GAIL
Gail (India) Ltd
Historical option data for GAIL
12 Dec 2025 04:11 PM IST
| GAIL 30-DEC-2025 160 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.08
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 170.71 | 12.2 | 2.1 | 29.02 | 64 | 3 | 198 | |||||||||
| 11 Dec | 168.95 | 10.12 | 0.64 | 22.56 | 36 | -3 | 194 | |||||||||
| 10 Dec | 168.02 | 9.48 | -0.17 | 21.79 | 41 | 13 | 199 | |||||||||
| 9 Dec | 167.89 | 9.74 | 1.1 | 21.93 | 114 | -3 | 184 | |||||||||
| 8 Dec | 166.81 | 8.58 | -2.71 | 25.47 | 70 | 20 | 186 | |||||||||
| 5 Dec | 169.98 | 11.5 | -0.75 | 20.21 | 50 | 8 | 166 | |||||||||
| 4 Dec | 170.63 | 12.26 | 0.3 | 18.85 | 40 | 4 | 160 | |||||||||
| 3 Dec | 170.27 | 12.3 | -3.53 | 22.58 | 83 | 56 | 155 | |||||||||
| 2 Dec | 175.00 | 15.83 | -0.64 | - | 19 | -7 | 99 | |||||||||
| 1 Dec | 175.41 | 16.44 | -0.31 | 20.34 | 47 | 14 | 106 | |||||||||
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| 28 Nov | 176.09 | 16.75 | -9.87 | - | 164 | 74 | 92 | |||||||||
| 27 Nov | 183.80 | 26.62 | 3.5 | - | 0 | 3 | 0 | |||||||||
| 26 Nov | 185.16 | 26.62 | 3.5 | 21.75 | 5 | 2 | 17 | |||||||||
| 25 Nov | 180.22 | 23.12 | 1.03 | 40.93 | 1 | 0 | 14 | |||||||||
| 24 Nov | 181.09 | 22.5 | -1.5 | 27.40 | 15 | 4 | 12 | |||||||||
| 21 Nov | 182.99 | 24 | -0.35 | - | 1 | 0 | 7 | |||||||||
| 20 Nov | 184.31 | 24.35 | -0.7 | - | 2 | 1 | 6 | |||||||||
| 19 Nov | 184.05 | 25.05 | -0.5 | - | 2 | 1 | 4 | |||||||||
| 18 Nov | 184.31 | 25.55 | -0.45 | - | 1 | 0 | 2 | |||||||||
| 17 Nov | 185.30 | 26 | 4.2 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 183.41 | 26 | 4.2 | - | 0 | 1 | 0 | |||||||||
| 13 Nov | 183.67 | 26 | 4.2 | 22.76 | 1 | 0 | 1 | |||||||||
| 12 Nov | 182.45 | 21.8 | -2.05 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 182.34 | 21.8 | -2.05 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 181.52 | 21.8 | -2.05 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 178.98 | 21.8 | -2.05 | 23.33 | 1 | 0 | 0 | |||||||||
| 4 Nov | 181.62 | 23.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 182.76 | 23.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 183.09 | 23.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 184.64 | 23.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 178.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 160 expiring on 30DEC2025
Delta for 160 CE is 0.87
Historical price for 160 CE is as follows
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 12.2, which was 2.1 higher than the previous day. The implied volatity was 29.02, the open interest changed by 3 which increased total open position to 198
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 10.12, which was 0.64 higher than the previous day. The implied volatity was 22.56, the open interest changed by -3 which decreased total open position to 194
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 9.48, which was -0.17 lower than the previous day. The implied volatity was 21.79, the open interest changed by 13 which increased total open position to 199
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 9.74, which was 1.1 higher than the previous day. The implied volatity was 21.93, the open interest changed by -3 which decreased total open position to 184
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 8.58, which was -2.71 lower than the previous day. The implied volatity was 25.47, the open interest changed by 20 which increased total open position to 186
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 11.5, which was -0.75 lower than the previous day. The implied volatity was 20.21, the open interest changed by 8 which increased total open position to 166
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 12.26, which was 0.3 higher than the previous day. The implied volatity was 18.85, the open interest changed by 4 which increased total open position to 160
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 12.3, which was -3.53 lower than the previous day. The implied volatity was 22.58, the open interest changed by 56 which increased total open position to 155
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 15.83, which was -0.64 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 99
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 16.44, which was -0.31 lower than the previous day. The implied volatity was 20.34, the open interest changed by 14 which increased total open position to 106
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 16.75, which was -9.87 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 92
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 26.62, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 26 Nov GAIL was trading at 185.16. The strike last trading price was 26.62, which was 3.5 higher than the previous day. The implied volatity was 21.75, the open interest changed by 2 which increased total open position to 17
On 25 Nov GAIL was trading at 180.22. The strike last trading price was 23.12, which was 1.03 higher than the previous day. The implied volatity was 40.93, the open interest changed by 0 which decreased total open position to 14
On 24 Nov GAIL was trading at 181.09. The strike last trading price was 22.5, which was -1.5 lower than the previous day. The implied volatity was 27.40, the open interest changed by 4 which increased total open position to 12
