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[--[65.84.65.76]--]
GAIL
Gail (India) Ltd

171.71 2.85 (1.69%)

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Historical option data for GAIL

11 Apr 2025 04:11 PM IST
GAIL 24APR2025 170 CE
Delta: 0.59
Vega: 0.13
Theta: -0.22
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 171.71 6.6 0.65 40.71 972 2 540
9 Apr 168.86 6.1 -2.3 46.08 1,264 84 546
8 Apr 172.57 8.4 1.5 44.91 969 -59 462
7 Apr 169.03 7.5 -2.25 47.51 2,146 272 518
4 Apr 176.61 10.2 -5.45 32.95 168 -39 245
3 Apr 183.63 15.8 0 32.41 29 -4 283
2 Apr 184.06 15.7 -2.3 28.95 25 -1 287
1 Apr 186.32 18 2.7 31.96 87 -5 288
28 Mar 183.04 14.95 0.35 30.66 148 8 293
27 Mar 181.56 14.95 5.45 31.72 364 48 286
26 Mar 174.07 9.7 -1.9 33.89 207 -11 237
25 Mar 177.70 11.55 -3.35 30.85 110 28 245
24 Mar 181.28 15.05 5.1 31.78 198 -30 218
21 Mar 175.05 9.4 3.55 24.37 586 -25 248
20 Mar 168.46 5.95 1.05 29.05 445 116 285
19 Mar 165.96 4.9 0.5 29.09 183 -7 169
18 Mar 163.00 4.7 2 30.89 183 37 142
17 Mar 156.58 2.7 -0.35 33.23 73 33 104
13 Mar 157.96 2.95 -0.85 31.23 24 0 71
12 Mar 159.20 3.65 0.55 32.40 77 11 72
11 Mar 156.78 3.1 0 32.06 30 8 59
10 Mar 155.14 3 -1.2 34.76 30 -1 51
7 Mar 158.14 4.15 -0.8 34.41 17 3 52
6 Mar 161.46 4.95 0.45 32.58 20 10 49
5 Mar 158.95 4.5 1.75 33.32 31 16 40
4 Mar 153.17 2.75 -12.15 32.97 68 25 25
3 Mar 154.05 14.9 0 7.18 0 0 0
26 Feb 160.90 14.9 0 3.28 0 0 0
25 Feb 160.74 14.9 0 3.28 0 0 0
24 Feb 164.58 14.9 0 1.41 0 0 0
21 Feb 164.21 14.9 0 1.60 0 0 0
20 Feb 167.14 14.9 0 0.11 0 0 0
19 Feb 163.53 14.9 0 1.79 0 0 0
17 Feb 160.17 14.9 0 3.80 0 0 0
14 Feb 162.29 14.9 0 1.42 0 0 0
13 Feb 162.33 14.9 0 2.19 0 0 0
12 Feb 159.76 14.9 0 3.40 0 0 0
11 Feb 161.69 14.9 0 2.41 0 0 0
10 Feb 168.10 14.9 0 - 0 0 0
6 Feb 178.41 13.65 0 - 0 0 0
5 Feb 179.50 13.65 0 - 0 0 0
4 Feb 178.00 13.65 0 - 0 0 0
3 Feb 174.34 13.65 0 - 0 0 0
1 Feb 175.60 13.65 0 - 0 0 0


For Gail (India) Ltd - strike price 170 expiring on 24APR2025

Delta for 170 CE is 0.59

Historical price for 170 CE is as follows

On 11 Apr GAIL was trading at 171.71. The strike last trading price was 6.6, which was 0.65 higher than the previous day. The implied volatity was 40.71, the open interest changed by 2 which increased total open position to 540


On 9 Apr GAIL was trading at 168.86. The strike last trading price was 6.1, which was -2.3 lower than the previous day. The implied volatity was 46.08, the open interest changed by 84 which increased total open position to 546


On 8 Apr GAIL was trading at 172.57. The strike last trading price was 8.4, which was 1.5 higher than the previous day. The implied volatity was 44.91, the open interest changed by -59 which decreased total open position to 462


On 7 Apr GAIL was trading at 169.03. The strike last trading price was 7.5, which was -2.25 lower than the previous day. The implied volatity was 47.51, the open interest changed by 272 which increased total open position to 518


On 4 Apr GAIL was trading at 176.61. The strike last trading price was 10.2, which was -5.45 lower than the previous day. The implied volatity was 32.95, the open interest changed by -39 which decreased total open position to 245


