GAIL
Gail (India) Ltd
Historical option data for GAIL
20 Feb 2026 04:11 PM IST
| GAIL 24-FEB-2026 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.03
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 168.47 | 3.37 | 0.87 | 13.24 | 596 | -99 | 1,019 | |||||||||
| 19 Feb | 166.88 | 2.75 | -0.19 | 19.74 | 909 | -151 | 1,166 | |||||||||
| 18 Feb | 167.31 | 2.64 | 0.31 | 13.54 | 4,493 | -2,047 | 1,332 | |||||||||
| 17 Feb | 165.75 | 2.35 | -0.04 | 18.45 | 2,016 | 71 | 3,394 | |||||||||
| 16 Feb | 164.82 | 2.27 | 0.9 | 24.06 | 4,531 | -21 | 3,311 | |||||||||
| 13 Feb | 161.69 | 1.37 | -0.96 | 21.43 | 1,707 | 181 | 3,323 | |||||||||
| 12 Feb | 163.72 | 2.21 | -0.38 | 22.06 | 1,879 | 63 | 3,142 | |||||||||
| 11 Feb | 163.47 | 2.45 | -0.79 | 24.29 | 1,853 | 170 | 3,083 | |||||||||
| 10 Feb | 164.55 | 3.15 | 0.26 | 24.56 | 3,222 | -251 | 2,921 | |||||||||
| 9 Feb | 163.64 | 3.1 | 0.19 | 24.48 | 2,082 | 31 | 3,181 | |||||||||
| 6 Feb | 162.99 | 2.94 | 1.08 | 24.01 | 4,522 | 1,158 | 3,157 | |||||||||
| 5 Feb | 160.18 | 1.82 | -0.31 | 23.54 | 1,225 | 161 | 1,998 | |||||||||
| 4 Feb | 165.41 | 4.45 | 1.26 | 23.29 | 3,036 | 295 | 1,222 | |||||||||
| 3 Feb | 162.80 | 3.13 | 0.89 | 23.01 | 1,524 | 49 | 935 | |||||||||
| 2 Feb | 160.39 | 2.27 | -0.87 | 23.59 | 1,647 | 251 | 886 | |||||||||
| 1 Feb | 162.42 | 3.07 | -3.64 | 23.01 | 1,616 | 0 | 635 | |||||||||
| 30 Jan | 167.29 | 6.7 | -0.67 | 28.67 | 340 | 10 | 634 | |||||||||
| 29 Jan | 167.38 | 7.4 | -0.46 | 32.2 | 456 | -107 | 632 | |||||||||
| 28 Jan | 168.14 | 7.98 | 4.31 | 30.8 | 2,531 | 11 | 746 | |||||||||
| 27 Jan | 159.98 | 3.91 | 0.06 | 28.55 | 738 | 187 | 737 | |||||||||
| 23 Jan | 160.81 | 3.88 | -1.34 | 26.74 | 497 | 135 | 550 | |||||||||
| 22 Jan | 163.57 | 5.27 | 0.26 | 26.04 | 279 | 99 | 416 | |||||||||
| 21 Jan | 162.68 | 4.95 | 0.65 | 27.7 | 436 | 143 | 315 | |||||||||
| 20 Jan | 161.21 | 4.3 | -1.77 | 27.09 | 123 | 38 | 171 | |||||||||
| 19 Jan | 164.72 | 5.89 | -0.36 | 26.93 | 85 | 42 | 134 | |||||||||
| 16 Jan | 164.24 | 6.25 | -0.61 | 26.48 | 77 | 41 | 95 | |||||||||
| 14 Jan | 165.17 | 6.86 | -0.13 | 26.61 | 23 | 8 | 54 | |||||||||
| 13 Jan | 165.26 | 6.99 | -0.39 | 26.25 | 18 | 6 | 45 | |||||||||
| 12 Jan | 166.55 | 7.71 | 1.28 | 24.27 | 13 | 2 | 37 | |||||||||
| 9 Jan | 164.36 | 6.31 | 0.13 | 24.18 | 4 | 2 | 34 | |||||||||
| 8 Jan | 163.53 | 6.18 | -2.92 | 25.59 | 22 | 19 | 31 | |||||||||
| 7 Jan | 168.48 | 9.1 | -3.15 | 24.38 | 12 | 11 | 11 | |||||||||
| 6 Jan | 169.39 | 12.25 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 173.05 | 12.25 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 175.38 | 12.25 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 171.77 | 12.25 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 172.16 | 12.25 | 0.25 | 24.87 | 1 | 0 | 1 | |||||||||
| 30 Dec | 170.63 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 29 Dec | 170.42 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
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| 26 Dec | 171.02 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 171.00 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 23 Dec | 172.04 | 12 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 171.72 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 19 Dec | 169.76 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 18 Dec | 167.55 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 169.07 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 16 Dec | 168.32 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 15 Dec | 169.86 | 12 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 170.71 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 168.95 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 168.02 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 167.89 | 12 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 166.81 | 12 | -10.75 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 169.98 | 12 | -10.75 | - | 1 | 0 | 0 | |||||||||
| 4 Dec | 170.63 | 22.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 170.27 | 22.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 175.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 175.41 | 22.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 176.09 | 22.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 183.80 | 22.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 165 expiring on 24FEB2026
Delta for 165 CE is 0.92
Historical price for 165 CE is as follows
