GAIL
Gail (India) Ltd
Historical option data for GAIL
12 Dec 2025 04:11 PM IST
| GAIL 30-DEC-2025 145 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 170.71 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 168.95 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 168.02 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Dec | 167.89 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 166.81 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 170.27 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 175.41 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 176.09 | 35.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 145 expiring on 30DEC2025
Delta for 145 CE is -
Historical price for 145 CE is as follows
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 35.35, 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 Dec GAIL was trading at 168.95. The strike last trading price was 35.35, 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 Dec GAIL was trading at 168.02. The strike last trading price was 35.35, 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 Dec GAIL was trading at 167.89. The strike last trading price was 35.35, 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 8 Dec GAIL was trading at 166.81. The strike last trading price was 35.35, 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 3 Dec GAIL was trading at 170.27. The strike last trading price was 35.35, 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 1 Dec GAIL was trading at 175.41. The strike last trading price was 35.35, 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 28 Nov GAIL was trading at 176.09. The strike last trading price was 35.35, 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 30DEC2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 170.71 | 0.07 | -0.05 | 35.25 | 27 | -5 | 57 |
| 11 Dec | 168.95 | 0.13 | 0.02 | - | 0 | 0 | 62 |
| 10 Dec | 168.02 | 0.13 | 0.02 | - | 0 | 0 | 62 |
| 9 Dec | 167.89 | 0.13 | 0.02 | 33.14 | 95 | 23 | 61 |
| 8 Dec | 166.81 | 0.11 | 0.02 | 29.75 | 39 | 17 | 37 |
| 3 Dec | 170.27 | 0.09 | 0 | 30.09 | 29 | 12 | 20 |
| 1 Dec | 175.41 | 0.09 | 0 | 32.86 | 9 | 1 | 8 |
| 28 Nov | 176.09 | 0.09 | -1.81 | 32.32 | 7 | 1 | 1 |
For Gail (India) Ltd - strike price 145 expiring on 30DEC2025
Delta for 145 PE is -0.01
Historical price for 145 PE is as follows
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 0.07, which was -0.05 lower than the previous day. The implied volatity was 35.25, the open interest changed by -5 which decreased total open position to 57
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 0.13, which was 0.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 0.13, which was 0.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 0.13, which was 0.02 higher than the previous day. The implied volatity was 33.14, the open interest changed by 23 which increased total open position to 61
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 0.11, which was 0.02 higher than the previous day. The implied volatity was 29.75, the open interest changed by 17 which increased total open position to 37
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 0.09, which was 0 lower than the previous day. The implied volatity was 30.09, the open interest changed by 12 which increased total open position to 20
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 0.09, which was 0 lower than the previous day. The implied volatity was 32.86, the open interest changed by 1 which increased total open position to 8
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 0.09, which was -1.81 lower than the previous day. The implied volatity was 32.32, the open interest changed by 1 which increased total open position to 1































































































































































































































