[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
168.32 -1.54 (-0.91%)
L: 167.43 H: 169.78

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Historical option data for GAIL

16 Dec 2025 04:11 PM IST
GAIL 30-DEC-2025 165 CE
Delta: 0.68
Vega: 0.12
Theta: -0.14
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 168.32 5.5 -0.95 25.45 163 0 303
15 Dec 169.86 6.4 -1.35 23.07 85 8 298
12 Dec 170.71 7.36 1.45 21.05 254 -41 292
11 Dec 168.95 5.93 0.45 20.45 71 -10 332
10 Dec 168.02 5.5 -0.17 20.53 139 -11 343
9 Dec 167.89 5.59 0.61 20.89 820 16 352
8 Dec 166.81 4.88 -2.46 22.88 421 122 338
5 Dec 169.98 7.4 -0.67 20.27 38 -2 214
4 Dec 170.63 8.09 0.06 19.77 55 -3 214
3 Dec 170.27 8.1 -3.17 21.21 81 44 211
2 Dec 175.00 11.38 -0.43 12.81 37 5 166
1 Dec 175.41 11.81 -0.77 19.48 77 30 162
28 Nov 176.09 12.76 -4.47 12.11 477 125 131
27 Nov 183.80 17.23 -3.77 - 0 0 0
26 Nov 185.16 17.23 -3.77 - 0 1 0
25 Nov 180.22 17.23 -3.77 26.56 2 0 5
24 Nov 181.09 21 3.6 - 0 0 0
21 Nov 182.99 21 3.6 - 0 0 0
20 Nov 184.31 21 3.6 - 0 3 0
19 Nov 184.05 21 3.6 19.76 3 2 4
18 Nov 184.31 17.4 -3.2 - 0 0 0
17 Nov 185.30 17.4 -3.2 - 0 0 0
14 Nov 183.41 17.4 -3.2 - 0 0 0
13 Nov 183.67 17.4 -3.2 - 0 0 0
12 Nov 182.45 17.4 -3.2 - 0 0 0
11 Nov 182.34 17.4 -3.2 - 0 0 0
10 Nov 181.52 17.4 -3.2 - 0 0 0
7 Nov 180.47 17.4 -3.2 - 0 2 0
6 Nov 178.98 17.4 -3.2 22.42 2 1 1
4 Nov 181.62 20.6 0 - 0 0 0
3 Nov 183.69 20.6 0 - 0 0 0
31 Oct 182.76 20.6 0 - 0 0 0
30 Oct 183.09 20.6 0 - 0 0 0
29 Oct 184.64 20.6 0 - 0 0 0
28 Oct 178.46 20.6 0 - 0 0 0
27 Oct 180.17 20.6 0 - 0 0 0
24 Oct 181.02 20.6 0 - 0 0 0
23 Oct 180.08 20.6 0 - 0 0 0
21 Oct 178.39 20.6 0 - 0 0 0
14 Oct 175.37 20.6 0 - 0 0 0
9 Oct 178.45 20.6 0 - 0 0 0
6 Oct 176.62 20.6 0 - 0 0 0
3 Oct 177.36 20.6 0 - 0 0 0


For Gail (India) Ltd - strike price 165 expiring on 30DEC2025

Delta for 165 CE is 0.68

Historical price for 165 CE is as follows

On 16 Dec GAIL was trading at 168.32. The strike last trading price was 5.5, which was -0.95 lower than the previous day. The implied volatity was 25.45, the open interest changed by 0 which decreased total open position to 303


On 15 Dec GAIL was trading at 169.86. The strike last trading price was 6.4, which was -1.35 lower than the previous day. The implied volatity was 23.07, the open interest changed by 8 which increased total open position to 298


On 12 Dec GAIL was trading at 170.71. The strike last trading price was 7.36, which was 1.45 higher than the previous day. The implied volatity was 21.05, the open interest changed by -41 which decreased total open position to 292


On 11 Dec GAIL was trading at 168.95. The strike last trading price was 5.93, which was 0.45 higher than the previous day. The implied volatity was 20.45, the open interest changed by -10 which decreased total open position to 332


