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

199.99 1.45 (0.73%)

Option Chain for GAIL

03 Dec 2024 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 74.25 0.00 160 0.00 0.20 46.80 31.149 12 36 -0.02
0.00 0 0 0 0.00 40.85 0.00 162.5 0.00 0.10 0.00 0 0 0 0.00
- 0 0 0 - 62.70 0.00 165 -0.05 0.20 41.40 1.947 0 21 -0.02
0.00 0 0 0 0.00 36.60 0.00 167.5 0.00 2.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 29.40 0.00 170 -0.05 0.25 37.53 128.489 -3 221 -0.03
0.00 0 0 0 0.00 32.55 0.00 172.5 0.00 0.40 0.00 0 1 0 0.00
- 0 0 0 - 60.75 0.00 175 -0.10 0.35 34.31 103.181 -22 178 -0.05
- 0 0 0 - 28.70 0.00 177.5 -0.20 0.50 34.06 27.255 -1 45 -0.06
0.00 0 0 0 0.00 20.00 0.00 180 -0.15 0.60 32.49 317.33 5 349 -0.08
0.92 5 0 7.787 27.99 19.20 0.85 182.5 -0.25 0.75 31.21 151.851 10 105 -0.10
0.89 63 -4 29.202 28.29 17.00 0.65 185 -0.20 1.00 30.52 482.809 48 249 -0.13
0.84 17 -3 23.362 29.74 15.05 1.00 187.5 -0.35 1.30 29.64 373.787 47 125 -0.16
0.80 233 -21 169.372 28.16 12.85 0.70 190 -0.40 1.70 28.90 835.181 26 512 -0.20
0.74 31 1 13.628 29.25 11.15 0.90 192.5 -0.45 2.25 28.44 268.66 18 134 -0.25
0.69 241 -11 389.362 27.31 9.10 0.60 195 -0.50 2.95 28.07 747.574 74 457 -0.31
0.62 172 13 307.596 27.16 7.50 0.45 197.5 -0.60 3.75 27.42 457.5 23 181 -0.38
0.55 1,261 38 3,436.117 27.13 6.10 0.45 200 -0.65 4.85 27.46 1,329.67 70 842 -0.45
0.48 233 44 897.479 27.20 4.90 0.35 202.5 -0.90 6.10 27.36 249.191 35 101 -0.52
0.41 494 76 1,670.362 27.13 3.85 0.25 205 -0.90 7.60 27.63 243.351 43 172 -0.59
0.34 90 1 295.915 27.22 3.00 0.15 207.5 -1.10 9.30 28.10 36.989 0 60 -0.65
0.28 1,438 107 2,176.532 27.59 2.35 0.10 210 -1.35 10.80 26.57 161.585 7 330 -0.73
0.23 121 21 229.723 28.10 1.85 0.10 212.5 -1.25 13.05 28.72 23.362 8 23 -0.76
0.18 440 63 899.426 27.87 1.35 0.00 215 -1.25 14.80 26.80 66.191 6 92 -0.83
0.15 65 16 120.702 28.83 1.10 0.05 217.5 -1.30 17.40 30.69 3.894 -1 14 -0.83
0.12 897 55 1,537.979 29.28 0.85 0.05 220 -1.65 19.15 26.53 68.138 3 287 -0.90
0.10 30 -4 91.5 29.67 0.65 0.00 222.5 -1.10 21.80 30.88 9.734 3 14 -0.89
0.08 230 28 531.479 30.11 0.50 0.00 225 0.35 24.85 39.01 1.947 0 84 -0.86
0.00 0 0 0 0.00 5.45 0.00 227.5 -2.75 25.85 - 60.351 5 7 -
0.05 334 -1 223.883 32.04 0.35 0.05 230 0.00 29.50 40.90 5.84 1 116 -0.89
0.05 1 -1 3.894 33.18 0.30 0.15 232.5 -4.20 31.80 41.10 31.149 6 8 -0.91
0.03 68 -5 27.255 32.60 0.20 0.00 235 0.00 36.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 237.5 0.00 0.00 0.00 0 0 0 0.00
0.02 205 -1 23.362 34.56 0.15 0.00 240 -2.20 39.00 42.98 1.947 0 177 -0.94
0.00 0 0 0 0.00 0.00 0.00 242.5 0.00 0.00 0.00 0 0 0 0.00
0.02 19 0 5.84 35.74 0.10 0.00 245 -0.70 44.00 48.40 3.894 1 17 -0.94
0.00 0 0 0 0.00 0.00 0.00 247.5 0.00 0.00 0.00 0 0 0 0.00
0.02 122 0 1.947 41.21 0.15 0.05 250 0.00 29.65 0.00 0 0 0 0.00
6,810 4,957
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.