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View Put Call Ratio

Call Option Chain  of GAIL (India) Ltd. (GAIL) with Implied Volatility & Greeks

   Spot Close : 75.75   Expiry date :          

GAIL (India) Ltd. for Expiry Date 30/04/2020

Strike Price Close / OHL Change/ Change % Open Interest / Change Contracts/ % Change Turnover (in Lac) Implied Volatility / Prev Interpretation Signal PCR OI PCR Vol Greeks Delta / All
70.00
9.60
C- 9.60
O-10.65
H-11.85
L-8.85
-1.20/ -11.11 % 90.68 K/ 10668.00 25/ -35.90 % 107.00 79.72 / 86.99 Short Build Up Bearish 5.24 5.68
0.674
Delta : 0.674
Theta : -0.113
Rho : 0.0326
Vega : 0.077
Gamma : 0.0212
72.50
8.05
C- 8.05
O-9.95
H-9.95
L-3.50
-0.800/ -9.04 % 122.68 K/ 0.000 6/ -60.00 % 25.00 77.74 / 80.21 Position UnWinding Bearish 0.304 0.667
0.617
Delta : 0.617
Theta : -0.116
Rho : 0.0304
Vega : 0.082
Gamma : 0.0230
75.00
6.40
C- 6.40
O-7.50
H-8.70
L-5.90
-1.00/ -13.51 % 229.36 K/ -53340.000 53/ -77.06 % 231.00 72.89 / 78.19 Position UnWinding Bearish 0.744 1.23
0.555
Delta : 0.555
Theta : -0.112
Rho : 0.0280
Vega : 0.084
Gamma : 0.0254
77.50
4.95
C- 4.95
O-6.45
H-6.65
L-4.65
-1.85/ -27.21 % 42.67 K/ 32004.00 17/ 325.00 % 76.00 68.72 / 84.39 Short Build Up Bearish 0.625 0.235
0.486
Delta : 0.486
Theta : -0.106
Rho : 0.0251
Vega : 0.085
Gamma : 0.0272
78.60
5.00
C- 5.00
O-5.00
H-5.00
L-5.00
-0.100/ -1.96 % 10.67 K/ 5334.00 1/NA 4.00 74.45 / 70.05 Short Build Up Bearish 1.00 2.00
0.466
Delta : 0.466
Theta : -0.114
Rho : 0.0239
Vega : 0.085
Gamma : 0.0250
80.00
4.20
C- 4.20
O-5.15
H-6.05
L-4.00
-0.800/ -16.00 % 624.08 K/ 325374.00 394/ 68.38 % 1787.00 71.00 / 75.12 Short Build Up Bearish 0.060 0.0076
0.426
Delta : 0.426
Theta : -0.107
Rho : 0.0221
Vega : 0.084
Gamma : 0.0259
82.50
4.20
C- 4.20
O-4.35
H-4.95
L-4.10
0.0500/ 1.20 % 42.67 K/ 37338.00 8/ 700.00 % 37.00 80.92 / 75.23 Position Build Up Bullish 0 0
0.393
Delta : 0.393
Theta : -0.119
Rho : 0.0201
Vega : 0.082
Gamma : 0.0222
83.60
3.65
C- 3.65
O-3.95
H-3.95
L-3.65
NA 10.67 K/ 0.000 2/NA 9.00 78.12 / 0 NA NA 0 0
0.363
Delta : 0.363
Theta : -0.112
Rho : 0.0188
Vega : 0.080
Gamma : 0.0225
85.00
2.60
C- 2.60
O-3.25
H-3.90
L-2.40
-0.750/ -22.39 % 112.01 K/ 32004.00 35/ 52.17 % 165.00 69.26 / 74.42 Short Build Up Bearish 0 0
0.306
Delta : 0.306
Theta : -0.093
Rho : 0.0162
Vega : 0.075
Gamma : 0.0237
90.00
1.65
C- 1.65
O-2.20
H-2.50
L-1.60
-0.200/ -10.81 % 224.03 K/ 10668.00 43/ 30.30 % 211.00 69.87 / 69.08 Short Build Up Bearish 0 0
0.215
Delta : 0.215
Theta : -0.078
Rho : 0.0115
Vega : 0.062
Gamma : 0.0196
95.00
1.15
C- 1.15
O-1.15
H-1.15
L-1.15
-1.70/ -59.65 % 10.67 K/ 5334.00 1/NA 5.00 72.93 / 96.55 Short Build Up Bearish 0 0
0.156
Delta : 0.156
Theta : -0.066
Rho : 0.0084
Vega : 0.051
Gamma : 0.0154
100.00
0.700
C- 0.700
O-1.00
H-1.00
L-0.650
-0.250/ -26.32 % 517.40 K/ 64008.00 59/ 11.32 % 317.00 72.88 / 75.45 Short Build Up Bearish 0 0
0.103
Delta : 0.103
Theta : -0.0495
Rho : 0.0056
Vega : 0.0384
Gamma : 0.0116
105.00
0.350
C- 0.350
O-0.550
H-0.550
L-0.350
NA 21.34 K/ 5334.00 3/ 200.00 % 17.00 70.26 / 79.42 Short Build Up Bearish 0 0
0.059
Delta : 0.059
Theta : -0.0311
Rho : 0.0032
Vega : 0.0251
Gamma : 0.0078
115.00
0.350
C- 0.350
O-0.350
H-0.350
L-0.350
NA 42.67 K/ 10668.00 2/ -33.33 % 12.00 84.83 / 81.64 Short Build Up Bearish 0 0
0.051
Delta : 0.051
Theta : -0.0332
Rho : 0.0027
Vega : 0.0223
Gamma : 0.0058
Risk Free rate : 6.5%, Dividend Yield : 9.97 %

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(Intraday Analysis/Screener are on Real Time (updated every 5 Mins) and End of Trade day's Value expected tto be updated between 5 to 5.30 PM exchange time Zone)


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