GAIL
Gail (India) Ltd
Historical option data for GAIL
28 Apr 2026 04:10 PM IST
| GAIL 26-May-2026 (27d) 170 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0
Theta: -0.1
Gamma: 0.02969
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 165.68 | 3.82 | -0.19999999999999973 | 28.44 | 578 | 164 | 861 | |||||||||
| 27 Apr | 165.74 | 4 | -0.08999999999999986 | 29.17 | 424 | 131 | 698 | |||||||||
| 24 Apr | 165.61 | 4.02 | 0.2699999999999996 | 28.58 | 389 | 66 | 566 | |||||||||
| 23 Apr | 164.96 | 3.75 | -0.5999999999999996 | 27.4 | 414 | 55 | 500 | |||||||||
| 22 Apr | 166.12 | 4.25 | 1.54 | 28.12 | 601 | 151 | 444 | |||||||||
| 21 Apr | 160.77 | 2.68 | 0.7200000000000002 | 29.95 | 369 | 128 | 293 | |||||||||
| 20 Apr | 157.70 | 1.92 | -0.3599999999999999 | 28.9 | 186 | 69 | 164 | |||||||||
| 17 Apr | 157.82 | 2.2 | -0.48 | 29.41 | 76 | 8 | 93 | |||||||||
| 16 Apr | 158.92 | 2.79 | 0.6499999999999999 | 30.35 | 84 | 36 | 85 | |||||||||
| 15 Apr | 156.12 | 2.14 | 0.29000000000000004 | 30.77 | 112 | 28 | 49 | |||||||||
| 13 Apr | 153.71 | 1.85 | -0.31999999999999984 | 31.88 | 20 | 1 | 22 | |||||||||
| 10 Apr | 154.08 | 2.17 | -0.33000000000000007 | - | 0 | 0 | 21 | |||||||||
| 9 Apr | 152.22 | 2.17 | 0.17 | 33.04 | 11 | 1 | 21 | |||||||||
| 8 Apr | 153.30 | 2 | 0.9 | 29.8 | 11 | 8 | 19 | |||||||||
| 7 Apr | 145.38 | 1.09 | -0.06 | 33.18 | 4 | 2 | 11 | |||||||||
| 6 Apr | 143.14 | 1.15 | 0.15 | 35.43 | 7 | 1 | 9 | |||||||||
| 2 Apr | 141.73 | 1 | -1 | - | 0 | 0 | 8 | |||||||||
| 1 Apr | 140.67 | 1 | -1 | 34.91 | 1 | 0 | 7 | |||||||||
| 30 Mar | 137.71 | 2 | -0.06 | - | 0 | 0 | 7 | |||||||||
| 27 Mar | 137.19 | 2 | -0.06 | - | 0 | 0 | 7 | |||||||||
| 25 Mar | 139.20 | 2 | -0.06 | - | 0 | 0 | 7 | |||||||||
| 24 Mar | 137.67 | 2 | -0.06 | - | 0 | 0 | 7 | |||||||||
| 23 Mar | 135.40 | 2 | -0.06 | - | 0 | 0 | 7 | |||||||||
| 20 Mar | 142.87 | 2 | -0.06 | - | 0 | 0 | 7 | |||||||||
| 19 Mar | 144.27 | 2 | -0.06 | 34.04 | 1 | 0 | 6 | |||||||||
| 18 Mar | 150.95 | 2.06 | -2.24 | - | 0 | 0 | 6 | |||||||||
| 17 Mar | 147.71 | 2.06 | -2.24 | - | 1 | 0 | 6 | |||||||||
| 16 Mar | 146.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 147.78 | 4.1 | -0.1 | - | 0 | 0 | 6 | |||||||||
| 12 Mar | 152.35 | 4.1 | -0.1 | - | 0 | 0 | 6 | |||||||||
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| 11 Mar | 147.97 | 4.1 | -0.1 | - | 0 | 0 | 6 | |||||||||
| 10 Mar | 150.29 | 4.1 | -0.1 | - | 0 | 0 | 6 | |||||||||
| 9 Mar | 148.98 | 4.1 | -0.1 | - | 0 | 0 | 6 | |||||||||
| 6 Mar | 155.71 | 4.1 | -0.1 | 27.82 | 3 | 2 | 6 | |||||||||
| 5 Mar | 156.73 | 4.2 | -0.4 | 27.63 | 2 | 1 | 3 | |||||||||
| 4 Mar | 154.61 | 4.6 | -3.4 | 30.45 | 1 | 0 | 1 | |||||||||
| 2 Mar | 165.07 | 8 | -3.3 | 26.79 | 1 | 0 | 0 | |||||||||
| 27 Feb | 169.53 | 11.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 170 expiring on 26MAY2026
Delta for 170 CE is 0.42
Historical price for 170 CE is as follows
On 28 Apr GAIL was trading at 165.68. The strike last trading price was 3.82, which was -0.19999999999999973 lower than the previous day. The implied volatity was 28.44, the open interest changed by 164 which increased total open position to 861
On 27 Apr GAIL was trading at 165.74. The strike last trading price was 4, which was -0.08999999999999986 lower than the previous day. The implied volatity was 29.17, the open interest changed by 131 which increased total open position to 698
On 24 Apr GAIL was trading at 165.61. The strike last trading price was 4.02, which was 0.2699999999999996 higher than the previous day. The implied volatity was 28.58, the open interest changed by 66 which increased total open position to 566
On 23 Apr GAIL was trading at 164.96. The strike last trading price was 3.75, which was -0.5999999999999996 lower than the previous day. The implied volatity was 27.4, the open interest changed by 55 which increased total open position to 500
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 4.25, which was 1.54 higher than the previous day. The implied volatity was 28.12, the open interest changed by 151 which increased total open position to 444
On 21 Apr GAIL was trading at 160.77. The strike last trading price was 2.68, which was 0.7200000000000002 higher than the previous day. The implied volatity was 29.95, the open interest changed by 128 which increased total open position to 293