On 21 Nov GAIL was trading at 182.99. The strike last trading price was 24, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Nov GAIL was trading at 184.31. The strike last trading price was 24.35, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 19 Nov GAIL was trading at 184.05. The strike last trading price was 25.05, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 18 Nov GAIL was trading at 184.31. The strike last trading price was 25.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Nov GAIL was trading at 185.30. The strike last trading price was 26, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GAIL was trading at 183.41. The strike last trading price was 26, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov GAIL was trading at 183.67. The strike last trading price was 26, which was 4.2 higher than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 1
On 12 Nov GAIL was trading at 182.45. The strike last trading price was 21.8, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GAIL was trading at 182.34. The strike last trading price was 21.8, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov GAIL was trading at 181.52. The strike last trading price was 21.8, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GAIL was trading at 178.98. The strike last trading price was 21.8, which was -2.05 lower than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GAIL was trading at 181.62. The strike last trading price was 23.85, 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 31 Oct GAIL was trading at 182.76. The strike last trading price was 23.85, 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 Oct GAIL was trading at 183.09. The strike last trading price was 23.85, 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 Oct GAIL was trading at 184.64. The strike last trading price was 23.85, 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 Oct GAIL was trading at 178.46. 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 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 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.06
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 170.71 | 0.38 | -0.17 | 23.70 | 655 | -115 | 1,115 |
| 11 Dec | 168.95 | 0.56 | -0.19 | 22.82 | 382 | 0 | 1,231 |
| 10 Dec | 168.02 | 0.8 | 0.1 | 23.82 | 460 | 46 | 1,226 |
| 9 Dec | 167.89 | 0.7 | -0.23 | 22.13 | 1,367 | 22 | 1,184 |
| 8 Dec | 166.81 | 0.97 | 0.38 | 21.45 | 1,080 | -119 | 1,163 |
| 5 Dec | 169.98 | 0.58 | -0.06 | 22.19 | 320 | -54 | 1,282 |
| 4 Dec | 170.63 | 0.64 | -0.09 | 23.62 | 391 | 78 | 1,337 |
| 3 Dec | 170.27 | 0.7 | 0.28 | 23.44 | 926 | -120 | 1,257 |
| 2 Dec | 175.00 | 0.41 | -0.08 | 24.93 | 307 | -6 | 1,376 |
| 1 Dec | 175.41 | 0.48 | -0.02 | 25.48 | 538 | 28 | 1,382 |
| 28 Nov | 176.09 | 0.49 | 0.27 | 25.86 | 5,439 | 1,144 | 1,353 |
| 27 Nov | 183.80 | 0.22 | 0.01 | 28.02 | 29 | 7 | 206 |
| 26 Nov | 185.16 | 0.21 | -0.11 | 28.21 | 57 | 30 | 199 |
| 25 Nov | 180.22 | 0.34 | 0.04 | 26.01 | 142 | 63 | 168 |
| 24 Nov | 181.09 | 0.3 | 0.02 | 25.62 | 66 | 50 | 105 |
| 21 Nov | 182.99 | 0.27 | -0.03 | 26.21 | 71 | 20 | 55 |
| 20 Nov | 184.31 | 0.3 | -0.1 | 27.60 | 22 | 3 | 36 |
| 19 Nov | 184.05 | 0.4 | 0.02 | 28.60 | 58 | -8 | 33 |
| 18 Nov | 184.31 | 0.38 | -0.03 | 28.27 | 37 | 17 | 41 |
| 17 Nov | 185.30 | 0.41 | -0.07 | 29.04 | 3 | 0 | 24 |
| 14 Nov | 183.41 | 0.48 | 0.03 | 28.11 | 1 | 0 | 25 |
| 13 Nov | 183.67 | 0.45 | -0.14 | 27.30 | 2 | -1 | 25 |
| 12 Nov | 182.45 | 0.59 | -0.01 | 27.83 | 9 | -1 | 25 |
| 11 Nov | 182.34 | 0.6 | -0.14 | 27.83 | 4 | 1 | 27 |
| 10 Nov | 181.52 | 0.74 | -0.21 | 27.89 | 1 | 0 | 25 |
| 6 Nov | 178.98 | 0.95 | 0.13 | 27.14 | 2 | 0 | 23 |
| 4 Nov | 181.62 | 0.82 | 0.07 | 27.75 | 4 | 2 | 22 |
| 31 Oct | 182.76 | 0.75 | -0.15 | - | 8 | 7 | 19 |
| 30 Oct | 183.09 | 0.9 | 0.15 | 28.73 | 4 | 3 | 11 |
| 29 Oct | 184.64 | 0.75 | -0.4 | 28.45 | 4 | 2 | 6 |
| 28 Oct | 178.46 | 1.2 | -3.95 | 27.06 | 4 | 3 | 3 |
| 21 Oct | 178.39 | 5.15 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 176.62 | 5.15 | 0 | 7.30 | 0 | 0 | 0 |
| 3 Oct | 177.36 | 5.15 | 0 | 7.46 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 160 expiring on 30DEC2025
Delta for 160 PE is -0.09
Historical price for 160 PE is as follows
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 0.38, which was -0.17 lower than the previous day. The implied volatity was 23.70, the open interest changed by -115 which decreased total open position to 1115
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 0.56, which was -0.19 lower than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 1231
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 23.82, the open interest changed by 46 which increased total open position to 1226
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 0.7, which was -0.23 lower than the previous day. The implied volatity was 22.13, the open interest changed by 22 which increased total open position to 1184
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 0.97, which was 0.38 higher than the previous day. The implied volatity was 21.45, the open interest changed by -119 which decreased total open position to 1163
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 0.58, which was -0.06 lower than the previous day. The implied volatity was 22.19, the open interest changed by -54 which decreased total open position to 1282
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 0.64, which was -0.09 lower than the previous day. The implied volatity was 23.62, the open interest changed by 78 which increased total open position to 1337
