[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
170.71 +1.76 (1.04%)
L: 169.3 H: 174.29

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Historical option data for GAIL

12 Dec 2025 04:11 PM IST
GAIL 30-DEC-2025 170 CE
Delta: 0.59
Vega: 0.15
Theta: -0.11
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 170.71 3.77 0.91 19.72 5,247 460 2,104
11 Dec 168.95 2.86 0.16 19.77 1,444 -19 1,651
10 Dec 168.02 2.67 -0.15 20.22 3,152 71 1,669
9 Dec 167.89 2.86 0.4 20.27 2,173 208 1,579
8 Dec 166.81 2.3 -1.73 21.50 1,918 305 1,367
5 Dec 169.98 4 -0.67 19.19 925 127 1,063
4 Dec 170.63 4.7 -0.03 19.79 1,259 131 940
3 Dec 170.27 4.77 -2.58 20.81 1,546 268 811
2 Dec 175.00 7.41 -0.48 17.44 105 6 542
1 Dec 175.41 7.87 -0.66 20.21 408 8 536
28 Nov 176.09 8.54 -6.66 16.23 4,585 393 530
27 Nov 183.80 15.2 -1.91 - 27 7 137
26 Nov 185.16 17.1 4.78 21.94 54 20 130
25 Nov 180.22 12.6 -0.38 22.88 27 16 108
24 Nov 181.09 13.02 -2.18 20.83 43 23 92
21 Nov 182.99 15.2 -0.89 18.40 10 8 68
20 Nov 184.31 16.28 -0.32 - 8 5 57
19 Nov 184.05 16.6 -0.65 - 0 30 0
18 Nov 184.31 16.6 -0.65 17.38 43 20 42
17 Nov 185.30 17.25 -1.25 14.07 20 5 12
14 Nov 183.41 18.5 2.1 - 0 2 0
13 Nov 183.67 18.5 2.1 32.37 2 0 5
12 Nov 182.45 16.4 0.7 26.52 1 0 4
11 Nov 182.34 15.7 1.64 20.71 5 2 4
10 Nov 181.52 14.06 0.46 - 0 0 0
7 Nov 180.47 14.06 0.46 18.04 1 0 2
6 Nov 178.98 13.6 -4 23.86 2 0 0
4 Nov 181.62 17.6 0 - 0 0 0
3 Nov 183.69 17.6 0 - 0 0 0
31 Oct 182.76 17.6 0 - 0 0 0
30 Oct 183.09 17.6 0 - 0 0 0
29 Oct 184.64 17.6 0 - 0 0 0
28 Oct 178.46 17.6 0 - 0 0 0
27 Oct 180.17 17.6 0 - 0 0 0
24 Oct 181.02 17.6 0 - 0 0 0
23 Oct 180.08 17.6 0 - 0 0 0
21 Oct 178.39 17.6 0 - 0 0 0
17 Oct 177.60 17.6 0 - 0 0 0
14 Oct 175.37 17.6 0 - 0 0 0
9 Oct 178.45 17.6 0 - 0 0 0
6 Oct 176.62 17.6 0 - 0 0 0
3 Oct 177.36 17.6 0 - 0 0 0


For Gail (India) Ltd - strike price 170 expiring on 30DEC2025

Delta for 170 CE is 0.59

Historical price for 170 CE is as follows

On 12 Dec GAIL was trading at 170.71. The strike last trading price was 3.77, which was 0.91 higher than the previous day. The implied volatity was 19.72, the open interest changed by 460 which increased total open position to 2104


On 11 Dec GAIL was trading at 168.95. The strike last trading price was 2.86, which was 0.16 higher than the previous day. The implied volatity was 19.77, the open interest changed by -19 which decreased total open position to 1651


On 10 Dec GAIL was trading at 168.02. The strike last trading price was 2.67, which was -0.15 lower than the previous day. The implied volatity was 20.22, the open interest changed by 71 which increased total open position to 1669


On 9 Dec GAIL was trading at 167.89. The strike last trading price was 2.86, which was 0.4 higher than the previous day. The implied volatity was 20.27, the open interest changed by 208 which increased total open position to 1579


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 2.3, which was -1.73 lower than the previous day. The implied volatity was 21.50, the open interest changed by 305 which increased total open position to 1367


