[--[65.84.65.76]--]

GAIL

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

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Historical option data for GAIL

17 Dec 2025 04:11 PM IST
GAIL 30-DEC-2025 150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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