GAIL
Gail (India) Ltd
Historical option data for GAIL
06 Mar 2026 04:11 PM IST
| GAIL 30-MAR-2026 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.14
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 155.71 | 2.33 | 0.03 | 33.8 | 850 | -47 | 654 | |||||||||
| 5 Mar | 156.73 | 2.2 | -0.12 | 31.68 | 1,202 | 3 | 701 | |||||||||
| 4 Mar | 154.61 | 2.36 | -2.8 | 34.51 | 2,702 | 136 | 699 | |||||||||
| 2 Mar | 165.07 | 5.3 | -1.97 | 24.15 | 673 | 59 | 563 | |||||||||
| 27 Feb | 169.53 | 7.11 | -0.8 | 20.42 | 265 | -52 | 504 | |||||||||
| 26 Feb | 169.96 | 7.97 | 0.27 | 19.92 | 61 | -11 | 556 | |||||||||
| 25 Feb | 170.00 | 8.02 | 1.19 | 20.32 | 203 | -3 | 568 | |||||||||
| 24 Feb | 167.86 | 7.07 | 1 | 19.95 | 175 | 47 | 575 | |||||||||
| 23 Feb | 167.13 | 6.08 | -1.09 | 19.37 | 197 | 88 | 528 | |||||||||
| 20 Feb | 168.47 | 7.13 | 0.73 | 20.15 | 183 | 8 | 441 | |||||||||
| 19 Feb | 166.88 | 6.36 | -0.12 | 20.24 | 212 | 46 | 432 | |||||||||
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| 18 Feb | 167.31 | 6.31 | 0.47 | 18.91 | 215 | 76 | 385 | |||||||||
| 17 Feb | 165.75 | 5.91 | 0 | 20.08 | 156 | 59 | 305 | |||||||||
| 16 Feb | 164.82 | 5.9 | 1.22 | 23.36 | 115 | 14 | 243 | |||||||||
| 13 Feb | 161.69 | 4.73 | -1.06 | 22.89 | 124 | 96 | 229 | |||||||||
| 12 Feb | 163.72 | 5.69 | -0.16 | 23.14 | 46 | 7 | 132 | |||||||||
| 11 Feb | 163.47 | 5.85 | -0.54 | 24.28 | 35 | 10 | 125 | |||||||||
| 10 Feb | 164.55 | 6.38 | 0.34 | 23.62 | 60 | -14 | 115 | |||||||||
| 9 Feb | 163.64 | 6.1 | 0.16 | 22.9 | 36 | 10 | 130 | |||||||||
| 6 Feb | 162.99 | 6.1 | 1.48 | 23.77 | 35 | -6 | 122 | |||||||||
| 5 Feb | 160.18 | 4.62 | -0.16 | 23.63 | 41 | 16 | 126 | |||||||||
| 4 Feb | 165.41 | 7.35 | 1.24 | 22.42 | 19 | 13 | 112 | |||||||||
| 3 Feb | 162.80 | 6.11 | 1.31 | 23.16 | 104 | 86 | 92 | |||||||||
| 2 Feb | 160.39 | 4.8 | -0.19 | 22.92 | 3 | 0 | 3 | |||||||||
| 1 Feb | 162.42 | 4.99 | -3.98 | 19.4 | 2 | 0 | 2 | |||||||||
| 30 Jan | 167.29 | 8.97 | 1.69 | 24.04 | 2 | 1 | 1 | |||||||||
| 29 Jan | 167.38 | 7.28 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 168.14 | 7.28 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 165 expiring on 30MAR2026
Delta for 165 CE is 0.29
Historical price for 165 CE is as follows
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 2.33, which was 0.03 higher than the previous day. The implied volatity was 33.8, the open interest changed by -47 which decreased total open position to 654
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 2.2, which was -0.12 lower than the previous day. The implied volatity was 31.68, the open interest changed by 3 which increased total open position to 701
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 2.36, which was -2.8 lower than the previous day. The implied volatity was 34.51, the open interest changed by 136 which increased total open position to 699
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 5.3, which was -1.97 lower than the previous day. The implied volatity was 24.15, the open interest changed by 59 which increased total open position to 563
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 7.11, which was -0.8 lower than the previous day. The implied volatity was 20.42, the open interest changed by -52 which decreased total open position to 504
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 7.97, which was 0.27 higher than the previous day. The implied volatity was 19.92, the open interest changed by -11 which decreased total open position to 556
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 8.02, which was 1.19 higher than the previous day. The implied volatity was 20.32, the open interest changed by -3 which decreased total open position to 568
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 7.07, which was 1 higher than the previous day. The implied volatity was 19.95, the open interest changed by 47 which increased total open position to 575
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 6.08, which was -1.09 lower than the previous day. The implied volatity was 19.37, the open interest changed by 88 which increased total open position to 528
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 7.13, which was 0.73 higher than the previous day. The implied volatity was 20.15, the open interest changed by 8 which increased total open position to 441
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 6.36, which was -0.12 lower than the previous day. The implied volatity was 20.24, the open interest changed by 46 which increased total open position to 432
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 6.31, which was 0.47 higher than the previous day. The implied volatity was 18.91, the open interest changed by 76 which increased total open position to 385
