Historical option data for GAIL
20 May 2026 04:10 PM IST
| GAIL 26-May-2026 (5d) 163 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0
Theta: -0.17
Gamma: 0.03421
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 155.64 | 0.78 | -0.22 (-22.00%) | 38.25 | 102 | -4 | 158 | |||||||||
| 19 May | 156.12 | 0.93 | -1.07 (-53.50%) | 38.23 | 201 | 4 | 163 | |||||||||
| 18 May | 160.22 | 2.24 | -0.76 (-25.33%) | 32.9 | 141 | 18 | 159 | |||||||||
| 15 May | 162.13 | 3.16 | -0.84 (-21.00%) | 30.16 | 190 | 29 | 142 | |||||||||
| 14 May | 162.61 | 3.85 | -1.15 (-23.00%) | 32.65 | 242 | 6 | 115 | |||||||||
| 13 May | 163.31 | 4.7 | 1.7 (56.67%) | 34.81 | 290 | 33 | 109 | |||||||||
| 12 May | 160.35 | 2.96 | -1.04 (-26.00%) | 0 | 201 | 26 | 76 | |||||||||
| 11 May | 162.51 | 4.1 | -2.9 (-41.43%) | 0 | 68 | -2 | 50 | |||||||||
| 8 May | 166.49 | 6.66 | -0.84 (-11.20%) | 29.49 | 11 | 1 | 53 | |||||||||
| 7 May | 167.26 | 7.5 | 0.91 (13.81%) | 30.82 | 2 | 0 | 52 | |||||||||
| 6 May | 165.68 | 6.5 | 0.97 (17.54%) | 30.74 | 29 | -7 | 51 | |||||||||
| 5 May | 163.70 | 5.56 | -0.67 (-10.75%) | 30.88 | 70 | 9 | 59 | |||||||||
| 4 May | 164.48 | 6.25 | 0.5 (8.70%) | 32.72 | 40 | 0 | 52 | |||||||||
| 30 Apr | 163.23 | 6 | -1.82 (-23.27%) | 30.28 | 104 | 48 | 53 | |||||||||
| 29 Apr | 165.66 | 7.82 | -0.43 (-5.21%) | 30.38 | 0 | 0 | 5 | |||||||||
| 28 Apr | 165.68 | 7.82 | 0.12 (1.56%) | 30.38 | 3 | 1 | 4 | |||||||||
| 27 Apr | 165.74 | 7.7 | 6.39 (487.79%) | 30.43 | 5 | 2 | 2 | |||||||||
| 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%) | 4.47 | 0 | 0 | 0 | |||||||||
| 9 Apr | 152.22 | 1.31 | 0 (0.00%) | 5.07 | 0 | 0 | 0 | |||||||||
| 8 Apr | 153.30 | 1.31 | 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 163 expiring on 26MAY2026
Delta for 163 CE is 0.19
Historical price for 163 CE is as follows
On 20 May GAIL was trading at 155.64. The strike last trading price was 0.78, which was -0.22 lower than the previous day. The implied volatity was 38.25, the open interest changed by -4 which decreased total open position to 158
On 19 May GAIL was trading at 156.12. The strike last trading price was 0.93, which was -1.07 lower than the previous day. The implied volatity was 38.23, the open interest changed by 4 which increased total open position to 163
On 18 May GAIL was trading at 160.22. The strike last trading price was 2.24, which was -0.76 lower than the previous day. The implied volatity was 32.9, the open interest changed by 18 which increased total open position to 159
On 15 May GAIL was trading at 162.13. The strike last trading price was 3.16, which was -0.84 lower than the previous day. The implied volatity was 30.16, the open interest changed by 29 which increased total open position to 142
On 14 May GAIL was trading at 162.61. The strike last trading price was 3.85, which was -1.15 lower than the previous day. The implied volatity was 32.65, the open interest changed by 6 which increased total open position to 115
On 13 May GAIL was trading at 163.31. The strike last trading price was 4.7, which was 1.7 higher than the previous day. The implied volatity was 34.81, the open interest changed by 33 which increased total open position to 109
On 12 May GAIL was trading at 160.35. The strike last trading price was 2.96, which was -1.04 lower than the previous day. The implied volatity was 0, the open interest changed by 26 which increased total open position to 76
On 11 May GAIL was trading at 162.51. The strike last trading price was 4.1, which was -2.9 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 50
On 8 May GAIL was trading at 166.49. The strike last trading price was 6.66, which was -0.84 lower than the previous day. The implied volatity was 29.49, the open interest changed by 1 which increased total open position to 53
On 7 May GAIL was trading at 167.26. The strike last trading price was 7.5, which was 0.91 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 52
