GAIL
GAIL (INDIA) LTD
Historical option data for GAIL
04 Jul 2024 11:52 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 218.35 | 7.4 | -1.00 | - | 51,37,725 | 11,84,925 | 73,84,050 | |||
3 Jul | 220.14 | 8.4 | - | 50,46,225 | 5,53,575 | 61,99,125 | ||||
2 Jul | 221.67 | 9.4 | - | 1,09,80,000 | 59,475 | 56,68,425 | ||||
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 | ||||
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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 4 Jul GAIL was trading at 218.35. The strike last trading price was 7.4, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 1184925 which increased total open position to 7384050
On 3 Jul GAIL was trading at 220.14. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 553575 which increased total open position to 6199125
On 2 Jul GAIL was trading at 221.67. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 59475 which increased total open position to 5668425
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: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 218.35 | 7.9 | 0.80 | - | 19,67,250 | 2,79,075 | 38,24,700 |
3 Jul | 220.14 | 7.1 | - | 31,11,000 | 2,47,050 | 35,45,625 | |
2 Jul | 221.67 | 6.45 | - | 65,97,150 | 1,73,850 | 33,16,875 | |
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 4 Jul GAIL was trading at 218.35. The strike last trading price was 7.9, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 279075 which increased total open position to 3824700
On 3 Jul GAIL was trading at 220.14. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 247050 which increased total open position to 3545625
On 2 Jul GAIL was trading at 221.67. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 173850 which increased total open position to 3316875
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