GAIL
Gail (India) Ltd
Historical option data for GAIL
06 Feb 2026 04:11 PM IST
| GAIL 24-FEB-2026 163 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.14
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 162.99 | 4 | 1.45 | 24.12 | 493 | -16 | 206 | |||||||||
| 5 Feb | 160.18 | 2.5 | -0.37 | 23.39 | 179 | -20 | 221 | |||||||||
| 4 Feb | 165.41 | 5.66 | 1.48 | 23.36 | 128 | -25 | 116 | |||||||||
| 3 Feb | 162.80 | 4.27 | 1.3 | 24.09 | 210 | 13 | 140 | |||||||||
| 2 Feb | 160.39 | 2.92 | -1.09 | 22.84 | 325 | 28 | 124 | |||||||||
| 1 Feb | 162.42 | 3.98 | -4 | 22.88 | 56 | 10 | 96 | |||||||||
| 30 Jan | 167.29 | 7.98 | -0.72 | 29.01 | 29 | 2 | 83 | |||||||||
| 29 Jan | 167.38 | 8.65 | -0.57 | 32.56 | 34 | -3 | 83 | |||||||||
| 28 Jan | 168.14 | 9.32 | 4.72 | 31.31 | 156 | -10 | 86 | |||||||||
| 27 Jan | 159.98 | 4.8 | 0.06 | 28.72 | 112 | -28 | 94 | |||||||||
| 23 Jan | 160.81 | 4.77 | -9.33 | 26.92 | 183 | 121 | 121 | |||||||||
| 22 Jan | 163.57 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Jan | 162.68 | 14.1 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 20 Jan | 161.21 | 14.1 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 19 Jan | 164.72 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 164.24 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 165.17 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 165.26 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 166.55 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 164.36 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 163.53 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 168.48 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 169.39 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 173.05 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 175.38 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 171.77 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 172.16 | 14.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 163 expiring on 24FEB2026
Delta for 163 CE is 0.56
Historical price for 163 CE is as follows
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 4, which was 1.45 higher than the previous day. The implied volatity was 24.12, the open interest changed by -16 which decreased total open position to 206
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 2.5, which was -0.37 lower than the previous day. The implied volatity was 23.39, the open interest changed by -20 which decreased total open position to 221
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 5.66, which was 1.48 higher than the previous day. The implied volatity was 23.36, the open interest changed by -25 which decreased total open position to 116
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 4.27, which was 1.3 higher than the previous day. The implied volatity was 24.09, the open interest changed by 13 which increased total open position to 140
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 2.92, which was -1.09 lower than the previous day. The implied volatity was 22.84, the open interest changed by 28 which increased total open position to 124
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 3.98, which was -4 lower than the previous day. The implied volatity was 22.88, the open interest changed by 10 which increased total open position to 96
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 7.98, which was -0.72 lower than the previous day. The implied volatity was 29.01, the open interest changed by 2 which increased total open position to 83
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 8.65, which was -0.57 lower than the previous day. The implied volatity was 32.56, the open interest changed by -3 which decreased total open position to 83
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 9.32, which was 4.72 higher than the previous day. The implied volatity was 31.31, the open interest changed by -10 which decreased total open position to 86
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 4.8, which was 0.06 higher than the previous day. The implied volatity was 28.72, the open interest changed by -28 which decreased total open position to 94
On 23 Jan GAIL was trading at 160.81. The strike last trading price was 4.77, which was -9.33 lower than the previous day. The implied volatity was 26.92, the open interest changed by 121 which increased total open position to 121
On 22 Jan GAIL was trading at 163.57. The strike last trading price was 14.1, 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 21 Jan GAIL was trading at 162.68. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 20 Jan GAIL was trading at 161.21. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 0.43, 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 14.1, 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 Jan GAIL was trading at 164.24. The strike last trading price was 14.1, 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 14 Jan GAIL was trading at 165.17. The strike last trading price was 14.1, 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 Jan GAIL was trading at 165.26. The strike last trading price was 14.1, 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 Jan GAIL was trading at 166.55. The strike last trading price was 14.1, 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 Jan GAIL was trading at 164.36. The strike last trading price was 14.1, 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 8 Jan GAIL was trading at 163.53. The strike last trading price was 14.1, 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 7 Jan GAIL was trading at 168.48. The strike last trading price was 14.1, 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 Jan GAIL was trading at 169.39. The strike last trading price was 14.1, 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 Jan GAIL was trading at 173.05. The strike last trading price was 14.1, 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 2 Jan GAIL was trading at 175.38. The strike last trading price was 14.1, 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 1 Jan GAIL was trading at 171.77. The strike last trading price was 14.1, 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 31 Dec GAIL was trading at 172.16. The strike last trading price was 14.1, 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
| GAIL 24FEB2026 163 PE | |||||||
