[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
152.35 +4.38 (2.96%)
L: 144.67 H: 153.93

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Historical option data for GAIL

12 Mar 2026 04:11 PM IST
GAIL 30-MAR-2026 160 CE
Delta: 0.33
Vega: 0.12
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 152.35 2.71 1.1 39.26 2,411 -14 795
11 Mar 147.97 1.61 -0.49 39.86 1,472 88 809
10 Mar 150.29 2.11 -0.15 37.08 625 83 720
9 Mar 148.98 2.29 -1.89 40.6 1,524 94 638
6 Mar 155.71 4.07 0 34.74 1,422 -3 553
5 Mar 156.73 3.8 -0.28 31.71 2,212 49 548
4 Mar 154.61 4.11 -4.26 35.94 2,803 304 499
2 Mar 165.07 8.6 -3.21 25.12 106 -18 195
27 Feb 169.53 11.6 -0.35 25.74 60 -8 213
26 Feb 169.96 11.9 -0.06 19.02 6 -1 223
25 Feb 170.00 11.97 1.63 20.24 31 -6 224
24 Feb 167.86 10.34 0.68 14.93 39 5 230
23 Feb 167.13 9.64 -1.14 19.21 54 18 217
20 Feb 168.47 10.74 1.05 19.77 67 7 199
19 Feb 166.88 10 0.09 21.42 68 6 190
18 Feb 167.31 9.85 0.76 18.95 80 -5 183
17 Feb 165.75 9.01 -0.01 18.84 91 50 186
16 Feb 164.82 8.96 1.85 23.79 34 -1 135
13 Feb 161.69 7.1 -1.95 21.74 16 12 136
12 Feb 163.72 9.05 0.65 25.59 10 5 122
11 Feb 163.47 8.4 -0.68 23.23 16 4 117
10 Feb 164.55 9.08 0.21 22.46 11 -4 112
9 Feb 163.64 9.15 0.83 23.55 8 4 115
6 Feb 162.99 8.55 1.8 22.29 47 -1 112
5 Feb 160.18 6.75 -0.55 22.62 28 2 112
4 Feb 165.41 10.6 1.98 22.92 16 6 62
3 Feb 162.80 8.59 1.59 21.86 38 9 54
2 Feb 160.39 7 -2.88 21.63 57 44 50
1 Feb 162.42 9.88 -2.24 28.25 3 2 6
30 Jan 167.29 12.12 -3.88 23.17 1 0 3
29 Jan 167.38 16 5.3 40.07 2 0 0
28 Jan 168.14 10.7 -8 - 0 0 1
27 Jan 159.98 10.7 -8 - 0 0 1
23 Jan 160.81 10.7 -8 - 0 0 1
22 Jan 163.57 10.7 -8 - 0 0 1
21 Jan 162.68 10.7 -8 - 0 0 1
20 Jan 161.21 10.7 -8 31.04 1 0 0
19 Jan 164.72 18.7 0 - 0 0 0
16 Jan 164.24 18.7 0 - 0 0 0
14 Jan 165.17 18.7 0 - 0 0 0
13 Jan 165.26 18.7 0 - 0 0 0
12 Jan 166.55 18.7 0 - 0 0 0
9 Jan 164.36 18.7 0 - 0 0 0
8 Jan 163.53 18.7 0 - 0 0 0


For Gail (India) Ltd - strike price 160 expiring on 30MAR2026

Delta for 160 CE is 0.33

Historical price for 160 CE is as follows

On 12 Mar GAIL was trading at 152.35. The strike last trading price was 2.71, which was 1.1 higher than the previous day. The implied volatity was 39.26, the open interest changed by -14 which decreased total open position to 795


On 11 Mar GAIL was trading at 147.97. The strike last trading price was 1.61, which was -0.49 lower than the previous day. The implied volatity was 39.86, the open interest changed by 88 which increased total open position to 809


On 10 Mar GAIL was trading at 150.29. The strike last trading price was 2.11, which was -0.15 lower than the previous day. The implied volatity was 37.08, the open interest changed by 83 which increased total open position to 720


On 9 Mar GAIL was trading at 148.98. The strike last trading price was 2.29, which was -1.89 lower than the previous day. The implied volatity was 40.6, the open interest changed by 94 which increased total open position to 638


