GAIL
Gail (India) Ltd
Historical option data for GAIL
20 Mar 2026 04:11 PM IST
| GAIL 30-MAR-2026 159 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 142.87 | 0.22 | -0.1 | 38.28 | 62 | -7 | 83 | |||||||||
| 19 Mar | 144.27 | 0.32 | -0.46 | 36.34 | 31 | 10 | 91 | |||||||||
| 18 Mar | 150.95 | 0.8 | 0.2 | 28.83 | 49 | -1 | 82 | |||||||||
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| 17 Mar | 147.71 | 0.59 | -0.2 | 33.61 | 43 | 2 | 86 | |||||||||
| 16 Mar | 146.06 | 0.73 | -0.78 | 37.81 | 98 | -20 | 85 | |||||||||
| 13 Mar | 147.78 | 1.49 | -1.47 | 38.3 | 21 | 4 | 105 | |||||||||
| 12 Mar | 152.35 | 3.06 | 1.24 | 39.6 | 47 | -1 | 100 | |||||||||
| 11 Mar | 147.97 | 1.79 | -0.56 | 39.65 | 146 | 27 | 102 | |||||||||
| 10 Mar | 150.29 | 2.38 | -0.18 | 37.19 | 31 | -3 | 75 | |||||||||
| 9 Mar | 148.98 | 2.51 | -2.15 | 40.37 | 103 | -8 | 79 | |||||||||
| 6 Mar | 155.71 | 4.51 | -0.04 | 34.99 | 178 | 15 | 87 | |||||||||
| 5 Mar | 156.73 | 4.2 | -0.31 | 31.69 | 213 | -6 | 72 | |||||||||
| 4 Mar | 154.61 | 4.55 | -8.45 | 36.3 | 320 | 69 | 80 | |||||||||
| 2 Mar | 165.07 | 13 | 1.77 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 169.53 | 13 | 1.77 | - | 0 | 0 | 11 | |||||||||
| 26 Feb | 169.96 | 13 | 1.77 | 21.46 | 1 | 0 | 11 | |||||||||
| 25 Feb | 170.00 | 11.23 | -5.01 | - | 0 | 0 | 11 | |||||||||
| 24 Feb | 167.86 | 11.23 | -5.01 | 14.63 | 12 | 7 | 7 | |||||||||
| 23 Feb | 167.13 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 168.47 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 166.88 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 167.31 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 165.75 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 164.82 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 161.69 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 163.72 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 163.47 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 164.55 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 163.64 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 162.99 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 160.18 | 16.24 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 165.41 | 10.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 162.80 | 10.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 160.39 | 10.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 162.42 | 10.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 167.29 | 10.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 167.38 | 10.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 168.14 | 10.05 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 159 expiring on 30MAR2026
Delta for 159 CE is 0.06
Historical price for 159 CE is as follows
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 0.22, which was -0.1 lower than the previous day. The implied volatity was 38.28, the open interest changed by -7 which decreased total open position to 83
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 0.32, which was -0.46 lower than the previous day. The implied volatity was 36.34, the open interest changed by 10 which increased total open position to 91
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 28.83, the open interest changed by -1 which decreased total open position to 82
On 17 Mar GAIL was trading at 147.71. The strike last trading price was 0.59, which was -0.2 lower than the previous day. The implied volatity was 33.61, the open interest changed by 2 which increased total open position to 86
On 16 Mar GAIL was trading at 146.06. The strike last trading price was 0.73, which was -0.78 lower than the previous day. The implied volatity was 37.81, the open interest changed by -20 which decreased total open position to 85
On 13 Mar GAIL was trading at 147.78. The strike last trading price was 1.49, which was -1.47 lower than the previous day. The implied volatity was 38.3, the open interest changed by 4 which increased total open position to 105
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 3.06, which was 1.24 higher than the previous day. The implied volatity was 39.6, the open interest changed by -1 which decreased total open position to 100
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 1.79, which was -0.56 lower than the previous day. The implied volatity was 39.65, the open interest changed by 27 which increased total open position to 102
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 2.38, which was -0.18 lower than the previous day. The implied volatity was 37.19, the open interest changed by -3 which decreased total open position to 75
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 2.51, which was -2.15 lower than the previous day. The implied volatity was 40.37, the open interest changed by -8 which decreased total open position to 79
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 4.51, which was -0.04 lower than the previous day. The implied volatity was 34.99, the open interest changed by 15 which increased total open position to 87