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 0.7, which was 0.28 higher than the previous day. The implied volatity was 23.44, the open interest changed by -120 which decreased total open position to 1257
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 0.41, which was -0.08 lower than the previous day. The implied volatity was 24.93, the open interest changed by -6 which decreased total open position to 1376
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 0.48, which was -0.02 lower than the previous day. The implied volatity was 25.48, the open interest changed by 28 which increased total open position to 1382
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 0.49, which was 0.27 higher than the previous day. The implied volatity was 25.86, the open interest changed by 1144 which increased total open position to 1353
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 0.22, which was 0.01 higher than the previous day. The implied volatity was 28.02, the open interest changed by 7 which increased total open position to 206
On 26 Nov GAIL was trading at 185.16. The strike last trading price was 0.21, which was -0.11 lower than the previous day. The implied volatity was 28.21, the open interest changed by 30 which increased total open position to 199
On 25 Nov GAIL was trading at 180.22. The strike last trading price was 0.34, which was 0.04 higher than the previous day. The implied volatity was 26.01, the open interest changed by 63 which increased total open position to 168
On 24 Nov GAIL was trading at 181.09. The strike last trading price was 0.3, which was 0.02 higher than the previous day. The implied volatity was 25.62, the open interest changed by 50 which increased total open position to 105
On 21 Nov GAIL was trading at 182.99. The strike last trading price was 0.27, which was -0.03 lower than the previous day. The implied volatity was 26.21, the open interest changed by 20 which increased total open position to 55
On 20 Nov GAIL was trading at 184.31. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 27.60, the open interest changed by 3 which increased total open position to 36
On 19 Nov GAIL was trading at 184.05. The strike last trading price was 0.4, which was 0.02 higher than the previous day. The implied volatity was 28.60, the open interest changed by -8 which decreased total open position to 33
On 18 Nov GAIL was trading at 184.31. The strike last trading price was 0.38, which was -0.03 lower than the previous day. The implied volatity was 28.27, the open interest changed by 17 which increased total open position to 41
On 17 Nov GAIL was trading at 185.30. The strike last trading price was 0.41, which was -0.07 lower than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 24
On 14 Nov GAIL was trading at 183.41. The strike last trading price was 0.48, which was 0.03 higher than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 25
On 13 Nov GAIL was trading at 183.67. The strike last trading price was 0.45, which was -0.14 lower than the previous day. The implied volatity was 27.30, the open interest changed by -1 which decreased total open position to 25
On 12 Nov GAIL was trading at 182.45. The strike last trading price was 0.59, which was -0.01 lower than the previous day. The implied volatity was 27.83, the open interest changed by -1 which decreased total open position to 25
On 11 Nov GAIL was trading at 182.34. The strike last trading price was 0.6, which was -0.14 lower than the previous day. The implied volatity was 27.83, the open interest changed by 1 which increased total open position to 27
On 10 Nov GAIL was trading at 181.52. The strike last trading price was 0.74, which was -0.21 lower than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 25
On 6 Nov GAIL was trading at 178.98. The strike last trading price was 0.95, which was 0.13 higher than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 23
On 4 Nov GAIL was trading at 181.62. The strike last trading price was 0.82, which was 0.07 higher than the previous day. The implied volatity was 27.75, the open interest changed by 2 which increased total open position to 22
On 31 Oct GAIL was trading at 182.76. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 19
On 30 Oct GAIL was trading at 183.09. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 28.73, the open interest changed by 3 which increased total open position to 11
On 29 Oct GAIL was trading at 184.64. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 28.45, the open interest changed by 2 which increased total open position to 6
On 28 Oct GAIL was trading at 178.46. The strike last trading price was 1.2, which was -3.95 lower than the previous day. The implied volatity was 27.06, the open interest changed by 3 which increased total open position to 3
On 21 Oct GAIL was trading at 178.39. The strike last trading price was 5.15, 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 5.15, which was 0 lower than the previous day. The implied volatity was 7.30, 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 5.15, which was 0 lower than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0































































































































































































