On 6 Mar GAIL was trading at 155.71. The strike last trading price was 4.07, which was 0 lower than the previous day. The implied volatity was 34.74, the open interest changed by -3 which decreased total open position to 553


On 5 Mar GAIL was trading at 156.73. The strike last trading price was 3.8, which was -0.28 lower than the previous day. The implied volatity was 31.71, the open interest changed by 49 which increased total open position to 548


On 4 Mar GAIL was trading at 154.61. The strike last trading price was 4.11, which was -4.26 lower than the previous day. The implied volatity was 35.94, the open interest changed by 304 which increased total open position to 499


On 2 Mar GAIL was trading at 165.07. The strike last trading price was 8.6, which was -3.21 lower than the previous day. The implied volatity was 25.12, the open interest changed by -18 which decreased total open position to 195


On 27 Feb GAIL was trading at 169.53. The strike last trading price was 11.6, which was -0.35 lower than the previous day. The implied volatity was 25.74, the open interest changed by -8 which decreased total open position to 213


On 26 Feb GAIL was trading at 169.96. The strike last trading price was 11.9, which was -0.06 lower than the previous day. The implied volatity was 19.02, the open interest changed by -1 which decreased total open position to 223


On 25 Feb GAIL was trading at 170.00. The strike last trading price was 11.97, which was 1.63 higher than the previous day. The implied volatity was 20.24, the open interest changed by -6 which decreased total open position to 224


On 24 Feb GAIL was trading at 167.86. The strike last trading price was 10.34, which was 0.68 higher than the previous day. The implied volatity was 14.93, the open interest changed by 5 which increased total open position to 230


On 23 Feb GAIL was trading at 167.13. The strike last trading price was 9.64, which was -1.14 lower than the previous day. The implied volatity was 19.21, the open interest changed by 18 which increased total open position to 217


On 20 Feb GAIL was trading at 168.47. The strike last trading price was 10.74, which was 1.05 higher than the previous day. The implied volatity was 19.77, the open interest changed by 7 which increased total open position to 199


On 19 Feb GAIL was trading at 166.88. The strike last trading price was 10, which was 0.09 higher than the previous day. The implied volatity was 21.42, the open interest changed by 6 which increased total open position to 190


On 18 Feb GAIL was trading at 167.31. The strike last trading price was 9.85, which was 0.76 higher than the previous day. The implied volatity was 18.95, the open interest changed by -5 which decreased total open position to 183


On 17 Feb GAIL was trading at 165.75. The strike last trading price was 9.01, which was -0.01 lower than the previous day. The implied volatity was 18.84, the open interest changed by 50 which increased total open position to 186


On 16 Feb GAIL was trading at 164.82. The strike last trading price was 8.96, which was 1.85 higher than the previous day. The implied volatity was 23.79, the open interest changed by -1 which decreased total open position to 135


On 13 Feb GAIL was trading at 161.69. The strike last trading price was 7.1, which was -1.95 lower than the previous day. The implied volatity was 21.74, the open interest changed by 12 which increased total open position to 136


On 12 Feb GAIL was trading at 163.72. The strike last trading price was 9.05, which was 0.65 higher than the previous day. The implied volatity was 25.59, the open interest changed by 5 which increased total open position to 122


On 11 Feb GAIL was trading at 163.47. The strike last trading price was 8.4, which was -0.68 lower than the previous day. The implied volatity was 23.23, the open interest changed by 4 which increased total open position to 117


On 10 Feb GAIL was trading at 164.55. The strike last trading price was 9.08, which was 0.21 higher than the previous day. The implied volatity was 22.46, the open interest changed by -4 which decreased total open position to 112


On 9 Feb GAIL was trading at 163.64. The strike last trading price was 9.15, which was 0.83 higher than the previous day. The implied volatity was 23.55, the open interest changed by 4 which increased total open position to 115


On 6 Feb GAIL was trading at 162.99. The strike last trading price was 8.55, which was 1.8 higher than the previous day. The implied volatity was 22.29, the open interest changed by -1 which decreased total open position to 112


On 5 Feb GAIL was trading at 160.18. The strike last trading price was 6.75, which was -0.55 lower than the previous day. The implied volatity was 22.62, the open interest changed by 2 which increased total open position to 112


On 4 Feb GAIL was trading at 165.41. The strike last trading price was 10.6, which was 1.98 higher than the previous day. The implied volatity was 22.92, the open interest changed by 6 which increased total open position to 62