On 20 Apr GAIL was trading at 157.70. The strike last trading price was 1.92, which was -0.3599999999999999 lower than the previous day. The implied volatity was 28.9, the open interest changed by 69 which increased total open position to 164
On 17 Apr GAIL was trading at 157.82. The strike last trading price was 2.2, which was -0.48 lower than the previous day. The implied volatity was 29.41, the open interest changed by 8 which increased total open position to 93
On 16 Apr GAIL was trading at 158.92. The strike last trading price was 2.79, which was 0.6499999999999999 higher than the previous day. The implied volatity was 30.35, the open interest changed by 36 which increased total open position to 85
On 15 Apr GAIL was trading at 156.12. The strike last trading price was 2.14, which was 0.29000000000000004 higher than the previous day. The implied volatity was 30.77, the open interest changed by 28 which increased total open position to 49
On 13 Apr GAIL was trading at 153.71. The strike last trading price was 1.85, which was -0.31999999999999984 lower than the previous day. The implied volatity was 31.88, the open interest changed by 1 which increased total open position to 22
On 10 Apr GAIL was trading at 154.08. The strike last trading price was 2.17, which was -0.33000000000000007 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Apr GAIL was trading at 152.22. The strike last trading price was 2.17, which was 0.17 higher than the previous day. The implied volatity was 33.04, the open interest changed by 1 which increased total open position to 21
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 2, which was 0.9 higher than the previous day. The implied volatity was 29.8, the open interest changed by 8 which increased total open position to 19
On 7 Apr GAIL was trading at 145.38. The strike last trading price was 1.09, which was -0.06 lower than the previous day. The implied volatity was 33.18, the open interest changed by 2 which increased total open position to 11
On 6 Apr GAIL was trading at 143.14. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 35.43, the open interest changed by 1 which increased total open position to 9
On 2 Apr GAIL was trading at 141.73. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Apr GAIL was trading at 140.67. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 34.91, the open interest changed by 0 which decreased total open position to 7
On 30 Mar GAIL was trading at 137.71. The strike last trading price was 2, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Mar GAIL was trading at 137.19. The strike last trading price was 2, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 25 Mar GAIL was trading at 139.20. The strike last trading price was 2, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Mar GAIL was trading at 137.67. The strike last trading price was 2, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Mar GAIL was trading at 135.40. The strike last trading price was 2, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Mar GAIL was trading at 142.87. The strike last trading price was 2, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Mar GAIL was trading at 144.27. The strike last trading price was 2, which was -0.06 lower than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 6
On 18 Mar GAIL was trading at 150.95. The strike last trading price was 2.06, which was -2.24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Mar GAIL was trading at 147.71. The strike last trading price was 2.06, which was -2.24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Mar GAIL was trading at 146.06. 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 13 Mar GAIL was trading at 147.78. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Mar GAIL was trading at 152.35. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was 27.82, the open interest changed by 2 which increased total open position to 6
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 4.2, which was -0.4 lower than the previous day. The implied volatity was 27.63, the open interest changed by 1 which increased total open position to 3
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 4.6, which was -3.4 lower than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 1
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 8, which was -3.3 lower than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 0
