GAIL
Gail (India) Ltd
Historical option data for GAIL
10 Mar 2026 11:31 AM IST
| GAIL 30-MAR-2026 163 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.11
Theta: -0.11
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 151.20 | 1.63 | 0.04 | 37.09 | 17 | -6 | 160 | |||||||||
| 9 Mar | 148.98 | 1.65 | -1.43 | 40.48 | 62 | -8 | 164 | |||||||||
| 6 Mar | 155.71 | 2.96 | 0 | 34.26 | 118 | 54 | 170 | |||||||||
| 5 Mar | 156.73 | 2.93 | -0.07 | 32.82 | 59 | 9 | 116 | |||||||||
| 4 Mar | 154.61 | 2.9 | -3.41 | 34.51 | 288 | 64 | 106 | |||||||||
| 2 Mar | 165.07 | 6.32 | -3.03 | 23.33 | 86 | 32 | 42 | |||||||||
| 27 Feb | 169.53 | 9.35 | 1.93 | - | 0 | 0 | 10 | |||||||||
| 26 Feb | 169.96 | 9.35 | 1.93 | - | 0 | 0 | 10 | |||||||||
| 25 Feb | 170.00 | 9.35 | 1.93 | 19.09 | 8 | 3 | 11 | |||||||||
| 24 Feb | 167.86 | 7.42 | -1.33 | 11.98 | 4 | -2 | 7 | |||||||||
| 23 Feb | 167.13 | 8.75 | 2.35 | - | 0 | 0 | 9 | |||||||||
| 20 Feb | 168.47 | 8.75 | 2.35 | - | 0 | 0 | 9 | |||||||||
| 19 Feb | 166.88 | 8.75 | 2.35 | 25.96 | 4 | 0 | 5 | |||||||||
| 18 Feb | 167.31 | 6.4 | 0 | - | 0 | 0 | 5 | |||||||||
| 17 Feb | 165.75 | 6.4 | 0 | 16.32 | 2 | 0 | 5 | |||||||||
| 16 Feb | 164.82 | 6.4 | 0.12 | 21.11 | 3 | 2 | 5 | |||||||||
| 13 Feb | 161.69 | 6.28 | -0.67 | - | 0 | 0 | 3 | |||||||||
| 12 Feb | 163.72 | 6.28 | -0.67 | - | 0 | 0 | 3 | |||||||||
|
|
||||||||||||||||
| 11 Feb | 163.47 | 6.28 | -0.67 | 21.67 | 1 | 0 | 3 | |||||||||
| 10 Feb | 164.55 | 6.95 | 0.77 | - | 0 | 0 | 3 | |||||||||
| 9 Feb | 163.64 | 6.95 | 0.77 | 21.9 | 3 | 2 | 3 | |||||||||
| 6 Feb | 162.99 | 6.18 | 2.18 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 160.18 | 6.18 | 2.18 | 26.51 | 1 | 0 | 0 | |||||||||
| 4 Feb | 165.41 | 8.13 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 162.80 | 8.13 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 2 Feb | 160.39 | 8.13 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 1 Feb | 162.42 | 8.13 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 167.29 | 8.13 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 167.38 | 8.13 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 168.14 | 8.13 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 163 expiring on 30MAR2026
Delta for 163 CE is 0.22
Historical price for 163 CE is as follows
On 10 Mar GAIL was trading at 151.20. The strike last trading price was 1.63, which was 0.04 higher than the previous day. The implied volatity was 37.09, the open interest changed by -6 which decreased total open position to 160
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 1.65, which was -1.43 lower than the previous day. The implied volatity was 40.48, the open interest changed by -8 which decreased total open position to 164
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 2.96, which was 0 lower than the previous day. The implied volatity was 34.26, the open interest changed by 54 which increased total open position to 170
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 2.93, which was -0.07 lower than the previous day. The implied volatity was 32.82, the open interest changed by 9 which increased total open position to 116
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 2.9, which was -3.41 lower than the previous day. The implied volatity was 34.51, the open interest changed by 64 which increased total open position to 106
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 6.32, which was -3.03 lower than the previous day. The implied volatity was 23.33, the open interest changed by 32 which increased total open position to 42
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 9.35, which was 1.93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 9.35, which was 1.93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 9.35, which was 1.93 higher than the previous day. The implied volatity was 19.09, the open interest changed by 3 which increased total open position to 11
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 7.42, which was -1.33 lower than the previous day. The implied volatity was 11.98, the open interest changed by -2 which decreased total open position to 7
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 8.75, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 8.75, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 8.75, which was 2.35 higher than the previous day. The implied volatity was 25.96, the open interest changed by 0 which decreased total open position to 5
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 16.32, the open interest changed by 0 which decreased total open position to 5
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 6.4, which was 0.12 higher than the previous day. The implied volatity was 21.11, the open interest changed by 2 which increased total open position to 5
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 6.28, which was -0.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 6.28, which was -0.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 6.28, which was -0.67 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 3
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 6.95, which was 0.77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 6.95, which was 0.77 higher than the previous day. The implied volatity was 21.9, the open interest changed by 2 which increased total open position to 3
