GAIL
Gail (India) Ltd
Historical option data for GAIL
13 Mar 2026 04:11 PM IST
| GAIL 30-MAR-2026 157 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.1
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 147.78 | 1.86 | -1.83 | 37.67 | 113 | -6 | 385 | |||||||||
| 12 Mar | 152.35 | 3.75 | 1.47 | 39.58 | 224 | -19 | 393 | |||||||||
| 11 Mar | 147.97 | 2.26 | -0.67 | 39.73 | 196 | 13 | 412 | |||||||||
| 10 Mar | 150.29 | 2.95 | -0.15 | 37.06 | 84 | 3 | 398 | |||||||||
| 9 Mar | 148.98 | 3.09 | -2.51 | 40.54 | 147 | -22 | 395 | |||||||||
| 6 Mar | 155.71 | 5.39 | -0.34 | 34.98 | 480 | 72 | 418 | |||||||||
| 5 Mar | 156.73 | 5.02 | -0.47 | 31.25 | 687 | 147 | 342 | |||||||||
| 4 Mar | 154.61 | 5.5 | -6.64 | 36.99 | 582 | 193 | 199 | |||||||||
| 2 Mar | 165.07 | 12.14 | 2.48 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 169.53 | 12.14 | 2.48 | - | 0 | 0 | 6 | |||||||||
| 26 Feb | 169.96 | 12.14 | 2.48 | - | 0 | 0 | 6 | |||||||||
| 25 Feb | 170.00 | 12.14 | 2.48 | - | 0 | 0 | 6 | |||||||||
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| 24 Feb | 167.86 | 12.14 | 2.48 | - | 0 | 0 | 6 | |||||||||
| 23 Feb | 167.13 | 12.14 | 2.48 | - | 0 | 0 | 6 | |||||||||
| 20 Feb | 168.47 | 12.14 | 2.48 | - | 0 | 0 | 6 | |||||||||
| 19 Feb | 166.88 | 12.14 | 2.48 | - | 0 | 0 | 6 | |||||||||
| 18 Feb | 167.31 | 12.14 | 2.48 | 16.9 | 2 | 1 | 6 | |||||||||
| 17 Feb | 165.75 | 9.66 | -7.78 | - | 0 | 0 | 5 | |||||||||
| 16 Feb | 164.82 | 9.66 | -7.78 | 15.23 | 5 | 3 | 3 | |||||||||
| 13 Feb | 161.69 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 163.72 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 163.47 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 164.55 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 163.64 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 162.99 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 160.18 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 165.41 | 11.12 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 162.80 | 11.12 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 160.39 | 11.12 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 162.42 | 11.12 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 167.29 | 11.12 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 167.38 | 11.12 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 168.14 | 11.12 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 157 expiring on 30MAR2026
Delta for 157 CE is 0.26
Historical price for 157 CE is as follows
On 13 Mar GAIL was trading at 147.78. The strike last trading price was 1.86, which was -1.83 lower than the previous day. The implied volatity was 37.67, the open interest changed by -6 which decreased total open position to 385
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 3.75, which was 1.47 higher than the previous day. The implied volatity was 39.58, the open interest changed by -19 which decreased total open position to 393
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 2.26, which was -0.67 lower than the previous day. The implied volatity was 39.73, the open interest changed by 13 which increased total open position to 412
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 37.06, the open interest changed by 3 which increased total open position to 398
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 3.09, which was -2.51 lower than the previous day. The implied volatity was 40.54, the open interest changed by -22 which decreased total open position to 395
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 5.39, which was -0.34 lower than the previous day. The implied volatity was 34.98, the open interest changed by 72 which increased total open position to 418
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 5.02, which was -0.47 lower than the previous day. The implied volatity was 31.25, the open interest changed by 147 which increased total open position to 342
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 5.5, which was -6.64 lower than the previous day. The implied volatity was 36.99, the open interest changed by 193 which increased total open position to 199
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 12.14, which was 2.48 higher than the previous day. The implied volatity was 16.9, the open interest changed by 1 which increased total open position to 6
