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

224.54 1.99 (0.89%)

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Historical option data for GAIL

02 Jul 2024 11:02 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 224.60 4.85 0.50 - 44,78,925 1,87,575 15,46,350
1 Jul 222.55 4.35 - 36,14,250 86,925 13,58,775
28 Jun 219.55 3.5 - 46,07,025 4,94,100 12,71,850
27 Jun 217.95 3.3 - 9,97,350 1,73,850 7,77,750
26 Jun 213.43 2.7 - 6,22,200 1,50,975 5,99,325
25 Jun 213.15 2.6 - 2,56,200 86,925 4,48,350
24 Jun 212.65 2.95 - 3,52,275 1,37,250 3,61,425
21 Jun 214.76 3.75 - 3,06,525 1,18,950 2,28,750
20 Jun 218.60 5.00 - 2,33,325 -41,175 1,09,800
19 Jun 216.28 4.55 - 1,69,275 1,05,225 1,50,975
18 Jun 222.26 6.20 - 50,325 27,450 54,900
14 Jun 221.83 6.55 - 32,025 27,450 27,450
13 Jun 219.83 7.20 - 0 0 0
12 Jun 216.92 7.20 - 0 0 0
11 Jun 212.86 7.20 - 0 0 0
10 Jun 208.18 7.20 - 0 0 0
7 Jun 212.70 7.20 - 0 0 0
6 Jun 207.90 7.20 - 0 0 0
5 Jun 195.15 7.20 - 0 0 0
4 Jun 190.30 7.20 - 0 0 0


For GAIL (INDIA) LTD - strike price 235 expiring on 25JUL2024

Delta for 235 CE is -

Historical price for 235 CE is as follows

On 2 Jul GAIL was trading at 224.60. The strike last trading price was 4.85, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 187575 which increased total open position to 1546350


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 86925 which increased total open position to 1358775


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 494100 which increased total open position to 1271850


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 173850 which increased total open position to 777750


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 150975 which increased total open position to 599325


On 25 Jun GAIL was trading at 213.15. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 86925 which increased total open position to 448350


On 24 Jun GAIL was trading at 212.65. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 137250 which increased total open position to 361425


On 21 Jun GAIL was trading at 214.76. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 118950 which increased total open position to 228750


On 20 Jun GAIL was trading at 218.60. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -41175 which decreased total open position to 109800


On 19 Jun GAIL was trading at 216.28. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 105225 which increased total open position to 150975


On 18 Jun GAIL was trading at 222.26. The strike last trading price was 6.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 27450 which increased total open position to 54900


On 14 Jun GAIL was trading at 221.83. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 27450 which increased total open position to 27450


On 13 Jun GAIL was trading at 219.83. The strike last trading price was 7.20, 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 12 Jun GAIL was trading at 216.92. The strike last trading price was 7.20, 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 11 Jun GAIL was trading at 212.86. The strike last trading price was 7.20, 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 10 Jun GAIL was trading at 208.18. The strike last trading price was 7.20, 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 7 Jun GAIL was trading at 212.70. The strike last trading price was 7.20, 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 7.20, 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 7.20, 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 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 224.60 13.2 -1.90 - 50,325 4,575 1,55,550
1 Jul 222.55 15.1 - 1,55,550 27,450 1,50,975
28 Jun 219.55 16.8 - 1,50,975 1,00,650 1,23,525
27 Jun 217.95 18.6 - 9,150 4,575 22,875
26 Jun 213.43 23.5 - 18,300 0 0
25 Jun 213.15 29.95 - 0 0 0
24 Jun 212.65 29.95 - 0 0 0
21 Jun 214.76 29.95 - 0 0 0
20 Jun 218.60 29.95 - 0 0 0
19 Jun 216.28 29.95 - 0 0 0
18 Jun 222.26 29.95 - 0 0 0
14 Jun 221.83 29.95 - 0 0 0
13 Jun 219.83 29.95 - 0 0 0
12 Jun 216.92 29.95 - 0 0 0
11 Jun 212.86 29.95 - 0 0 0
10 Jun 208.18 29.95 - 0 0 0
7 Jun 212.70 29.95 - 0 0 0
6 Jun 207.90 29.95 - 0 0 0
5 Jun 195.15 29.95 - 0 0 0
4 Jun 190.30 29.95 - 0 0 0


For GAIL (INDIA) LTD - strike price 235 expiring on 25JUL2024

Delta for 235 PE is -

Historical price for 235 PE is as follows

On 2 Jul GAIL was trading at 224.60. The strike last trading price was 13.2, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 155550


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 15.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 27450 which increased total open position to 150975


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 100650 which increased total open position to 123525


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 22875


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 23.5, 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 25 Jun GAIL was trading at 213.15. The strike last trading price was 29.95, 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 24 Jun GAIL was trading at 212.65. The strike last trading price was 29.95, 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 21 Jun GAIL was trading at 214.76. The strike last trading price was 29.95, 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 20 Jun GAIL was trading at 218.60. The strike last trading price was 29.95, 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 19 Jun GAIL was trading at 216.28. The strike last trading price was 29.95, 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 18 Jun GAIL was trading at 222.26. The strike last trading price was 29.95, 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 14 Jun GAIL was trading at 221.83. The strike last trading price was 29.95, 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 13 Jun GAIL was trading at 219.83. The strike last trading price was 29.95, 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 12 Jun GAIL was trading at 216.92. The strike last trading price was 29.95, 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 11 Jun GAIL was trading at 212.86. The strike last trading price was 29.95, 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 10 Jun GAIL was trading at 208.18. The strike last trading price was 29.95, 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 7 Jun GAIL was trading at 212.70. The strike last trading price was 29.95, 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 29.95, 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 29.95, 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 29.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0