GAIL
Gail (India) Ltd
Historical option data for GAIL
03 Dec 2024 04:11 PM IST
| GAIL 26DEC2024 250 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 | 0.15 | 0.05 | 41.21 | 1.947 | 0 | 237.511 | |||
| 2 Dec | 198.54 | 0.1 | 0.00 | 39.04 | 5.84 | 1.947 | 239.457 | |||
| 29 Nov | 199.46 | 0.1 | -0.05 | 36.27 | 79.819 | 40.883 | 237.511 | |||
| 28 Nov | 196.70 | 0.15 | -0.05 | 38.81 | 177.16 | 155.745 | 194.681 | |||
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| 27 Nov | 194.88 | 0.2 | 0.00 | 41.86 | 36.989 | 23.362 | 31.149 | |||
| 26 Nov | 193.97 | 0.2 | -3.85 | 40.49 | 7.787 | -3.894 | 5.84 | |||
| 25 Nov | 199.19 | 4.05 | -8.10 | 75.10 | 5.84 | 1.947 | 5.84 | |||
| 16 Oct | 231.86 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 231.23 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 230.67 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 229.40 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 225.62 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 230.19 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 240.30 | 12.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 239.76 | 12.15 | -2.60 | - | 3.894 | 1.947 | 1.947 | |||
| 30 Sept | 240.29 | 14.75 | - | 0 | 0 | 0 | ||||
For Gail (India) Ltd - strike price 250 expiring on 26DEC2024
Delta for 250 CE is 0.02
Historical price for 250 CE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 41.21, the open interest changed by 0 which decreased total open position to 122
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 39.04, the open interest changed by 1 which increased total open position to 123
On 29 Nov GAIL was trading at 199.46. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.27, the open interest changed by 21 which increased total open position to 122
On 28 Nov GAIL was trading at 196.70. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 38.81, the open interest changed by 80 which increased total open position to 100
On 27 Nov GAIL was trading at 194.88. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.86, the open interest changed by 12 which increased total open position to 16
On 26 Nov GAIL was trading at 193.97. The strike last trading price was 0.2, which was -3.85 lower than the previous day. The implied volatity was 40.49, the open interest changed by -2 which decreased total open position to 3
On 25 Nov GAIL was trading at 199.19. The strike last trading price was 4.05, which was -8.10 lower than the previous day. The implied volatity was 75.10, the open interest changed by 1 which increased total open position to 3
On 16 Oct GAIL was trading at 231.86. The strike last trading price was 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 1 Oct GAIL was trading at 239.76. The strike last trading price was 12.15, which was -2.60 lower 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 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GAIL 26DEC2024 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 199.99 | 29.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 198.54 | 29.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 199.46 | 29.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 196.70 | 29.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 194.88 | 29.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 193.97 | 29.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 199.19 | 29.65 | 29.65 | 0.00 | 0 | 0 | 0 |
| 16 Oct | 231.86 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 231.23 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 230.67 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 229.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 225.62 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 230.19 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 240.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 239.76 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 240.29 | 0 | - | 0 | 0 | 0 | |
For Gail (India) Ltd - strike price 250 expiring on 26DEC2024
Delta for 250 PE is 0.00
Historical price for 250 PE is as follows
On 3 Dec GAIL was trading at 199.99. The strike last trading price was 29.65, 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 2 Dec GAIL was trading at 198.54. The strike last trading price was 29.65, 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 29.65, 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 28 Nov GAIL was trading at 196.70. The strike last trading price was 29.65, 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 27 Nov GAIL was trading at 194.88. The strike last trading price was 29.65, 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 26 Nov GAIL was trading at 193.97. The strike last trading price was 29.65, 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 25 Nov GAIL was trading at 199.19. The strike last trading price was 29.65, which was 29.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Oct GAIL was trading at 231.86. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 1 Oct GAIL was trading at 239.76. The strike last trading price was 0, 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 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
