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

224.54 1.99 (0.89%)

Back to Option Chain


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 2.6 0.35 - 19,16,925 64,050 6,77,100
1 Jul 222.55 2.25 - 9,47,025 2,24,175 6,13,050
28 Jun 219.55 1.8 - 9,19,575 2,10,450 3,88,875
27 Jun 217.95 1.75 - 2,24,175 1,14,375 1,78,425
26 Jun 213.43 1.45 - 77,775 64,050 64,050
25 Jun 213.15 1.9 - 0 0 0
24 Jun 212.65 1.9 - 9,150 -4,575 27,450
21 Jun 214.76 2.50 - 27,450 4,575 32,025
20 Jun 218.60 3.00 - 13,725 22,875 22,875
19 Jun 216.28 3.95 - 0 0 0
18 Jun 222.26 3.95 - 13,725 0 22,875
14 Jun 221.83 4.10 - 36,600 4,575 22,875
13 Jun 219.83 3.65 - 13,725 9,150 18,300
12 Jun 216.92 3.50 - 4,575 0 4,575
11 Jun 212.86 3.50 - 4,575 0 0


For GAIL (INDIA) LTD - strike price 245 expiring on 25JUL2024

Delta for 245 CE is -

Historical price for 245 CE is as follows

On 2 Jul GAIL was trading at 224.60. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 64050 which increased total open position to 677100


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 224175 which increased total open position to 613050


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 210450 which increased total open position to 388875


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 114375 which increased total open position to 178425


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 64050 which increased total open position to 64050


On 25 Jun GAIL was trading at 213.15. The strike last trading price was 1.9, 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 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -4575 which decreased total open position to 27450


On 21 Jun GAIL was trading at 214.76. 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 32025


On 20 Jun GAIL was trading at 218.60. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22875 which increased total open position to 22875


On 19 Jun GAIL was trading at 216.28. The strike last trading price was 3.95, 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 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22875


On 14 Jun GAIL was trading at 221.83. The strike last trading price was 4.10, 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 13 Jun GAIL was trading at 219.83. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 18300


On 12 Jun GAIL was trading at 216.92. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4575


On 11 Jun GAIL was trading at 212.86. The strike last trading price was 3.50, 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 21.85 -1.75 - 22,875 0 4,575
1 Jul 222.55 23.6 - 9,150 4,575 4,575
28 Jun 219.55 24 - 4,575 0 0
27 Jun 217.95 37.6 - 0 0 0
26 Jun 213.43 37.6 - 0 0 0
25 Jun 213.15 37.6 - 0 0 0
24 Jun 212.65 37.6 - 0 0 0
21 Jun 214.76 37.60 - 0 0 0
20 Jun 218.60 37.60 - 0 0 0
19 Jun 216.28 37.60 - 0 0 0
18 Jun 222.26 37.60 - 0 0 0
14 Jun 221.83 37.60 - 0 0 0
13 Jun 219.83 37.60 - 0 0 0
12 Jun 216.92 37.60 - 0 0 0
11 Jun 212.86 37.60 - 0 0 0


For GAIL (INDIA) LTD - strike price 245 expiring on 25JUL2024

Delta for 245 PE is -

Historical price for 245 PE is as follows

On 2 Jul GAIL was trading at 224.60. The strike last trading price was 21.85, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4575


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 23.6, 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 28 Jun GAIL was trading at 219.55. The strike last trading price was 24, 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 27 Jun GAIL was trading at 217.95. The strike last trading price was 37.6, 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 26 Jun GAIL was trading at 213.43. The strike last trading price was 37.6, 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 37.6, 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 37.6, 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 37.60, 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 37.60, 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 37.60, 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 37.60, 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 37.60, 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 37.60, 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 37.60, 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 37.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0