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 11.3, 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 26-May-2026 (27d) 170 PE | |||||||
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Delta: -0.6
Vega: 0
Theta: -0.07
Gamma: 0.02932
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 165.68 | 7.45 | 0.20999999999999996 | 28.64 | 69 | 46 | 293 |
| 27 Apr | 165.74 | 7.38 | -0.41000000000000014 | 29.17 | 151 | 83 | 245 |
| 24 Apr | 165.61 | 7.75 | -0.4299999999999997 | 29.55 | 96 | 43 | 160 |
| 23 Apr | 164.96 | 8.3 | 0.910000000000001 | 28.29 | 76 | 30 | 117 |
| 22 Apr | 166.12 | 7.55 | -3.000000000000001 | 28 | 54 | 28 | 87 |
| 21 Apr | 160.77 | 10.55 | -2.4299999999999997 | 27.15 | 45 | 34 | 54 |
| 20 Apr | 157.70 | 13.06 | -0.08999999999999986 | 27.82 | 12 | 8 | 20 |
| 17 Apr | 157.82 | 13.15 | -0.25 | 27.59 | 8 | 3 | 9 |
| 16 Apr | 158.92 | 13.4 | -1.799999999999999 | 28.03 | 5 | 2 | 5 |
| 15 Apr | 156.12 | 15.2 | 15.2 | 30.64 | 1 | 0 | 4 |
| 13 Apr | 153.71 | 17.42 | 0.9200000000000017 | 34.21 | 2 | 0 | 2 |
| 10 Apr | 154.08 | 16.5 | 16.5 | - | 0 | 0 | 2 |
| 9 Apr | 152.22 | 16.5 | 5.86 | 23.66 | 2 | 0 | 0 |
| 8 Apr | 153.30 | 10.64 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 145.38 | 10.64 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 143.14 | 10.64 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 141.73 | 10.64 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 140.67 | 10.64 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 137.71 | 10.64 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 137.19 | 10.64 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 139.20 | 10.64 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 137.67 | 10.64 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 135.40 | 10.64 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 142.87 | 10.64 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 144.27 | 10.64 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 150.95 | 10.64 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 147.71 | 10.64 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 146.06 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 147.78 | 10.64 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 152.35 | 10.64 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 147.97 | 10.64 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 150.29 | 10.64 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 148.98 | 10.64 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 155.71 | 10.64 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 156.73 | 10.64 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 154.61 | 10.64 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 165.07 | 10.64 | 0 | 0.18 | 0 | 0 | 0 |
| 27 Feb | 169.53 | 10.64 | 0 | 1.21 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 170 expiring on 26MAY2026
Delta for 170 PE is -0.6
Historical price for 170 PE is as follows
On 28 Apr GAIL was trading at 165.68. The strike last trading price was 7.45, which was 0.20999999999999996 higher than the previous day. The implied volatity was 28.64, the open interest changed by 46 which increased total open position to 293
On 27 Apr GAIL was trading at 165.74. The strike last trading price was 7.38, which was -0.41000000000000014 lower than the previous day. The implied volatity was 29.17, the open interest changed by 83 which increased total open position to 245
On 24 Apr GAIL was trading at 165.61. The strike last trading price was 7.75, which was -0.4299999999999997 lower than the previous day. The implied volatity was 29.55, the open interest changed by 43 which increased total open position to 160
On 23 Apr GAIL was trading at 164.96. The strike last trading price was 8.3, which was 0.910000000000001 higher than the previous day. The implied volatity was 28.29, the open interest changed by 30 which increased total open position to 117
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 7.55, which was -3.000000000000001 lower than the previous day. The implied volatity was 28, the open interest changed by 28 which increased total open position to 87
On 21 Apr GAIL was trading at 160.77. The strike last trading price was 10.55, which was -2.4299999999999997 lower than the previous day. The implied volatity was 27.15, the open interest changed by 34 which increased total open position to 54