On 10 Dec GAIL was trading at 168.02. The strike last trading price was 5.5, which was -0.17 lower than the previous day. The implied volatity was 20.53, the open interest changed by -11 which decreased total open position to 343


On 9 Dec GAIL was trading at 167.89. The strike last trading price was 5.59, which was 0.61 higher than the previous day. The implied volatity was 20.89, the open interest changed by 16 which increased total open position to 352


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 4.88, which was -2.46 lower than the previous day. The implied volatity was 22.88, the open interest changed by 122 which increased total open position to 338


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 7.4, which was -0.67 lower than the previous day. The implied volatity was 20.27, the open interest changed by -2 which decreased total open position to 214


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 8.09, which was 0.06 higher than the previous day. The implied volatity was 19.77, the open interest changed by -3 which decreased total open position to 214


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 8.1, which was -3.17 lower than the previous day. The implied volatity was 21.21, the open interest changed by 44 which increased total open position to 211


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 11.38, which was -0.43 lower than the previous day. The implied volatity was 12.81, the open interest changed by 5 which increased total open position to 166


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 11.81, which was -0.77 lower than the previous day. The implied volatity was 19.48, the open interest changed by 30 which increased total open position to 162


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 12.76, which was -4.47 lower than the previous day. The implied volatity was 12.11, the open interest changed by 125 which increased total open position to 131


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 17.23, which was -3.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 17.23, which was -3.77 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 17.23, which was -3.77 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 5


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 21, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 21, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 21, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 21, which was 3.6 higher than the previous day. The implied volatity was 19.76, the open interest changed by 2 which increased total open position to 4


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GAIL was trading at 182.34. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov GAIL was trading at 181.52. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GAIL was trading at 180.47. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 6 Nov GAIL was trading at 178.98. The strike last trading price was 17.4, which was -3.2 lower than the previous day. The implied volatity was 22.42, the open interest changed by 1 which increased total open position to 1