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 3.37, which was 0.87 higher than the previous day. The implied volatity was 13.24, the open interest changed by -99 which decreased total open position to 1019
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 2.75, which was -0.19 lower than the previous day. The implied volatity was 19.74, the open interest changed by -151 which decreased total open position to 1166
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 2.64, which was 0.31 higher than the previous day. The implied volatity was 13.54, the open interest changed by -2047 which decreased total open position to 1332
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 2.35, which was -0.04 lower than the previous day. The implied volatity was 18.45, the open interest changed by 71 which increased total open position to 3394
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 2.27, which was 0.9 higher than the previous day. The implied volatity was 24.06, the open interest changed by -21 which decreased total open position to 3311
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 1.37, which was -0.96 lower than the previous day. The implied volatity was 21.43, the open interest changed by 181 which increased total open position to 3323
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 2.21, which was -0.38 lower than the previous day. The implied volatity was 22.06, the open interest changed by 63 which increased total open position to 3142
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 2.45, which was -0.79 lower than the previous day. The implied volatity was 24.29, the open interest changed by 170 which increased total open position to 3083
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 3.15, which was 0.26 higher than the previous day. The implied volatity was 24.56, the open interest changed by -251 which decreased total open position to 2921
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 3.1, which was 0.19 higher than the previous day. The implied volatity was 24.48, the open interest changed by 31 which increased total open position to 3181
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 2.94, which was 1.08 higher than the previous day. The implied volatity was 24.01, the open interest changed by 1158 which increased total open position to 3157
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 1.82, which was -0.31 lower than the previous day. The implied volatity was 23.54, the open interest changed by 161 which increased total open position to 1998
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 4.45, which was 1.26 higher than the previous day. The implied volatity was 23.29, the open interest changed by 295 which increased total open position to 1222
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 3.13, which was 0.89 higher than the previous day. The implied volatity was 23.01, the open interest changed by 49 which increased total open position to 935
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 2.27, which was -0.87 lower than the previous day. The implied volatity was 23.59, the open interest changed by 251 which increased total open position to 886
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 3.07, which was -3.64 lower than the previous day. The implied volatity was 23.01, the open interest changed by 0 which decreased total open position to 635
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 6.7, which was -0.67 lower than the previous day. The implied volatity was 28.67, the open interest changed by 10 which increased total open position to 634
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 7.4, which was -0.46 lower than the previous day. The implied volatity was 32.2, the open interest changed by -107 which decreased total open position to 632
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 7.98, which was 4.31 higher than the previous day. The implied volatity was 30.8, the open interest changed by 11 which increased total open position to 746
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 3.91, which was 0.06 higher than the previous day. The implied volatity was 28.55, the open interest changed by 187 which increased total open position to 737
On 23 Jan GAIL was trading at 160.81. The strike last trading price was 3.88, which was -1.34 lower than the previous day. The implied volatity was 26.74, the open interest changed by 135 which increased total open position to 550