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 9.66, which was -7.78 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 9.66, which was -7.78 lower than the previous day. The implied volatity was 15.23, the open interest changed by 3 which increased total open position to 3
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 17.44, 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 12 Feb GAIL was trading at 163.72. The strike last trading price was 17.44, 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 11 Feb GAIL was trading at 163.47. The strike last trading price was 17.44, 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 Feb GAIL was trading at 164.55. The strike last trading price was 17.44, 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 Feb GAIL was trading at 163.64. The strike last trading price was 17.44, 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 Feb GAIL was trading at 162.99. The strike last trading price was 17.44, 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 Feb GAIL was trading at 160.18. The strike last trading price was 17.44, 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 Feb GAIL was trading at 165.41. The strike last trading price was 11.12, 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 Feb GAIL was trading at 162.80. The strike last trading price was 11.12, 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 2 Feb GAIL was trading at 160.39. The strike last trading price was 11.12, 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 1 Feb GAIL was trading at 162.42. The strike last trading price was 11.12, 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 30 Jan GAIL was trading at 167.29. The strike last trading price was 11.12, 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 29 Jan GAIL was trading at 167.38. The strike last trading price was 11.12, 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 28 Jan GAIL was trading at 168.14. The strike last trading price was 11.12, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| GAIL 30MAR2026 157 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.11
Theta: -0.1
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 147.78 | 10.49 | 2.85 | 41.04 | 59 | -28 | 188 |
| 12 Mar | 152.35 | 7.47 | -3.16 | 39.52 | 322 | -121 | 216 |
| 11 Mar | 147.97 | 10.77 | 2 | 39.95 | 251 | -3 | 338 |
| 10 Mar | 150.29 | 8.75 | -1.46 | 38.19 | 58 | -4 | 340 |
| 9 Mar | 148.98 | 10.2 | 3.45 | 41.99 | 65 | -22 | 345 |
| 6 Mar | 155.71 | 6.78 | 1.18 | 41.39 | 444 | -2 | 379 |
| 5 Mar | 156.73 | 6.49 | -0.95 | 39.5 | 650 | 85 | 382 |
| 4 Mar | 154.61 | 7.55 | 5.78 | 41.75 | 1,877 | 239 | 299 |
| 2 Mar | 165.07 | 1.76 | 0.96 | 29.48 | 65 | 18 | 58 |
| 27 Feb | 169.53 | 0.8 | 0.17 | 25.61 | 1 | 0 | 39 |
| 26 Feb | 169.96 | 0.62 | -0.07 | 24.33 | 17 | -13 | 39 |
| 25 Feb | 170.00 | 0.7 | -0.3 | 24.71 | 36 | -6 | 52 |
| 24 Feb | 167.86 | 1 | -0.14 | 25.61 | 66 | 26 | 59 |
| 23 Feb | 167.13 | 1.14 | -0.04 | 24.67 | 12 | 3 | 33 |
| 20 Feb | 168.47 | 1.18 | 0.05 | 25.35 | 31 | 10 | 30 |
| 19 Feb | 166.88 | 1.13 | 0.02 | 23.13 | 17 | 7 | 19 |
| 18 Feb | 167.31 | 1.11 | -1.85 | 23.02 | 19 | 7 | 13 |
| 17 Feb | 165.75 | 2.96 | 0.69 | - | 0 | 0 | 6 |
| 16 Feb | 164.82 | 2.96 | 0.69 | - | 0 | 0 | 6 |
| 13 Feb | 161.69 | 2.96 | 0.69 | 26.01 | 3 | -1 | 5 |
| 12 Feb | 163.72 | 2.44 | -3.97 | - | 0 | 0 | 6 |
| 11 Feb | 163.47 | 2.44 | -3.97 | 24.74 | 7 | 4 | 4 |
| 10 Feb | 164.55 | 6.41 | 0 | 5.29 | 0 | 0 | 0 |
| 9 Feb | 163.64 | 6.41 | 0 | 5.15 | 0 | 0 | 0 |
| 6 Feb | 162.99 | 6.41 | 0 | 4.61 | 0 | 0 | 0 |
| 5 Feb | 160.18 | 6.41 | 0 | 2.99 | 0 | 0 | 0 |
| 4 Feb | 165.41 | 6.5 | 0 | 5.82 | 0 | 0 | 0 |
| 3 Feb | 162.80 | 6.5 | 0 | 4.46 | 0 | 0 | 0 |
| 2 Feb | 160.39 | 6.5 | 0 | 3.15 | 0 | 0 | 0 |
| 1 Feb | 162.42 | 6.5 | 0 | 4.06 | 0 | 0 | 0 |
| 30 Jan | 167.29 | 6.5 | 0 | 5.74 | 0 | 0 | 0 |
| 29 Jan | 167.38 | 6.5 | 0 | 7.87 | 0 | 0 | 0 |
| 28 Jan | 168.14 | 6.5 | 0 | 6.2 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 157 expiring on 30MAR2026
Delta for 157 PE is -0.72
Historical price for 157 PE is as follows
On 13 Mar GAIL was trading at 147.78. The strike last trading price was 10.49, which was 2.85 higher than the previous day. The implied volatity was 41.04, the open interest changed by -28 which decreased total open position to 188