On 3 Feb GAIL was trading at 162.80. The strike last trading price was 8.59, which was 1.59 higher than the previous day. The implied volatity was 21.86, the open interest changed by 9 which increased total open position to 54


On 2 Feb GAIL was trading at 160.39. The strike last trading price was 7, which was -2.88 lower than the previous day. The implied volatity was 21.63, the open interest changed by 44 which increased total open position to 50


On 1 Feb GAIL was trading at 162.42. The strike last trading price was 9.88, which was -2.24 lower than the previous day. The implied volatity was 28.25, the open interest changed by 2 which increased total open position to 6


On 30 Jan GAIL was trading at 167.29. The strike last trading price was 12.12, which was -3.88 lower than the previous day. The implied volatity was 23.17, the open interest changed by 0 which decreased total open position to 3


On 29 Jan GAIL was trading at 167.38. The strike last trading price was 16, which was 5.3 higher than the previous day. The implied volatity was 40.07, 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 10.7, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Jan GAIL was trading at 159.98. The strike last trading price was 10.7, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Jan GAIL was trading at 160.81. The strike last trading price was 10.7, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 Jan GAIL was trading at 163.57. The strike last trading price was 10.7, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan GAIL was trading at 162.68. The strike last trading price was 10.7, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Jan GAIL was trading at 161.21. The strike last trading price was 10.7, which was -8 lower than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 0


On 19 Jan GAIL was trading at 164.72. The strike last trading price was 18.7, 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 Jan GAIL was trading at 164.24. The strike last trading price was 18.7, 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 14 Jan GAIL was trading at 165.17. The strike last trading price was 18.7, 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 Jan GAIL was trading at 165.26. The strike last trading price was 18.7, 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 Jan GAIL was trading at 166.55. The strike last trading price was 18.7, 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 Jan GAIL was trading at 164.36. The strike last trading price was 18.7, 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 8 Jan GAIL was trading at 163.53. The strike last trading price was 18.7, 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 30MAR2026 160 PE
Delta: -0.67
Vega: 0.12
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 152.35 9.57 -3.32 40.46 80 -1 1,414
11 Mar 147.97 13.09 2.07 39.97 65 -5 1,415
10 Mar 150.29 10.85 -1.58 37.96 46 -12 1,420
9 Mar 148.98 12.4 4.22 42.33 162 -10 1,434
6 Mar 155.71 8.24 1.67 39.96 142 -1 1,445
5 Mar 156.73 8.09 -1.06 39.08 366 -46 1,448
4 Mar 154.61 9.2 6.73 41.19 2,072 19 1,494
2 Mar 165.07 2.36 1.16 27.95 1,675 57 1,479
27 Feb 169.53 1.25 0.33 24.64 1,687 380 1,417
26 Feb 169.96 0.93 -0.08 23.31 235 -26 1,036
25 Feb 170.00 1.04 -0.39 23.75 361 7 1,062
24 Feb 167.86 1.32 -0.3 23.82 1,306 609 1,056
23 Feb 167.13 1.65 0.04 23.79 305 163 447
20 Feb 168.47 1.62 -0.37 24.18 320 -65 283
19 Feb 166.88 1.94 0.36 24.09 246 96 346
18 Feb 167.31 1.64 -0.53 22.34 121 21 249
17 Feb 165.75 2.2 -0.4 23.79 174 104 228
16 Feb 164.82 2.66 -1.46 23.95 61 20 124
13 Feb 161.69 4.14 0.79 26.36 35 13 105
12 Feb 163.72 3.35 -0.09 25.13 31 9 91
11 Feb 163.47 3.44 0.39 24.81 11 2 81
10 Feb 164.55 3.05 -0.1 24.48 28 -3 79
9 Feb 163.64 3.15 -0.59 24.27 25 10 82
6 Feb 162.99 3.55 -1.19 24.36 40 30 72
5 Feb 160.18 4.78 -0.14 24.46 25 21 40
4 Feb 165.41 3.1 -0.89 25.53 24 9 64
3 Feb 162.80 3.99 -0.76 25.59 38 14 53
2 Feb 160.39 4.85 0.29 25.07 14 0 40
1 Feb 162.42 4.67 1.36 27.25 18 6 40
30 Jan 167.29 3.3 -0.9 27.29 40 12 31
29 Jan 167.38 4.2 0.61 30.98 10 4 18
28 Jan 168.14 3.6 -2.5 29.56 12 8 13
27 Jan 159.98 6.1 0.1 30.02 2 0 6
23 Jan 160.81 6 1.12 28.63 2 1 5
22 Jan 163.57 4.88 -0.32 28.43 2 0 3
21 Jan 162.68 5.2 -0.5 27.5 3 2 2
20 Jan 161.21 5.7 0 1.85 0 0 0
19 Jan 164.72 5.7 0 3.39 0 0 0
16 Jan 164.24 5.7 0 3.57 0 0 0
14 Jan 165.17 5.7 0 3.45 0 0 0
13 Jan 165.26 5.7 0 3.58 0 0 0
12 Jan 166.55 5.7 0 4.18 0 0 0
9 Jan 164.36 5.7 0 3.43 0 0 0
8 Jan 163.53 5.7 0 - 0 0 0


