GAIL
Gail (India) Ltd
Historical option data for GAIL
17 Dec 2025 04:11 PM IST
| GAIL 30-DEC-2025 155 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 | 13.9 | -0.26 | - | 0 | 0 | 58 | |||||||||
| 16 Dec | 168.32 | 13.9 | -0.26 | - | 0 | 0 | 58 | |||||||||
| 15 Dec | 169.86 | 13.9 | -0.26 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 170.71 | 13.9 | -0.26 | - | 0 | 0 | 58 | |||||||||
| 11 Dec | 168.95 | 13.9 | -0.26 | - | 0 | 0 | 58 | |||||||||
| 10 Dec | 168.02 | 13.9 | -0.26 | 18.57 | 2 | 0 | 58 | |||||||||
| 9 Dec | 167.89 | 14.16 | 1.2 | 19.88 | 1 | 0 | 57 | |||||||||
| 8 Dec | 166.81 | 12.96 | -7.71 | 29.19 | 18 | 2 | 58 | |||||||||
| 5 Dec | 169.98 | 20.67 | -0.78 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 170.63 | 20.67 | -0.78 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 170.27 | 20.67 | -0.78 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 175.00 | 20.67 | -0.78 | - | 0 | 1 | 0 | |||||||||
| 1 Dec | 175.41 | 20.67 | -0.78 | - | 5 | 1 | 56 | |||||||||
| 28 Nov | 176.09 | 21.45 | -8.68 | - | 46 | 14 | 54 | |||||||||
| 27 Nov | 183.80 | 30.13 | -0.76 | - | 6 | 1 | 40 | |||||||||
| 26 Nov | 185.16 | 30.89 | 4.7 | - | 12 | 9 | 37 | |||||||||
| 25 Nov | 180.22 | 26.19 | -0.99 | - | 3 | 0 | 25 | |||||||||
| 24 Nov | 181.09 | 27.18 | -3.06 | 26.66 | 28 | 20 | 24 | |||||||||
| 21 Nov | 182.99 | 30.24 | 0.64 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 184.31 | 30.24 | 0.64 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 184.05 | 30.24 | 0.64 | - | 0 | 3 | 0 | |||||||||
| 18 Nov | 184.31 | 30.24 | 0.64 | - | 3 | 1 | 2 | |||||||||
| 21 Oct | 178.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 176.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 177.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 155 expiring on 30DEC2025
Delta for 155 CE is -
Historical price for 155 CE is as follows
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 13.9, which was -0.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 13.9, which was -0.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 13.9, which was -0.26 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 13.9, which was -0.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 13.9, which was -0.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 13.9, which was -0.26 lower than the previous day. The implied volatity was 18.57, the open interest changed by 0 which decreased total open position to 58
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 14.16, which was 1.2 higher than the previous day. The implied volatity was 19.88, the open interest changed by 0 which decreased total open position to 57
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 12.96, which was -7.71 lower than the previous day. The implied volatity was 29.19, the open interest changed by 2 which increased total open position to 58
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 20.67, which was -0.78 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 20.67, which was -0.78 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 20.67, which was -0.78 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 20.67, which was -0.78 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 20.67, which was -0.78 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 56
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 21.45, which was -8.68 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 54
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 30.13, which was -0.76 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 40
On 26 Nov GAIL was trading at 185.16. The strike last trading price was 30.89, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 37
On 25 Nov GAIL was trading at 180.22. The strike last trading price was 26.19, which was -0.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 24 Nov GAIL was trading at 181.09. The strike last trading price was 27.18, which was -3.06 lower than the previous day. The implied volatity was 26.66, the open interest changed by 20 which increased total open position to 24
On 21 Nov GAIL was trading at 182.99. The strike last trading price was 30.24, which was 0.64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GAIL was trading at 184.31. The strike last trading price was 30.24, which was 0.64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GAIL was trading at 184.05. The strike last trading price was 30.24, which was 0.64 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 18 Nov GAIL was trading at 184.31. The strike last trading price was 30.24, which was 0.64 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 21 Oct GAIL was trading at 178.39. The strike last trading price was 0, 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 6 Oct GAIL was trading at 176.62. The strike last trading price was 0, 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 Oct GAIL was trading at 177.36. The strike last trading price was 0, 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 155 PE | |||||||
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Delta: -0.04
Vega: 0.03
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 169.07 | 0.15 | -0.01 | 27.66 | 124 | -24 | 385 |
| 16 Dec | 168.32 | 0.17 | 0.02 | 26.27 | 112 | 36 | 410 |
| 15 Dec | 169.86 | 0.15 | -0.03 | 26.80 | 93 | -3 | 376 |
| 12 Dec | 170.71 | 0.18 | -0.07 | 26.90 | 245 | 11 | 380 |
| 11 Dec | 168.95 | 0.25 | -0.09 | 25.63 | 118 | -1 | 370 |
| 10 Dec | 168.02 | 0.34 | 0.02 | 25.84 | 176 | -19 | 372 |
| 9 Dec | 167.89 | 0.32 | -0.09 | 24.79 | 434 | -23 | 392 |
| 8 Dec | 166.81 | 0.43 | 0.17 | 23.79 | 597 | 111 | 415 |
| 5 Dec | 169.98 | 0.26 | -0.03 | 24.24 | 108 | -12 | 304 |
| 4 Dec | 170.63 | 0.29 | -0.04 | 25.36 | 136 | -46 | 316 |
| 3 Dec | 170.27 | 0.32 | 0.11 | 25.09 | 217 | 34 | 361 |