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 5.91, which was 0 lower than the previous day. The implied volatity was 20.08, the open interest changed by 59 which increased total open position to 305
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 5.9, which was 1.22 higher than the previous day. The implied volatity was 23.36, the open interest changed by 14 which increased total open position to 243
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 4.73, which was -1.06 lower than the previous day. The implied volatity was 22.89, the open interest changed by 96 which increased total open position to 229
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 5.69, which was -0.16 lower than the previous day. The implied volatity was 23.14, the open interest changed by 7 which increased total open position to 132
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 5.85, which was -0.54 lower than the previous day. The implied volatity was 24.28, the open interest changed by 10 which increased total open position to 125
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 6.38, which was 0.34 higher than the previous day. The implied volatity was 23.62, the open interest changed by -14 which decreased total open position to 115
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 6.1, which was 0.16 higher than the previous day. The implied volatity was 22.9, the open interest changed by 10 which increased total open position to 130
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 6.1, which was 1.48 higher than the previous day. The implied volatity was 23.77, the open interest changed by -6 which decreased total open position to 122
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 4.62, which was -0.16 lower than the previous day. The implied volatity was 23.63, the open interest changed by 16 which increased total open position to 126
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 7.35, which was 1.24 higher than the previous day. The implied volatity was 22.42, the open interest changed by 13 which increased total open position to 112
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 6.11, which was 1.31 higher than the previous day. The implied volatity was 23.16, the open interest changed by 86 which increased total open position to 92
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 4.8, which was -0.19 lower than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 3
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 4.99, which was -3.98 lower than the previous day. The implied volatity was 19.4, the open interest changed by 0 which decreased total open position to 2
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 8.97, which was 1.69 higher than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 1
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 7.28, 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 7.28, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
| GAIL 30MAR2026 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.14
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 155.71 | 11.64 | 1.87 | 40.85 | 106 | -41 | 661 |
| 5 Mar | 156.73 | 10.21 | -2.04 | 31.22 | 242 | 71 | 702 |
| 4 Mar | 154.61 | 12.38 | 8.22 | 40.19 | 665 | -349 | 630 |
| 2 Mar | 165.07 | 4.05 | 1.92 | 26.72 | 1,883 | 196 | 978 |
| 27 Feb | 169.53 | 2.3 | 0.5 | 22.97 | 1,652 | -91 | 781 |
| 26 Feb | 169.96 | 1.73 | -0.18 | 21.28 | 523 | 16 | 873 |
| 25 Feb | 170.00 | 1.95 | -0.58 | 22.14 | 673 | -39 | 857 |
| 24 Feb | 167.86 | 2.46 | -0.64 | 22.55 | 727 | 244 | 895 |
| 23 Feb | 167.13 | 3.09 | 0.2 | 23.09 | 323 | 125 | 650 |
| 20 Feb | 168.47 | 2.98 | -0.41 | 23.57 | 340 | 8 | 523 |
| 19 Feb | 166.88 | 3.34 | 0.33 | 22.84 | 517 | 255 | 510 |
| 18 Feb | 167.31 | 3.08 | -0.83 | 21.77 | 244 | 102 | 254 |
| 17 Feb | 165.75 | 3.98 | -0.5 | 23.78 | 148 | 83 | 150 |
| 16 Feb | 164.82 | 4.45 | -1.99 | 23.08 | 37 | 28 | 66 |
| 13 Feb | 161.69 | 6.44 | 0.31 | 26.08 | 3 | 1 | 38 |
| 12 Feb | 163.72 | 6.13 | 0.57 | 27.94 | 1 | 0 | 37 |
| 11 Feb | 163.47 | 5.56 | 0.47 | 24.59 | 9 | 3 | 36 |
| 10 Feb | 164.55 | 5.09 | -0.61 | 24.59 | 16 | 10 | 32 |
| 9 Feb | 163.64 | 5.7 | 0.7 | 26.33 | 5 | 4 | 21 |
| 6 Feb | 162.99 | 5 | -5.48 | 21.45 | 1 | 0 | 17 |
| 5 Feb | 160.18 | 10.48 | 1.63 | - | 0 | 0 | 17 |
| 4 Feb | 165.41 | 4.89 | -1.11 | 25.16 | 8 | 3 | 17 |
| 3 Feb | 162.80 | 6 | 0 | 24.86 | 1 | 0 | 14 |
| 2 Feb | 160.39 | 6 | 0 | - | 0 | 0 | 14 |
| 1 Feb | 162.42 | 6 | 0 | 23.52 | 5 | 0 | 9 |
| 30 Jan | 167.29 | 6 | 0.75 | - | 0 | 0 | 9 |
| 29 Jan | 167.38 | 6 | 0.75 | 30.57 | 9 | 7 | 8 |
| 28 Jan | 168.14 | 5.25 | -5.32 | 29.09 | 2 | 1 | 1 |
For Gail (India) Ltd - strike price 165 expiring on 30MAR2026
Delta for 165 PE is -0.67
Historical price for 165 PE is as follows
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 11.64, which was 1.87 higher than the previous day. The implied volatity was 40.85, the open interest changed by -41 which decreased total open position to 661
