Historical option data for GAIL
22 May 2026 04:10 PM IST
| GAIL 26-May-2026 (3d) 161 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0
Theta: -0.33
Gamma: 0.05427
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 160.77 | 3.56 | 2.56 (256.00%) | 40.74 | 722 | -19 | 439 | |||||||||
| 21 May | 155.90 | 1.25 | 0.25 (25.00%) | 41.38 | 276 | -6 | 459 | |||||||||
| 20 May | 155.64 | 1.1 | 0.1 (10.00%) | 36.6 | 207 | -10 | 465 | |||||||||
| 19 May | 156.12 | 1.25 | -1.75 (-58.33%) | 36.3 | 352 | 40 | 475 | |||||||||
| 18 May | 160.22 | 2.97 | -1.03 (-25.75%) | 32.24 | 193 | 7 | 437 | |||||||||
| 15 May | 162.13 | 4.08 | -0.92 (-18.40%) | 29.4 | 68 | 16 | 430 | |||||||||
| 14 May | 162.61 | 5.13 | -0.87 (-14.50%) | 32.05 | 182 | -6 | 414 | |||||||||
| 13 May | 163.31 | 5.68 | 1.68 (42.00%) | 0 | 186 | 45 | 420 | |||||||||
| 12 May | 160.35 | 3.86 | -4.14 (-51.75%) | 30.41 | 55 | 4 | 375 | |||||||||
| 11 May | 162.51 | 8.39 | 0.39 (4.88%) | 0 | 0 | 0 | 371 | |||||||||
| 8 May | 166.49 | 8.39 | 0 (0.00%) | 31.5 | 0 | 0 | 371 | |||||||||
| 7 May | 167.26 | 8.39 | 0.75 (9.82%) | 31.5 | 1 | 0 | 372 | |||||||||
| 6 May | 165.68 | 7.64 | 0 (0.00%) | - | 0 | 0 | 372 | |||||||||
| 5 May | 163.70 | 7.64 | 0 (0.00%) | 33.25 | 0 | 0 | 372 | |||||||||
| 4 May | 164.48 | 7.64 | 0.62 (8.83%) | 33.25 | 47 | 1 | 372 | |||||||||
| 30 Apr | 163.23 | 7.01 | -1.47 (-17.33%) | 28.67 | 115 | 6 | 377 | |||||||||
| 29 Apr | 165.66 | 8.3 | -0.05 (-0.60%) | 31.26 | 446 | 368 | 371 | |||||||||
| 28 Apr | 165.68 | 8.35 | -2.15 (-20.48%) | - | 0 | 0 | 3 | |||||||||
| 27 Apr | 165.74 | 8.35 | -2.15 (-20.48%) | - | 0 | 0 | 3 | |||||||||
| 24 Apr | 165.61 | 8.35 | -2.15 (-20.48%) | - | 0 | 0 | 3 | |||||||||
| 23 Apr | 164.96 | 8.35 | -2.15 (-20.48%) | 29.06 | 0 | 0 | 3 | |||||||||
| 22 Apr | 166.12 | 8.35 | 2.01 (31.70%) | 29.06 | 1 | 0 | 3 | |||||||||
| 21 Apr | 160.77 | 6.34 | 1.53 (31.81%) | 29.67 | 21 | -2 | 6 | |||||||||
| 20 Apr | 157.70 | 4.81 | -0.57 (-10.59%) | 29.96 | 7 | 0 | 8 | |||||||||
| 17 Apr | 157.82 | 5.38 | -0.28 (-4.95%) | 29.7 | 9 | 4 | 5 | |||||||||
| 16 Apr | 158.92 | 5.66 | 4.11 (265.16%) | 28.77 | 1 | 0 | 0 | |||||||||
| 15 Apr | 156.12 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 153.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 154.08 | 0 | 0 (0.00%) | 3.37 | 0 | 0 | 0 | |||||||||
| 9 Apr | 152.22 | 1.55 | 0 (0.00%) | 4 | 0 | 0 | 0 | |||||||||
| 8 Apr | 153.30 | 1.55 | 0 (0.00%) | 3.38 | 0 | 0 | 0 | |||||||||
| 7 Apr | 145.38 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 143.14 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 141.73 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 140.67 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 161 expiring on 26MAY2026
Delta for 161 CE is 0.58
Historical price for 161 CE is as follows
On 22 May GAIL was trading at 160.77. The strike last trading price was 3.56, which was 2.56 higher than the previous day. The implied volatity was 40.74, the open interest changed by -19 which decreased total open position to 439
On 21 May GAIL was trading at 155.90. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 41.38, the open interest changed by -6 which decreased total open position to 459
On 20 May GAIL was trading at 155.64. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 36.6, the open interest changed by -10 which decreased total open position to 465
On 19 May GAIL was trading at 156.12. The strike last trading price was 1.25, which was -1.75 lower than the previous day. The implied volatity was 36.3, the open interest changed by 40 which increased total open position to 475
On 18 May GAIL was trading at 160.22. The strike last trading price was 2.97, which was -1.03 lower than the previous day. The implied volatity was 32.24, the open interest changed by 7 which increased total open position to 437
On 15 May GAIL was trading at 162.13. The strike last trading price was 4.08, which was -0.92 lower than the previous day. The implied volatity was 29.4, the open interest changed by 16 which increased total open position to 430
On 14 May GAIL was trading at 162.61. The strike last trading price was 5.13, which was -0.87 lower than the previous day. The implied volatity was 32.05, the open interest changed by -6 which decreased total open position to 414
On 13 May GAIL was trading at 163.31. The strike last trading price was 5.68, which was 1.68 higher than the previous day. The implied volatity was 0, the open interest changed by 45 which increased total open position to 420
On 12 May GAIL was trading at 160.35. The strike last trading price was 3.86, which was -4.14 lower than the previous day. The implied volatity was 30.41, the open interest changed by 4 which increased total open position to 375
On 11 May GAIL was trading at 162.51. The strike last trading price was 8.39, which was 0.39 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 371
On 8 May GAIL was trading at 166.49. The strike last trading price was 8.39, which was 0 lower than the previous day. The implied volatity was 31.5, the open interest changed by 0 which decreased total open position to 371
On 7 May GAIL was trading at 167.26. The strike last trading price was 8.39, which was 0.75 higher than the previous day. The implied volatity was 31.5, the open interest changed by 0 which decreased total open position to 372
On 6 May GAIL was trading at 165.68. The strike last trading price was 7.64, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 372