On 3 Apr GAIL was trading at 183.63. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 32.41, the open interest changed by -4 which decreased total open position to 283


On 2 Apr GAIL was trading at 184.06. The strike last trading price was 15.7, which was -2.3 lower than the previous day. The implied volatity was 28.95, the open interest changed by -1 which decreased total open position to 287


On 1 Apr GAIL was trading at 186.32. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was 31.96, the open interest changed by -5 which decreased total open position to 288


On 28 Mar GAIL was trading at 183.04. The strike last trading price was 14.95, which was 0.35 higher than the previous day. The implied volatity was 30.66, the open interest changed by 8 which increased total open position to 293


On 27 Mar GAIL was trading at 181.56. The strike last trading price was 14.95, which was 5.45 higher than the previous day. The implied volatity was 31.72, the open interest changed by 48 which increased total open position to 286


On 26 Mar GAIL was trading at 174.07. The strike last trading price was 9.7, which was -1.9 lower than the previous day. The implied volatity was 33.89, the open interest changed by -11 which decreased total open position to 237


On 25 Mar GAIL was trading at 177.70. The strike last trading price was 11.55, which was -3.35 lower than the previous day. The implied volatity was 30.85, the open interest changed by 28 which increased total open position to 245


On 24 Mar GAIL was trading at 181.28. The strike last trading price was 15.05, which was 5.1 higher than the previous day. The implied volatity was 31.78, the open interest changed by -30 which decreased total open position to 218


On 21 Mar GAIL was trading at 175.05. The strike last trading price was 9.4, which was 3.55 higher than the previous day. The implied volatity was 24.37, the open interest changed by -25 which decreased total open position to 248


On 20 Mar GAIL was trading at 168.46. The strike last trading price was 5.95, which was 1.05 higher than the previous day. The implied volatity was 29.05, the open interest changed by 116 which increased total open position to 285


On 19 Mar GAIL was trading at 165.96. The strike last trading price was 4.9, which was 0.5 higher than the previous day. The implied volatity was 29.09, the open interest changed by -7 which decreased total open position to 169


On 18 Mar GAIL was trading at 163.00. The strike last trading price was 4.7, which was 2 higher than the previous day. The implied volatity was 30.89, the open interest changed by 37 which increased total open position to 142


On 17 Mar GAIL was trading at 156.58. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 33.23, the open interest changed by 33 which increased total open position to 104


On 13 Mar GAIL was trading at 157.96. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 31.23, the open interest changed by 0 which decreased total open position to 71


On 12 Mar GAIL was trading at 159.20. The strike last trading price was 3.65, which was 0.55 higher than the previous day. The implied volatity was 32.40, the open interest changed by 11 which increased total open position to 72


On 11 Mar GAIL was trading at 156.78. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 32.06, the open interest changed by 8 which increased total open position to 59


On 10 Mar GAIL was trading at 155.14. The strike last trading price was 3, which was -1.2 lower than the previous day. The implied volatity was 34.76, the open interest changed by -1 which decreased total open position to 51


On 7 Mar GAIL was trading at 158.14. The strike last trading price was 4.15, which was -0.8 lower than the previous day. The implied volatity was 34.41, the open interest changed by 3 which increased total open position to 52


On 6 Mar GAIL was trading at 161.46. The strike last trading price was 4.95, which was 0.45 higher than the previous day. The implied volatity was 32.58, the open interest changed by 10 which increased total open position to 49


On 5 Mar GAIL was trading at 158.95. The strike last trading price was 4.5, which was 1.75 higher than the previous day. The implied volatity was 33.32, the open interest changed by 16 which increased total open position to 40


On 4 Mar GAIL was trading at 153.17. The strike last trading price was 2.75, which was -12.15 lower than the previous day. The implied volatity was 32.97, the open interest changed by 25 which increased total open position to 25


On 3 Mar GAIL was trading at 154.05. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0


On 26 Feb GAIL was trading at 160.90. The strike last trading price was 14.9, 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


On 25 Feb GAIL was trading at 160.74. The strike last trading price was 14.9, 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


On 24 Feb GAIL was trading at 164.58. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0


On 21 Feb GAIL was trading at 164.21. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0


On 20 Feb GAIL was trading at 167.14. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 19 Feb GAIL was trading at 163.53. The strike last trading price was 14.9, 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 17 Feb GAIL was trading at 160.17. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0


On 14 Feb GAIL was trading at 162.29. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 13 Feb GAIL was trading at 162.33. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0


On 12 Feb GAIL was trading at 159.76. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0