On 22 Jan GAIL was trading at 163.57. The strike last trading price was 5.27, which was 0.26 higher than the previous day. The implied volatity was 26.04, the open interest changed by 99 which increased total open position to 416
On 21 Jan GAIL was trading at 162.68. The strike last trading price was 4.95, which was 0.65 higher than the previous day. The implied volatity was 27.7, the open interest changed by 143 which increased total open position to 315
On 20 Jan GAIL was trading at 161.21. The strike last trading price was 4.3, which was -1.77 lower than the previous day. The implied volatity was 27.09, the open interest changed by 38 which increased total open position to 171
On 19 Jan GAIL was trading at 164.72. The strike last trading price was 5.89, which was -0.36 lower than the previous day. The implied volatity was 26.93, the open interest changed by 42 which increased total open position to 134
On 16 Jan GAIL was trading at 164.24. The strike last trading price was 6.25, which was -0.61 lower than the previous day. The implied volatity was 26.48, the open interest changed by 41 which increased total open position to 95
On 14 Jan GAIL was trading at 165.17. The strike last trading price was 6.86, which was -0.13 lower than the previous day. The implied volatity was 26.61, the open interest changed by 8 which increased total open position to 54
On 13 Jan GAIL was trading at 165.26. The strike last trading price was 6.99, which was -0.39 lower than the previous day. The implied volatity was 26.25, the open interest changed by 6 which increased total open position to 45
On 12 Jan GAIL was trading at 166.55. The strike last trading price was 7.71, which was 1.28 higher than the previous day. The implied volatity was 24.27, the open interest changed by 2 which increased total open position to 37
On 9 Jan GAIL was trading at 164.36. The strike last trading price was 6.31, which was 0.13 higher than the previous day. The implied volatity was 24.18, the open interest changed by 2 which increased total open position to 34
On 8 Jan GAIL was trading at 163.53. The strike last trading price was 6.18, which was -2.92 lower than the previous day. The implied volatity was 25.59, the open interest changed by 19 which increased total open position to 31
On 7 Jan GAIL was trading at 168.48. The strike last trading price was 9.1, which was -3.15 lower than the previous day. The implied volatity was 24.38, the open interest changed by 11 which increased total open position to 11
On 6 Jan GAIL was trading at 169.39. The strike last trading price was 12.25, which was 0.25 higher 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 12.25, which was 0.25 higher 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 12.25, which was 0.25 higher 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 12.25, which was 0.25 higher 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 12.25, which was 0.25 higher than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 1
On 30 Dec GAIL was trading at 170.63. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec GAIL was trading at 170.42. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec GAIL was trading at 171.02. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec GAIL was trading at 171.00. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec GAIL was trading at 172.04. The strike last trading price was 12, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec GAIL was trading at 171.72. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec GAIL was trading at 169.76. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec GAIL was trading at 167.55. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 12, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 22.75, 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 Dec GAIL was trading at 170.27. The strike last trading price was 22.75, 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 Dec GAIL was trading at 175.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 22.75, 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 Nov GAIL was trading at 176.09. The strike last trading price was 22.75, 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 Nov GAIL was trading at 183.80. The strike last trading price was 22.75, 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 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.04
Theta: -0.09