On 4 Nov GAIL was trading at 181.62. The strike last trading price was 20.6, 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 Nov GAIL was trading at 183.69. The strike last trading price was 20.6, 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 Oct GAIL was trading at 182.76. The strike last trading price was 20.6, 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 Oct GAIL was trading at 183.09. The strike last trading price was 20.6, 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 Oct GAIL was trading at 184.64. The strike last trading price was 20.6, 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 Oct GAIL was trading at 178.46. The strike last trading price was 20.6, 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 Oct GAIL was trading at 180.17. The strike last trading price was 20.6, 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 Oct GAIL was trading at 181.02. The strike last trading price was 20.6, 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 Oct GAIL was trading at 180.08. The strike last trading price was 20.6, 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 Oct GAIL was trading at 178.39. The strike last trading price was 20.6, 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 Oct GAIL was trading at 175.37. The strike last trading price was 20.6, 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 Oct GAIL was trading at 178.45. The strike last trading price was 20.6, 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 Oct GAIL was trading at 176.62. The strike last trading price was 20.6, 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 Oct GAIL was trading at 177.36. The strike last trading price was 20.6, 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 30DEC2025 165 PE
Delta: -0.29
Vega: 0.11
Theta: -0.07
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 168.32 1.28 0.38 21.20 1,606 71 1,129
15 Dec 169.86 0.96 0.06 21.05 722 -55 1,071
12 Dec 170.71 0.91 -0.43 21.16 1,969 83 1,127
11 Dec 168.95 1.36 -0.35 20.73 605 -20 1,043
10 Dec 168.02 1.81 0.16 21.98 790 -44 1,064
9 Dec 167.89 1.77 -0.5 21.08 2,372 26 1,116
8 Dec 166.81 2.43 1.02 21.04 1,217 -67 1,093
5 Dec 169.98 1.36 -0.07 20.82 604 -8 1,158
4 Dec 170.63 1.42 -0.22 22.37 315 0 1,167
3 Dec 170.27 1.53 0.63 22.22 1,034 50 1,162
2 Dec 175.00 0.88 -0.1 23.57 191 -4 1,113
1 Dec 175.41 0.96 0.01 23.86 393 0 1,117
28 Nov 176.09 0.89 0.53 23.87 5,418 837 1,117
27 Nov 183.80 0.36 0.02 25.67 65 21 280
26 Nov 185.16 0.34 -0.24 25.90 357 109 259
25 Nov 180.22 0.59 0.04 23.91 136 54 150
24 Nov 181.09 0.55 0.06 23.89 180 30 97
21 Nov 182.99 0.48 -0.03 24.60 55 12 69
20 Nov 184.31 0.5 -0.1 25.79 63 -12 57
19 Nov 184.05 0.6 -0.03 26.29 79 34 70
18 Nov 184.31 0.63 -0.02 26.64 17 -4 36
17 Nov 185.30 0.65 -0.19 27.25 13 -2 40
14 Nov 183.41 0.85 0.02 27.22 9 0 41
13 Nov 183.67 0.83 -0.12 26.79 13 1 41
12 Nov 182.45 0.95 0 26.36 4 -1 40
11 Nov 182.34 0.95 -0.26 26.27 5 1 40
10 Nov 181.52 1.22 -0.46 27.06 5 0 40
7 Nov 180.47 1.68 0 28.85 1 0 39
6 Nov 178.98 1.68 0.27 26.83 12 1 31
4 Nov 181.62 1.41 0.22 27.30 8 5 27
3 Nov 183.69 1.19 -0.31 27.58 10 2 24
31 Oct 182.76 1.5 -0.05 - 16 6 21
30 Oct 183.09 1.55 0.3 28.69 8 5 15
29 Oct 184.64 1.25 -0.9 27.98 9 5 10
28 Oct 178.46 2 0 26.78 6 1 5
27 Oct 180.17 2 0.2 28.19 1 0 3
24 Oct 181.02 1.8 -0.55 27.37 1 0 3
23 Oct 180.08 2.35 -1.1 28.84 1 0 4
21 Oct 178.39 3.45 0.95 - 0 0 0
14 Oct 175.37 3.45 0.95 28.13 2 1 3
9 Oct 178.45 2.5 0.4 - 1 0 1
6 Oct 176.62 6.8 0 5.60 0 0 0
3 Oct 177.36 6.8 0 4.94 0 0 0


For Gail (India) Ltd - strike price 165 expiring on 30DEC2025

Delta for 165 PE is -0.29

Historical price for 165 PE is as follows

On 16 Dec GAIL was trading at 168.32. The strike last trading price was 1.28, which was 0.38 higher than the previous day. The implied volatity was 21.20, the open interest changed by 71 which increased total open position to 1129


On 15 Dec GAIL was trading at 169.86. The strike last trading price was 0.96, which was 0.06 higher than the previous day. The implied volatity was 21.05, the open interest changed by -55 which decreased total open position to 1071


On 12 Dec GAIL was trading at 170.71. The strike last trading price was 0.91, which was -0.43 lower than the previous day. The implied volatity was 21.16, the open interest changed by 83 which increased total open position to 1127


On 11 Dec GAIL was trading at 168.95. The strike last trading price was 1.36, which was -0.35 lower than the previous day. The implied volatity was 20.73, the open interest changed by -20 which decreased total open position to 1043


On 10 Dec GAIL was trading at 168.02. The strike last trading price was 1.81, which was 0.16 higher than the previous day. The implied volatity was 21.98, the open interest changed by -44 which decreased total open position to 1064


On 9 Dec GAIL was trading at 167.89. The strike last trading price was 1.77, which was -0.5 lower than the previous day. The implied volatity was 21.08, the open interest changed by 26 which increased total open position to 1116


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 2.43, which was 1.02 higher than the previous day. The implied volatity was 21.04, the open interest changed by -67 which decreased total open position to 1093


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 1.36, which was -0.07 lower than the previous day. The implied volatity was 20.82, the open interest changed by -8 which decreased total open position to 1158


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 1.42, which was -0.22 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 1167


