[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
154.61 -10.46 (-6.34%)
L: 154 H: 160.53

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Historical option data for GAIL

04 Mar 2026 04:11 PM IST
GAIL 30-MAR-2026 168 CE
Delta: 0.21
Vega: 0.12
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 154.61 1.61 -2.01 33.73 567 -18 165
2 Mar 165.07 3.72 -1.73 23.56 287 21 185
27 Feb 169.53 5.21 -0.5 20.37 194 6 163
26 Feb 169.96 5.85 0.14 19.42 47 -5 158
25 Feb 170.00 5.9 0.98 19.68 165 2 164
24 Feb 167.86 5.05 0.64 19.16 184 43 164
23 Feb 167.13 4.4 -1.01 19.53 132 69 120
20 Feb 168.47 5.32 0.78 20.13 74 24 52
19 Feb 166.88 4.76 -0.04 20.55 38 12 28
18 Feb 167.31 4.75 0.37 19.6 18 8 15
17 Feb 165.75 4.4 -0.1 20.37 7 3 6
16 Feb 164.82 4.5 -0.02 23.48 4 2 2
13 Feb 161.69 4.52 0 2.32 0 0 0
12 Feb 163.72 4.52 0 1.34 0 0 0
11 Feb 163.47 4.52 0 1.5 0 0 0
10 Feb 164.55 4.52 0 0.84 0 0 0
9 Feb 163.64 4.52 0 1.08 0 0 0
6 Feb 162.99 4.52 0 1.33 0 0 0
5 Feb 160.18 4.52 0 3.01 0 0 0
4 Feb 165.41 4 -5 - 0 0 0
3 Feb 162.80 4 -5 - 0 0 0
2 Feb 160.39 4 -5 - 0 0 0
1 Feb 162.42 4 -5 - 0 0 0
30 Jan 167.29 4 -5 - 0 0 0
29 Jan 167.38 4 -5 - 0 0 0
28 Jan 168.14 4 -5 - 0 0 0
27 Jan 159.98 4 -5 - 0 0 0
23 Jan 160.81 4 -5 21.13 3 0 3
22 Jan 163.57 9 -5.01 - 0 0 3
21 Jan 162.68 9 -5.01 - 0 0 3
20 Jan 161.21 9 -5.01 - 0 0 3
19 Jan 164.72 9 -5.01 - 0 0 3
16 Jan 164.24 9 -5.01 - 0 0 3
14 Jan 165.17 9 -5.01 - 0 0 3
13 Jan 165.26 9 -5.01 28.91 3 0 0
12 Jan 166.55 14.01 0 0.14 0 0 0
9 Jan 164.36 14.01 0 0.06 0 0 0
8 Jan 163.53 14.01 0 - 0 0 0
7 Jan 168.48 - - - 0 0 0
6 Jan 169.39 14.01 - - 0 0 0
5 Jan 173.05 14.01 0 - 0 0 0
2 Jan 175.38 14.01 0 - 0 0 0
1 Jan 171.77 14.01 0 - 0 0 0
31 Dec 172.16 14.01 0 - 0 0 0


For Gail (India) Ltd - strike price 168 expiring on 30MAR2026

Delta for 168 CE is 0.21

Historical price for 168 CE is as follows

On 4 Mar GAIL was trading at 154.61. The strike last trading price was 1.61, which was -2.01 lower than the previous day. The implied volatity was 33.73, the open interest changed by -18 which decreased total open position to 165


On 2 Mar GAIL was trading at 165.07. The strike last trading price was 3.72, which was -1.73 lower than the previous day. The implied volatity was 23.56, the open interest changed by 21 which increased total open position to 185


On 27 Feb GAIL was trading at 169.53. The strike last trading price was 5.21, which was -0.5 lower than the previous day. The implied volatity was 20.37, the open interest changed by 6 which increased total open position to 163


On 26 Feb GAIL was trading at 169.96. The strike last trading price was 5.85, which was 0.14 higher than the previous day. The implied volatity was 19.42, the open interest changed by -5 which decreased total open position to 158


On 25 Feb GAIL was trading at 170.00. The strike last trading price was 5.9, which was 0.98 higher than the previous day. The implied volatity was 19.68, the open interest changed by 2 which increased total open position to 164


On 24 Feb GAIL was trading at 167.86. The strike last trading price was 5.05, which was 0.64 higher than the previous day. The implied volatity was 19.16, the open interest changed by 43 which increased total open position to 164


On 23 Feb GAIL was trading at 167.13. The strike last trading price was 4.4, which was -1.01 lower than the previous day. The implied volatity was 19.53, the open interest changed by 69 which increased total open position to 120


On 20 Feb GAIL was trading at 168.47. The strike last trading price was 5.32, which was 0.78 higher than the previous day. The implied volatity was 20.13, the open interest changed by 24 which increased total open position to 52


On 19 Feb GAIL was trading at 166.88. The strike last trading price was 4.76, which was -0.04 lower than the previous day. The implied volatity was 20.55, the open interest changed by 12 which increased total open position to 28