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 168.47 | 0.28 | -0.44 | 19.02 | 1,827 | 50 | 783 |
| 19 Feb | 166.88 | 0.65 | -0.09 | 18.63 | 1,928 | -135 | 715 |
| 18 Feb | 167.31 | 0.81 | -0.88 | 20.25 | 2,382 | -380 | 848 |
| 17 Feb | 165.75 | 1.7 | -0.43 | 24.62 | 826 | 130 | 1,230 |
| 16 Feb | 164.82 | 2.34 | -2.29 | 23.36 | 715 | 126 | 1,103 |
| 13 Feb | 161.69 | 4.71 | 1.31 | 29.21 | 239 | 29 | 978 |
| 12 Feb | 163.72 | 3.47 | 0.11 | 25.47 | 182 | -10 | 949 |
| 11 Feb | 163.47 | 3.56 | 0.5 | 23.85 | 373 | -5 | 960 |
| 10 Feb | 164.55 | 3.12 | -0.32 | 24.26 | 1,343 | 56 | 966 |
| 9 Feb | 163.64 | 3.27 | -0.92 | 23.47 | 290 | 75 | 911 |
| 6 Feb | 162.99 | 4.09 | -1.92 | 24.09 | 376 | 33 | 818 |
| 5 Feb | 160.18 | 6.15 | 0.23 | 25.69 | 166 | 60 | 785 |
| 4 Feb | 165.41 | 3.11 | -1.4 | 25.09 | 1,258 | 102 | 890 |
| 3 Feb | 162.80 | 4.41 | -1.86 | 24.92 | 381 | 38 | 787 |
| 2 Feb | 160.39 | 6.26 | 0.98 | 27.13 | 271 | -14 | 749 |
| 1 Feb | 162.42 | 5.47 | 1.74 | 28.74 | 1,609 | -64 | 768 |
| 30 Jan | 167.29 | 3.7 | -0.88 | 29.72 | 1,965 | -297 | 817 |
| 29 Jan | 167.38 | 4.6 | 0.61 | 34.41 | 1,955 | 311 | 1,111 |
| 28 Jan | 168.14 | 3.95 | -3.38 | 32.58 | 1,121 | 145 | 798 |
| 27 Jan | 159.98 | 7.1 | -0.33 | 31.68 | 170 | 47 | 651 |
| 23 Jan | 160.81 | 7.35 | 1.95 | 30.79 | 254 | 73 | 605 |
| 22 Jan | 163.57 | 5.27 | -1.09 | 27.64 | 129 | 82 | 532 |
| 21 Jan | 162.68 | 6.34 | -0.48 | 29.06 | 178 | 118 | 449 |
| 20 Jan | 161.21 | 7 | 1.78 | 28.48 | 53 | 24 | 330 |
| 19 Jan | 164.72 | 5.59 | -0.1 | 28.98 | 71 | 17 | 307 |
| 16 Jan | 164.24 | 5.69 | 0.43 | 29.27 | 129 | 92 | 287 |
| 14 Jan | 165.17 | 5.26 | -0.33 | 28.19 | 15 | 8 | 195 |
| 13 Jan | 165.26 | 5.59 | 1.09 | 29.83 | 10 | 2 | 186 |
| 12 Jan | 166.55 | 4.5 | -0.85 | 27.87 | 7 | -1 | 184 |
| 9 Jan | 164.36 | 5.35 | -0.85 | 25.94 | 18 | 3 | 184 |
| 8 Jan | 163.53 | 6.38 | 2.5 | 28.21 | 138 | 90 | 181 |
| 7 Jan | 168.48 | 3.88 | 0.42 | 26.33 | 29 | 21 | 92 |
| 6 Jan | 169.39 | 3.55 | 1.3 | 25.4 | 24 | 17 | 68 |
| 5 Jan | 173.05 | 2.25 | 0.43 | 24.38 | 3 | 0 | 50 |
| 2 Jan | 175.38 | 1.82 | -0.67 | 24.36 | 16 | 9 | 49 |
| 1 Jan | 171.77 | 2.49 | 0.19 | 23.29 | 19 | 1 | 40 |
| 31 Dec | 172.16 | 2.3 | -0.2 | 22.62 | 5 | 0 | 39 |
| 30 Dec | 170.63 | 2.5 | -0.35 | 22.1 | 3 | 1 | 38 |
| 29 Dec | 170.42 | 2.85 | -1.25 | 22.84 | 33 | 28 | 32 |
| 26 Dec | 171.02 | 4.1 | -0.45 | - | 0 | 0 | 4 |
| 24 Dec | 171.00 | 4.1 | -0.45 | - | 0 | 0 | 4 |
| 23 Dec | 172.04 | 4.1 | - | - | 0 | 0 | 0 |
| 22 Dec | 171.72 | 4.1 | -0.45 | - | 0 | 0 | 4 |
| 19 Dec | 169.76 | 4.1 | -0.45 | 25.91 | 1 | 0 | 3 |
| 18 Dec | 167.55 | 4.6 | 0.75 | 25.01 | 15 | 1 | 2 |
| 17 Dec | 169.07 | 3.85 | -1.2 | - | 0 | 0 | 1 |
| 16 Dec | 168.32 | 3.85 | -1.2 | - | 0 | 0 | 1 |
| 15 Dec | 169.86 | 3.85 | -1.2 | - | 0 | 0 | 0 |
| 12 Dec | 170.71 | 3.85 | -1.2 | - | 0 | 0 | 1 |
| 11 Dec | 168.95 | 3.85 | -1.2 | - | 1 | 0 | 0 |
| 10 Dec | 168.02 | 5.05 | 0 | 2.85 | 0 | 0 | 0 |
| 9 Dec | 167.89 | 5.05 | 0 | 2.89 | 0 | 0 | 0 |
| 8 Dec | 166.81 | 5.05 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 169.98 | 5.05 | 0 | 3.35 | 0 | 0 | 0 |
| 4 Dec | 170.63 | 5.05 | 0 | 3.69 | 0 | 0 | 0 |
| 3 Dec | 170.27 | 5.05 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 175.00 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 175.41 | 5.05 | 0 | 5.1 | 0 | 0 | 0 |
| 28 Nov | 176.09 | 5.05 | 0 | 5.45 | 0 | 0 | 0 |
| 27 Nov | 183.80 | 5.05 | 0 | 7.67 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 165 expiring on 24FEB2026
Delta for 165 PE is -0.16
Historical price for 165 PE is as follows
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 0.28, which was -0.44 lower than the previous day. The implied volatity was 19.02, the open interest changed by 50 which increased total open position to 783
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 0.65, which was -0.09 lower than the previous day. The implied volatity was 18.63, the open interest changed by -135 which decreased total open position to 715
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 0.81, which was -0.88 lower than the previous day. The implied volatity was 20.25, the open interest changed by -380 which decreased total open position to 848
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 1.7, which was -0.43 lower than the previous day. The implied volatity was 24.62, the open interest changed by 130 which increased total open position to 1230