On 5 May GAIL was trading at 163.70. The strike last trading price was 7.64, which was 0 lower than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 372
On 4 May GAIL was trading at 164.48. The strike last trading price was 7.64, which was 0.62 higher than the previous day. The implied volatity was 33.25, the open interest changed by 1 which increased total open position to 372
On 30 Apr GAIL was trading at 163.23. The strike last trading price was 7.01, which was -1.47 lower than the previous day. The implied volatity was 28.67, the open interest changed by 6 which increased total open position to 377
On 29 Apr GAIL was trading at 165.66. The strike last trading price was 8.3, which was -0.05 lower than the previous day. The implied volatity was 31.26, the open interest changed by 368 which increased total open position to 371
On 28 Apr GAIL was trading at 165.68. The strike last trading price was 8.35, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Apr GAIL was trading at 165.74. The strike last trading price was 8.35, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Apr GAIL was trading at 165.61. The strike last trading price was 8.35, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Apr GAIL was trading at 164.96. The strike last trading price was 8.35, which was -2.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 3
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 8.35, which was 2.01 higher than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 3
On 21 Apr GAIL was trading at 160.77. The strike last trading price was 6.34, which was 1.53 higher than the previous day. The implied volatity was 29.67, the open interest changed by -2 which decreased total open position to 6
On 20 Apr GAIL was trading at 157.70. The strike last trading price was 4.81, which was -0.57 lower than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 8
On 17 Apr GAIL was trading at 157.82. The strike last trading price was 5.38, which was -0.28 lower than the previous day. The implied volatity was 29.7, the open interest changed by 4 which increased total open position to 5
On 16 Apr GAIL was trading at 158.92. The strike last trading price was 5.66, which was 4.11 higher than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 0
On 15 Apr GAIL was trading at 156.12. 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 13 Apr GAIL was trading at 153.71. 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 10 Apr GAIL was trading at 154.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 9 Apr GAIL was trading at 152.22. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 7 Apr GAIL was trading at 145.38. 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 Apr GAIL was trading at 143.14. 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 2 Apr GAIL was trading at 141.73. 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 1 Apr GAIL was trading at 140.67. 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 26-May-2026 (3d) 161 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0
Theta: -0.35
Gamma: 0.04822
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 160.77 | 2.62 | -4.36 (-62.46%) | 46.01 | 108 | -2 | 662 |
| 21 May | 155.90 | 7.02 | -0.9 (-11.36%) | 51.95 | 45 | -14 | 663 |
| 20 May | 155.64 | 7.92 | 1.01 (14.62%) | 54.89 | 22 | -9 | 677 |
| 19 May | 156.12 | 7.52 | 3.7 (96.86%) | 48.48 | 19 | -3 | 686 |
| 18 May | 160.22 | 3.76 | 0.57 (17.87%) | 37.22 | 57 | -3 | 689 |
| 15 May | 162.13 | 3.17 | -0.09 (-2.76%) | 33.77 | 139 | -4 | 693 |
| 14 May | 162.61 | 3.21 | 0.48 (17.58%) | 35.91 | 284 | -8 | 696 |
| 13 May | 163.31 | 2.87 | -1.54 (-34.92%) | 0 | 220 | 36 | 706 |
| 12 May | 160.35 | 4.4 | 0.9 (25.71%) | 34.64 | 68 | -1 | 669 |
| 11 May | 162.51 | 3.5 | 1.66 (90.22%) | 0 | 16 | 5 | 669 |
| 8 May | 166.49 | 1.81 | 1.81 (-45.15%) | 29.63 | 0 | 0 | 664 |
| 7 May | 167.26 | 1.81 | -1.49 (-45.15%) | 29.63 | 30 | 2 | 665 |
| 6 May | 165.68 | 3.26 | 3.26 (3.82%) | 29.57 | 0 | 0 | 663 |
| 5 May | 163.70 | 3.26 | 0.12 (3.82%) | 29.57 | 29 | 3 | 663 |
| 4 May | 164.48 | 3.14 | -0.9 (-22.28%) | 30.73 | 120 | 9 | 660 |
| 30 Apr | 163.23 | 4.04 | 0.98 (32.03%) | 30.42 | 141 | 15 | 666 |
| 29 Apr | 165.66 | 3.13 | -19.93 (-86.43%) | 29.62 | 790 | 651 | 651 |
| 28 Apr | 165.68 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 165.74 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 165.61 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 164.96 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 166.12 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 160.77 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 157.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 157.82 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 158.92 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 156.12 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 153.71 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 154.08 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 152.22 | 23.06 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 153.30 | 23.06 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 145.38 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 143.14 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 141.73 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 140.67 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 161 expiring on 26MAY2026