On 6 May GAIL was trading at 165.68. The strike last trading price was 6.5, which was 0.97 higher than the previous day. The implied volatity was 30.74, the open interest changed by -7 which decreased total open position to 51
On 5 May GAIL was trading at 163.70. The strike last trading price was 5.56, which was -0.67 lower than the previous day. The implied volatity was 30.88, the open interest changed by 9 which increased total open position to 59
On 4 May GAIL was trading at 164.48. The strike last trading price was 6.25, which was 0.5 higher than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 52
On 30 Apr GAIL was trading at 163.23. The strike last trading price was 6, which was -1.82 lower than the previous day. The implied volatity was 30.28, the open interest changed by 48 which increased total open position to 53
On 29 Apr GAIL was trading at 165.66. The strike last trading price was 7.82, which was -0.43 lower than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 5
On 28 Apr GAIL was trading at 165.68. The strike last trading price was 7.82, which was 0.12 higher than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 4
On 27 Apr GAIL was trading at 165.74. The strike last trading price was 7.7, which was 6.39 higher than the previous day. The implied volatity was 30.43, the open interest changed by 2 which increased total open position to 2
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 4.47, 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 1.31, which was 0 lower than the previous day. The implied volatity was 5.07, 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 1.31, 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
| GAIL 26-May-2026 (5d) 163 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0
Theta: -0.3
Gamma: 0.02829
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 155.64 | 9.57 | 1.46 (18.00%) | 57.84 | 49 | -15 | 84 |
| 19 May | 156.12 | 8.1 | 3.05 (60.40%) | 47.89 | 35 | 5 | 100 |
| 18 May | 160.22 | 4.87 | 0.64 (15.13%) | 37.82 | 85 | -2 | 96 |
| 15 May | 162.13 | 4.23 | 0.07 (1.68%) | 34.4 | 214 | -28 | 98 |
| 14 May | 162.61 | 4.14 | 0.47 (12.81%) | 35.44 | 274 | 13 | 126 |
| 13 May | 163.31 | 3.72 | -1.74 (-31.87%) | 0 | 227 | 9 | 111 |
| 12 May | 160.35 | 5.55 | 1.19 (27.29%) | 35.07 | 107 | 30 | 101 |
| 11 May | 162.51 | 4.25 | 1.45 (51.79%) | 0 | 107 | 7 | 72 |
| 8 May | 166.49 | 2.8 | 0.29 (11.55%) | 31.17 | 8 | -1 | 64 |
| 7 May | 167.26 | 2.5 | -0.58 (-18.83%) | 29.39 | 10 | -4 | 65 |
| 6 May | 165.68 | 3.08 | -0.92 (-23.00%) | 28.97 | 63 | -17 | 69 |
| 5 May | 163.70 | 3.88 | -0.03 (-0.77%) | 29.76 | 119 | 14 | 86 |
| 4 May | 164.48 | 3.87 | -0.97 (-20.04%) | 29.71 | 107 | 30 | 69 |
| 30 Apr | 163.23 | 4.55 | 1.07 (30.75%) | 29.8 | 111 | 27 | 66 |
| 29 Apr | 165.66 | 3.48 | -0.29 (-7.69%) | 29.31 | 59 | 22 | 39 |
| 28 Apr | 165.68 | 3.77 | -0.06 (-1.57%) | 28.77 | 9 | 6 | 17 |
| 27 Apr | 165.74 | 3.8 | -0.5 (-11.63%) | 28.74 | 10 | 4 | 10 |
| 24 Apr | 165.61 | 4.3 | 0.03 (0.70%) | 29.13 | 2 | 0 | 4 |
| 23 Apr | 164.96 | 4.27 | -0.75 (-14.94%) | 29.12 | 2 | 0 | 2 |
| 22 Apr | 166.12 | 5.02 | -19.77 (-79.75%) | 33.33 | 2 | 1 | 1 |
| 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 | 24.79 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 153.30 | 0 | 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 163 expiring on 26MAY2026
Delta for 163 PE is -0.72
Historical price for 163 PE is as follows
On 20 May GAIL was trading at 155.64. The strike last trading price was 9.57, which was 1.46 higher than the previous day. The implied volatity was 57.84, the open interest changed by -15 which decreased total open position to 84
On 19 May GAIL was trading at 156.12. The strike last trading price was 8.1, which was 3.05 higher than the previous day. The implied volatity was 47.89, the open interest changed by 5 which increased total open position to 100
