Historical option data for GAIL
02 Jun 2026 12:31 PM IST
| GAIL 30-Jun-2026 (28d) 169 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0
Theta: -0.08
Gamma: 0.0306
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 161.50 | 1.94 | -1.06 (-35.33%) | 24.72 | 44 | -2 | 104 | |||||||||
| 1 Jun | 163.74 | 2.69 | -1.31 (-32.75%) | 23.96 | 93 | 0 | 106 | |||||||||
| 29 May | 164.51 | 3.6 | -1.4 (-28.00%) | 23.23 | 173 | -1 | 105 | |||||||||
| 27 May | 169.00 | 5.47 | 0.47 (9.40%) | 24.35 | 111 | 12 | 106 | |||||||||
| 26 May | 167.63 | 5.34 | -0.66 (-11.00%) | 26.41 | 140 | 24 | 94 | |||||||||
| 25 May | 168.67 | 5.6 | 2.6 (86.67%) | 25.66 | 233 | 65 | 67 | |||||||||
| 22 May | 160.77 | 2.72 | 0.72 (36.00%) | 23.96 | 1 | 0 | 2 | |||||||||
| 21 May | 155.90 | 2.49 | 0.49 (24.50%) | - | 0 | 0 | 2 | |||||||||
| 20 May | 155.64 | 2.49 | 0.49 (24.50%) | 31.54 | 0 | 0 | 2 | |||||||||
| 19 May | 156.12 | 2.49 | -6.51 (-72.33%) | 31.54 | 2 | 2 | 2 | |||||||||
| 18 May | 160.22 | 0 | -8.91 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 162.13 | 0 | -8.91 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 162.61 | 0 | -8.91 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 163.31 | 0 | -8.91 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 160.35 | 0 | -8.91 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 162.51 | 0 | -8.91 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 166.49 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 167.26 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 165.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 163.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 164.48 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 163.23 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 165.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 169 expiring on 30JUN2026
Delta for 169 CE is 0.29
Historical price for 169 CE is as follows
On 2 Jun GAIL was trading at 161.50. The strike last trading price was 1.94, which was -1.06 lower than the previous day. The implied volatity was 24.72, the open interest changed by -2 which decreased total open position to 104
On 1 Jun GAIL was trading at 163.74. The strike last trading price was 2.69, which was -1.31 lower than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 106
On 29 May GAIL was trading at 164.51. The strike last trading price was 3.6, which was -1.4 lower than the previous day. The implied volatity was 23.23, the open interest changed by -1 which decreased total open position to 105
On 27 May GAIL was trading at 169.00. The strike last trading price was 5.47, which was 0.47 higher than the previous day. The implied volatity was 24.35, the open interest changed by 12 which increased total open position to 106
On 26 May GAIL was trading at 167.63. The strike last trading price was 5.34, which was -0.66 lower than the previous day. The implied volatity was 26.41, the open interest changed by 24 which increased total open position to 94
On 25 May GAIL was trading at 168.67. The strike last trading price was 5.6, which was 2.6 higher than the previous day. The implied volatity was 25.66, the open interest changed by 65 which increased total open position to 67
On 22 May GAIL was trading at 160.77. The strike last trading price was 2.72, which was 0.72 higher than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 2
On 21 May GAIL was trading at 155.90. The strike last trading price was 2.49, which was 0.49 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 May GAIL was trading at 155.64. The strike last trading price was 2.49, which was 0.49 higher than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 2
On 19 May GAIL was trading at 156.12. The strike last trading price was 2.49, which was -6.51 lower than the previous day. The implied volatity was 31.54, the open interest changed by 2 which increased total open position to 2
On 18 May GAIL was trading at 160.22. The strike last trading price was 0, which was -8.91 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May GAIL was trading at 162.13. The strike last trading price was 0, which was -8.91 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May GAIL was trading at 162.61. The strike last trading price was 0, which was -8.91 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May GAIL was trading at 163.31. The strike last trading price was 0, which was -8.91 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May GAIL was trading at 160.35. The strike last trading price was 0, which was -8.91 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May GAIL was trading at 162.51. The strike last trading price was 0, which was -8.91 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May GAIL was trading at 166.49. The strike last trading price was 0, 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 May GAIL was trading at 167.26. The strike last trading price was 0, 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 May GAIL was trading at 165.68. The strike last trading price was 0, 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 May GAIL was trading at 163.70. The strike last trading price was 0, 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 May GAIL was trading at 164.48. The strike last trading price was 0, 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 30 Apr GAIL was trading at 163.23. The strike last trading price was 0, 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 29 Apr GAIL was trading at 165.66. The strike last trading price was 0, 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 30-Jun-2026 (28d) 169 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0
