[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
165.52 +2.72 (1.67%)
L: 162.8 H: 165.64

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Historical option data for GAIL

04 Feb 2026 11:06 AM IST
GAIL 24-FEB-2026 168 CE
Delta: 0.44
Vega: 0.15
Theta: -0.11
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 165.44 2.93 0.91 23.77 69 -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
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 165.44. The strike last trading price was 2.93, which was 0.91 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
Delta: -0.56
Vega: 0.15
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 165.44 4.84 -1.41 26.67 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 -0.56

Historical price for 168 PE is as follows

On 4 Feb GAIL was trading at 165.44. The strike last trading price was 4.84, which was -1.41 lower than the previous day. The implied volatity was 26.67, 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