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 7.47, which was -3.16 lower than the previous day. The implied volatity was 39.52, the open interest changed by -121 which decreased total open position to 216
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 10.77, which was 2 higher than the previous day. The implied volatity was 39.95, the open interest changed by -3 which decreased total open position to 338
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 8.75, which was -1.46 lower than the previous day. The implied volatity was 38.19, the open interest changed by -4 which decreased total open position to 340
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 10.2, which was 3.45 higher than the previous day. The implied volatity was 41.99, the open interest changed by -22 which decreased total open position to 345
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 6.78, which was 1.18 higher than the previous day. The implied volatity was 41.39, the open interest changed by -2 which decreased total open position to 379
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 6.49, which was -0.95 lower than the previous day. The implied volatity was 39.5, the open interest changed by 85 which increased total open position to 382
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 7.55, which was 5.78 higher than the previous day. The implied volatity was 41.75, the open interest changed by 239 which increased total open position to 299
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 1.76, which was 0.96 higher than the previous day. The implied volatity was 29.48, the open interest changed by 18 which increased total open position to 58
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 0.8, which was 0.17 higher than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 39
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 0.62, which was -0.07 lower than the previous day. The implied volatity was 24.33, the open interest changed by -13 which decreased total open position to 39
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 24.71, the open interest changed by -6 which decreased total open position to 52
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 1, which was -0.14 lower than the previous day. The implied volatity was 25.61, the open interest changed by 26 which increased total open position to 59
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 1.14, which was -0.04 lower than the previous day. The implied volatity was 24.67, the open interest changed by 3 which increased total open position to 33
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 1.18, which was 0.05 higher than the previous day. The implied volatity was 25.35, the open interest changed by 10 which increased total open position to 30
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 1.13, which was 0.02 higher than the previous day. The implied volatity was 23.13, the open interest changed by 7 which increased total open position to 19
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 1.11, which was -1.85 lower than the previous day. The implied volatity was 23.02, the open interest changed by 7 which increased total open position to 13
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 2.96, which was 0.69 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 2.96, which was 0.69 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 2.96, which was 0.69 higher than the previous day. The implied volatity was 26.01, the open interest changed by -1 which decreased total open position to 5
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 2.44, which was -3.97 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 2.44, which was -3.97 lower than the previous day. The implied volatity was 24.74, the open interest changed by 4 which increased total open position to 4
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 6.41, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 6.41, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 6.41, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 6.41, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 6.2, the open interest changed by 0 which decreased total open position to 0