Theta: -0.05
Gamma: 0.03417
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 161.50 | 7.16 | 7.16 (15.86%) | 23.19 | 37 | 0 | 83 |
| 1 Jun | 163.74 | 7.16 | 0.98 (15.86%) | 23.19 | 37 | 6 | 84 |
| 29 May | 164.51 | 6.2 | 1.98 (46.92%) | 23.37 | 61 | 13 | 78 |
| 27 May | 169.00 | 4.18 | -0.94 (-18.36%) | 22.54 | 157 | 26 | 63 |
| 26 May | 167.63 | 5.08 | -0.28 (-5.22%) | 23.57 | 144 | 2 | 39 |
| 25 May | 168.67 | 5.61 | -4.94 (-46.82%) | 27.28 | 139 | 38 | 38 |
| 22 May | 160.77 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 155.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 155.64 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 156.12 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 160.22 | 0 | -10.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 162.13 | 0 | -10.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 162.61 | 0 | -10.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 163.31 | 0 | -10.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 160.35 | 0 | -10.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 162.51 | 0 | -10.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 166.49 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 167.26 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 165.68 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 163.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 164.48 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 163.23 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 165.66 | 0 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 169 expiring on 30JUN2026
Delta for 169 PE is -0.66
Historical price for 169 PE is as follows
On 2 Jun GAIL was trading at 161.50. The strike last trading price was 7.16, which was 7.16 higher than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 83
On 1 Jun GAIL was trading at 163.74. The strike last trading price was 7.16, which was 0.98 higher than the previous day. The implied volatity was 23.19, the open interest changed by 6 which increased total open position to 84
On 29 May GAIL was trading at 164.51. The strike last trading price was 6.2, which was 1.98 higher than the previous day. The implied volatity was 23.37, the open interest changed by 13 which increased total open position to 78
On 27 May GAIL was trading at 169.00. The strike last trading price was 4.18, which was -0.94 lower than the previous day. The implied volatity was 22.54, the open interest changed by 26 which increased total open position to 63
On 26 May GAIL was trading at 167.63. The strike last trading price was 5.08, which was -0.28 lower than the previous day. The implied volatity was 23.57, the open interest changed by 2 which increased total open position to 39
On 25 May GAIL was trading at 168.67. The strike last trading price was 5.61, which was -4.94 lower than the previous day. The implied volatity was 27.28, the open interest changed by 38 which increased total open position to 38
On 22 May GAIL was trading at 160.77. The strike last trading price was 0, 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 21 May GAIL was trading at 155.90. The strike last trading price was 0, 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 20 May GAIL was trading at 155.64. The strike last trading price was 0, 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 19 May GAIL was trading at 156.12. The strike last trading price was 0, 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 18 May GAIL was trading at 160.22. The strike last trading price was 0, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May GAIL was trading at 162.13. The strike last trading price was 0, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May GAIL was trading at 162.61. The strike last trading price was 0, which was -10.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May GAIL was trading at 163.31. The strike last trading price was 0, which was -10.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May GAIL was trading at 160.35. The strike last trading price was 0, which was -10.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May GAIL was trading at 162.51. The strike last trading price was 0, which was -10.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May GAIL was trading at 166.49. The strike last trading price was 0, 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 May GAIL was trading at 167.26. The strike last trading price was 0, 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 May GAIL was trading at 165.68. The strike last trading price was 0, 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 May GAIL was trading at 163.70. The strike last trading price was 0, 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 May GAIL was trading at 164.48. The strike last trading price was 0, 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 30 Apr GAIL was trading at 163.23. The strike last trading price was 0, 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 29 Apr GAIL was trading at 165.66. The strike last trading price was 0, 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
