GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Mar 2026 04:11 PM IST
| GAIL 30-MAR-2026 161 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.2
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 147.97 | 1.42 | -0.45 | 39.78 | 79 | -5 | 113 | |||||||||
| 10 Mar | 150.29 | 1.91 | -0.13 | 37.38 | 27 | -6 | 118 | |||||||||
| 9 Mar | 148.98 | 2.07 | -1.72 | 40.66 | 53 | -16 | 123 | |||||||||
| 6 Mar | 155.71 | 3.67 | -0.03 | 34.56 | 171 | 24 | 138 | |||||||||
| 5 Mar | 156.73 | 3.46 | -0.19 | 31.92 | 195 | 8 | 113 | |||||||||
| 4 Mar | 154.61 | 3.67 | -11.43 | 35.4 | 368 | 107 | 107 | |||||||||
| 2 Mar | 165.07 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 169.53 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 169.96 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 170.00 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 167.86 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 167.13 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 168.47 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 166.88 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 167.31 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 165.75 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Feb | 164.82 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 161.69 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 163.72 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 163.47 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 164.55 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 163.64 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 162.99 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 160.18 | 15.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 165.41 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 162.80 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 160.39 | 9.05 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 1 Feb | 162.42 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 167.29 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 167.38 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 168.14 | 9.05 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 161 expiring on 30MAR2026
Delta for 161 CE is 0.2
Historical price for 161 CE is as follows
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 1.42, which was -0.45 lower than the previous day. The implied volatity was 39.78, the open interest changed by -5 which decreased total open position to 113
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 1.91, which was -0.13 lower than the previous day. The implied volatity was 37.38, the open interest changed by -6 which decreased total open position to 118
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 2.07, which was -1.72 lower than the previous day. The implied volatity was 40.66, the open interest changed by -16 which decreased total open position to 123
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 3.67, which was -0.03 lower than the previous day. The implied volatity was 34.56, the open interest changed by 24 which increased total open position to 138
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 3.46, which was -0.19 lower than the previous day. The implied volatity was 31.92, the open interest changed by 8 which increased total open position to 113
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 3.67, which was -11.43 lower than the previous day. The implied volatity was 35.4, the open interest changed by 107 which increased total open position to 107
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 15.1, 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 Feb GAIL was trading at 169.53. The strike last trading price was 15.1, 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 26 Feb GAIL was trading at 169.96. The strike last trading price was 15.1, 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 25 Feb GAIL was trading at 170.00. The strike last trading price was 15.1, 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 Feb GAIL was trading at 167.86. The strike last trading price was 15.1, 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 Feb GAIL was trading at 167.13. The strike last trading price was 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 9.05, 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 9.05, 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 9.05, which was 0 lower than the previous day. The implied volatity was 0.01, 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 9.05, 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 9.05, 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 9.05, 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 9.05, 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 161 PE | |||||||
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Delta: -0.93
Vega: 0.04
Theta: 0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 147.97 | 11.3 | -0.3 | 20.75 | 1 | 0 | 82 |
| 10 Mar | 150.29 | 11.6 | -2.62 | 37.91 | 5 | 0 | 85 |
| 9 Mar | 148.98 | 14.22 | 5.11 | 51.11 | 6 | 0 | 86 |
| 6 Mar | 155.71 | 9.07 | 1.56 | 41.37 | 23 | 10 | 86 |
| 5 Mar | 156.73 | 8.16 | -0.69 | 35.71 | 10 | 4 | 78 |
| 4 Mar | 154.61 | 8.85 | 7.49 | 35.04 | 134 | 43 | 75 |
| 2 Mar | 165.07 | 1.41 | 0.96 | - | 0 | -6 | 0 |
| 27 Feb | 169.53 | 1.41 | 0.96 | 24.25 | 58 | -9 | 29 |
| 26 Feb | 169.96 | 0.45 | -1.69 | 17.41 | 1 | 0 | 37 |
| 25 Feb | 170.00 | 2.14 | 0.2 | - | 0 | 0 | 37 |
| 24 Feb | 167.86 | 2.14 | 0.2 | - | 0 | 0 | 37 |
| 23 Feb | 167.13 | 2.14 | 0.2 | 25.19 | 4 | 0 | 37 |
