GAIL
Gail (India) Ltd
Historical option data for GAIL
09 Apr 2026 09:27 AM IST
| GAIL 28-Apr-2026 (19d) 149 CE | ||||||||||||||||
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Delta: 0.8
Vega: 0.1
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 154.10 | 6.5 | -0.51 | 20.11 | 2 | 0 | 100 | |||||||||
| 8 Apr | 153.30 | 7.01 | 3.96 | 26.79 | 83 | 43 | 100 | |||||||||
| 7 Apr | 145.38 | 3.05 | 0.38 | 31.17 | 45 | 26 | 57 | |||||||||
| 6 Apr | 143.14 | 2.69 | 0.45 | 32.64 | 72 | 6 | 31 | |||||||||
| 2 Apr | 141.73 | 2.26 | 0.19 | 30.53 | 24 | 1 | 23 | |||||||||
| 1 Apr | 140.67 | 2.11 | 0.19 | 30.79 | 16 | 0 | 22 | |||||||||
| 30 Mar | 137.71 | 1.97 | -0.56 | 34.99 | 12 | 7 | 21 | |||||||||
| 27 Mar | 137.19 | 2.53 | -0.18 | 39.08 | 5 | 1 | 13 | |||||||||
| 25 Mar | 139.20 | 2.6 | 0.11 | 34.07 | 15 | 8 | 12 | |||||||||
| 24 Mar | 137.67 | 2.49 | 0.08 | 34.57 | 1 | 0 | 4 | |||||||||
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| 23 Mar | 135.40 | 2.41 | -2.83 | 38.93 | 1 | 0 | 3 | |||||||||
| 20 Mar | 142.87 | 5.24 | -5.26 | - | 0 | 0 | 3 | |||||||||
| 19 Mar | 144.27 | 5.24 | -5.26 | 33.55 | 4 | 2 | 2 | |||||||||
| 18 Mar | 150.95 | 10.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 147.71 | 10.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 146.06 | 10.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 147.78 | 10.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 152.35 | 10.5 | -4.5 | 34.95 | 2 | 1 | 1 | |||||||||
| 11 Mar | 147.97 | 15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 150.29 | 15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 148.98 | 15 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 6 Mar | 155.71 | 15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 156.73 | 15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 154.61 | 15 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 149 expiring on 28APR2026
Delta for 149 CE is 0.8
Historical price for 149 CE is as follows
On 9 Apr GAIL was trading at 154.10. The strike last trading price was 6.5, which was -0.51 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 100
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 7.01, which was 3.96 higher than the previous day. The implied volatity was 26.79, the open interest changed by 43 which increased total open position to 100
On 7 Apr GAIL was trading at 145.38. The strike last trading price was 3.05, which was 0.38 higher than the previous day. The implied volatity was 31.17, the open interest changed by 26 which increased total open position to 57
On 6 Apr GAIL was trading at 143.14. The strike last trading price was 2.69, which was 0.45 higher than the previous day. The implied volatity was 32.64, the open interest changed by 6 which increased total open position to 31
On 2 Apr GAIL was trading at 141.73. The strike last trading price was 2.26, which was 0.19 higher than the previous day. The implied volatity was 30.53, the open interest changed by 1 which increased total open position to 23
On 1 Apr GAIL was trading at 140.67. The strike last trading price was 2.11, which was 0.19 higher than the previous day. The implied volatity was 30.79, the open interest changed by 0 which decreased total open position to 22
On 30 Mar GAIL was trading at 137.71. The strike last trading price was 1.97, which was -0.56 lower than the previous day. The implied volatity was 34.99, the open interest changed by 7 which increased total open position to 21
On 27 Mar GAIL was trading at 137.19. The strike last trading price was 2.53, which was -0.18 lower than the previous day. The implied volatity was 39.08, the open interest changed by 1 which increased total open position to 13
On 25 Mar GAIL was trading at 139.20. The strike last trading price was 2.6, which was 0.11 higher than the previous day. The implied volatity was 34.07, the open interest changed by 8 which increased total open position to 12
On 24 Mar GAIL was trading at 137.67. The strike last trading price was 2.49, which was 0.08 higher than the previous day. The implied volatity was 34.57, the open interest changed by 0 which decreased total open position to 4
On 23 Mar GAIL was trading at 135.40. The strike last trading price was 2.41, which was -2.83 lower than the previous day. The implied volatity was 38.93, the open interest changed by 0 which decreased total open position to 3
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 5.24, which was -5.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 5.24, which was -5.26 lower than the previous day. The implied volatity was 33.55, the open interest changed by 2 which increased total open position to 2
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 10.5, which was -4.5 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 10.5, which was -4.5 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 10.5, which was -4.5 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 10.5, which was -4.5 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 10.5, which was -4.5 lower than the previous day. The implied volatity was 34.95, the open interest changed by 1 which increased total open position to 1
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 15, 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 15, 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 15, which was 0 lower than the previous day. The implied volatity was 0.11, 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 15, 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 15, 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 15, 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 (19d) 149 PE | |||||||
