GAIL
Gail (India) Ltd
Historical option data for GAIL
22 Apr 2026 04:10 PM IST
| GAIL 28-Apr-2026 (5d) 153 CE | ||||||||||||||||
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Delta: 0.9
Vega: 0
Theta: -0.08
Gamma: 0.02635
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 166.12 | 8.41 | -0.14000000000000057 | 28.46 | 0 | 0 | 215 | |||||||||
| 21 Apr | 160.77 | 8.41 | 2.58 | 28.46 | 5 | 1 | 216 | |||||||||
| 20 Apr | 157.70 | 5.83 | -0.6100000000000003 | 29.23 | 20 | 0 | 215 | |||||||||
| 17 Apr | 157.82 | 6.59 | -0.4900000000000002 | 32.45 | 8 | -1 | 215 | |||||||||
| 16 Apr | 158.92 | 7.17 | 1.8099999999999996 | 26.71 | 62 | -15 | 217 | |||||||||
| 15 Apr | 156.12 | 5.35 | 0.9399999999999995 | 27.81 | 464 | -111 | 233 | |||||||||
| 13 Apr | 153.71 | 4.34 | -0.28000000000000025 | 29.59 | 188 | -6 | 344 | |||||||||
| 10 Apr | 154.08 | 4.59 | 0.5999999999999996 | 27.58 | 249 | 17 | 350 | |||||||||
| 9 Apr | 152.22 | 3.9 | -0.63 | 28.18 | 246 | 32 | 334 | |||||||||
| 8 Apr | 153.30 | 4.55 | 2.77 | 26.95 | 517 | 222 | 305 | |||||||||
| 7 Apr | 145.38 | 1.76 | 0.15 | 30.84 | 29 | 12 | 83 | |||||||||
| 6 Apr | 143.14 | 1.6 | 0.25 | 32.61 | 70 | 8 | 72 | |||||||||
| 2 Apr | 141.73 | 1.37 | 0.14 | 30.94 | 37 | 6 | 62 | |||||||||
| 1 Apr | 140.67 | 1.23 | 0.06 | 30.69 | 39 | 13 | 57 | |||||||||
| 30 Mar | 137.71 | 1.22 | -0.48 | 34.87 | 83 | 29 | 43 | |||||||||
| 27 Mar | 137.19 | 1.7 | -0.15 | 38.9 | 3 | 1 | 14 | |||||||||
| 25 Mar | 139.20 | 1.85 | -0.03 | 35.19 | 2 | 0 | 13 | |||||||||
| 24 Mar | 137.67 | 1.88 | -1.74 | - | 0 | 0 | 13 | |||||||||
| 23 Mar | 135.40 | 1.88 | -1.74 | 40.77 | 6 | -2 | 12 | |||||||||
| 20 Mar | 142.87 | 3.62 | -0.02 | 36.15 | 1 | 0 | 15 | |||||||||
| 19 Mar | 144.27 | 3.64 | -1.84 | 32.76 | 4 | 1 | 16 | |||||||||
| 18 Mar | 150.95 | 5.43 | 0.52 | 27.26 | 6 | 2 | 14 | |||||||||
| 17 Mar | 147.71 | 4.91 | -2.74 | - | 2 | 0 | 12 | |||||||||
| 16 Mar | 146.06 | 4.91 | -2.74 | - | 2 | 1 | 0 | |||||||||
| 13 Mar | 147.78 | 4.91 | -2.74 | 29.92 | 2 | 1 | 12 | |||||||||
| 12 Mar | 152.35 | 7.65 | 1.05 | 31.76 | 1 | 0 | 0 | |||||||||
| 11 Mar | 147.97 | 6.6 | -0.3 | 37.72 | 2 | -1 | 10 | |||||||||
| 10 Mar | 150.29 | 6.9 | -3.18 | - | 1 | 0 | 11 | |||||||||
| 9 Mar | 148.98 | 6.9 | -3.18 | 34.95 | 1 | 0 | 11 | |||||||||
| 6 Mar | 155.71 | 10.08 | -2.7 | - | 0 | 0 | 11 | |||||||||
| 5 Mar | 156.73 | 10.08 | -2.7 | - | 14 | 11 | 0 | |||||||||
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| 4 Mar | 154.61 | 10.08 | -2.7 | 34.07 | 14 | 11 | 11 | |||||||||
For Gail (India) Ltd - strike price 153 expiring on 28APR2026
Delta for 153 CE is 0.9
Historical price for 153 CE is as follows
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 8.41, which was -0.14000000000000057 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 215
On 21 Apr GAIL was trading at 160.77. The strike last trading price was 8.41, which was 2.58 higher than the previous day. The implied volatity was 28.46, the open interest changed by 1 which increased total open position to 216
On 20 Apr GAIL was trading at 157.70. The strike last trading price was 5.83, which was -0.6100000000000003 lower than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 215
On 17 Apr GAIL was trading at 157.82. The strike last trading price was 6.59, which was -0.4900000000000002 lower than the previous day. The implied volatity was 32.45, the open interest changed by -1 which decreased total open position to 215
On 16 Apr GAIL was trading at 158.92. The strike last trading price was 7.17, which was 1.8099999999999996 higher than the previous day. The implied volatity was 26.71, the open interest changed by -15 which decreased total open position to 217
On 15 Apr GAIL was trading at 156.12. The strike last trading price was 5.35, which was 0.9399999999999995 higher than the previous day. The implied volatity was 27.81, the open interest changed by -111 which decreased total open position to 233
