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

171.71 2.85 (1.69%)

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Historical option data for GAIL

11 Apr 2025 04:11 PM IST
GAIL 24APR2025 145 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 171.71 31.05 0 - 0 0 0
9 Apr 168.86 31.05 0 - 0 0 0
8 Apr 172.57 31.05 0 - 0 0 0
7 Apr 169.03 31.05 0 - 0 0 0
4 Apr 176.61 31.05 0 0.00 0 0 0
3 Apr 183.63 31.05 0 0.00 0 0 0
2 Apr 184.06 31.05 0 0.00 0 0 0
1 Apr 186.32 31.05 0 0.00 0 0 0
28 Mar 183.04 31.05 0 - 0 0 0
27 Mar 181.56 31.05 0 - 0 0 0
26 Mar 174.07 31.05 0 - 0 0 0
25 Mar 177.70 31.05 0 - 0 0 0
24 Mar 181.28 31.05 0 - 0 0 0
21 Mar 175.05 31.05 0 - 0 0 0
20 Mar 168.46 31.05 0 - 0 0 0
19 Mar 165.96 31.05 0 - 0 0 0
18 Mar 163.00 31.05 0 - 0 0 0
17 Mar 156.58 31.05 0 - 0 0 0
12 Mar 159.20 31.05 0 - 0 0 0


For Gail (India) Ltd - strike price 145 expiring on 24APR2025

Delta for 145 CE is -

Historical price for 145 CE is as follows

On 11 Apr GAIL was trading at 171.71. The strike last trading price was 31.05, 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 Apr GAIL was trading at 168.86. The strike last trading price was 31.05, 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 Apr GAIL was trading at 172.57. The strike last trading price was 31.05, 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 7 Apr GAIL was trading at 169.03. The strike last trading price was 31.05, 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 Apr GAIL was trading at 176.61. The strike last trading price was 31.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Apr GAIL was trading at 183.63. The strike last trading price was 31.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Apr GAIL was trading at 184.06. The strike last trading price was 31.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Apr GAIL was trading at 186.32. The strike last trading price was 31.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar GAIL was trading at 183.04. The strike last trading price was 31.05, 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 27 Mar GAIL was trading at 181.56. The strike last trading price was 31.05, 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 26 Mar GAIL was trading at 174.07. The strike last trading price was 31.05, 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 25 Mar GAIL was trading at 177.70. The strike last trading price was 31.05, 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 24 Mar GAIL was trading at 181.28. The strike last trading price was 31.05, 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 21 Mar GAIL was trading at 175.05. The strike last trading price was 31.05, 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 20 Mar GAIL was trading at 168.46. The strike last trading price was 31.05, 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 165.96. The strike last trading price was 31.05, 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 163.00. The strike last trading price was 31.05, 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 156.58. The strike last trading price was 31.05, 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 159.20. The strike last trading price was 31.05, 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 24APR2025 145 PE
Delta: -0.05
Vega: 0.03
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 171.71 0.4 -0.4 57.69 48 21 68
9 Apr 168.86 0.8 0.05 58.41 43 -11 47
8 Apr 172.57 0.75 -0.7 61.63 79 -20 60
7 Apr 169.03 1.4 1.2 66.70 126 70 82
4 Apr 176.61 0.2 0 0.00 0 0 0
3 Apr 183.63 0.2 0 0.00 0 -1 0
2 Apr 184.06 0.2 0 50.84 1 0 13
1 Apr 186.32 0.2 -0.15 51.98 13 3 12
28 Mar 183.04 0.35 0.05 49.90 2 0 9
27 Mar 181.56 0.3 -0.15 47.19 3 0 10
26 Mar 174.07 0.45 0 42.69 5 4 9
25 Mar 177.70 0.45 -0.05 45.17 1 0 5
24 Mar 181.28 0.5 0 0.00 0 0 0
21 Mar 175.05 0.5 -0.05 41.71 4 1 6
20 Mar 168.46 0.55 -0.3 35.28 2 1 5
19 Mar 165.96 0.85 -0.15 36.10 4 1 4
18 Mar 163.00 1 -1.85 35.63 3 1 2
17 Mar 156.58 2.85 -0.05 40.31 1 0 0
12 Mar 159.20 2.9 0 9.33 0 0 0


For Gail (India) Ltd - strike price 145 expiring on 24APR2025

Delta for 145 PE is -0.05

Historical price for 145 PE is as follows

On 11 Apr GAIL was trading at 171.71. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 57.69, the open interest changed by 21 which increased total open position to 68


On 9 Apr GAIL was trading at 168.86. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 58.41, the open interest changed by -11 which decreased total open position to 47


On 8 Apr GAIL was trading at 172.57. The strike last trading price was 0.75, which was -0.7 lower than the previous day. The implied volatity was 61.63, the open interest changed by -20 which decreased total open position to 60


On 7 Apr GAIL was trading at 169.03. The strike last trading price was 1.4, which was 1.2 higher than the previous day. The implied volatity was 66.70, the open interest changed by 70 which increased total open position to 82


On 4 Apr GAIL was trading at 176.61. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Apr GAIL was trading at 183.63. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 2 Apr GAIL was trading at 184.06. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 50.84, the open interest changed by 0 which decreased total open position to 13


On 1 Apr GAIL was trading at 186.32. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 51.98, the open interest changed by 3 which increased total open position to 12


On 28 Mar GAIL was trading at 183.04. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 49.90, the open interest changed by 0 which decreased total open position to 9


On 27 Mar GAIL was trading at 181.56. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 47.19, the open interest changed by 0 which decreased total open position to 10


On 26 Mar GAIL was trading at 174.07. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 42.69, the open interest changed by 4 which increased total open position to 9


On 25 Mar GAIL was trading at 177.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 45.17, the open interest changed by 0 which decreased total open position to 5


On 24 Mar GAIL was trading at 181.28. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Mar GAIL was trading at 175.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 41.71, the open interest changed by 1 which increased total open position to 6


On 20 Mar GAIL was trading at 168.46. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 35.28, the open interest changed by 1 which increased total open position to 5


On 19 Mar GAIL was trading at 165.96. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 36.10, the open interest changed by 1 which increased total open position to 4


On 18 Mar GAIL was trading at 163.00. The strike last trading price was 1, which was -1.85 lower than the previous day. The implied volatity was 35.63, the open interest changed by 1 which increased total open position to 2


On 17 Mar GAIL was trading at 156.58. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 40.31, the open interest changed by 0 which decreased total open position to 0


On 12 Mar GAIL was trading at 159.20. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was 9.33, the open interest changed by 0 which decreased total open position to 0