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 1.53, which was 0.63 higher than the previous day. The implied volatity was 22.22, the open interest changed by 50 which increased total open position to 1162


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 0.88, which was -0.1 lower than the previous day. The implied volatity was 23.57, the open interest changed by -4 which decreased total open position to 1113


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 0.96, which was 0.01 higher than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 1117


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 0.89, which was 0.53 higher than the previous day. The implied volatity was 23.87, the open interest changed by 837 which increased total open position to 1117


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 0.36, which was 0.02 higher than the previous day. The implied volatity was 25.67, the open interest changed by 21 which increased total open position to 280


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 0.34, which was -0.24 lower than the previous day. The implied volatity was 25.90, the open interest changed by 109 which increased total open position to 259


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 0.59, which was 0.04 higher than the previous day. The implied volatity was 23.91, the open interest changed by 54 which increased total open position to 150


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 0.55, which was 0.06 higher than the previous day. The implied volatity was 23.89, the open interest changed by 30 which increased total open position to 97


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 0.48, which was -0.03 lower than the previous day. The implied volatity was 24.60, the open interest changed by 12 which increased total open position to 69


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 25.79, the open interest changed by -12 which decreased total open position to 57


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 0.6, which was -0.03 lower than the previous day. The implied volatity was 26.29, the open interest changed by 34 which increased total open position to 70


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 0.63, which was -0.02 lower than the previous day. The implied volatity was 26.64, the open interest changed by -4 which decreased total open position to 36


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 0.65, which was -0.19 lower than the previous day. The implied volatity was 27.25, the open interest changed by -2 which decreased total open position to 40


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 0.85, which was 0.02 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 41


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 0.83, which was -0.12 lower than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 41


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 26.36, the open interest changed by -1 which decreased total open position to 40


On 11 Nov GAIL was trading at 182.34. The strike last trading price was 0.95, which was -0.26 lower than the previous day. The implied volatity was 26.27, the open interest changed by 1 which increased total open position to 40


On 10 Nov GAIL was trading at 181.52. The strike last trading price was 1.22, which was -0.46 lower than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 40


On 7 Nov GAIL was trading at 180.47. The strike last trading price was 1.68, which was 0 lower than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 39


On 6 Nov GAIL was trading at 178.98. The strike last trading price was 1.68, which was 0.27 higher than the previous day. The implied volatity was 26.83, the open interest changed by 1 which increased total open position to 31


On 4 Nov GAIL was trading at 181.62. The strike last trading price was 1.41, which was 0.22 higher than the previous day. The implied volatity was 27.30, the open interest changed by 5 which increased total open position to 27


On 3 Nov GAIL was trading at 183.69. The strike last trading price was 1.19, which was -0.31 lower than the previous day. The implied volatity was 27.58, the open interest changed by 2 which increased total open position to 24


On 31 Oct GAIL was trading at 182.76. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 21


On 30 Oct GAIL was trading at 183.09. The strike last trading price was 1.55, which was 0.3 higher than the previous day. The implied volatity was 28.69, the open interest changed by 5 which increased total open position to 15


On 29 Oct GAIL was trading at 184.64. The strike last trading price was 1.25, which was -0.9 lower than the previous day. The implied volatity was 27.98, the open interest changed by 5 which increased total open position to 10


On 28 Oct GAIL was trading at 178.46. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 5


On 27 Oct GAIL was trading at 180.17. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 3


On 24 Oct GAIL was trading at 181.02. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 3


On 23 Oct GAIL was trading at 180.08. The strike last trading price was 2.35, which was -1.1 lower than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 4


On 21 Oct GAIL was trading at 178.39. The strike last trading price was 3.45, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct GAIL was trading at 175.37. The strike last trading price was 3.45, which was 0.95 higher than the previous day. The implied volatity was 28.13, the open interest changed by 1 which increased total open position to 3


On 9 Oct GAIL was trading at 178.45. The strike last trading price was 2.5, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Oct GAIL was trading at 176.62. The strike last trading price was 6.8, which was 0 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0


On 3 Oct GAIL was trading at 177.36. The strike last trading price was 6.8, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0