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 4.2, which was -0.31 lower than the previous day. The implied volatity was 31.69, the open interest changed by -6 which decreased total open position to 72
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 4.55, which was -8.45 lower than the previous day. The implied volatity was 36.3, the open interest changed by 69 which increased total open position to 80
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 13, which was 1.77 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 13, which was 1.77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 13, which was 1.77 higher than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 11
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 11.23, which was -5.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 11.23, which was -5.01 lower than the previous day. The implied volatity was 14.63, the open interest changed by 7 which increased total open position to 7
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 16.24, 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 20 Feb GAIL was trading at 168.47. The strike last trading price was 16.24, 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 19 Feb GAIL was trading at 166.88. The strike last trading price was 16.24, 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 18 Feb GAIL was trading at 167.31. The strike last trading price was 16.24, 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 17 Feb GAIL was trading at 165.75. The strike last trading price was 16.24, 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 Feb GAIL was trading at 164.82. The strike last trading price was 16.24, 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 Feb GAIL was trading at 161.69. The strike last trading price was 16.24, 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 16.24, 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 16.24, 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 16.24, 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 16.24, 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 16.24, 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 16.24, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 159 PE | |||||||
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Delta: -0.91
Vega: 0.04
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 142.87 | 14.89 | 1.35 | 42.22 | 1 | 0 | 280 |
| 19 Mar | 144.27 | 13.72 | 2.01 | - | 0 | 0 | 280 |
| 18 Mar | 150.95 | 13.72 | 2.01 | - | 0 | 0 | 280 |
| 17 Mar | 147.71 | 13.72 | 2.01 | - | 0 | 0 | 280 |
| 16 Mar | 146.06 | 13.72 | 2.01 | 42.26 | 30 | -5 | 289 |
| 13 Mar | 147.78 | 11.71 | 0.46 | 37.86 | 17 | -10 | 294 |
| 12 Mar | 152.35 | 11.25 | 1.1 | - | 0 | 0 | 304 |
| 11 Mar | 147.97 | 11.25 | 1.1 | 28.86 | 1 | 0 | 304 |
| 10 Mar | 150.29 | 10.1 | -1.52 | 37.83 | 65 | -2 | 303 |
| 9 Mar | 148.98 | 11.72 | 4.12 | 42.81 | 83 | -34 | 306 |
| 6 Mar | 155.71 | 7.88 | 1.4 | 41.39 | 348 | 241 | 339 |
| 5 Mar | 156.73 | 6.48 | -2.19 | 32.72 | 56 | -3 | 99 |
| 4 Mar | 154.61 | 8.76 | 6.6 | 42.19 | 234 | 25 | 102 |
| 2 Mar | 165.07 | 2.16 | 1.17 | 28.59 | 54 | 10 | 73 |
| 27 Feb | 169.53 | 0.99 | 0.18 | 24.04 | 18 | -4 | 62 |
| 26 Feb | 169.96 | 0.81 | -0.07 | 23.62 | 27 | 8 | 66 |
| 25 Feb | 170.00 | 0.91 | -0.33 | 24.05 | 25 | 8 | 58 |
| 24 Feb | 167.86 | 1.19 | -0.25 | 24.33 | 63 | 36 | 50 |
| 23 Feb | 167.13 | 1.44 | 0.04 | 23.94 | 7 | -2 | 15 |
| 20 Feb | 168.47 | 1.4 | -0.35 | 24.17 | 14 | 6 | 16 |
| 19 Feb | 166.88 | 1.75 | -5.43 | 24.46 | 10 | 0 | 0 |
| 18 Feb | 167.31 | 7.18 | 0 | 5.89 | 0 | 0 | 0 |
| 17 Feb | 165.75 | 7.18 | 0 | 5.21 | 0 | 0 | 0 |
| 16 Feb | 164.82 | 7.18 | 0 | 4.31 | 0 | 0 | 0 |
| 13 Feb | 161.69 | 7.18 | 0 | 2.96 | 0 | 0 | 0 |
| 12 Feb | 163.72 | 7.18 | 0 | 3.84 | 0 | 0 | 0 |
| 11 Feb | 163.47 | 7.18 | 0 | 3.6 | 0 | 0 | 0 |
| 10 Feb | 164.55 | 7.18 | 0 | 4.22 | 0 | 0 | 0 |
| 9 Feb | 163.64 | 7.18 | 0 | 4.08 | 0 | 0 | 0 |
| 6 Feb | 162.99 | 7.18 | 0 | 3.56 | 0 | 0 | 0 |
| 5 Feb | 160.18 | 7.18 | 0 | 1.9 | 0 | 0 | 0 |
| 4 Feb | 165.41 | 7.41 | 0 | 4.82 | 0 | 0 | 0 |
| 3 Feb | 162.80 | 7.41 | 0 | 3.43 | 0 | 0 | 0 |
| 2 Feb | 160.39 | 7.41 | 0 | 2.15 | 0 | 0 | 0 |
| 1 Feb | 162.42 | 7.41 | 0 | 3.16 | 0 | 0 | 0 |
| 30 Jan | 167.29 | 7.41 | 0 | 4.87 | 0 | 0 | 0 |
| 29 Jan | 167.38 | 7.41 | 0 | 6.53 | 0 | 0 | 0 |
| 28 Jan | 168.14 | 7.41 | 0 | 5.36 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 159 expiring on 30MAR2026
Delta for 159 PE is -0.91
Historical price for 159 PE is as follows
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 14.89, which was 1.35 higher than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 280
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 13.72, which was 2.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 13.72, which was 2.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280
On 17 Mar GAIL was trading at 147.71. The strike last trading price was 13.72, which was 2.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280
On 16 Mar GAIL was trading at 146.06. The strike last trading price was 13.72, which was 2.01 higher than the previous day. The implied volatity was 42.26, the open interest changed by -5 which decreased total open position to 289