On 13 Apr GAIL was trading at 153.71. The strike last trading price was 4.34, which was -0.28000000000000025 lower than the previous day. The implied volatity was 29.59, the open interest changed by -6 which decreased total open position to 344
On 10 Apr GAIL was trading at 154.08. The strike last trading price was 4.59, which was 0.5999999999999996 higher than the previous day. The implied volatity was 27.58, the open interest changed by 17 which increased total open position to 350
On 9 Apr GAIL was trading at 152.22. The strike last trading price was 3.9, which was -0.63 lower than the previous day. The implied volatity was 28.18, the open interest changed by 32 which increased total open position to 334
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 4.55, which was 2.77 higher than the previous day. The implied volatity was 26.95, the open interest changed by 222 which increased total open position to 305
On 7 Apr GAIL was trading at 145.38. The strike last trading price was 1.76, which was 0.15 higher than the previous day. The implied volatity was 30.84, the open interest changed by 12 which increased total open position to 83
On 6 Apr GAIL was trading at 143.14. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 32.61, the open interest changed by 8 which increased total open position to 72
On 2 Apr GAIL was trading at 141.73. The strike last trading price was 1.37, which was 0.14 higher than the previous day. The implied volatity was 30.94, the open interest changed by 6 which increased total open position to 62
On 1 Apr GAIL was trading at 140.67. The strike last trading price was 1.23, which was 0.06 higher than the previous day. The implied volatity was 30.69, the open interest changed by 13 which increased total open position to 57
On 30 Mar GAIL was trading at 137.71. The strike last trading price was 1.22, which was -0.48 lower than the previous day. The implied volatity was 34.87, the open interest changed by 29 which increased total open position to 43
On 27 Mar GAIL was trading at 137.19. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 38.9, the open interest changed by 1 which increased total open position to 14
On 25 Mar GAIL was trading at 139.20. The strike last trading price was 1.85, which was -0.03 lower than the previous day. The implied volatity was 35.19, the open interest changed by 0 which decreased total open position to 13
On 24 Mar GAIL was trading at 137.67. The strike last trading price was 1.88, which was -1.74 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Mar GAIL was trading at 135.40. The strike last trading price was 1.88, which was -1.74 lower than the previous day. The implied volatity was 40.77, the open interest changed by -2 which decreased total open position to 12
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 3.62, which was -0.02 lower than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 15
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 3.64, which was -1.84 lower than the previous day. The implied volatity was 32.76, the open interest changed by 1 which increased total open position to 16
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 5.43, which was 0.52 higher than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 14
On 17 Mar GAIL was trading at 147.71. The strike last trading price was 4.91, which was -2.74 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Mar GAIL was trading at 146.06. The strike last trading price was 4.91, which was -2.74 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar GAIL was trading at 147.78. The strike last trading price was 4.91, which was -2.74 lower than the previous day. The implied volatity was 29.92, the open interest changed by 1 which increased total open position to 12
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 7.65, which was 1.05 higher than the previous day. The implied volatity was 31.76, 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 6.6, which was -0.3 lower than the previous day. The implied volatity was 37.72, the open interest changed by -1 which decreased total open position to 10
