GAIL
Gail (india) Ltd
Historical option data for GAIL
03 Dec 2024 04:11 PM IST
| GAIL 26DEC2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 199.99 | 0.1 | 0.00 | 35.74 | 5.84 | 0 | 36.989 | |||
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| 2 Dec | 198.54 | 0.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 199.46 | 0.1 | -0.10 | 33.58 | 7.787 | 0 | 36.989 | |||
| 28 Nov | 196.70 | 0.2 | 0.10 | 37.49 | 29.202 | 11.681 | 36.989 | |||
| 27 Nov | 194.88 | 0.1 | 0.00 | 35.20 | 19.468 | 9.734 | 25.309 | |||
| 26 Nov | 193.97 | 0.1 | -0.05 | 35.38 | 15.574 | 5.84 | 15.574 | |||
| 25 Nov | 199.19 | 0.15 | -16.40 | 32.81 | 11.681 | 9.734 | 9.734 | |||
| 18 Oct | 221.43 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 222.02 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 231.86 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 231.23 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 230.67 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 229.40 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 225.62 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 222.56 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 224.75 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 223.94 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 230.19 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 240.30 | 16.55 | 16.55 | - | 0 | 0 | 0 | |||
| 30 Sept | 240.29 | 0 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 245 expiring on 26DEC2024
Delta for 245 CE is 0.02
Historical price for 245 CE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 19
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 19
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 37.49, the open interest changed by 6 which increased total open position to 19
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 35.20, the open interest changed by 5 which increased total open position to 13
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.38, the open interest changed by 3 which increased total open position to 8
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 0.15, which was -16.40 lower than the previous day. The implied volatity was 32.81, the open interest changed by 5 which increased total open position to 5
On 18 Oct GAIL was trading at 221.43. The strike last trading price was 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, 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 16.55, which was 16.55 higher 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 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.06
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 199.99 | 44 | -0.70 | 48.40 | 3.894 | 1.947 | 33.096 |
| 2 Dec | 198.54 | 44.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 199.46 | 44.7 | 0.00 | 0.00 | 0 | 1.947 | 0 |
| 28 Nov | 196.70 | 44.7 | -3.30 | - | 1.947 | 0 | 29.202 |
| 27 Nov | 194.88 | 48 | 2.00 | 29.04 | 9.734 | 0 | 19.468 |
| 26 Nov | 193.97 | 46 | 2.00 | - | 5.84 | 1.947 | 15.574 |
| 25 Nov | 199.19 | 44 | 17.45 | 40.55 | 13.628 | 11.681 | 11.681 |
| 18 Oct | 221.43 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 222.02 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 231.86 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 231.23 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 230.67 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 229.40 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 225.62 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 222.56 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 224.75 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 223.94 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 230.19 | 26.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 240.30 | 26.55 | 26.55 | - | 0 | 0 | 0 |
| 30 Sept | 240.29 | 0 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 245 expiring on 26DEC2024
Delta for 245 PE is -0.94
Historical price for 245 PE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 44, which was -0.70 lower than the previous day. The implied volatity was 48.40, the open interest changed by 1 which increased total open position to 17
On 2 Dec GAIL was trading at 198.54. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 44.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 48, which was 2.00 higher than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 10
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 46, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 44, which was 17.45 higher than the previous day. The implied volatity was 40.55, the open interest changed by 6 which increased total open position to 6
On 18 Oct GAIL was trading at 221.43. The strike last trading price was 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, which was 26.55 higher 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
