GAIL
Gail (India) Ltd
Historical option data for GAIL
30 Mar 2026 04:11 PM IST
| GAIL 28-Apr-2026 (28d) 144 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.15
Theta: -0.1
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 137.71 | 3.45 | -0.39 | 35.64 | 1,715 | 1,235 | 1,289 | |||||||||
| 27 Mar | 137.19 | 3.84 | -0.38 | 38.37 | 42 | 30 | 54 | |||||||||
| 25 Mar | 139.20 | 4.22 | 0.71 | 34.26 | 6 | 5 | 24 | |||||||||
| 24 Mar | 137.67 | 3.51 | -0.34 | 31.64 | 1 | 0 | 19 | |||||||||
| 23 Mar | 135.40 | 3.85 | -17.5 | 39.79 | 20 | 9 | 9 | |||||||||
| 20 Mar | 142.87 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 144.27 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 150.95 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 147.71 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 146.06 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 147.78 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 152.35 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 147.97 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Mar | 150.29 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 148.98 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 155.71 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 156.73 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 154.61 | 21.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 144 expiring on 28APR2026
Delta for 144 CE is 0.38
Historical price for 144 CE is as follows
On 30 Mar GAIL was trading at 137.71. The strike last trading price was 3.45, which was -0.39 lower than the previous day. The implied volatity was 35.64, the open interest changed by 1235 which increased total open position to 1289
On 27 Mar GAIL was trading at 137.19. The strike last trading price was 3.84, which was -0.38 lower than the previous day. The implied volatity was 38.37, the open interest changed by 30 which increased total open position to 54
On 25 Mar GAIL was trading at 139.20. The strike last trading price was 4.22, which was 0.71 higher than the previous day. The implied volatity was 34.26, the open interest changed by 5 which increased total open position to 24
On 24 Mar GAIL was trading at 137.67. The strike last trading price was 3.51, which was -0.34 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 19
On 23 Mar GAIL was trading at 135.40. The strike last trading price was 3.85, which was -17.5 lower than the previous day. The implied volatity was 39.79, the open interest changed by 9 which increased total open position to 9
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar GAIL was trading at 147.71. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar GAIL was trading at 146.06. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar GAIL was trading at 147.78. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GAIL 28-Apr-2026 (28d) 144 PE | |||||||
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Delta: -0.61
Vega: 0.15
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 137.71 | 9 | -0.47 | 38.94 | 214 | 150 | 282 |
| 27 Mar | 137.19 | 9.48 | -0.48 | 37.12 | 18 | 0 | 132 |
| 25 Mar | 139.20 | 9.96 | -0.33 | - | 0 | 0 | 132 |
| 24 Mar | 137.67 | 9.96 | -0.33 | 43.14 | 12 | 0 | 132 |
| 23 Mar | 135.40 | 10.29 | 3.93 | 33.86 | 5 | -3 | 132 |
| 20 Mar | 142.87 | 6.25 | 0.64 | 35.62 | 28 | 0 | 136 |
| 19 Mar | 144.27 | 5.61 | 2.96 | 35.38 | 52 | 1 | 136 |
| 18 Mar | 150.95 | 2.65 | -1.08 | 30.81 | 15 | 1 | 135 |
| 17 Mar | 147.71 | 3.75 | -0.85 | 29.91 | 19 | -11 | 135 |
| 16 Mar | 146.06 | 4.6 | -0.2 | 31.18 | 40 | 2 | 146 |
| 13 Mar | 147.78 | 4.8 | 1.44 | 35.74 | 11 | -5 | 144 |
| 12 Mar | 152.35 | 3.36 | -1.5 | 35.18 | 20 | -1 | 149 |
| 11 Mar | 147.97 | 4.89 | 0.91 | 35.07 | 70 | -7 | 150 |
| 10 Mar | 150.29 | 4 | -1.38 | 34.94 | 42 | -16 | 158 |
| 9 Mar | 148.98 | 5 | 1.62 | 37.58 | 30 | -6 | 174 |
| 6 Mar | 155.71 | 3.4 | 0.79 | 37.89 | 31 | -5 | 178 |
| 5 Mar | 156.73 | 2.8 | -1.43 | 34.55 | 109 | -17 | 183 |
| 4 Mar | 154.61 | 4.32 | 1.21 | 40.81 | 333 | 200 | 200 |
For Gail (India) Ltd - strike price 144 expiring on 28APR2026
Delta for 144 PE is -0.61
Historical price for 144 PE is as follows
On 30 Mar GAIL was trading at 137.71. The strike last trading price was 9, which was -0.47 lower than the previous day. The implied volatity was 38.94, the open interest changed by 150 which increased total open position to 282
On 27 Mar GAIL was trading at 137.19. The strike last trading price was 9.48, which was -0.48 lower than the previous day. The implied volatity was 37.12, the open interest changed by 0 which decreased total open position to 132
On 25 Mar GAIL was trading at 139.20. The strike last trading price was 9.96, which was -0.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 24 Mar GAIL was trading at 137.67. The strike last trading price was 9.96, which was -0.33 lower than the previous day. The implied volatity was 43.14, the open interest changed by 0 which decreased total open position to 132
On 23 Mar GAIL was trading at 135.40. The strike last trading price was 10.29, which was 3.93 higher than the previous day. The implied volatity was 33.86, the open interest changed by -3 which decreased total open position to 132
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 6.25, which was 0.64 higher than the previous day. The implied volatity was 35.62, the open interest changed by 0 which decreased total open position to 136
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 5.61, which was 2.96 higher than the previous day. The implied volatity was 35.38, the open interest changed by 1 which increased total open position to 136
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 2.65, which was -1.08 lower than the previous day. The implied volatity was 30.81, the open interest changed by 1 which increased total open position to 135
On 17 Mar GAIL was trading at 147.71. The strike last trading price was 3.75, which was -0.85 lower than the previous day. The implied volatity was 29.91, the open interest changed by -11 which decreased total open position to 135
On 16 Mar GAIL was trading at 146.06. The strike last trading price was 4.6, which was -0.2 lower than the previous day. The implied volatity was 31.18, the open interest changed by 2 which increased total open position to 146
On 13 Mar GAIL was trading at 147.78. The strike last trading price was 4.8, which was 1.44 higher than the previous day. The implied volatity was 35.74, the open interest changed by -5 which decreased total open position to 144
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 3.36, which was -1.5 lower than the previous day. The implied volatity was 35.18, the open interest changed by -1 which decreased total open position to 149
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 4.89, which was 0.91 higher than the previous day. The implied volatity was 35.07, the open interest changed by -7 which decreased total open position to 150
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 4, which was -1.38 lower than the previous day. The implied volatity was 34.94, the open interest changed by -16 which decreased total open position to 158
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 5, which was 1.62 higher than the previous day. The implied volatity was 37.58, the open interest changed by -6 which decreased total open position to 174
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 3.4, which was 0.79 higher than the previous day. The implied volatity was 37.89, the open interest changed by -5 which decreased total open position to 178
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 2.8, which was -1.43 lower than the previous day. The implied volatity was 34.55, the open interest changed by -17 which decreased total open position to 183
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 4.32, which was 1.21 higher than the previous day. The implied volatity was 40.81, the open interest changed by 200 which increased total open position to 200