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 4, which was -0.67 lower than the previous day. The implied volatity was 19.19, the open interest changed by 127 which increased total open position to 1063


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 4.7, which was -0.03 lower than the previous day. The implied volatity was 19.79, the open interest changed by 131 which increased total open position to 940


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 4.77, which was -2.58 lower than the previous day. The implied volatity was 20.81, the open interest changed by 268 which increased total open position to 811


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 7.41, which was -0.48 lower than the previous day. The implied volatity was 17.44, the open interest changed by 6 which increased total open position to 542


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 7.87, which was -0.66 lower than the previous day. The implied volatity was 20.21, the open interest changed by 8 which increased total open position to 536


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 8.54, which was -6.66 lower than the previous day. The implied volatity was 16.23, the open interest changed by 393 which increased total open position to 530


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 15.2, which was -1.91 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 137


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 17.1, which was 4.78 higher than the previous day. The implied volatity was 21.94, the open interest changed by 20 which increased total open position to 130


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 12.6, which was -0.38 lower than the previous day. The implied volatity was 22.88, the open interest changed by 16 which increased total open position to 108


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 13.02, which was -2.18 lower than the previous day. The implied volatity was 20.83, the open interest changed by 23 which increased total open position to 92


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 15.2, which was -0.89 lower than the previous day. The implied volatity was 18.40, the open interest changed by 8 which increased total open position to 68


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 16.28, which was -0.32 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 57


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 16.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 16.6, which was -0.65 lower than the previous day. The implied volatity was 17.38, the open interest changed by 20 which increased total open position to 42


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 17.25, which was -1.25 lower than the previous day. The implied volatity was 14.07, the open interest changed by 5 which increased total open position to 12


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 18.5, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 18.5, which was 2.1 higher than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 5


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 16.4, which was 0.7 higher than the previous day. The implied volatity was 26.52, the open interest changed by 0 which decreased total open position to 4


On 11 Nov GAIL was trading at 182.34. The strike last trading price was 15.7, which was 1.64 higher than the previous day. The implied volatity was 20.71, the open interest changed by 2 which increased total open position to 4


On 10 Nov GAIL was trading at 181.52. The strike last trading price was 14.06, which was 0.46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GAIL was trading at 180.47. The strike last trading price was 14.06, which was 0.46 higher than the previous day. The implied volatity was 18.04, the open interest changed by 0 which decreased total open position to 2


On 6 Nov GAIL was trading at 178.98. The strike last trading price was 13.6, which was -4 lower than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 0


