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

224.52 1.97 (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 3.6 0.50 - 74,38,950 1,09,800 37,97,250
1 Jul 222.55 3.1 - 71,37,000 4,71,225 36,87,450
28 Jun 219.55 2.5 - 75,16,725 3,84,300 32,16,225
27 Jun 217.95 2.4 - 30,60,675 5,94,750 28,31,925
26 Jun 213.43 2 - 18,30,000 2,10,450 22,37,175
25 Jun 213.15 1.95 - 17,29,350 0 20,26,725
24 Jun 212.65 2.15 - 15,50,925 3,98,025 19,99,275
21 Jun 214.76 2.75 - 10,06,500 3,52,275 15,92,100
20 Jun 218.60 4.00 - 11,16,300 13,725 12,35,250
19 Jun 216.28 3.25 - 11,52,900 2,05,875 12,21,525
18 Jun 222.26 5.10 - 8,14,350 2,65,350 10,20,225
14 Jun 221.83 5.40 - 13,03,875 1,14,375 7,54,875
13 Jun 219.83 5.15 - 5,26,125 1,83,000 6,26,775
12 Jun 216.92 4.75 - 2,15,025 36,600 4,43,775
11 Jun 212.86 4.45 - 2,01,300 91,500 4,02,600
10 Jun 208.18 3.70 - 2,51,625 91,500 2,79,075
7 Jun 212.70 5.00 - 27,450 -9,150 1,92,150
6 Jun 207.90 4.50 - 2,01,300 1,92,150 2,01,300
5 Jun 195.15 2.50 - 4,575 4,575 9,150
4 Jun 190.30 6.60 - 9,150 4,575 4,575


For GAIL (INDIA) LTD - strike price 240 expiring on 25JUL2024

Delta for 240 CE is -

Historical price for 240 CE is as follows

On 2 Jul GAIL was trading at 224.60. The strike last trading price was 3.6, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 109800 which increased total open position to 3797250


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 471225 which increased total open position to 3687450


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 384300 which increased total open position to 3216225


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 594750 which increased total open position to 2831925


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 210450 which increased total open position to 2237175


On 25 Jun GAIL was trading at 213.15. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2026725


On 24 Jun GAIL was trading at 212.65. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 398025 which increased total open position to 1999275


On 21 Jun GAIL was trading at 214.76. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 352275 which increased total open position to 1592100


On 20 Jun GAIL was trading at 218.60. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 1235250


On 19 Jun GAIL was trading at 216.28. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 205875 which increased total open position to 1221525


On 18 Jun GAIL was trading at 222.26. The strike last trading price was 5.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 265350 which increased total open position to 1020225


On 14 Jun GAIL was trading at 221.83. The strike last trading price was 5.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 114375 which increased total open position to 754875


On 13 Jun GAIL was trading at 219.83. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 183000 which increased total open position to 626775


On 12 Jun GAIL was trading at 216.92. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 36600 which increased total open position to 443775


On 11 Jun GAIL was trading at 212.86. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 91500 which increased total open position to 402600


On 10 Jun GAIL was trading at 208.18. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 91500 which increased total open position to 279075


On 7 Jun GAIL was trading at 212.70. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -9150 which decreased total open position to 192150


On 6 Jun GAIL was trading at 207.90. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 192150 which increased total open position to 201300


On 5 Jun GAIL was trading at 195.15. The strike last trading price was 2.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 9150


On 4 Jun GAIL was trading at 190.30. The strike last trading price was 6.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 4575


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 224.60 17.3 -1.20 - 59,475 13,725 1,41,825
1 Jul 222.55 18.5 - 59,475 -22,875 1,28,100
28 Jun 219.55 21.5 - 59,475 13,725 1,50,975
27 Jun 217.95 22.4 - 1,46,400 1,09,800 1,37,250
26 Jun 213.43 27 - 27,450 18,300 18,300
25 Jun 213.15 33.7 - 0 0 0
24 Jun 212.65 33.7 - 0 0 0
21 Jun 214.76 33.70 - 0 0 0
20 Jun 218.60 33.70 - 0 0 0
19 Jun 216.28 33.70 - 0 0 0
18 Jun 222.26 33.70 - 0 0 0
14 Jun 221.83 33.70 - 0 0 0
13 Jun 219.83 33.70 - 0 0 0
12 Jun 216.92 33.70 - 0 0 0
11 Jun 212.86 33.70 - 0 0 0
10 Jun 208.18 33.70 - 0 0 0
7 Jun 212.70 33.70 - 0 0 0
6 Jun 207.90 33.70 - 0 0 0
5 Jun 195.15 33.70 - 0 0 0
4 Jun 190.30 33.70 - 0 0 0


For GAIL (INDIA) LTD - strike price 240 expiring on 25JUL2024

Delta for 240 PE is -

Historical price for 240 PE is as follows

On 2 Jul GAIL was trading at 224.60. The strike last trading price was 17.3, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 141825


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 18.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -22875 which decreased total open position to 128100


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 150975


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 22.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 109800 which increased total open position to 137250


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by 18300 which increased total open position to 18300


On 25 Jun GAIL was trading at 213.15. The strike last trading price was 33.7, 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 33.7, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, 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 33.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0