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Delta: -0.3
Vega: 0.12
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 154.10 | 2.35 | -0.03 | 33.61 | 3 | 0 | 191 |
| 8 Apr | 153.30 | 2.42 | -4.24 | 32.64 | 239 | 179 | 190 |
| 7 Apr | 145.38 | 6.66 | -2.53 | 35.92 | 3 | 1 | 10 |
| 6 Apr | 143.14 | 9.19 | -2.48 | - | 0 | 0 | 9 |
| 2 Apr | 141.73 | 9.19 | -2.48 | - | 0 | 0 | 9 |
| 1 Apr | 140.67 | 9.19 | -2.48 | 31.45 | 4 | -1 | 9 |
| 30 Mar | 137.71 | 11.67 | 5.02 | - | 0 | 0 | 10 |
| 27 Mar | 137.19 | 11.67 | 5.02 | - | 0 | 0 | 10 |
| 25 Mar | 139.20 | 11.67 | 5.02 | - | 0 | 0 | 10 |
| 24 Mar | 137.67 | 11.67 | 5.02 | - | 0 | 0 | 10 |
| 23 Mar | 135.40 | 11.67 | 5.02 | 11.72 | 3 | 2 | 10 |
| 20 Mar | 142.87 | 6.65 | -1.31 | 22.41 | 7 | 6 | 7 |
| 19 Mar | 144.27 | 7.96 | 3.01 | 34.04 | 2 | -1 | 1 |
| 18 Mar | 150.95 | 4.95 | -1.72 | 33.48 | 2 | 1 | 1 |
| 17 Mar | 147.71 | 6.67 | 0 | 0.38 | 0 | 0 | 0 |
| 16 Mar | 146.06 | 6.67 | 0 | 0.24 | 0 | 0 | 0 |
| 13 Mar | 147.78 | 6.67 | 0 | 0.52 | 0 | 0 | 0 |
| 12 Mar | 152.35 | 6.67 | 0 | 3.36 | 0 | 0 | 0 |
| 11 Mar | 147.97 | 6.67 | 0 | 0.47 | 0 | 0 | 0 |
| 10 Mar | 150.29 | 6.67 | 0 | 2.26 | 0 | 0 | 0 |
| 9 Mar | 148.98 | 6.67 | 0 | 1.37 | 0 | 0 | 0 |
| 6 Mar | 155.71 | 6.67 | 0 | 4.96 | 0 | 0 | 0 |
| 5 Mar | 156.73 | 6.67 | 0 | 5.03 | 0 | 0 | 0 |
| 4 Mar | 154.61 | 6.67 | 0 | 4.63 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 149 expiring on 28APR2026
Delta for 149 PE is -0.3
Historical price for 149 PE is as follows
On 9 Apr GAIL was trading at 154.10. The strike last trading price was 2.35, which was -0.03 lower than the previous day. The implied volatity was 33.61, the open interest changed by 0 which decreased total open position to 191
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 2.42, which was -4.24 lower than the previous day. The implied volatity was 32.64, the open interest changed by 179 which increased total open position to 190
On 7 Apr GAIL was trading at 145.38. The strike last trading price was 6.66, which was -2.53 lower than the previous day. The implied volatity was 35.92, the open interest changed by 1 which increased total open position to 10
On 6 Apr GAIL was trading at 143.14. The strike last trading price was 9.19, which was -2.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr GAIL was trading at 141.73. The strike last trading price was 9.19, which was -2.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Apr GAIL was trading at 140.67. The strike last trading price was 9.19, which was -2.48 lower than the previous day. The implied volatity was 31.45, the open interest changed by -1 which decreased total open position to 9
On 30 Mar GAIL was trading at 137.71. The strike last trading price was 11.67, which was 5.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 27 Mar GAIL was trading at 137.19. The strike last trading price was 11.67, which was 5.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 Mar GAIL was trading at 139.20. The strike last trading price was 11.67, which was 5.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 24 Mar GAIL was trading at 137.67. The strike last trading price was 11.67, which was 5.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Mar GAIL was trading at 135.40. The strike last trading price was 11.67, which was 5.02 higher than the previous day. The implied volatity was 11.72, the open interest changed by 2 which increased total open position to 10
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 6.65, which was -1.31 lower than the previous day. The implied volatity was 22.41, the open interest changed by 6 which increased total open position to 7
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 7.96, which was 3.01 higher than the previous day. The implied volatity was 34.04, the open interest changed by -1 which decreased total open position to 1
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 4.95, which was -1.72 lower than the previous day. The implied volatity was 33.48, the open interest changed by 1 which increased total open position to 1
On 17 Mar GAIL was trading at 147.71. The strike last trading price was 6.67, which was 0 lower than the previous day. The implied volatity was 0.38, 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 6.67, which was 0 lower than the previous day. The implied volatity was 0.24, 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 6.67, which was 0 lower than the previous day. The implied volatity was 0.52, 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 6.67, which was 0 lower than the previous day. The implied volatity was 3.36, 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 6.67, which was 0 lower than the previous day. The implied volatity was 0.47, 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 6.67, which was 0 lower than the previous day. The implied volatity was 2.26, 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 6.67, which was 0 lower than the previous day. The implied volatity was 1.37, 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 6.67, which was 0 lower than the previous day. The implied volatity was 4.96, 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 6.67, which was 0 lower than the previous day. The implied volatity was 5.03, 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 6.67, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