On 18 Feb GAIL was trading at 167.31. The strike last trading price was 4.75, which was 0.37 higher than the previous day. The implied volatity was 19.6, the open interest changed by 8 which increased total open position to 15


On 17 Feb GAIL was trading at 165.75. The strike last trading price was 4.4, which was -0.1 lower than the previous day. The implied volatity was 20.37, the open interest changed by 3 which increased total open position to 6


On 16 Feb GAIL was trading at 164.82. The strike last trading price was 4.5, which was -0.02 lower than the previous day. The implied volatity was 23.48, the open interest changed by 2 which increased total open position to 2


On 13 Feb GAIL was trading at 161.69. The strike last trading price was 4.52, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0


On 12 Feb GAIL was trading at 163.72. The strike last trading price was 4.52, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 11 Feb GAIL was trading at 163.47. The strike last trading price was 4.52, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0


On 10 Feb GAIL was trading at 164.55. The strike last trading price was 4.52, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 9 Feb GAIL was trading at 163.64. The strike last trading price was 4.52, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GAIL was trading at 162.99. The strike last trading price was 4.52, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GAIL was trading at 160.18. The strike last trading price was 4.52, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0


On 4 Feb GAIL was trading at 165.41. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb GAIL was trading at 162.80. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb GAIL was trading at 160.39. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb GAIL was trading at 162.42. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jan GAIL was trading at 167.29. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan GAIL was trading at 167.38. The strike last trading price was 4, which was -5 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 4, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan GAIL was trading at 159.98. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan GAIL was trading at 160.81. The strike last trading price was 4, which was -5 lower than the previous day. The implied volatity was 21.13, the open interest changed by 0 which decreased total open position to 3


On 22 Jan GAIL was trading at 163.57. The strike last trading price was 9, which was -5.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 21 Jan GAIL was trading at 162.68. The strike last trading price was 9, which was -5.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 Jan GAIL was trading at 161.21. The strike last trading price was 9, which was -5.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Jan GAIL was trading at 164.72. The strike last trading price was 9, which was -5.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Jan GAIL was trading at 164.24. The strike last trading price was 9, which was -5.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 14 Jan GAIL was trading at 165.17. The strike last trading price was 9, which was -5.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 13 Jan GAIL was trading at 165.26. The strike last trading price was 9, which was -5.01 lower than the previous day. The implied volatity was 28.91, 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 14.01, which was 0 lower than the previous day. The implied volatity was 0.14, 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 14.01, which was 0 lower than the previous day. The implied volatity was 0.06, 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 14.01, 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 -, 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 6 Jan GAIL was trading at 169.39. The strike last trading price was 14.01, 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 5 Jan GAIL was trading at 173.05. The strike last trading price was 14.01, 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 14.01, 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 14.01, 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 14.01, 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 30MAR2026 168 PE
Delta: -0.81
Vega: 0.11
Theta: -0.03
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 154.61 13.5 7.9 31.18 88 -48 151
2 Mar 165.07 5.42 2.21 25.95 188 -25 198
27 Feb 169.53 3.3 0.62 22.27 230 38 220
26 Feb 169.96 2.55 -0.24 20.41 25 -6 182
25 Feb 170.00 2.87 -0.74 21.62 130 14 187
24 Feb 167.86 3.5 -0.88 21.95 159 58 173
23 Feb 167.13 4.34 0.38 22.81 119 50 117
20 Feb 168.47 4 -0.8 22.63 71 20 66
19 Feb 166.88 4.76 -10.97 23.25 77 45 45
18 Feb 167.31 15.73 0 0.58 0 0 0
17 Feb 165.75 15.73 0 - 0 0 0
16 Feb 164.82 15.73 0 - 0 0 0
13 Feb 161.69 15.73 0 - 0 0 0
12 Feb 163.72 15.73 0 - 0 0 0
11 Feb 163.47 15.73 0 - 0 0 0
10 Feb 164.55 15.73 0 0.05 0 0 0
9 Feb 163.64 15.73 0 - 0 0 0
6 Feb 162.99 15.73 0 - 0 0 0
5 Feb 160.18 15.73 0 - 0 0 0
4 Feb 165.41 7.35 -2.45 - 0 0 1
3 Feb 162.80 7.35 -2.45 - 0 0 1
2 Feb 160.39 7.35 -2.45 - 0 0 1
1 Feb 162.42 7.35 -2.45 - 0 0 1
30 Jan 167.29 7.35 -2.45 30.67 2 1 1
29 Jan 167.38 9.8 2.6 - 0 0 0
28 Jan 168.14 9.8 2.6 - 0 0 0
27 Jan 159.98 9.8 2.6 - 0 0 0
23 Jan 160.81 9.8 2.6 - 0 0 0
22 Jan 163.57 9.8 2.6 - 0 0 0
21 Jan 162.68 9.8 2.6 30.44 1 0 1
20 Jan 161.21 7.2 -1.69 - 0 0 1
19 Jan 164.72 7.2 -1.69 - 0 0 1
16 Jan 164.24 7.2 -1.69 - 0 0 1
14 Jan 165.17 7.2 -1.69 - 0 0 1
13 Jan 165.26 7.2 -1.69 - 0 0 0
12 Jan 166.55 7.2 -1.69 - 0 0 1
9 Jan 164.36 7.2 -1.69 - 0 0 1
8 Jan 163.53 7.2 -1.69 22.22 1 0 0
7 Jan 168.48 - - - 0 0 0
6 Jan 169.39 8.89 - - 0 0 0
5 Jan 173.05 8.89 0 - 0 0 0
2 Jan 175.38 8.89 0 - 0 0 0
1 Jan 171.77 8.89 0 2.85 0 0 0
31 Dec 172.16 8.89 0 - 0 0 0