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 2.34, which was -2.29 lower than the previous day. The implied volatity was 23.36, the open interest changed by 126 which increased total open position to 1103
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 4.71, which was 1.31 higher than the previous day. The implied volatity was 29.21, the open interest changed by 29 which increased total open position to 978
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 3.47, which was 0.11 higher than the previous day. The implied volatity was 25.47, the open interest changed by -10 which decreased total open position to 949
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 3.56, which was 0.5 higher than the previous day. The implied volatity was 23.85, the open interest changed by -5 which decreased total open position to 960
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 3.12, which was -0.32 lower than the previous day. The implied volatity was 24.26, the open interest changed by 56 which increased total open position to 966
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 3.27, which was -0.92 lower than the previous day. The implied volatity was 23.47, the open interest changed by 75 which increased total open position to 911
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 4.09, which was -1.92 lower than the previous day. The implied volatity was 24.09, the open interest changed by 33 which increased total open position to 818
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 6.15, which was 0.23 higher than the previous day. The implied volatity was 25.69, the open interest changed by 60 which increased total open position to 785
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 3.11, which was -1.4 lower than the previous day. The implied volatity was 25.09, the open interest changed by 102 which increased total open position to 890
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 4.41, which was -1.86 lower than the previous day. The implied volatity was 24.92, the open interest changed by 38 which increased total open position to 787
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 6.26, which was 0.98 higher than the previous day. The implied volatity was 27.13, the open interest changed by -14 which decreased total open position to 749
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 5.47, which was 1.74 higher than the previous day. The implied volatity was 28.74, the open interest changed by -64 which decreased total open position to 768
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 3.7, which was -0.88 lower than the previous day. The implied volatity was 29.72, the open interest changed by -297 which decreased total open position to 817
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 4.6, which was 0.61 higher than the previous day. The implied volatity was 34.41, the open interest changed by 311 which increased total open position to 1111
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 3.95, which was -3.38 lower than the previous day. The implied volatity was 32.58, the open interest changed by 145 which increased total open position to 798
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 7.1, which was -0.33 lower than the previous day. The implied volatity was 31.68, the open interest changed by 47 which increased total open position to 651
On 23 Jan GAIL was trading at 160.81. The strike last trading price was 7.35, which was 1.95 higher than the previous day. The implied volatity was 30.79, the open interest changed by 73 which increased total open position to 605
On 22 Jan GAIL was trading at 163.57. The strike last trading price was 5.27, which was -1.09 lower than the previous day. The implied volatity was 27.64, the open interest changed by 82 which increased total open position to 532
On 21 Jan GAIL was trading at 162.68. The strike last trading price was 6.34, which was -0.48 lower than the previous day. The implied volatity was 29.06, the open interest changed by 118 which increased total open position to 449
On 20 Jan GAIL was trading at 161.21. The strike last trading price was 7, which was 1.78 higher than the previous day. The implied volatity was 28.48, the open interest changed by 24 which increased total open position to 330
On 19 Jan GAIL was trading at 164.72. The strike last trading price was 5.59, which was -0.1 lower than the previous day. The implied volatity was 28.98, the open interest changed by 17 which increased total open position to 307