| 20 Feb | 168.47 | 1.94 | 0.5 | 24.64 | 40 | 21 | 26 |
| 19 Feb | 166.88 | 1.44 | -6.57 | 19.58 | 5 | 0 | 0 |
| 18 Feb | 167.31 | 8.01 | 0 | 4.72 | 0 | 0 | 0 |
| 17 Feb | 165.75 | 8.01 | 0 | 4.06 | 0 | 0 | 0 |
| 16 Feb | 164.82 | 8.01 | 0 | 3.14 | 0 | 0 | 0 |
| 13 Feb | 161.69 | 8.01 | 0 | 1.79 | 0 | 0 | 0 |
| 12 Feb | 163.72 | 8.01 | 0 | 2.71 | 0 | 0 | 0 |
| 11 Feb | 163.47 | 8.01 | 0 | 2.47 | 0 | 0 | 0 |
| 10 Feb | 164.55 | 8.01 | 0 | 3.08 | 0 | 0 | 0 |
| 9 Feb | 163.64 | 8.01 | 0 | 2.96 | 0 | 0 | 0 |
| 6 Feb | 162.99 | 8.01 | 0 | 2.49 | 0 | 0 | 0 |
| 5 Feb | 160.18 | 8.01 | 0 | 0.89 | 0 | 0 | 0 |
| 4 Feb | 165.41 | 8.39 | 0 | 3.72 | 0 | 0 | 0 |
| 3 Feb | 162.80 | 8.39 | 0 | 2.38 | 0 | 0 | 0 |
| 2 Feb | 160.39 | 8.39 | 0 | 1.02 | 0 | 0 | 0 |
| 1 Feb | 162.42 | 8.39 | 0 | 2.13 | 0 | 0 | 0 |
| 30 Jan | 167.29 | 8.39 | 0 | 4.35 | 0 | 0 | 0 |
| 29 Jan | 167.38 | 8.39 | 0 | 4.32 | 0 | 0 | 0 |
| 28 Jan | 168.14 | 8.39 | 0 | 4.4 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 161 expiring on 30MAR2026
Delta for 161 PE is -0.93
Historical price for 161 PE is as follows
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 11.3, which was -0.3 lower than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 82
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 11.6, which was -2.62 lower than the previous day. The implied volatity was 37.91, the open interest changed by 0 which decreased total open position to 85
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 14.22, which was 5.11 higher than the previous day. The implied volatity was 51.11, the open interest changed by 0 which decreased total open position to 86
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 9.07, which was 1.56 higher than the previous day. The implied volatity was 41.37, the open interest changed by 10 which increased total open position to 86
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 8.16, which was -0.69 lower than the previous day. The implied volatity was 35.71, the open interest changed by 4 which increased total open position to 78
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 8.85, which was 7.49 higher than the previous day. The implied volatity was 35.04, the open interest changed by 43 which increased total open position to 75
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 1.41, which was 0.96 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 1.41, which was 0.96 higher than the previous day. The implied volatity was 24.25, the open interest changed by -9 which decreased total open position to 29
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 0.45, which was -1.69 lower than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 37
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 2.14, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 2.14, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 2.14, which was 0.2 higher than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 37
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 1.94, which was 0.5 higher than the previous day. The implied volatity was 24.64, the open interest changed by 21 which increased total open position to 26
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 1.44, which was -6.57 lower than the previous day. The implied volatity was 19.58, 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 8.01, which was 0 lower than the previous day. The implied volatity was 4.72, 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 8.01, which was 0 lower than the previous day. The implied volatity was 4.06, 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 8.01, which was 0 lower than the previous day. The implied volatity was 3.14, 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 8.01, which was 0 lower than the previous day. The implied volatity was 1.79, 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 8.01, which was 0 lower than the previous day. The implied volatity was 2.71, 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 8.01, which was 0 lower than the previous day. The implied volatity was 2.47, 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 8.01, which was 0 lower than the previous day. The implied volatity was 3.08, 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 8.01, 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 6 Feb GAIL was trading at 162.99. The strike last trading price was 8.01, which was 0 lower than the previous day. The implied volatity was 2.49, 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 8.01, which was 0 lower than the previous day. The implied volatity was 0.89, 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 8.39, which was 0 lower than the previous day. The implied volatity was 3.72, 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 8.39, which was 0 lower than the previous day. The implied volatity was 2.38, 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 8.39, which was 0 lower than the previous day. The implied volatity was 1.02, 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 8.39, which was 0 lower than the previous day. The implied volatity was 2.13, 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 8.39, which was 0 lower than the previous day. The implied volatity was 4.35, 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 8.39, which was 0 lower than the previous day. The implied volatity was 4.32, 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 8.39, which was 0 lower than the previous day. The implied volatity was 4.4, the open interest changed by 0 which decreased total open position to 0