For Gail (India) Ltd - strike price 160 expiring on 30MAR2026

Delta for 160 PE is -0.67

Historical price for 160 PE is as follows

On 12 Mar GAIL was trading at 152.35. The strike last trading price was 9.57, which was -3.32 lower than the previous day. The implied volatity was 40.46, the open interest changed by -1 which decreased total open position to 1414


On 11 Mar GAIL was trading at 147.97. The strike last trading price was 13.09, which was 2.07 higher than the previous day. The implied volatity was 39.97, the open interest changed by -5 which decreased total open position to 1415


On 10 Mar GAIL was trading at 150.29. The strike last trading price was 10.85, which was -1.58 lower than the previous day. The implied volatity was 37.96, the open interest changed by -12 which decreased total open position to 1420


On 9 Mar GAIL was trading at 148.98. The strike last trading price was 12.4, which was 4.22 higher than the previous day. The implied volatity was 42.33, the open interest changed by -10 which decreased total open position to 1434


On 6 Mar GAIL was trading at 155.71. The strike last trading price was 8.24, which was 1.67 higher than the previous day. The implied volatity was 39.96, the open interest changed by -1 which decreased total open position to 1445


On 5 Mar GAIL was trading at 156.73. The strike last trading price was 8.09, which was -1.06 lower than the previous day. The implied volatity was 39.08, the open interest changed by -46 which decreased total open position to 1448


On 4 Mar GAIL was trading at 154.61. The strike last trading price was 9.2, which was 6.73 higher than the previous day. The implied volatity was 41.19, the open interest changed by 19 which increased total open position to 1494


On 2 Mar GAIL was trading at 165.07. The strike last trading price was 2.36, which was 1.16 higher than the previous day. The implied volatity was 27.95, the open interest changed by 57 which increased total open position to 1479


On 27 Feb GAIL was trading at 169.53. The strike last trading price was 1.25, which was 0.33 higher than the previous day. The implied volatity was 24.64, the open interest changed by 380 which increased total open position to 1417


On 26 Feb GAIL was trading at 169.96. The strike last trading price was 0.93, which was -0.08 lower than the previous day. The implied volatity was 23.31, the open interest changed by -26 which decreased total open position to 1036


On 25 Feb GAIL was trading at 170.00. The strike last trading price was 1.04, which was -0.39 lower than the previous day. The implied volatity was 23.75, the open interest changed by 7 which increased total open position to 1062


On 24 Feb GAIL was trading at 167.86. The strike last trading price was 1.32, which was -0.3 lower than the previous day. The implied volatity was 23.82, the open interest changed by 609 which increased total open position to 1056


On 23 Feb GAIL was trading at 167.13. The strike last trading price was 1.65, which was 0.04 higher than the previous day. The implied volatity was 23.79, the open interest changed by 163 which increased total open position to 447


On 20 Feb GAIL was trading at 168.47. The strike last trading price was 1.62, which was -0.37 lower than the previous day. The implied volatity was 24.18, the open interest changed by -65 which decreased total open position to 283


On 19 Feb GAIL was trading at 166.88. The strike last trading price was 1.94, which was 0.36 higher than the previous day. The implied volatity was 24.09, the open interest changed by 96 which increased total open position to 346