On 20 Apr GAIL was trading at 157.70. The strike last trading price was 13.06, which was -0.08999999999999986 lower than the previous day. The implied volatity was 27.82, the open interest changed by 8 which increased total open position to 20
On 17 Apr GAIL was trading at 157.82. The strike last trading price was 13.15, which was -0.25 lower than the previous day. The implied volatity was 27.59, the open interest changed by 3 which increased total open position to 9
On 16 Apr GAIL was trading at 158.92. The strike last trading price was 13.4, which was -1.799999999999999 lower than the previous day. The implied volatity was 28.03, the open interest changed by 2 which increased total open position to 5
On 15 Apr GAIL was trading at 156.12. The strike last trading price was 15.2, which was 15.2 higher than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 4
On 13 Apr GAIL was trading at 153.71. The strike last trading price was 17.42, which was 0.9200000000000017 higher than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 2
On 10 Apr GAIL was trading at 154.08. The strike last trading price was 16.5, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr GAIL was trading at 152.22. The strike last trading price was 16.5, which was 5.86 higher than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 0
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 10.64, 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 Apr GAIL was trading at 145.38. The strike last trading price was 10.64, 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 Apr GAIL was trading at 143.14. The strike last trading price was 10.64, 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 Apr GAIL was trading at 141.73. The strike last trading price was 10.64, 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 Apr GAIL was trading at 140.67. The strike last trading price was 10.64, 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 Mar GAIL was trading at 137.71. The strike last trading price was 10.64, 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 Mar GAIL was trading at 137.19. The strike last trading price was 10.64, 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 25 Mar GAIL was trading at 139.20. The strike last trading price was 10.64, 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 Mar GAIL was trading at 137.67. The strike last trading price was 10.64, 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 Mar GAIL was trading at 135.40. The strike last trading price was 10.64, 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 Mar GAIL was trading at 142.87. The strike last trading price was 10.64, 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 Mar GAIL was trading at 144.27. The strike last trading price was 10.64, 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 Mar GAIL was trading at 150.95. The strike last trading price was 10.64, 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 Mar GAIL was trading at 147.71. The strike last trading price was 10.64, 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 Mar GAIL was trading at 146.06. 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 13 Mar GAIL was trading at 147.78. The strike last trading price was 10.64, 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 Mar GAIL was trading at 152.35. The strike last trading price was 10.64, 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 Mar GAIL was trading at 147.97. The strike last trading price was 10.64, 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 Mar GAIL was trading at 150.29. The strike last trading price was 10.64, 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 Mar GAIL was trading at 148.98. The strike last trading price was 10.64, 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 Mar GAIL was trading at 155.71. The strike last trading price was 10.64, 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 Mar GAIL was trading at 156.73. The strike last trading price was 10.64, 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 Mar GAIL was trading at 154.61. The strike last trading price was 10.64, 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 Mar GAIL was trading at 165.07. The strike last trading price was 10.64, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 10.64, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
