GAIL
Gail (India) Ltd
Historical option data for GAIL
17 Dec 2025 04:11 PM IST
| GAIL 30-DEC-2025 150 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 169.07 | 19.02 | -0.05 | - | 0 | 0 | 22 | |||||||||
| 16 Dec | 168.32 | 19.02 | -0.05 | - | 0 | 0 | 22 | |||||||||
| 15 Dec | 169.86 | 19.02 | -0.05 | - | 0 | 0 | 0 | |||||||||
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| 12 Dec | 170.71 | 19.02 | -0.05 | - | 0 | 0 | 22 | |||||||||
| 11 Dec | 168.95 | 19.02 | -0.05 | - | 0 | 0 | 22 | |||||||||
| 10 Dec | 168.02 | 19.02 | -0.05 | 30.07 | 20 | -13 | 22 | |||||||||
| 9 Dec | 167.89 | 18.94 | 1.44 | 28.42 | 41 | 19 | 35 | |||||||||
| 8 Dec | 166.81 | 17.5 | -3.5 | 31.22 | 2 | 0 | 14 | |||||||||
| 5 Dec | 169.98 | 21 | -5.46 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 170.63 | 21 | -5.46 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 170.27 | 21 | -5.46 | - | 1 | 0 | 14 | |||||||||
| 2 Dec | 175.00 | 26.46 | 3.46 | - | 0 | 3 | 0 | |||||||||
| 1 Dec | 175.41 | 26.46 | 3.46 | 33.42 | 6 | 3 | 14 | |||||||||
| 28 Nov | 176.09 | 23 | -8.3 | - | 11 | 10 | 10 | |||||||||
For Gail (India) Ltd - strike price 150 expiring on 30DEC2025
Delta for 150 CE is -
Historical price for 150 CE is as follows
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 19.02, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 19.02, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 19.02, which was -0.05 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 19.02, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 19.02, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 19.02, which was -0.05 lower than the previous day. The implied volatity was 30.07, the open interest changed by -13 which decreased total open position to 22
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 18.94, which was 1.44 higher than the previous day. The implied volatity was 28.42, the open interest changed by 19 which increased total open position to 35
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 17.5, which was -3.5 lower than the previous day. The implied volatity was 31.22, the open interest changed by 0 which decreased total open position to 14
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 21, which was -5.46 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 21, which was -5.46 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 21, which was -5.46 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 26.46, which was 3.46 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 26.46, which was 3.46 higher than the previous day. The implied volatity was 33.42, the open interest changed by 3 which increased total open position to 14
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 23, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| GAIL 30DEC2025 150 PE | |||||||
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Delta: -0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 169.07 | 0.08 | 0 | 32.22 | 94 | 19 | 314 |
| 16 Dec | 168.32 | 0.08 | 0 | 30.11 | 45 | 3 | 295 |
| 15 Dec | 169.86 | 0.08 | -0.02 | 30.91 | 34 | -1 | 293 |
| 12 Dec | 170.71 | 0.1 | -0.07 | 30.65 | 165 | -35 | 294 |
| 11 Dec | 168.95 | 0.17 | -0.02 | 30.48 | 19 | 0 | 329 |
| 10 Dec | 168.02 | 0.19 | 0 | 29.50 | 19 | -3 | 328 |
| 9 Dec | 167.89 | 0.18 | -0.03 | 28.43 | 188 | 24 | 331 |
| 8 Dec | 166.81 | 0.22 | 0.09 | 26.93 | 171 | 48 | 301 |
| 5 Dec | 169.98 | 0.13 | -0.01 | 26.83 | 9 | -3 | 254 |
| 4 Dec | 170.63 | 0.14 | -0.03 | 27.52 | 18 | -1 | 258 |
| 3 Dec | 170.27 | 0.17 | 0.04 | 27.65 | 131 | 6 | 258 |
| 2 Dec | 175.00 | 0.13 | 0 | 30.00 | 29 | -11 | 252 |
| 1 Dec | 175.41 | 0.13 | -0.02 | 29.66 | 265 | 53 | 268 |
| 28 Nov | 176.09 | 0.16 | -2.54 | 30.25 | 345 | 215 | 215 |
For Gail (India) Ltd - strike price 150 expiring on 30DEC2025
Delta for 150 PE is -0.02
Historical price for 150 PE is as follows
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 0.08, which was 0 lower than the previous day. The implied volatity was 32.22, the open interest changed by 19 which increased total open position to 314
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 0.08, which was 0 lower than the previous day. The implied volatity was 30.11, the open interest changed by 3 which increased total open position to 295
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 0.08, which was -0.02 lower than the previous day. The implied volatity was 30.91, the open interest changed by -1 which decreased total open position to 293
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 0.1, which was -0.07 lower than the previous day. The implied volatity was 30.65, the open interest changed by -35 which decreased total open position to 294
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 0.17, which was -0.02 lower than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 329
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 0.19, which was 0 lower than the previous day. The implied volatity was 29.50, the open interest changed by -3 which decreased total open position to 328
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 0.18, which was -0.03 lower than the previous day. The implied volatity was 28.43, the open interest changed by 24 which increased total open position to 331
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 0.22, which was 0.09 higher than the previous day. The implied volatity was 26.93, the open interest changed by 48 which increased total open position to 301
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 0.13, which was -0.01 lower than the previous day. The implied volatity was 26.83, the open interest changed by -3 which decreased total open position to 254
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 27.52, the open interest changed by -1 which decreased total open position to 258
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 0.17, which was 0.04 higher than the previous day. The implied volatity was 27.65, the open interest changed by 6 which increased total open position to 258
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 0.13, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by -11 which decreased total open position to 252
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 0.13, which was -0.02 lower than the previous day. The implied volatity was 29.66, the open interest changed by 53 which increased total open position to 268
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 0.16, which was -2.54 lower than the previous day. The implied volatity was 30.25, the open interest changed by 215 which increased total open position to 215































































































































































































