On 18 Feb GAIL was trading at 167.31. The strike last trading price was 1.64, which was -0.53 lower than the previous day. The implied volatity was 22.34, the open interest changed by 21 which increased total open position to 249


On 17 Feb GAIL was trading at 165.75. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 23.79, the open interest changed by 104 which increased total open position to 228


On 16 Feb GAIL was trading at 164.82. The strike last trading price was 2.66, which was -1.46 lower than the previous day. The implied volatity was 23.95, the open interest changed by 20 which increased total open position to 124


On 13 Feb GAIL was trading at 161.69. The strike last trading price was 4.14, which was 0.79 higher than the previous day. The implied volatity was 26.36, the open interest changed by 13 which increased total open position to 105


On 12 Feb GAIL was trading at 163.72. The strike last trading price was 3.35, which was -0.09 lower than the previous day. The implied volatity was 25.13, the open interest changed by 9 which increased total open position to 91


On 11 Feb GAIL was trading at 163.47. The strike last trading price was 3.44, which was 0.39 higher than the previous day. The implied volatity was 24.81, the open interest changed by 2 which increased total open position to 81


On 10 Feb GAIL was trading at 164.55. The strike last trading price was 3.05, which was -0.1 lower than the previous day. The implied volatity was 24.48, the open interest changed by -3 which decreased total open position to 79


On 9 Feb GAIL was trading at 163.64. The strike last trading price was 3.15, which was -0.59 lower than the previous day. The implied volatity was 24.27, the open interest changed by 10 which increased total open position to 82


On 6 Feb GAIL was trading at 162.99. The strike last trading price was 3.55, which was -1.19 lower than the previous day. The implied volatity was 24.36, the open interest changed by 30 which increased total open position to 72


On 5 Feb GAIL was trading at 160.18. The strike last trading price was 4.78, which was -0.14 lower than the previous day. The implied volatity was 24.46, the open interest changed by 21 which increased total open position to 40


On 4 Feb GAIL was trading at 165.41. The strike last trading price was 3.1, which was -0.89 lower than the previous day. The implied volatity was 25.53, the open interest changed by 9 which increased total open position to 64


On 3 Feb GAIL was trading at 162.80. The strike last trading price was 3.99, which was -0.76 lower than the previous day. The implied volatity was 25.59, the open interest changed by 14 which increased total open position to 53


On 2 Feb GAIL was trading at 160.39. The strike last trading price was 4.85, which was 0.29 higher than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 40


On 1 Feb GAIL was trading at 162.42. The strike last trading price was 4.67, which was 1.36 higher than the previous day. The implied volatity was 27.25, the open interest changed by 6 which increased total open position to 40


On 30 Jan GAIL was trading at 167.29. The strike last trading price was 3.3, which was -0.9 lower than the previous day. The implied volatity was 27.29, the open interest changed by 12 which increased total open position to 31


On 29 Jan GAIL was trading at 167.38. The strike last trading price was 4.2, which was 0.61 higher than the previous day. The implied volatity was 30.98, the open interest changed by 4 which increased total open position to 18


On 28 Jan GAIL was trading at 168.14. The strike last trading price was 3.6, which was -2.5 lower than the previous day. The implied volatity was 29.56, the open interest changed by 8 which increased total open position to 13


On 27 Jan GAIL was trading at 159.98. The strike last trading price was 6.1, which was 0.1 higher than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 6


On 23 Jan GAIL was trading at 160.81. The strike last trading price was 6, which was 1.12 higher than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 5


On 22 Jan GAIL was trading at 163.57. The strike last trading price was 4.88, which was -0.32 lower than the previous day. The implied volatity was 28.43, the open interest changed by 0 which decreased total open position to 3


On 21 Jan GAIL was trading at 162.68. The strike last trading price was 5.2, which was -0.5 lower than the previous day. The implied volatity was 27.5, the open interest changed by 2 which increased total open position to 2


On 20 Jan GAIL was trading at 161.21. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0


On 19 Jan GAIL was trading at 164.72. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0


On 16 Jan GAIL was trading at 164.24. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0


On 14 Jan GAIL was trading at 165.17. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0


On 13 Jan GAIL was trading at 165.26. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0


On 12 Jan GAIL was trading at 166.55. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 9 Jan GAIL was trading at 164.36. The strike last trading price was 5.7, 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 8 Jan GAIL was trading at 163.53. The strike last trading price was 5.7, 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