For Gail (India) Ltd - strike price 168 expiring on 30MAR2026

Delta for 168 PE is -0.81

Historical price for 168 PE is as follows

On 4 Mar GAIL was trading at 154.61. The strike last trading price was 13.5, which was 7.9 higher than the previous day. The implied volatity was 31.18, the open interest changed by -48 which decreased total open position to 151


On 2 Mar GAIL was trading at 165.07. The strike last trading price was 5.42, which was 2.21 higher than the previous day. The implied volatity was 25.95, the open interest changed by -25 which decreased total open position to 198


On 27 Feb GAIL was trading at 169.53. The strike last trading price was 3.3, which was 0.62 higher than the previous day. The implied volatity was 22.27, the open interest changed by 38 which increased total open position to 220


On 26 Feb GAIL was trading at 169.96. The strike last trading price was 2.55, which was -0.24 lower than the previous day. The implied volatity was 20.41, the open interest changed by -6 which decreased total open position to 182


On 25 Feb GAIL was trading at 170.00. The strike last trading price was 2.87, which was -0.74 lower than the previous day. The implied volatity was 21.62, the open interest changed by 14 which increased total open position to 187


On 24 Feb GAIL was trading at 167.86. The strike last trading price was 3.5, which was -0.88 lower than the previous day. The implied volatity was 21.95, the open interest changed by 58 which increased total open position to 173


On 23 Feb GAIL was trading at 167.13. The strike last trading price was 4.34, which was 0.38 higher than the previous day. The implied volatity was 22.81, the open interest changed by 50 which increased total open position to 117


On 20 Feb GAIL was trading at 168.47. The strike last trading price was 4, which was -0.8 lower than the previous day. The implied volatity was 22.63, the open interest changed by 20 which increased total open position to 66


On 19 Feb GAIL was trading at 166.88. The strike last trading price was 4.76, which was -10.97 lower than the previous day. The implied volatity was 23.25, the open interest changed by 45 which increased total open position to 45


On 18 Feb GAIL was trading at 167.31. The strike last trading price was 15.73, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 17 Feb GAIL was trading at 165.75. The strike last trading price was 15.73, 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 16 Feb GAIL was trading at 164.82. The strike last trading price was 15.73, 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 13 Feb GAIL was trading at 161.69. The strike last trading price was 15.73, 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 12 Feb GAIL was trading at 163.72. The strike last trading price was 15.73, 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 11 Feb GAIL was trading at 163.47. The strike last trading price was 15.73, 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 10 Feb GAIL was trading at 164.55. The strike last trading price was 15.73, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 9 Feb GAIL was trading at 163.64. The strike last trading price was 15.73, 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 Feb GAIL was trading at 162.99. The strike last trading price was 15.73, 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 Feb GAIL was trading at 160.18. The strike last trading price was 15.73, 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 4 Feb GAIL was trading at 165.41. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb GAIL was trading at 162.80. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Feb GAIL was trading at 160.39. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb GAIL was trading at 162.42. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Jan GAIL was trading at 167.29. The strike last trading price was 7.35, which was -2.45 lower than the previous day. The implied volatity was 30.67, 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 9.8, which was 2.6 higher 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 9.8, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan GAIL was trading at 159.98. The strike last trading price was 9.8, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan GAIL was trading at 160.81. The strike last trading price was 9.8, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan GAIL was trading at 163.57. The strike last trading price was 9.8, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan GAIL was trading at 162.68. The strike last trading price was 9.8, which was 2.6 higher than the previous day. The implied volatity was 30.44, the open interest changed by 0 which decreased total open position to 1


On 20 Jan GAIL was trading at 161.21. The strike last trading price was 7.2, which was -1.69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Jan GAIL was trading at 164.72. The strike last trading price was 7.2, which was -1.69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jan GAIL was trading at 164.24. The strike last trading price was 7.2, which was -1.69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan GAIL was trading at 165.17. The strike last trading price was 7.2, which was -1.69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Jan GAIL was trading at 165.26. The strike last trading price was 7.2, which was -1.69 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 7.2, which was -1.69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan GAIL was trading at 164.36. The strike last trading price was 7.2, which was -1.69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jan GAIL was trading at 163.53. The strike last trading price was 7.2, which was -1.69 lower than the previous day. The implied volatity was 22.22, 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 -, 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 6 Jan GAIL was trading at 169.39. The strike last trading price was 8.89, 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 5 Jan GAIL was trading at 173.05. The strike last trading price was 8.89, 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 8.89, 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 8.89, 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 31 Dec GAIL was trading at 172.16. The strike last trading price was 8.89, 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