575
7 Jun 212.70 19.90 - 0 0 0
6 Jun 207.90 19.90 - 0 0 0
5 Jun 195.15 19.90 - 0 0 0
4 Jun 190.30 19.90 - 0 0 0
3 Jun 230.80 19.90 - 0 0 0


For GAIL (INDIA) LTD - strike price 220 expiring on 25JUL2024

Delta for 220 PE is -

Historical price for 220 PE is as follows

On 2 Jul GAIL was trading at 224.62. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 59475 which increased total open position to 3202500


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 791475 which increased total open position to 3143025


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 224175 which increased total open position to 2351550


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 796050 which increased total open position to 2127375


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 11.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 100650 which increased total open position to 1331325


On 25 Jun GAIL was trading at 213.15. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 141825 which increased total open position to 1230675


On 24 Jun GAIL was trading at 212.65. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 114375 which increased total open position to 1084275


On 21 Jun GAIL was trading at 214.76. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 269925 which increased total open position to 969900


On 20 Jun GAIL was trading at 218.60. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -9150 which decreased total open position to 695400


On 19 Jun GAIL was trading at 216.28. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 54900 which increased total open position to 704550


On 18 Jun GAIL was trading at 222.26. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 333975 which increased total open position to 635925


On 14 Jun GAIL was trading at 221.83. The strike last trading price was 8.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 105225 which increased total open position to 301950


On 13 Jun GAIL was trading at 219.83. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 22875 which increased total open position to 192150


On 12 Jun GAIL was trading at 216.92. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 146400 which increased total open position to 173850


On 11 Jun GAIL was trading at 212.86. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 22875


On 10 Jun GAIL was trading at 208.18. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 4575


On 7 Jun GAIL was trading at 212.70. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun GAIL was trading at 207.90. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun GAIL was trading at 195.15. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun GAIL was trading at 190.30. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun GAIL was trading at 230.80. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0