GAIL
Gail (India) Ltd
Historical option data for GAIL
04 Feb 2026 11:11 AM IST
| GAIL 24-FEB-2026 168 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.15
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 164.92 | 2.76 | 0.74 | 23.77 | 71 | -10 | 235 | |||||||||
| 3 Feb | 162.80 | 2.04 | 0.59 | 23.36 | 128 | 1 | 245 | |||||||||
| 2 Feb | 160.39 | 1.48 | -0.56 | 24.19 | 320 | -78 | 242 | |||||||||
| 1 Feb | 162.42 | 2.01 | -3.09 | 23.24 | 162 | -28 | 322 | |||||||||
| 30 Jan | 167.29 | 4.89 | -0.82 | 27.49 | 670 | 242 | 351 | |||||||||
| 29 Jan | 167.38 | 5.8 | -0.34 | 32.07 | 144 | -11 | 110 | |||||||||
| 28 Jan | 168.14 | 6.01 | 3.38 | 29.2 | 294 | 91 | 122 | |||||||||
| 27 Jan | 159.98 | 2.67 | -3.22 | 27.52 | 52 | 28 | 32 | |||||||||
| 23 Jan | 160.81 | 5.89 | 1.04 | - | 0 | 0 | 4 | |||||||||
| 22 Jan | 163.57 | 5.89 | 1.04 | - | 0 | 0 | 4 | |||||||||
| 21 Jan | 162.68 | 5.89 | 1.04 | - | 0 | 0 | 4 | |||||||||
| 20 Jan | 161.21 | 5.89 | 1.04 | - | 0 | 0 | 4 | |||||||||
| 19 Jan | 164.72 | 5.89 | 1.04 | 33.81 | 3 | 2 | 4 | |||||||||
| 16 Jan | 164.24 | 4.85 | -2.3 | - | 0 | 0 | 2 | |||||||||
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| 14 Jan | 165.17 | 4.85 | -2.3 | - | 0 | 0 | 2 | |||||||||
| 13 Jan | 165.26 | 4.85 | -2.3 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 166.55 | 4.85 | -2.3 | - | 0 | 0 | 2 | |||||||||
| 9 Jan | 164.36 | 4.85 | -2.3 | - | 0 | 0 | 2 | |||||||||
| 8 Jan | 163.53 | 4.85 | -2.3 | 25.68 | 7 | -1 | 8 | |||||||||
| 7 Jan | 168.48 | 7.15 | -4.01 | 23.58 | 11 | 9 | 9 | |||||||||
| 6 Jan | 169.39 | 11.16 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 173.05 | 11.16 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 175.38 | 11.16 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 171.77 | 11.16 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 172.16 | 11.16 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 168 expiring on 24FEB2026
Delta for 168 CE is 0.44
Historical price for 168 CE is as follows
On 4 Feb GAIL was trading at 164.92. The strike last trading price was 2.76, which was 0.74 higher than the previous day. The implied volatity was 23.77, the open interest changed by -10 which decreased total open position to 235
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 2.04, which was 0.59 higher than the previous day. The implied volatity was 23.36, the open interest changed by 1 which increased total open position to 245
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 1.48, which was -0.56 lower than the previous day. The implied volatity was 24.19, the open interest changed by -78 which decreased total open position to 242
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 2.01, which was -3.09 lower than the previous day. The implied volatity was 23.24, the open interest changed by -28 which decreased total open position to 322
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 4.89, which was -0.82 lower than the previous day. The implied volatity was 27.49, the open interest changed by 242 which increased total open position to 351
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 5.8, which was -0.34 lower than the previous day. The implied volatity was 32.07, the open interest changed by -11 which decreased total open position to 110
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 6.01, which was 3.38 higher than the previous day. The implied volatity was 29.2, the open interest changed by 91 which increased total open position to 122
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 2.67, which was -3.22 lower than the previous day. The implied volatity was 27.52, the open interest changed by 28 which increased total open position to 32
On 23 Jan GAIL was trading at 160.81. The strike last trading price was 5.89, which was 1.04 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Jan GAIL was trading at 163.57. The strike last trading price was 5.89, which was 1.04 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Jan GAIL was trading at 162.68. The strike last trading price was 5.89, which was 1.04 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Jan GAIL was trading at 161.21. The strike last trading price was 5.89, which was 1.04 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Jan GAIL was trading at 164.72. The strike last trading price was 5.89, which was 1.04 higher than the previous day. The implied volatity was 33.81, the open interest changed by 2 which increased total open position to 4
On 16 Jan GAIL was trading at 164.24. The strike last trading price was 4.85, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan GAIL was trading at 165.17. The strike last trading price was 4.85, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan GAIL was trading at 165.26. The strike last trading price was 4.85, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan GAIL was trading at 166.55. The strike last trading price was 4.85, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan GAIL was trading at 164.36. The strike last trading price was 4.85, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan GAIL was trading at 163.53. The strike last trading price was 4.85, which was -2.3 lower than the previous day. The implied volatity was 25.68, the open interest changed by -1 which decreased total open position to 8
On 7 Jan GAIL was trading at 168.48. The strike last trading price was 7.15, which was -4.01 lower than the previous day. The implied volatity was 23.58, the open interest changed by 9 which increased total open position to 9
On 6 Jan GAIL was trading at 169.39. The strike last trading price was 11.16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan GAIL was trading at 173.05. The strike last trading price was 11.16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan GAIL was trading at 175.38. The strike last trading price was 11.16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan GAIL was trading at 171.77. The strike last trading price was 11.16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec GAIL was trading at 172.16. The strike last trading price was 11.16, 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 168 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.15