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Delta: -0.44
Vega: 0.14
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 162.99 | 3.07 | -1.57 | 24.63 | 146 | 41 | 166 |
| 5 Feb | 160.18 | 4.64 | -0.04 | 23.99 | 43 | -6 | 125 |
| 4 Feb | 165.41 | 2.42 | -1.11 | 25.89 | 231 | -12 | 220 |
| 3 Feb | 162.80 | 3.53 | -1.45 | 25.8 | 216 | 62 | 230 |
| 2 Feb | 160.39 | 4.98 | 0.78 | 26.62 | 104 | -15 | 165 |
| 1 Feb | 162.42 | 4.38 | 1.35 | 28.52 | 486 | 35 | 180 |
| 30 Jan | 167.29 | 2.96 | -0.8 | 29.91 | 111 | 47 | 145 |
| 29 Jan | 167.38 | 3.9 | 0.54 | 35.09 | 83 | -11 | 101 |
| 28 Jan | 168.14 | 3.29 | -3.34 | 33.1 | 141 | -9 | 113 |
| 27 Jan | 159.98 | 6.63 | 0.25 | 35.32 | 7 | -1 | 120 |
| 23 Jan | 160.81 | 6.27 | 1.83 | 30.99 | 170 | 100 | 121 |
| 22 Jan | 163.57 | 4.38 | -0.77 | 27.95 | 45 | 11 | 21 |
| 21 Jan | 162.68 | 5.15 | 0.75 | 28.26 | 21 | 9 | 10 |
| 20 Jan | 161.21 | 4.4 | -0.56 | - | 0 | 0 | 1 |
| 19 Jan | 164.72 | 4.4 | -0.56 | - | 0 | 0 | 1 |
| 16 Jan | 164.24 | 4.4 | -0.56 | 27.46 | 1 | 0 | 0 |
| 14 Jan | 165.17 | 4.96 | 0 | 2.58 | 0 | 0 | 0 |
| 13 Jan | 165.26 | 4.96 | 0 | 2.54 | 0 | 0 | 0 |
| 12 Jan | 166.55 | 4.96 | 0 | 3.5 | 0 | 0 | 0 |
| 9 Jan | 164.36 | 4.96 | 0 | 1.95 | 0 | 0 | 0 |
| 8 Jan | 163.53 | 4.96 | 0 | 1.28 | 0 | 0 | 0 |
| 7 Jan | 168.48 | 4.96 | 0 | 4.22 | 0 | 0 | 0 |
| 6 Jan | 169.39 | 4.96 | 0 | 4.45 | 0 | 0 | 0 |
| 5 Jan | 173.05 | 4.96 | 0 | 6.33 | 0 | 0 | 0 |
| 2 Jan | 175.38 | 4.96 | 0 | 7.32 | 0 | 0 | 0 |
| 1 Jan | 171.77 | 4.96 | 0 | 5.15 | 0 | 0 | 0 |
| 31 Dec | 172.16 | 4.96 | 0 | 5.26 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 163 expiring on 24FEB2026
Delta for 163 PE is -0.44
Historical price for 163 PE is as follows
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 3.07, which was -1.57 lower than the previous day. The implied volatity was 24.63, the open interest changed by 41 which increased total open position to 166
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 4.64, which was -0.04 lower than the previous day. The implied volatity was 23.99, the open interest changed by -6 which decreased total open position to 125
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 2.42, which was -1.11 lower than the previous day. The implied volatity was 25.89, the open interest changed by -12 which decreased total open position to 220
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 3.53, which was -1.45 lower than the previous day. The implied volatity was 25.8, the open interest changed by 62 which increased total open position to 230
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 4.98, which was 0.78 higher than the previous day. The implied volatity was 26.62, the open interest changed by -15 which decreased total open position to 165
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 4.38, which was 1.35 higher than the previous day. The implied volatity was 28.52, the open interest changed by 35 which increased total open position to 180
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 2.96, which was -0.8 lower than the previous day. The implied volatity was 29.91, the open interest changed by 47 which increased total open position to 145
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 3.9, which was 0.54 higher than the previous day. The implied volatity was 35.09, the open interest changed by -11 which decreased total open position to 101
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 3.29, which was -3.34 lower than the previous day. The implied volatity was 33.1, the open interest changed by -9 which decreased total open position to 113
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 6.63, which was 0.25 higher than the previous day. The implied volatity was 35.32, the open interest changed by -1 which decreased total open position to 120
On 23 Jan GAIL was trading at 160.81. The strike last trading price was 6.27, which was 1.83 higher than the previous day. The implied volatity was 30.99, the open interest changed by 100 which increased total open position to 121
On 22 Jan GAIL was trading at 163.57. The strike last trading price was 4.38, which was -0.77 lower than the previous day. The implied volatity was 27.95, the open interest changed by 11 which increased total open position to 21
On 21 Jan GAIL was trading at 162.68. The strike last trading price was 5.15, which was 0.75 higher than the previous day. The implied volatity was 28.26, the open interest changed by 9 which increased total open position to 10
On 20 Jan GAIL was trading at 161.21. The strike last trading price was 4.4, which was -0.56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan GAIL was trading at 164.72. The strike last trading price was 4.4, which was -0.56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan GAIL was trading at 164.24. The strike last trading price was 4.4, which was -0.56 lower than the previous day. The implied volatity was 27.46, 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 4.96, which was 0 lower than the previous day. The implied volatity was 2.58, 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 4.96, which was 0 lower than the previous day. The implied volatity was 2.54, 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 4.96, which was 0 lower than the previous day. The implied volatity was 3.5, 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 4.96, which was 0 lower than the previous day. The implied volatity was 1.95, 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 4.96, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 7 Jan GAIL was trading at 168.48. The strike last trading price was 4.96, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 6 Jan GAIL was trading at 169.39. The strike last trading price was 4.96, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 5 Jan GAIL was trading at 173.05. The strike last trading price was 4.96, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 2 Jan GAIL was trading at 175.38. The strike last trading price was 4.96, which was 0 lower than the previous day. The implied volatity was 7.32, the open interest changed by 0 which decreased total open position to 0
On 1 Jan GAIL was trading at 171.77. The strike last trading price was 4.96, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 31 Dec GAIL was trading at 172.16. The strike last trading price was 4.96, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0
