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

205.82 -1.72 (-0.83%)

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Historical option data for GAIL

11 Dec 2024 04:11 PM IST
GAIL 26DEC2024 225 CE
Delta: 0.08
Vega: 0.06
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Dec 205.82 0.4 -0.30 29.11 1,008.447 -68.138 839.074
10 Dec 207.54 0.7 -0.20 29.52 1,257.638 60.351 903.319
9 Dec 208.67 0.9 -0.30 29.15 1,138.883 79.819 848.809
6 Dec 210.41 1.2 0.10 26.88 1,693.723 15.574 768.989
5 Dec 208.87 1.1 0.00 27.50 1,364.713 42.83 749.521
4 Dec 206.73 1.1 0.60 28.55 1,518.511 251.138 704.745
3 Dec 199.99 0.5 0.00 30.11 531.479 54.511 447.766
2 Dec 198.54 0.5 -0.25 30.92 535.372 29.202 404.936
29 Nov 199.46 0.75 0.15 31.28 909.16 157.691 369.894
28 Nov 196.70 0.6 -0.05 30.47 247.245 107.074 204.415
27 Nov 194.88 0.65 -0.05 33.15 46.723 15.574 91.5
26 Nov 193.97 0.7 -0.25 34.22 87.606 33.096 75.926
25 Nov 199.19 0.95 0.35 30.70 42.83 29.202 40.883
22 Nov 192.61 0.6 0.10 31.86 11.681 1.947 13.628
21 Nov 188.30 0.5 0.05 33.57 5.84 3.894 9.734
20 Nov 186.68 0.45 0.00 34.17 5.84 5.84 0
19 Nov 186.68 0.45 -25.00 34.17 5.84 0 0
18 Nov 185.46 25.45 0.00 16.31 0 0 0
14 Nov 188.89 25.45 0.00 13.37 0 0 0
13 Nov 189.47 25.45 0.00 12.97 0 0 0
12 Nov 194.15 25.45 0.00 11.41 0 0 0
11 Nov 202.93 25.45 0.00 7.40 0 0 0
8 Nov 204.17 25.45 0.00 6.73 0 0 0
1 Nov 200.16 25.45 0.00 7.12 0 0 0
31 Oct 199.99 25.45 0.00 - 0 0 0
30 Oct 203.73 25.45 0.00 - 0 0 0
29 Oct 205.12 25.45 0.00 - 0 0 0
22 Oct 212.13 25.45 25.45 - 0 0 0
21 Oct 219.65 0 0.00 - 0 0 0
18 Oct 221.43 0 0.00 - 0 0 0
17 Oct 222.02 0 0.00 - 0 0 0
16 Oct 231.86 0 0.00 - 0 0 0
15 Oct 231.23 0 0.00 - 0 0 0
14 Oct 230.67 0 0.00 - 0 0 0
11 Oct 229.40 0 0.00 - 0 0 0
10 Oct 225.62 0 0.00 - 0 0 0
9 Oct 222.56 0 0.00 - 0 0 0
8 Oct 224.75 0 0.00 - 0 0 0
7 Oct 223.94 0 0.00 - 0 0 0
4 Oct 230.19 0 0.00 - 0 0 0
3 Oct 240.30 0 0.00 - 0 0 0
30 Sept 240.29 0 - 0 0 0


For Gail (India) Ltd - strike price 225 expiring on 26DEC2024

Delta for 225 CE is 0.08

Historical price for 225 CE is as follows

On 11 Dec GAIL was trading at 205.82. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 29.11, the open interest changed by -35 which decreased total open position to 431


On 10 Dec GAIL was trading at 207.54. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 29.52, the open interest changed by 31 which increased total open position to 464


On 9 Dec GAIL was trading at 208.67. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 29.15, the open interest changed by 41 which increased total open position to 436


On 6 Dec GAIL was trading at 210.41. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 26.88, the open interest changed by 8 which increased total open position to 395


On 5 Dec GAIL was trading at 208.87. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 22 which increased total open position to 385


On 4 Dec GAIL was trading at 206.73. The strike last trading price was 1.1, which was 0.60 higher than the previous day. The implied volatity was 28.55, the open interest changed by 129 which increased total open position to 362


