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

188.97 -0.50 (-0.26%)

Option Chain for GAIL

14 Nov 2024 12:11 PM IST

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

Call
Put

Lot Size : 4575

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 75.65 0.00 160 0.00 0.10 41.41 6 0 72 -0.02
0.00 0 0 0 0.00 0.00 0.00 162.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 68.10 0.00 165 -0.05 0.20 39.24 6 -1 173 -0.03
- 0 0 0 - 64.80 64.80 167.5 0.35 0.35 18.68 0 0 0 -0.00
0.95 2 1 2 32.90 19.45 -7.55 170 0.05 0.45 37.98 196 108 290 -0.07
0.81 4 2 6 57.06 19.00 0.75 172.5 0.05 0.60 36.47 39 16 42 -0.09
0.81 3 1 4 48.56 16.20 0.25 175 0.10 0.80 35.04 198 53 301 -0.12
0.83 12 4 6 36.16 13.00 -0.70 177.5 0.05 1.10 33.97 173 8 118 -0.16
0.83 35 5 36 28.02 10.25 -1.50 180 0.10 1.40 31.96 458 11 427 -0.20
0.73 26 15 50 31.52 8.70 -0.60 182.5 0.05 1.90 30.83 168 17 92 -0.26
0.65 47 18 58 31.31 7.00 -1.00 185 0.10 2.55 29.66 617 -3 337 -0.34
0.57 48 12 53 29.72 5.30 -1.15 187.5 0.35 3.50 29.27 379 11 173 -0.42
0.48 426 73 1,460 29.45 4.00 -1.00 190 0.25 4.65 28.74 1,483 -101 678 -0.52
0.39 180 45 574 29.37 2.95 -0.75 192.5 0.45 6.10 28.70 205 -14 122 -0.61
0.31 756 94 952 29.56 2.15 -0.65 195 0.55 7.80 28.91 168 4 324 -0.69
0.24 212 -23 231 29.91 1.55 -0.55 197.5 1.00 9.85 30.54 16 -4 182 -0.75
0.19 1,517 19 1,272 30.78 1.15 -0.40 200 0.95 12.00 32.07 112 -26 916 -0.80
0.15 313 18 302 31.59 0.85 -0.30 202.5 0.90 13.90 29.67 8 -3 92 -0.87
0.12 1,041 2 774 33.42 0.70 -0.20 205 1.45 16.45 34.13 15 1 529 -0.88
0.09 298 1 246 33.85 0.50 -0.20 207.5 0.55 18.75 34.85 79 5 154 -0.90
0.07 2,094 110 917 35.19 0.40 -0.20 210 1.80 21.55 42.82 28 -15 684 -0.88
0.06 235 3 86 36.84 0.35 -0.15 212.5 1.40 23.25 28.61 1 0 112 -0.98
0.05 1,507 -16 371 37.45 0.25 -0.15 215 1.25 26.15 43.04 12 -3 308 -0.93
0.05 284 -4 26 42.83 0.35 0.00 217.5 -1.15 26.65 - 2 -1 51 -
0.03 1,801 -38 493 40.91 0.20 -0.10 220 -0.40 29.10 - 4 -1 419 -
0.03 127 -3 26 41.35 0.15 -0.05 222.5 0.00 23.25 0.00 0 0 0 0.00
0.03 556 -13 43 44.00 0.15 -0.05 225 0.40 34.50 - 4 2 109 -
0.03 70 1 5 48.17 0.20 0.00 227.5 0.00 23.20 0.00 0 0 0 0.00
0.02 1,085 -15 100 48.45 0.15 0.00 230 0.00 40.25 0.00 0 -2 0 0.00
0.02 24 -1 2 47.63 0.10 0.00 232.5 0.00 20.30 0.00 0 0 0 0.00
- 277 -2 22 - 0.15 0.00 235 0.00 20.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 15.50 0.00 237.5 0.00 19.45 0.00 0 0 0 0.00
- 532 -10 22 - 0.10 0.00 240 0.15 50.50 - 1 0 199 -
- 10 0 1 - 0.05 -0.05 242.5 0.00 22.40 0.00 0 0 0 0.00
- 172 0 2 - 0.10 0.00 245 0.00 31.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 247.5 0.00 13.45 0.00 0 0 0 0.00
- 575 2 7 - 0.05 -0.05 250 0.00 57.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 10.10 0.00 252.5 0.00 28.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 9.35 0.00 255 0.00 30.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 8.70 0.00 257.5 0.00 32.40 0.00 0 0 0 0.00
- 93 0 4 - 0.05 0.00 260 0.00 58.00 0.00 0 0 0 0.00
14,362 6,904
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.