[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
170.71 +1.76 (1.04%)
L: 169.3 H: 174.29

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Historical option data for GAIL

12 Dec 2025 04:11 PM IST
GAIL 30-DEC-2025 160 CE
Delta: 0.87
Vega: 0.08
Theta: -0.10
Gamma: 0.02
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
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
Delta: -0.09
Vega: 0.06
Theta: -0.04
Gamma: 0.02
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