On 3 Dec GAIL was trading at 199.99. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 30.11, the open interest changed by 28 which increased total open position to 230


On 2 Dec GAIL was trading at 198.54. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 30.92, the open interest changed by 15 which increased total open position to 208


On 29 Nov GAIL was trading at 199.46. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 31.28, the open interest changed by 81 which increased total open position to 190


On 28 Nov GAIL was trading at 196.70. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.47, the open interest changed by 55 which increased total open position to 105


On 27 Nov GAIL was trading at 194.88. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 33.15, the open interest changed by 8 which increased total open position to 47


On 26 Nov GAIL was trading at 193.97. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 34.22, the open interest changed by 17 which increased total open position to 39


On 25 Nov GAIL was trading at 199.19. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 30.70, the open interest changed by 15 which increased total open position to 21


On 22 Nov GAIL was trading at 192.61. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 31.86, the open interest changed by 1 which increased total open position to 7


On 21 Nov GAIL was trading at 188.30. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 33.57, the open interest changed by 2 which increased total open position to 5


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 34.17, the open interest changed by 3 which increased total open position to 0


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 0.45, which was -25.00 lower than the previous day. The implied volatity was 34.17, 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 25.45, which was 0.00 lower than the previous day. The implied volatity was 16.31, 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 25.45, which was 0.00 lower than the previous day. The implied volatity was 13.37, 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 25.45, which was 0.00 lower than the previous day. The implied volatity was 12.97, 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 25.45, which was 0.00 lower than the previous day. The implied volatity was 11.41, 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 25.45, which was 0.00 lower than the previous day. The implied volatity was 7.40, 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 25.45, which was 0.00 lower than the previous day. The implied volatity was 6.73, 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 25.45, which was 0.00 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0


On 31 Oct GAIL was trading at 199.99. The strike last trading price was 25.45, 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 Oct GAIL was trading at 203.73. The strike last trading price was 25.45, 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 29 Oct GAIL was trading at 205.12. The strike last trading price was 25.45, 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 25.45, which was 25.45 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GAIL 26DEC2024 225 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Dec 205.82 17.5 0.20 - 1.947 0 251.138
10 Dec 207.54 17.3 2.55 31.59 23.362 7.787 251.138
9 Dec 208.67 14.75 0.35 - 15.574 7.787 241.404
6 Dec 210.41 14.4 -1.95 26.32 89.553 44.777 233.617
5 Dec 208.87 16.35 -3.65 30.79 85.66 1.947 188.84
4 Dec 206.73 20 -4.85 46.94 40.883 21.415 186.894
3 Dec 199.99 24.85 0.35 39.01 1.947 0 163.532
2 Dec 198.54 24.5 0.00 0.00 0 5.84 0
29 Nov 199.46 24.5 -2.55 27.51 42.83 15.574 173.266
28 Nov 196.70 27.05 -2.05 39.63 105.128 103.181 155.745
27 Nov 194.88 29.1 -0.90 36.54 31.149 29.202 50.617
26 Nov 193.97 30 4.80 35.26 15.574 3.894 23.362
25 Nov 199.19 25.2 -6.80 35.48 5.84 7.787 17.521
22 Nov 192.61 32 -3.75 43.32 3.894 0 9.734
21 Nov 188.30 35.75 0.00 45.43 3.894 0 5.84
20 Nov 186.68 35.75 0.00 - 19.468 5.84 7.787
19 Nov 186.68 35.75 19.90 - 19.468 7.787 7.787
18 Nov 185.46 15.85 0.00 - 0 0 0
14 Nov 188.89 15.85 0.00 - 0 0 0
13 Nov 189.47 15.85 0.00 - 0 0 0
12 Nov 194.15 15.85 0.00 - 0 0 0
11 Nov 202.93 15.85 0.00 - 0 0 0
8 Nov 204.17 15.85 0.00 - 0 0 0
1 Nov 200.16 15.85 0.00 - 0 0 0
31 Oct 199.99 15.85 0.00 - 0 0 0
30 Oct 203.73 15.85 0.00 - 0 0 0
29 Oct 205.12 15.85 0.00 - 0 0 0
22 Oct 212.13 15.85 0.00 - 0 0 0
21 Oct 219.65 15.85 0.00 - 0 0 0
18 Oct 221.43 15.85 0.00 - 0 0 0
17 Oct 222.02 15.85 0.00 - 0 0 0
16 Oct 231.86 15.85 0.00 - 0 0 0
15 Oct 231.23 15.85 0.00 - 0 0 0
14 Oct 230.67 15.85 0.00 - 0 0 0
11 Oct 229.40 15.85 0.00 - 0 0 0
10 Oct 225.62 15.85 0.00 - 0 0 0
9 Oct 222.56 15.85 0.00 - 0 0 0
8 Oct 224.75 15.85 15.85 - 0 0 0
7 Oct 223.94 0 0.00 - 0 0 0
4 Oct 230.19 0 0.00 - 0 0 0
3 Oct 240.30 0 0.00 - 0 0 0
30 Sept 240.29 0 - 0 0 0