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 6.18, which was 2.18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 6.18, which was 2.18 higher than the previous day. The implied volatity was 26.51, 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 8.13, 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 8.13, which was 0 lower than the previous day. The implied volatity was 0.14, 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 8.13, which was 0 lower than the previous day. The implied volatity was 0.12, 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 8.13, 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 8.13, 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 8.13, 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 8.13, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
| GAIL 30MAR2026 163 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 151.20 | 9.19 | -0.14 | - | 0 | 0 | 80 |
| 9 Mar | 148.98 | 9.19 | -0.14 | - | 0 | 0 | 80 |
| 6 Mar | 155.71 | 9.19 | -0.14 | 33.56 | 6 | 0 | 80 |
| 5 Mar | 156.73 | 9.97 | -0.84 | 39.07 | 5 | 2 | 79 |
| 4 Mar | 154.61 | 11.04 | 7.67 | 40.56 | 219 | -48 | 76 |
| 2 Mar | 165.07 | 3.25 | 1.47 | 26.98 | 255 | 47 | 106 |
| 27 Feb | 169.53 | 1.82 | 0.18 | 23.69 | 44 | 15 | 61 |
| 26 Feb | 169.96 | 1.64 | 0.17 | 24.03 | 9 | 3 | 45 |
| 25 Feb | 170.00 | 1.51 | -0.78 | 22.7 | 66 | -16 | 44 |
| 24 Feb | 167.86 | 2.29 | -0.48 | - | 0 | 0 | 60 |
| 23 Feb | 167.13 | 2.29 | -0.48 | - | 0 | 0 | 60 |
| 20 Feb | 168.47 | 2.29 | -0.48 | 23.43 | 32 | -2 | 59 |
| 19 Feb | 166.88 | 2.73 | 0.39 | 23.47 | 52 | 30 | 58 |
| 18 Feb | 167.31 | 2.39 | -1.18 | 21.85 | 33 | 26 | 28 |
| 17 Feb | 165.75 | 3.57 | -3.78 | 25.67 | 1 | 0 | 1 |
| 16 Feb | 164.82 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 13 Feb | 161.69 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 12 Feb | 163.72 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 11 Feb | 163.47 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 10 Feb | 164.55 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 9 Feb | 163.64 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 6 Feb | 162.99 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 5 Feb | 160.18 | 7.35 | -2.45 | - | 0 | 0 | 1 |
| 4 Feb | 165.41 | 4.7 | -4.75 | 27.65 | 1 | 0 | 0 |
| 3 Feb | 162.80 | 9.45 | 0 | 1.33 | 0 | 0 | 0 |
| 2 Feb | 160.39 | 9.45 | 0 | 0 | 0 | 0 | 0 |
| 1 Feb | 162.42 | 9.45 | 0 | 1.08 | 0 | 0 | 0 |
| 30 Jan | 167.29 | 9.45 | 0 | 3.38 | 0 | 0 | 0 |
| 29 Jan | 167.38 | 9.45 | 0 | 3.35 | 0 | 0 | 0 |
| 28 Jan | 168.14 | 9.45 | 0 | 3.97 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 163 expiring on 30MAR2026
Delta for 163 PE is -
Historical price for 163 PE is as follows
On 10 Mar GAIL was trading at 151.20. The strike last trading price was 9.19, which was -0.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 9.19, which was -0.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 9.19, which was -0.14 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 80
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 9.97, which was -0.84 lower than the previous day. The implied volatity was 39.07, the open interest changed by 2 which increased total open position to 79
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 11.04, which was 7.67 higher than the previous day. The implied volatity was 40.56, the open interest changed by -48 which decreased total open position to 76
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 3.25, which was 1.47 higher than the previous day. The implied volatity was 26.98, the open interest changed by 47 which increased total open position to 106
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 1.82, which was 0.18 higher than the previous day. The implied volatity was 23.69, the open interest changed by 15 which increased total open position to 61
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 1.64, which was 0.17 higher than the previous day. The implied volatity was 24.03, the open interest changed by 3 which increased total open position to 45
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 1.51, which was -0.78 lower than the previous day. The implied volatity was 22.7, the open interest changed by -16 which decreased total open position to 44
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 2.29, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 2.29, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 2.29, which was -0.48 lower than the previous day. The implied volatity was 23.43, the open interest changed by -2 which decreased total open position to 59
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 2.73, which was 0.39 higher than the previous day. The implied volatity was 23.47, the open interest changed by 30 which increased total open position to 58
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 2.39, which was -1.18 lower than the previous day. The implied volatity was 21.85, the open interest changed by 26 which increased total open position to 28
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 3.57, which was -3.78 lower than the previous day. The implied volatity was 25.67, the open interest changed by 0 which decreased total open position to 1
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 4.7, which was -4.75 lower than the previous day. The implied volatity was 27.65, 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 9.45, which was 0 lower than the previous day. The implied volatity was 1.33, 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 9.45, 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
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 1.08, 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 9.45, 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 29 Jan GAIL was trading at 167.38. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 3.35, 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 9.45, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