| 2 Dec | 175.00 | 0.21 | -0.05 | 27.04 | 60 | -16 | 328 |
| 1 Dec | 175.41 | 0.24 | -0.02 | 27.44 | 242 | -41 | 344 |
| 28 Nov | 176.09 | 0.25 | -0.13 | 27.45 | 1,879 | 380 | 385 |
| 27 Nov | 183.80 | 0.38 | 0.18 | - | 0 | 0 | 0 |
| 26 Nov | 185.16 | 0.38 | 0.18 | - | 0 | 2 | 0 |
| 25 Nov | 180.22 | 0.38 | 0.18 | 31.87 | 2 | 1 | 4 |
| 24 Nov | 181.09 | 0.2 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 182.99 | 0.2 | 0 | 29.21 | 2 | 0 | 3 |
| 20 Nov | 184.31 | 0.2 | -0.02 | 29.88 | 1 | 0 | 2 |
| 19 Nov | 184.05 | 0.22 | -3.58 | 29.79 | 13 | 2 | 2 |
| 18 Nov | 184.31 | 3.8 | 0 | 15.79 | 0 | 0 | 0 |
| 21 Oct | 178.39 | 3.8 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 176.62 | 0 | 0 | 9.67 | 0 | 0 | 0 |
| 3 Oct | 177.36 | 0 | 0 | 9.77 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 155 expiring on 30DEC2025
Delta for 155 PE is -0.04
Historical price for 155 PE is as follows
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 0.15, which was -0.01 lower than the previous day. The implied volatity was 27.66, the open interest changed by -24 which decreased total open position to 385
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 0.17, which was 0.02 higher than the previous day. The implied volatity was 26.27, the open interest changed by 36 which increased total open position to 410
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 0.15, which was -0.03 lower than the previous day. The implied volatity was 26.80, the open interest changed by -3 which decreased total open position to 376
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 0.18, which was -0.07 lower than the previous day. The implied volatity was 26.90, the open interest changed by 11 which increased total open position to 380
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 0.25, which was -0.09 lower than the previous day. The implied volatity was 25.63, the open interest changed by -1 which decreased total open position to 370
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 0.34, which was 0.02 higher than the previous day. The implied volatity was 25.84, the open interest changed by -19 which decreased total open position to 372
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 0.32, which was -0.09 lower than the previous day. The implied volatity was 24.79, the open interest changed by -23 which decreased total open position to 392
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 0.43, which was 0.17 higher than the previous day. The implied volatity was 23.79, the open interest changed by 111 which increased total open position to 415
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 0.26, which was -0.03 lower than the previous day. The implied volatity was 24.24, the open interest changed by -12 which decreased total open position to 304
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 0.29, which was -0.04 lower than the previous day. The implied volatity was 25.36, the open interest changed by -46 which decreased total open position to 316
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 0.32, which was 0.11 higher than the previous day. The implied volatity was 25.09, the open interest changed by 34 which increased total open position to 361
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 0.21, which was -0.05 lower than the previous day. The implied volatity was 27.04, the open interest changed by -16 which decreased total open position to 328
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 0.24, which was -0.02 lower than the previous day. The implied volatity was 27.44, the open interest changed by -41 which decreased total open position to 344
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 0.25, which was -0.13 lower than the previous day. The implied volatity was 27.45, the open interest changed by 380 which increased total open position to 385
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 0.38, which was 0.18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GAIL was trading at 185.16. The strike last trading price was 0.38, which was 0.18 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 25 Nov GAIL was trading at 180.22. The strike last trading price was 0.38, which was 0.18 higher than the previous day. The implied volatity was 31.87, the open interest changed by 1 which increased total open position to 4
On 24 Nov GAIL was trading at 181.09. The strike last trading price was 0.2, 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 21 Nov GAIL was trading at 182.99. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 29.21, the open interest changed by 0 which decreased total open position to 3
On 20 Nov GAIL was trading at 184.31. The strike last trading price was 0.2, which was -0.02 lower than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 2
On 19 Nov GAIL was trading at 184.05. The strike last trading price was 0.22, which was -3.58 lower than the previous day. The implied volatity was 29.79, the open interest changed by 2 which increased total open position to 2
On 18 Nov GAIL was trading at 184.31. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 0
On 21 Oct GAIL was trading at 178.39. The strike last trading price was 3.8, 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 6 Oct GAIL was trading at 176.62. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.67, the open interest changed by 0 which decreased total open position to 0
On 3 Oct GAIL was trading at 177.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.77, the open interest changed by 0 which decreased total open position to 0































































































































































































