For Gail (India) Ltd - strike price 225 expiring on 26DEC2024

Delta for 225 PE is -

Historical price for 225 PE is as follows

On 11 Dec GAIL was trading at 205.82. The strike last trading price was 17.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129


On 10 Dec GAIL was trading at 207.54. The strike last trading price was 17.3, which was 2.55 higher than the previous day. The implied volatity was 31.59, the open interest changed by 4 which increased total open position to 129


On 9 Dec GAIL was trading at 208.67. The strike last trading price was 14.75, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 124


On 6 Dec GAIL was trading at 210.41. The strike last trading price was 14.4, which was -1.95 lower than the previous day. The implied volatity was 26.32, the open interest changed by 23 which increased total open position to 120


On 5 Dec GAIL was trading at 208.87. The strike last trading price was 16.35, which was -3.65 lower than the previous day. The implied volatity was 30.79, the open interest changed by 1 which increased total open position to 97


On 4 Dec GAIL was trading at 206.73. The strike last trading price was 20, which was -4.85 lower than the previous day. The implied volatity was 46.94, the open interest changed by 11 which increased total open position to 96


On 3 Dec GAIL was trading at 199.99. The strike last trading price was 24.85, which was 0.35 higher than the previous day. The implied volatity was 39.01, the open interest changed by 0 which decreased total open position to 84


On 2 Dec GAIL was trading at 198.54. The strike last trading price was 24.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 29 Nov GAIL was trading at 199.46. The strike last trading price was 24.5, which was -2.55 lower than the previous day. The implied volatity was 27.51, the open interest changed by 8 which increased total open position to 89


On 28 Nov GAIL was trading at 196.70. The strike last trading price was 27.05, which was -2.05 lower than the previous day. The implied volatity was 39.63, the open interest changed by 53 which increased total open position to 80


On 27 Nov GAIL was trading at 194.88. The strike last trading price was 29.1, which was -0.90 lower than the previous day. The implied volatity was 36.54, the open interest changed by 15 which increased total open position to 26


On 26 Nov GAIL was trading at 193.97. The strike last trading price was 30, which was 4.80 higher than the previous day. The implied volatity was 35.26, the open interest changed by 2 which increased total open position to 12


On 25 Nov GAIL was trading at 199.19. The strike last trading price was 25.2, which was -6.80 lower than the previous day. The implied volatity was 35.48, the open interest changed by 4 which increased total open position to 9


On 22 Nov GAIL was trading at 192.61. The strike last trading price was 32, which was -3.75 lower than the previous day. The implied volatity was 43.32, the open interest changed by 0 which decreased total open position to 5


On 21 Nov GAIL was trading at 188.30. The strike last trading price was 35.75, which was 0.00 lower than the previous day. The implied volatity was 45.43, the open interest changed by 0 which decreased total open position to 3


On 20 Nov GAIL was trading at 186.68. The strike last trading price was 35.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 19 Nov GAIL was trading at 186.68. The strike last trading price was 35.75, which was 19.90 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 18 Nov GAIL was trading at 185.46. The strike last trading price was 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 1 Nov GAIL was trading at 200.16. The strike last trading price was 15.85, 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 31 Oct GAIL was trading at 199.99. The strike last trading price was 15.85, 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 Oct GAIL was trading at 203.73. The strike last trading price was 15.85, 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 29 Oct GAIL was trading at 205.12. The strike last trading price was 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, which was 15.85 higher 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to