On 16 Jan GAIL was trading at 164.24. The strike last trading price was 5.69, which was 0.43 higher than the previous day. The implied volatity was 29.27, the open interest changed by 92 which increased total open position to 287
On 14 Jan GAIL was trading at 165.17. The strike last trading price was 5.26, which was -0.33 lower than the previous day. The implied volatity was 28.19, the open interest changed by 8 which increased total open position to 195
On 13 Jan GAIL was trading at 165.26. The strike last trading price was 5.59, which was 1.09 higher than the previous day. The implied volatity was 29.83, the open interest changed by 2 which increased total open position to 186
On 12 Jan GAIL was trading at 166.55. The strike last trading price was 4.5, which was -0.85 lower than the previous day. The implied volatity was 27.87, the open interest changed by -1 which decreased total open position to 184
On 9 Jan GAIL was trading at 164.36. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was 25.94, the open interest changed by 3 which increased total open position to 184
On 8 Jan GAIL was trading at 163.53. The strike last trading price was 6.38, which was 2.5 higher than the previous day. The implied volatity was 28.21, the open interest changed by 90 which increased total open position to 181
On 7 Jan GAIL was trading at 168.48. The strike last trading price was 3.88, which was 0.42 higher than the previous day. The implied volatity was 26.33, the open interest changed by 21 which increased total open position to 92
On 6 Jan GAIL was trading at 169.39. The strike last trading price was 3.55, which was 1.3 higher than the previous day. The implied volatity was 25.4, the open interest changed by 17 which increased total open position to 68
On 5 Jan GAIL was trading at 173.05. The strike last trading price was 2.25, which was 0.43 higher than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 50
On 2 Jan GAIL was trading at 175.38. The strike last trading price was 1.82, which was -0.67 lower than the previous day. The implied volatity was 24.36, the open interest changed by 9 which increased total open position to 49
On 1 Jan GAIL was trading at 171.77. The strike last trading price was 2.49, which was 0.19 higher than the previous day. The implied volatity was 23.29, the open interest changed by 1 which increased total open position to 40
On 31 Dec GAIL was trading at 172.16. The strike last trading price was 2.3, which was -0.2 lower than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 39
On 30 Dec GAIL was trading at 170.63. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 22.1, the open interest changed by 1 which increased total open position to 38
On 29 Dec GAIL was trading at 170.42. The strike last trading price was 2.85, which was -1.25 lower than the previous day. The implied volatity was 22.84, the open interest changed by 28 which increased total open position to 32
On 26 Dec GAIL was trading at 171.02. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Dec GAIL was trading at 171.00. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Dec GAIL was trading at 172.04. The strike last trading price was 4.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec GAIL was trading at 171.72. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Dec GAIL was trading at 169.76. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 3
On 18 Dec GAIL was trading at 167.55. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 25.01, the open interest changed by 1 which increased total open position to 2
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 3.85, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 3.85, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 3.85, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 3.85, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 3.85, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 5.05, 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 Dec GAIL was trading at 169.98. The strike last trading price was 5.05, 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 4 Dec GAIL was trading at 170.63. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 5.05, 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 Dec GAIL was trading at 175.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 5.1, the open interest changed by 0 which decreased total open position to 0
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