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 10.21, which was -2.04 lower than the previous day. The implied volatity was 31.22, the open interest changed by 71 which increased total open position to 702
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 12.38, which was 8.22 higher than the previous day. The implied volatity was 40.19, the open interest changed by -349 which decreased total open position to 630
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 4.05, which was 1.92 higher than the previous day. The implied volatity was 26.72, the open interest changed by 196 which increased total open position to 978
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 2.3, which was 0.5 higher than the previous day. The implied volatity was 22.97, the open interest changed by -91 which decreased total open position to 781
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 1.73, which was -0.18 lower than the previous day. The implied volatity was 21.28, the open interest changed by 16 which increased total open position to 873
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 1.95, which was -0.58 lower than the previous day. The implied volatity was 22.14, the open interest changed by -39 which decreased total open position to 857
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 2.46, which was -0.64 lower than the previous day. The implied volatity was 22.55, the open interest changed by 244 which increased total open position to 895
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 3.09, which was 0.2 higher than the previous day. The implied volatity was 23.09, the open interest changed by 125 which increased total open position to 650
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 2.98, which was -0.41 lower than the previous day. The implied volatity was 23.57, the open interest changed by 8 which increased total open position to 523
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 3.34, which was 0.33 higher than the previous day. The implied volatity was 22.84, the open interest changed by 255 which increased total open position to 510
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 3.08, which was -0.83 lower than the previous day. The implied volatity was 21.77, the open interest changed by 102 which increased total open position to 254
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 3.98, which was -0.5 lower than the previous day. The implied volatity was 23.78, the open interest changed by 83 which increased total open position to 150
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 4.45, which was -1.99 lower than the previous day. The implied volatity was 23.08, the open interest changed by 28 which increased total open position to 66
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 6.44, which was 0.31 higher than the previous day. The implied volatity was 26.08, the open interest changed by 1 which increased total open position to 38
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 6.13, which was 0.57 higher than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 37
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 5.56, which was 0.47 higher than the previous day. The implied volatity was 24.59, the open interest changed by 3 which increased total open position to 36
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 5.09, which was -0.61 lower than the previous day. The implied volatity was 24.59, the open interest changed by 10 which increased total open position to 32
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 5.7, which was 0.7 higher than the previous day. The implied volatity was 26.33, the open interest changed by 4 which increased total open position to 21
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 5, which was -5.48 lower than the previous day. The implied volatity was 21.45, the open interest changed by 0 which decreased total open position to 17
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 10.48, which was 1.63 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 4.89, which was -1.11 lower than the previous day. The implied volatity was 25.16, the open interest changed by 3 which increased total open position to 17
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 14
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 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 14
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 9
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 6, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 6, which was 0.75 higher than the previous day. The implied volatity was 30.57, the open interest changed by 7 which increased total open position to 8
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 5.25, which was -5.32 lower than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 1