On 4 Nov GAIL was trading at 181.62. The strike last trading price was 17.6, 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 Nov GAIL was trading at 183.69. The strike last trading price was 17.6, 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 Oct GAIL was trading at 182.76. The strike last trading price was 17.6, 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 Oct GAIL was trading at 183.09. The strike last trading price was 17.6, 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 Oct GAIL was trading at 184.64. The strike last trading price was 17.6, 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 Oct GAIL was trading at 178.46. The strike last trading price was 17.6, 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 Oct GAIL was trading at 180.17. The strike last trading price was 17.6, 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 24 Oct GAIL was trading at 181.02. The strike last trading price was 17.6, 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 23 Oct GAIL was trading at 180.08. The strike last trading price was 17.6, 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 Oct GAIL was trading at 178.39. The strike last trading price was 17.6, 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 17 Oct GAIL was trading at 177.60. The strike last trading price was 17.6, 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 Oct GAIL was trading at 175.37. The strike last trading price was 17.6, 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 9 Oct GAIL was trading at 178.45. The strike last trading price was 17.6, 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 Oct GAIL was trading at 176.62. The strike last trading price was 17.6, 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 Oct GAIL was trading at 177.36. The strike last trading price was 17.6, 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 30DEC2025 170 PE
Delta: -0.41
Vega: 0.15
Theta: -0.06
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 170.71 2.33 -0.93 20.03 3,645 380 2,204
11 Dec 168.95 3.29 -0.57 20.18 572 30 1,821
10 Dec 168.02 3.98 0.24 21.68 581 72 1,790
9 Dec 167.89 3.79 -0.99 19.83 675 74 1,714
8 Dec 166.81 5.03 1.89 20.99 1,091 -76 1,655
5 Dec 169.98 3.05 0 20.33 944 12 1,732
4 Dec 170.63 3.01 -0.3 21.87 980 -11 1,727
3 Dec 170.27 3.2 1.29 21.82 1,994 89 1,737
2 Dec 175.00 1.85 -0.11 22.64 907 5 1,647
1 Dec 175.41 1.96 0.12 22.92 1,454 -157 1,643
28 Nov 176.09 1.76 1.07 22.82 12,011 1,207 1,801
27 Nov 183.80 0.66 0.04 23.89 170 3 595
26 Nov 185.16 0.62 -0.48 24.19 738 207 597
25 Nov 180.22 1.13 0.08 22.53 300 148 388
24 Nov 181.09 1.03 0.14 22.37 138 32 242
21 Nov 182.99 0.93 0.08 23.53 119 39 210
20 Nov 184.31 0.85 -0.13 24.11 85 20 172
19 Nov 184.05 1 -0.08 24.64 60 17 151
18 Nov 184.31 1.07 -0.04 25.27 73 22 134
17 Nov 185.30 1.12 -0.26 26.16 37 -2 112
14 Nov 183.41 1.4 -0.04 26.02 30 2 113
13 Nov 183.67 1.44 -0.24 26.05 39 22 110
12 Nov 182.45 1.68 -0.03 25.89 29 8 87
11 Nov 182.34 1.68 -0.28 25.84 9 6 79
10 Nov 181.52 1.94 -0.22 25.91 16 10 73
7 Nov 180.47 2.16 -0.54 25.82 5 0 63
6 Nov 178.98 2.7 0.31 26.23 18 4 62
4 Nov 181.62 2.39 0.42 27.31 8 6 59
3 Nov 183.69 2 -0.3 27.38 17 3 52
31 Oct 182.76 2.35 -0.05 - 40 15 50
30 Oct 183.09 2.4 0.35 28.13 8 4 35
29 Oct 184.64 2 -1 27.55 35 18 31
28 Oct 178.46 3 0 25.85 3 2 12
27 Oct 180.17 3 -0.05 27.30 1 0 9
24 Oct 181.02 3.05 0.05 27.98 6 5 8
23 Oct 180.08 3 -1.4 26.40 2 -1 2
21 Oct 178.39 4.4 0.3 - 0 0 0
17 Oct 177.60 4.4 0.3 28.40 2 1 2
14 Oct 175.37 4.1 -4.65 24.47 1 0 0
9 Oct 178.45 8.75 0 4.50 0 0 0
6 Oct 176.62 8.75 0 - 0 0 0
3 Oct 177.36 8.75 0 3.28 0 0 0


For Gail (India) Ltd - strike price 170 expiring on 30DEC2025

Delta for 170 PE is -0.41

Historical price for 170 PE is as follows

On 12 Dec GAIL was trading at 170.71. The strike last trading price was 2.33, which was -0.93 lower than the previous day. The implied volatity was 20.03, the open interest changed by 380 which increased total open position to 2204


On 11 Dec GAIL was trading at 168.95. The strike last trading price was 3.29, which was -0.57 lower than the previous day. The implied volatity was 20.18, the open interest changed by 30 which increased total open position to 1821


On 10 Dec GAIL was trading at 168.02. The strike last trading price was 3.98, which was 0.24 higher than the previous day. The implied volatity was 21.68, the open interest changed by 72 which increased total open position to 1790


On 9 Dec GAIL was trading at 167.89. The strike last trading price was 3.79, which was -0.99 lower than the previous day. The implied volatity was 19.83, the open interest changed by 74 which increased total open position to 1714


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 5.03, which was 1.89 higher than the previous day. The implied volatity was 20.99, the open interest changed by -76 which decreased total open position to 1655


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 20.33, the open interest changed by 12 which increased total open position to 1732


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 3.01, which was -0.3 lower than the previous day. The implied volatity was 21.87, the open interest changed by -11 which decreased total open position to 1727


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 3.2, which was 1.29 higher than the previous day. The implied volatity was 21.82, the open interest changed by 89 which increased total open position to 1737


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 1.85, which was -0.11 lower than the previous day. The implied volatity was 22.64, the open interest changed by 5 which increased total open position to 1647


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 1.96, which was 0.12 higher than the previous day. The implied volatity was 22.92, the open interest changed by -157 which decreased total open position to 1643