Delta for 161 PE is -0.43
Historical price for 161 PE is as follows
On 22 May GAIL was trading at 160.77. The strike last trading price was 2.62, which was -4.36 lower than the previous day. The implied volatity was 46.01, the open interest changed by -2 which decreased total open position to 662
On 21 May GAIL was trading at 155.90. The strike last trading price was 7.02, which was -0.9 lower than the previous day. The implied volatity was 51.95, the open interest changed by -14 which decreased total open position to 663
On 20 May GAIL was trading at 155.64. The strike last trading price was 7.92, which was 1.01 higher than the previous day. The implied volatity was 54.89, the open interest changed by -9 which decreased total open position to 677
On 19 May GAIL was trading at 156.12. The strike last trading price was 7.52, which was 3.7 higher than the previous day. The implied volatity was 48.48, the open interest changed by -3 which decreased total open position to 686
On 18 May GAIL was trading at 160.22. The strike last trading price was 3.76, which was 0.57 higher than the previous day. The implied volatity was 37.22, the open interest changed by -3 which decreased total open position to 689
On 15 May GAIL was trading at 162.13. The strike last trading price was 3.17, which was -0.09 lower than the previous day. The implied volatity was 33.77, the open interest changed by -4 which decreased total open position to 693
On 14 May GAIL was trading at 162.61. The strike last trading price was 3.21, which was 0.48 higher than the previous day. The implied volatity was 35.91, the open interest changed by -8 which decreased total open position to 696
On 13 May GAIL was trading at 163.31. The strike last trading price was 2.87, which was -1.54 lower than the previous day. The implied volatity was 0, the open interest changed by 36 which increased total open position to 706
On 12 May GAIL was trading at 160.35. The strike last trading price was 4.4, which was 0.9 higher than the previous day. The implied volatity was 34.64, the open interest changed by -1 which decreased total open position to 669
On 11 May GAIL was trading at 162.51. The strike last trading price was 3.5, which was 1.66 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 669
On 8 May GAIL was trading at 166.49. The strike last trading price was 1.81, which was 1.81 higher than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 664
On 7 May GAIL was trading at 167.26. The strike last trading price was 1.81, which was -1.49 lower than the previous day. The implied volatity was 29.63, the open interest changed by 2 which increased total open position to 665
On 6 May GAIL was trading at 165.68. The strike last trading price was 3.26, which was 3.26 higher than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 663
On 5 May GAIL was trading at 163.70. The strike last trading price was 3.26, which was 0.12 higher than the previous day. The implied volatity was 29.57, the open interest changed by 3 which increased total open position to 663
On 4 May GAIL was trading at 164.48. The strike last trading price was 3.14, which was -0.9 lower than the previous day. The implied volatity was 30.73, the open interest changed by 9 which increased total open position to 660
On 30 Apr GAIL was trading at 163.23. The strike last trading price was 4.04, which was 0.98 higher than the previous day. The implied volatity was 30.42, the open interest changed by 15 which increased total open position to 666
On 29 Apr GAIL was trading at 165.66. The strike last trading price was 3.13, which was -19.93 lower than the previous day. The implied volatity was 29.62, the open interest changed by 651 which increased total open position to 651
On 28 Apr GAIL was trading at 165.68. 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 27 Apr GAIL was trading at 165.74. 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 24 Apr GAIL was trading at 165.61. 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 23 Apr GAIL was trading at 164.96. 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 22 Apr GAIL was trading at 166.12. 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 Apr GAIL was trading at 160.77. 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 20 Apr GAIL was trading at 157.70. 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 17 Apr GAIL was trading at 157.82. 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 16 Apr GAIL was trading at 158.92. 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 15 Apr GAIL was trading at 156.12. 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 13 Apr GAIL was trading at 153.71. 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 10 Apr GAIL was trading at 154.08. 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 9 Apr GAIL was trading at 152.22. The strike last trading price was 23.06, 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 Apr GAIL was trading at 153.30. The strike last trading price was 23.06, 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 7 Apr GAIL was trading at 145.38. 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 Apr GAIL was trading at 143.14. 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 2 Apr GAIL was trading at 141.73. 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 1 Apr GAIL was trading at 140.67. The strike last trading price was 0, 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