On 18 May GAIL was trading at 160.22. The strike last trading price was 4.87, which was 0.64 higher than the previous day. The implied volatity was 37.82, the open interest changed by -2 which decreased total open position to 96
On 15 May GAIL was trading at 162.13. The strike last trading price was 4.23, which was 0.07 higher than the previous day. The implied volatity was 34.4, the open interest changed by -28 which decreased total open position to 98
On 14 May GAIL was trading at 162.61. The strike last trading price was 4.14, which was 0.47 higher than the previous day. The implied volatity was 35.44, the open interest changed by 13 which increased total open position to 126
On 13 May GAIL was trading at 163.31. The strike last trading price was 3.72, which was -1.74 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 111
On 12 May GAIL was trading at 160.35. The strike last trading price was 5.55, which was 1.19 higher than the previous day. The implied volatity was 35.07, the open interest changed by 30 which increased total open position to 101
On 11 May GAIL was trading at 162.51. The strike last trading price was 4.25, which was 1.45 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 72
On 8 May GAIL was trading at 166.49. The strike last trading price was 2.8, which was 0.29 higher than the previous day. The implied volatity was 31.17, the open interest changed by -1 which decreased total open position to 64
On 7 May GAIL was trading at 167.26. The strike last trading price was 2.5, which was -0.58 lower than the previous day. The implied volatity was 29.39, the open interest changed by -4 which decreased total open position to 65
On 6 May GAIL was trading at 165.68. The strike last trading price was 3.08, which was -0.92 lower than the previous day. The implied volatity was 28.97, the open interest changed by -17 which decreased total open position to 69
On 5 May GAIL was trading at 163.70. The strike last trading price was 3.88, which was -0.03 lower than the previous day. The implied volatity was 29.76, the open interest changed by 14 which increased total open position to 86
On 4 May GAIL was trading at 164.48. The strike last trading price was 3.87, which was -0.97 lower than the previous day. The implied volatity was 29.71, the open interest changed by 30 which increased total open position to 69
On 30 Apr GAIL was trading at 163.23. The strike last trading price was 4.55, which was 1.07 higher than the previous day. The implied volatity was 29.8, the open interest changed by 27 which increased total open position to 66
On 29 Apr GAIL was trading at 165.66. The strike last trading price was 3.48, which was -0.29 lower than the previous day. The implied volatity was 29.31, the open interest changed by 22 which increased total open position to 39
On 28 Apr GAIL was trading at 165.68. The strike last trading price was 3.77, which was -0.06 lower than the previous day. The implied volatity was 28.77, the open interest changed by 6 which increased total open position to 17
On 27 Apr GAIL was trading at 165.74. The strike last trading price was 3.8, which was -0.5 lower than the previous day. The implied volatity was 28.74, the open interest changed by 4 which increased total open position to 10
On 24 Apr GAIL was trading at 165.61. The strike last trading price was 4.3, which was 0.03 higher than the previous day. The implied volatity was 29.13, the open interest changed by 0 which decreased total open position to 4
On 23 Apr GAIL was trading at 164.96. The strike last trading price was 4.27, which was -0.75 lower than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 2
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 5.02, which was -19.77 lower than the previous day. The implied volatity was 33.33, the open interest changed by 1 which increased total open position to 1
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 24.79, 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 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 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
