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[--[65.84.65.76]--]
GAIL
Gail (India) Ltd

176.61 -7.02 (-3.82%)

Option Chain for GAIL

04 Apr 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2350

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 35.10 0.00 140 -0.05 0.10 47.04 20 -15 29 -0.01
0.00 0 0 0 0.00 21.80 0.00 142.5 0.00 3.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 31.05 0.00 145 0.00 0.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 18.25 0.00 147.5 -0.20 0.30 46.71 7 0 14 -0.04
0.00 0 -2 0 0.00 35.00 0.00 150 0.15 0.35 44.34 42 -12 120 -0.04
0.00 0 0 0 0.00 31.55 -0.10 152.5 -0.50 0.45 43.08 6 0 17 -0.06
0.00 0 -1 0 0.00 29.85 0.00 155 0.15 0.50 40.41 138 78 201 -0.07
0.00 0 0 0 0.00 26.50 -0.60 157.5 0.35 0.75 40.72 50 16 44 -0.09
0.92 121 -9 60 32.62 18.35 -6.15 160 0.35 0.90 38.74 595 -25 456 -0.11
0.88 18 1 12 34.78 16.30 -6.35 162.5 0.50 1.10 36.92 58 9 67 -0.14
0.86 130 -5 22 31.54 13.90 -6.15 165 0.65 1.50 36.51 546 33 324 -0.18
0.93 54 -2 18 17.86 10.65 -7.15 167.5 0.95 2.00 36.01 232 -14 213 -0.22
0.74 245 -39 168 32.95 10.20 -5.45 170 1.25 2.60 35.35 1,220 139 837 -0.28
0.67 86 8 95 32.17 8.40 -5.15 172.5 1.70 3.40 35.12 346 -43 236 -0.34
0.60 307 66 521 32.29 6.90 -4.70 175 2.15 4.35 34.83 1,823 204 747 -0.40
0.53 197 106 378 32.19 5.55 -4.15 177.5 2.70 5.55 35.04 672 -47 232 -0.47
0.46 1,836 390 2,994 32.49 4.45 -3.55 180 3.35 6.95 35.42 1,500 -80 652 -0.54
0.39 397 88 742 32.62 3.50 -2.95 182.5 3.80 8.35 34.80 454 -57 296 -0.61
0.32 2,020 274 2,514 32.66 2.70 -2.50 185 4.25 10.00 34.74 517 -2 513 -0.67
0.26 325 27 540 33.07 2.10 -2.00 187.5 4.95 12.10 36.87 89 -16 80 -0.71
0.22 1,386 311 1,745 33.73 1.65 -1.55 190 5.25 13.95 36.45 126 -6 328 -0.77
0.18 405 205 443 34.44 1.30 -1.20 192.5 5.60 16.15 38.03 45 -5 69 -0.80
0.15 103 6 119 33.40 1.05 -1.15 193.5 NaN NaN - 0 0 0 -
0.14 641 -49 744 34.90 1.00 -0.90 195 6.05 18.45 40.03 24 -6 191 -0.82
0.11 90 12 86 35.77 0.80 -0.65 197.5 5.80 20.10 34.22 5 0 43 -0.90
0.09 1,098 130 599 36.74 0.65 -0.45 200 6.35 22.95 41.78 23 1 361 -0.87
0.06 172 13 108 35.38 0.40 -0.40 202.5 -0.10 18.65 0.00 0 3 0 0.00
- 0 0 0 - NaN NaN 203.5 0.00 20.10 0.00 0 1 0 0.00
0.06 531 -7 132 36.92 0.35 -0.30 205 2.60 24.10 - 2 0 918 -
0.05 31 10 14 38.20 0.30 -0.15 207.5 0.00 23.65 0.00 0 0 0 0.00
0.04 591 43 191 39.21 0.25 -0.20 210 0.00 26.00 0.00 0 0 0 0.00
10,784 6,988
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.