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 |
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Put
Lot Size : 2350 |
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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 |
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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.