[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
169.07 +0.75 (0.45%)
L: 168 H: 170.5

Back to Option Chain


Historical option data for GAIL

17 Dec 2025 04:11 PM IST
GAIL 30-DEC-2025 145 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 169.07 35.35 0 - 0 0 0
16 Dec 168.32 35.35 0 - 0 0 0
15 Dec 169.86 35.35 0 - 0 0 0
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
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 17 Dec GAIL was trading at 169.07. 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 16 Dec GAIL was trading at 168.32. 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 15 Dec GAIL was trading at 169.86. 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 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
Delta: -0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 169.07 0.02 -0.01 33.33 10 -8 60
16 Dec 168.32 0.03 -0.03 32.66 10 7 69
15 Dec 169.86 0.06 -0.01 36.36 20 4 60
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 17 Dec GAIL was trading at 169.07. The strike last trading price was 0.02, which was -0.01 lower than the previous day. The implied volatity was 33.33, the open interest changed by -8 which decreased total open position to 60


On 16 Dec GAIL was trading at 168.32. The strike last trading price was 0.03, which was -0.03 lower than the previous day. The implied volatity was 32.66, the open interest changed by 7 which increased total open position to 69


On 15 Dec GAIL was trading at 169.86. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 36.36, the open interest changed by 4 which increased total open position to 60


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