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 6.9, which was -3.18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 6.9, which was -3.18 lower than the previous day. The implied volatity was 34.95, the open interest changed by 0 which decreased total open position to 11
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 10.08, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 10.08, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 10.08, which was -2.7 lower than the previous day. The implied volatity was 34.07, the open interest changed by 11 which increased total open position to 11
| GAIL 28-Apr-2026 (5d) 153 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0
Theta: -0.06
Gamma: 0.01242
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 166.12 | 0.21 | -0.36 | 40.59 | 211 | 6 | 203 |
| 21 Apr | 160.77 | 0.6 | -0.4900000000000001 | 33.81 | 197 | -15 | 197 |
| 20 Apr | 157.70 | 1.09 | -0.04999999999999982 | 31.3 | 41 | 6 | 212 |
| 17 Apr | 157.82 | 1.06 | -0.1499999999999999 | 27.16 | 52 | -4 | 207 |
| 16 Apr | 158.92 | 1.22 | -0.8699999999999999 | 30.19 | 97 | 2 | 210 |
| 15 Apr | 156.12 | 2.08 | -1.56 | 30.72 | 296 | 44 | 208 |
| 13 Apr | 153.71 | 3.58 | 0.2200000000000002 | 32.76 | 167 | 1 | 164 |
| 10 Apr | 154.08 | 3.28 | -0.9100000000000006 | 29.3 | 162 | 10 | 162 |
| 9 Apr | 152.22 | 4.28 | 0.4 | 30.88 | 252 | 1 | 151 |
| 8 Apr | 153.30 | 3.89 | -8.54 | 31.72 | 367 | 148 | 150 |
| 7 Apr | 145.38 | 12.43 | 3.72 | - | 0 | 0 | 2 |
| 6 Apr | 143.14 | 12.43 | 3.72 | 50.52 | 2 | 0 | 2 |
| 2 Apr | 141.73 | 8.71 | -0.42 | - | 0 | 0 | 2 |
| 1 Apr | 140.67 | 8.71 | -0.42 | - | 0 | 0 | 2 |
| 30 Mar | 137.71 | 8.71 | -0.42 | - | 0 | 0 | 2 |
| 27 Mar | 137.19 | 8.71 | -0.42 | - | 0 | 0 | 2 |
| 25 Mar | 139.20 | 8.71 | -0.42 | - | 0 | 0 | 2 |
| 24 Mar | 137.67 | 8.71 | -0.42 | - | 0 | 0 | 2 |
| 23 Mar | 135.40 | 8.71 | -0.42 | - | 0 | 0 | 2 |
| 20 Mar | 142.87 | 8.71 | -0.42 | 16.08 | 2 | 0 | 1 |
| 19 Mar | 144.27 | 9.13 | 0.75 | 26.55 | 1 | 0 | 0 |
| 18 Mar | 150.95 | 8.38 | 0 | 0.07 | 0 | 0 | 0 |
| 17 Mar | 147.71 | 8.38 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 146.06 | 8.38 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 147.78 | 8.38 | 0 | 0.08 | 0 | 0 | 0 |
| 12 Mar | 152.35 | 8.38 | 0 | 1.03 | 0 | 0 | 0 |
| 11 Mar | 147.97 | 8.38 | 0 | 0.15 | 0 | 0 | 0 |
| 10 Mar | 150.29 | 8.38 | 0 | 0.22 | 0 | 0 | 0 |
| 9 Mar | 148.98 | 8.38 | 0 | 0.13 | 0 | 0 | 0 |
| 6 Mar | 155.71 | 8.38 | 0 | 2.77 | 0 | 0 | 0 |
| 5 Mar | 156.73 | 8.38 | 0 | 2.87 | 0 | 0 | 0 |
| 4 Mar | 154.61 | 8.38 | 0 | 2.16 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 153 expiring on 28APR2026
Delta for 153 PE is -0.05
Historical price for 153 PE is as follows
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 0.21, which was -0.36 lower than the previous day. The implied volatity was 40.59, the open interest changed by 6 which increased total open position to 203
On 21 Apr GAIL was trading at 160.77. The strike last trading price was 0.6, which was -0.4900000000000001 lower than the previous day. The implied volatity was 33.81, the open interest changed by -15 which decreased total open position to 197
On 20 Apr GAIL was trading at 157.70. The strike last trading price was 1.09, which was -0.04999999999999982 lower than the previous day. The implied volatity was 31.3, the open interest changed by 6 which increased total open position to 212
On 17 Apr GAIL was trading at 157.82. The strike last trading price was 1.06, which was -0.1499999999999999 lower than the previous day. The implied volatity was 27.16, the open interest changed by -4 which decreased total open position to 207
On 16 Apr GAIL was trading at 158.92. The strike last trading price was 1.22, which was -0.8699999999999999 lower than the previous day. The implied volatity was 30.19, the open interest changed by 2 which increased total open position to 210