On 13 Mar GAIL was trading at 147.78. The strike last trading price was 11.71, which was 0.46 higher than the previous day. The implied volatity was 37.86, the open interest changed by -10 which decreased total open position to 294
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 11.25, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 304
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 11.25, which was 1.1 higher than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 304
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 10.1, which was -1.52 lower than the previous day. The implied volatity was 37.83, the open interest changed by -2 which decreased total open position to 303
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 11.72, which was 4.12 higher than the previous day. The implied volatity was 42.81, the open interest changed by -34 which decreased total open position to 306
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 7.88, which was 1.4 higher than the previous day. The implied volatity was 41.39, the open interest changed by 241 which increased total open position to 339
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 6.48, which was -2.19 lower than the previous day. The implied volatity was 32.72, the open interest changed by -3 which decreased total open position to 99
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 8.76, which was 6.6 higher than the previous day. The implied volatity was 42.19, the open interest changed by 25 which increased total open position to 102
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 2.16, which was 1.17 higher than the previous day. The implied volatity was 28.59, the open interest changed by 10 which increased total open position to 73
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 0.99, which was 0.18 higher than the previous day. The implied volatity was 24.04, the open interest changed by -4 which decreased total open position to 62
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 0.81, which was -0.07 lower than the previous day. The implied volatity was 23.62, the open interest changed by 8 which increased total open position to 66
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 0.91, which was -0.33 lower than the previous day. The implied volatity was 24.05, the open interest changed by 8 which increased total open position to 58
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 1.19, which was -0.25 lower than the previous day. The implied volatity was 24.33, the open interest changed by 36 which increased total open position to 50
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 1.44, which was 0.04 higher than the previous day. The implied volatity was 23.94, the open interest changed by -2 which decreased total open position to 15
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 24.17, the open interest changed by 6 which increased total open position to 16
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 1.75, which was -5.43 lower than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 7.18, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 7.18, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 7.18, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 7.18, which was 0 lower than the previous day. The implied volatity was 2.96, 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 7.18, which was 0 lower than the previous day. The implied volatity was 3.84, 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 7.18, which was 0 lower than the previous day. The implied volatity was 3.6, 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 7.18, which was 0 lower than the previous day. The implied volatity was 4.22, 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 7.18, which was 0 lower than the previous day. The implied volatity was 4.08, 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 7.18, which was 0 lower than the previous day. The implied volatity was 3.56, 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 7.18, which was 0 lower than the previous day. The implied volatity was 1.9, 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 7.41, which was 0 lower than the previous day. The implied volatity was 4.82, 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 7.41, which was 0 lower than the previous day. The implied volatity was 3.43, 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 7.41, which was 0 lower than the previous day. The implied volatity was 2.15, 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 7.41, which was 0 lower than the previous day. The implied volatity was 3.16, 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 7.41, which was 0 lower than the previous day. The implied volatity was 4.87, 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 7.41, which was 0 lower than the previous day. The implied volatity was 6.53, 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 7.41, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