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 164.92 | 4.84 | -1.41 | 24.02 | 5 | -2 | 192 |
| 3 Feb | 162.80 | 6.29 | -1.98 | 25.32 | 33 | -10 | 194 |
| 2 Feb | 160.39 | 8.27 | 1.07 | 26.85 | 88 | -59 | 204 |
| 1 Feb | 162.42 | 7.29 | 2.23 | 28.7 | 133 | -35 | 262 |
| 30 Jan | 167.29 | 4.99 | -0.85 | 29.2 | 383 | 212 | 298 |
| 29 Jan | 167.38 | 5.93 | 0.72 | 33.95 | 168 | 37 | 85 |
| 28 Jan | 168.14 | 5.16 | -4.02 | 32.01 | 68 | 33 | 46 |
| 27 Jan | 159.98 | 9.04 | 2.35 | 32.07 | 21 | 8 | 13 |
| 23 Jan | 160.81 | 6.69 | -0.51 | - | 0 | 0 | 5 |
| 22 Jan | 163.57 | 6.69 | -0.51 | - | 0 | 0 | 5 |
| 21 Jan | 162.68 | 6.69 | -0.51 | 22.46 | 3 | 2 | 4 |
| 20 Jan | 161.21 | 7.2 | 0.22 | - | 0 | 0 | 2 |
| 19 Jan | 164.72 | 7.2 | 0.22 | 29.03 | 2 | 1 | 1 |
| 16 Jan | 164.24 | 6.98 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 165.17 | 6.98 | 0 | 0.31 | 0 | 0 | 0 |
| 13 Jan | 165.26 | 6.98 | 0 | 0.02 | 0 | 0 | 0 |
| 12 Jan | 166.55 | 6.98 | 0 | 0.66 | 0 | 0 | 0 |
| 9 Jan | 164.36 | 6.98 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 163.53 | 6.98 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 168.48 | 6.98 | 0 | 1.52 | 0 | 0 | 0 |
| 6 Jan | 169.39 | 6.98 | 0 | 1.79 | 0 | 0 | 0 |
| 5 Jan | 173.05 | 6.98 | 0 | 3.84 | 0 | 0 | 0 |
| 2 Jan | 175.38 | 6.98 | 0 | 4.55 | 0 | 0 | 0 |
| 1 Jan | 171.77 | 6.98 | 0 | 3.17 | 0 | 0 | 0 |
| 31 Dec | 172.16 | 6.98 | 0 | 3.32 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 168 expiring on 24FEB2026
Delta for 168 PE is -0.57
Historical price for 168 PE is as follows
On 4 Feb GAIL was trading at 164.92. The strike last trading price was 4.84, which was -1.41 lower than the previous day. The implied volatity was 24.02, the open interest changed by -2 which decreased total open position to 192
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 6.29, which was -1.98 lower than the previous day. The implied volatity was 25.32, the open interest changed by -10 which decreased total open position to 194
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 8.27, which was 1.07 higher than the previous day. The implied volatity was 26.85, the open interest changed by -59 which decreased total open position to 204
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 7.29, which was 2.23 higher than the previous day. The implied volatity was 28.7, the open interest changed by -35 which decreased total open position to 262
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 4.99, which was -0.85 lower than the previous day. The implied volatity was 29.2, the open interest changed by 212 which increased total open position to 298
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 5.93, which was 0.72 higher than the previous day. The implied volatity was 33.95, the open interest changed by 37 which increased total open position to 85
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 5.16, which was -4.02 lower than the previous day. The implied volatity was 32.01, the open interest changed by 33 which increased total open position to 46
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 9.04, which was 2.35 higher than the previous day. The implied volatity was 32.07, the open interest changed by 8 which increased total open position to 13
On 23 Jan GAIL was trading at 160.81. The strike last trading price was 6.69, which was -0.51 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Jan GAIL was trading at 163.57. The strike last trading price was 6.69, which was -0.51 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Jan GAIL was trading at 162.68. The strike last trading price was 6.69, which was -0.51 lower than the previous day. The implied volatity was 22.46, the open interest changed by 2 which increased total open position to 4
On 20 Jan GAIL was trading at 161.21. The strike last trading price was 7.2, which was 0.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan GAIL was trading at 164.72. The strike last trading price was 7.2, which was 0.22 higher than the previous day. The implied volatity was 29.03, the open interest changed by 1 which increased total open position to 1
On 16 Jan GAIL was trading at 164.24. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan GAIL was trading at 165.17. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 13 Jan GAIL was trading at 165.26. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 12 Jan GAIL was trading at 166.55. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 9 Jan GAIL was trading at 164.36. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan GAIL was trading at 163.53. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan GAIL was trading at 168.48. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 6 Jan GAIL was trading at 169.39. The strike last trading price was 6.98, which was 0 lower than the previous day. The implied volatity was 1.79, 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 6.98, which was 0 lower than the previous day. The implied volatity was 3.84, 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 6.98, which was 0 lower than the previous day. The implied volatity was 4.55, 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 6.98, which was 0 lower than the previous day. The implied volatity was 3.17, 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 6.98, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0






























































































































































































