On 15 Apr GAIL was trading at 156.12. The strike last trading price was 2.08, which was -1.56 lower than the previous day. The implied volatity was 30.72, the open interest changed by 44 which increased total open position to 208
On 13 Apr GAIL was trading at 153.71. The strike last trading price was 3.58, which was 0.2200000000000002 higher than the previous day. The implied volatity was 32.76, the open interest changed by 1 which increased total open position to 164
On 10 Apr GAIL was trading at 154.08. The strike last trading price was 3.28, which was -0.9100000000000006 lower than the previous day. The implied volatity was 29.3, the open interest changed by 10 which increased total open position to 162
On 9 Apr GAIL was trading at 152.22. The strike last trading price was 4.28, which was 0.4 higher than the previous day. The implied volatity was 30.88, the open interest changed by 1 which increased total open position to 151
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 3.89, which was -8.54 lower than the previous day. The implied volatity was 31.72, the open interest changed by 148 which increased total open position to 150
On 7 Apr GAIL was trading at 145.38. The strike last trading price was 12.43, which was 3.72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr GAIL was trading at 143.14. The strike last trading price was 12.43, which was 3.72 higher than the previous day. The implied volatity was 50.52, the open interest changed by 0 which decreased total open position to 2
On 2 Apr GAIL was trading at 141.73. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Apr GAIL was trading at 140.67. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar GAIL was trading at 137.71. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Mar GAIL was trading at 137.19. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Mar GAIL was trading at 139.20. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar GAIL was trading at 137.67. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar GAIL was trading at 135.40. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 8.71, which was -0.42 lower than the previous day. The implied volatity was 16.08, the open interest changed by 0 which decreased total open position to 1
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 9.13, which was 0.75 higher than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 0
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 8.38, which was 0 lower than the previous day. The implied volatity was 0.07, 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 8.38, 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 Mar GAIL was trading at 146.06. The strike last trading price was 8.38, 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 13 Mar GAIL was trading at 147.78. The strike last trading price was 8.38, which was 0 lower than the previous day. The implied volatity was 0.08, 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 8.38, which was 0 lower than the previous day. The implied volatity was 1.03, 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 8.38, which was 0 lower than the previous day. The implied volatity was 0.15, 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 8.38, which was 0 lower than the previous day. The implied volatity was 0.22, 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 8.38, which was 0 lower than the previous day. The implied volatity was 0.13, 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 8.38, which was 0 lower than the previous day. The implied volatity was 2.77, 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 8.38, which was 0 lower than the previous day. The implied volatity was 2.87, 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 8.38, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