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 1.76, which was 1.07 higher than the previous day. The implied volatity was 22.82, the open interest changed by 1207 which increased total open position to 1801


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 0.66, which was 0.04 higher than the previous day. The implied volatity was 23.89, the open interest changed by 3 which increased total open position to 595


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 0.62, which was -0.48 lower than the previous day. The implied volatity was 24.19, the open interest changed by 207 which increased total open position to 597


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 1.13, which was 0.08 higher than the previous day. The implied volatity was 22.53, the open interest changed by 148 which increased total open position to 388


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 1.03, which was 0.14 higher than the previous day. The implied volatity was 22.37, the open interest changed by 32 which increased total open position to 242


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 0.93, which was 0.08 higher than the previous day. The implied volatity was 23.53, the open interest changed by 39 which increased total open position to 210


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 0.85, which was -0.13 lower than the previous day. The implied volatity was 24.11, the open interest changed by 20 which increased total open position to 172


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 1, which was -0.08 lower than the previous day. The implied volatity was 24.64, the open interest changed by 17 which increased total open position to 151


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 1.07, which was -0.04 lower than the previous day. The implied volatity was 25.27, the open interest changed by 22 which increased total open position to 134


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 1.12, which was -0.26 lower than the previous day. The implied volatity was 26.16, the open interest changed by -2 which decreased total open position to 112


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 1.4, which was -0.04 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 113


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 1.44, which was -0.24 lower than the previous day. The implied volatity was 26.05, the open interest changed by 22 which increased total open position to 110


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 1.68, which was -0.03 lower than the previous day. The implied volatity was 25.89, the open interest changed by 8 which increased total open position to 87


On 11 Nov GAIL was trading at 182.34. The strike last trading price was 1.68, which was -0.28 lower than the previous day. The implied volatity was 25.84, the open interest changed by 6 which increased total open position to 79


On 10 Nov GAIL was trading at 181.52. The strike last trading price was 1.94, which was -0.22 lower than the previous day. The implied volatity was 25.91, the open interest changed by 10 which increased total open position to 73


On 7 Nov GAIL was trading at 180.47. The strike last trading price was 2.16, which was -0.54 lower than the previous day. The implied volatity was 25.82, the open interest changed by 0 which decreased total open position to 63


On 6 Nov GAIL was trading at 178.98. The strike last trading price was 2.7, which was 0.31 higher than the previous day. The implied volatity was 26.23, the open interest changed by 4 which increased total open position to 62


On 4 Nov GAIL was trading at 181.62. The strike last trading price was 2.39, which was 0.42 higher than the previous day. The implied volatity was 27.31, the open interest changed by 6 which increased total open position to 59


On 3 Nov GAIL was trading at 183.69. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 27.38, the open interest changed by 3 which increased total open position to 52


On 31 Oct GAIL was trading at 182.76. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 50


On 30 Oct GAIL was trading at 183.09. The strike last trading price was 2.4, which was 0.35 higher than the previous day. The implied volatity was 28.13, the open interest changed by 4 which increased total open position to 35


On 29 Oct GAIL was trading at 184.64. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 27.55, the open interest changed by 18 which increased total open position to 31


On 28 Oct GAIL was trading at 178.46. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 25.85, the open interest changed by 2 which increased total open position to 12


On 27 Oct GAIL was trading at 180.17. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 9


On 24 Oct GAIL was trading at 181.02. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 27.98, the open interest changed by 5 which increased total open position to 8


On 23 Oct GAIL was trading at 180.08. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 26.40, the open interest changed by -1 which decreased total open position to 2


On 21 Oct GAIL was trading at 178.39. The strike last trading price was 4.4, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct GAIL was trading at 177.60. The strike last trading price was 4.4, which was 0.3 higher than the previous day. The implied volatity was 28.40, the open interest changed by 1 which increased total open position to 2


On 14 Oct GAIL was trading at 175.37. The strike last trading price was 4.1, which was -4.65 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 0


On 9 Oct GAIL was trading at 178.45. The strike last trading price was 8.75, which was 0 lower than the previous day. The implied volatity was 4.50, the open interest changed by 0 which decreased total open position to 0


On 6 Oct GAIL was trading at 176.62. The strike last trading price was 8.75, 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 Oct GAIL was trading at 177.36. The strike last trading price was 8.75, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0