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

224.41 1.86 (0.84%)

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Historical option data for GAIL

02 Jul 2024 10:42 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 224.62 1.8 0.20 - 47,16,825 1,55,550 32,39,100
1 Jul 222.55 1.6 - 37,88,100 5,90,175 30,83,550
28 Jun 219.55 1.3 - 63,18,075 54,900 24,93,375
27 Jun 217.95 1.3 - 26,48,925 4,66,650 24,38,475
26 Jun 213.43 1.15 - 10,56,825 1,64,700 19,71,825
25 Jun 213.15 1.1 - 9,15,000 3,38,550 18,07,125
24 Jun 212.65 1.25 - 8,73,825 1,41,825 14,64,000
21 Jun 214.76 1.75 - 7,96,050 3,61,425 13,17,600
20 Jun 218.60 2.40 - 10,11,075 41,175 9,56,175
19 Jun 216.28 2.05 - 9,60,750 2,79,075 9,15,000
18 Jun 222.26 3.00 - 4,48,350 1,69,275 6,31,350
14 Jun 221.83 3.40 - 9,28,725 1,50,975 4,62,075
13 Jun 219.83 3.40 - 3,79,725 2,33,325 3,06,525
12 Jun 216.92 2.95 - 1,14,375 50,325 68,625
11 Jun 212.86 2.90 - 18,300 9,150 9,150


For GAIL (INDIA) LTD - strike price 250 expiring on 25JUL2024

Delta for 250 CE is -

Historical price for 250 CE is as follows

On 2 Jul GAIL was trading at 224.62. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 155550 which increased total open position to 3239100


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 590175 which increased total open position to 3083550


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 54900 which increased total open position to 2493375


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 466650 which increased total open position to 2438475


On 26 Jun GAIL was trading at 213.43. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 164700 which increased total open position to 1971825


On 25 Jun GAIL was trading at 213.15. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 338550 which increased total open position to 1807125


On 24 Jun GAIL was trading at 212.65. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 141825 which increased total open position to 1464000


On 21 Jun GAIL was trading at 214.76. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 361425 which increased total open position to 1317600


On 20 Jun GAIL was trading at 218.60. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 41175 which increased total open position to 956175


On 19 Jun GAIL was trading at 216.28. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 279075 which increased total open position to 915000


On 18 Jun GAIL was trading at 222.26. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 169275 which increased total open position to 631350


On 14 Jun GAIL was trading at 221.83. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150975 which increased total open position to 462075


On 13 Jun GAIL was trading at 219.83. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 233325 which increased total open position to 306525


On 12 Jun GAIL was trading at 216.92. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50325 which increased total open position to 68625


On 11 Jun GAIL was trading at 212.86. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 9150


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
2 Jul 224.62 27.45 0.00 - 0 13,725 0
1 Jul 222.55 27.45 - 0 13,725 0
28 Jun 219.55 27.45 - 13,725 13,725 13,725
27 Jun 217.95 34.75 - 4,575 0 0
26 Jun 213.43 41.65 - 0 0 0
25 Jun 213.15 41.65 - 0 0 0
24 Jun 212.65 41.65 - 0 0 0
21 Jun 214.76 41.65 - 0 0 0
20 Jun 218.60 41.65 - 0 0 0
19 Jun 216.28 41.65 - 0 0 0
18 Jun 222.26 41.65 - 0 0 0
14 Jun 221.83 41.65 - 0 0 0
13 Jun 219.83 41.65 - 0 0 0
12 Jun 216.92 41.65 - 0 0 0
11 Jun 212.86 41.65 - 0 0 0


For GAIL (INDIA) LTD - strike price 250 expiring on 25JUL2024

Delta for 250 PE is -

Historical price for 250 PE is as follows

On 2 Jul GAIL was trading at 224.62. The strike last trading price was 27.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 0


On 1 Jul GAIL was trading at 222.55. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 0


On 28 Jun GAIL was trading at 219.55. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13725 which increased total open position to 13725


On 27 Jun GAIL was trading at 217.95. The strike last trading price was 34.75, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0