On 11 Feb GAIL was trading at 161.69. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0


On 10 Feb GAIL was trading at 168.10. The strike last trading price was 14.9, 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 178.41. The strike last trading price was 13.65, 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 179.50. The strike last trading price was 13.65, 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 178.00. The strike last trading price was 13.65, 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 Feb GAIL was trading at 174.34. The strike last trading price was 13.65, 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 Feb GAIL was trading at 175.60. The strike last trading price was 13.65, 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 24APR2025 170 PE
Delta: -0.41
Vega: 0.13
Theta: -0.18
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 171.71 4.2 -2.6 41.86 852 -3 752
9 Apr 168.86 6.75 1.6 47.89 1,017 -42 762
8 Apr 172.57 5.1 -2.8 47.37 1,289 51 805
7 Apr 169.03 7.4 4.5 54.31 1,336 117 955
4 Apr 176.61 2.6 1.25 35.35 1,220 139 837
3 Apr 183.63 1.25 -0.1 35.21 335 -12 696
2 Apr 184.06 1.35 0.2 35.59 385 -43 710
1 Apr 186.32 1.15 -0.65 35.93 885 254 756
28 Mar 183.04 1.8 -0.25 33.78 674 83 502
27 Mar 181.56 2.05 -1.9 34.63 793 122 421
26 Mar 174.07 3.95 0.95 32.98 328 -36 300
25 Mar 177.70 3.1 0.9 33.45 309 61 334
24 Mar 181.28 2.1 -1.2 33.05 744 -17 283
21 Mar 175.05 3.25 -2.6 28.65 540 233 300
20 Mar 168.46 5.85 -1.95 27.72 65 36 65
19 Mar 165.96 7.8 -1.2 30.83 27 15 29
18 Mar 163.00 9 -4.5 32.18 7 2 14
17 Mar 156.58 13.5 1.1 29.91 2 0 10
13 Mar 157.96 12.4 -3.55 27.04 1 0 9
12 Mar 159.20 15.95 0 0.00 0 1 0
11 Mar 156.78 15.95 1.7 42.96 1 0 8
10 Mar 155.14 14.25 0.25 24.05 5 1 3
7 Mar 158.14 14 2.6 34.98 3 2 2
6 Mar 161.46 11.4 0 - 0 0 0
5 Mar 158.95 11.4 0 - 0 0 0
4 Mar 153.17 11.4 0 - 0 0 0
3 Mar 154.05 11.4 0 - 0 0 0
26 Feb 160.90 11.4 0 - 0 0 0
25 Feb 160.74 11.4 0 - 0 0 0
24 Feb 164.58 11.4 0 - 0 0 0
21 Feb 164.21 11.4 0 - 0 0 0
20 Feb 167.14 11.4 0 - 0 0 0
19 Feb 163.53 11.4 0 - 0 0 0
17 Feb 160.17 11.4 0 - 0 0 0
14 Feb 162.29 11.4 0 - 0 0 0
13 Feb 162.33 11.4 0 - 0 0 0
12 Feb 159.76 11.4 0 - 0 0 0
11 Feb 161.69 11.4 0 - 0 0 0
10 Feb 168.10 11.4 0 0.86 0 0 0
6 Feb 178.41 13.7 0 4.58 0 0 0
5 Feb 179.50 13.7 0 4.81 0 0 0
4 Feb 178.00 13.7 0 4.19 0 0 0
3 Feb 174.34 13.7 0 2.96 0 0 0
1 Feb 175.60 13.7 0 4.37 0 0 0


For Gail (India) Ltd - strike price 170 expiring on 24APR2025

Delta for 170 PE is -0.41

Historical price for 170 PE is as follows

On 11 Apr GAIL was trading at 171.71. The strike last trading price was 4.2, which was -2.6 lower than the previous day. The implied volatity was 41.86, the open interest changed by -3 which decreased total open position to 752


On 9 Apr GAIL was trading at 168.86. The strike last trading price was 6.75, which was 1.6 higher than the previous day. The implied volatity was 47.89, the open interest changed by -42 which decreased total open position to 762


On 8 Apr GAIL was trading at 172.57. The strike last trading price was 5.1, which was -2.8 lower than the previous day. The implied volatity was 47.37, the open interest changed by 51 which increased total open position to 805


On 7 Apr GAIL was trading at 169.03. The strike last trading price was 7.4, which was 4.5 higher than the previous day. The implied volatity was 54.31, the open interest changed by 117 which increased total open position to 955


On 4 Apr GAIL was trading at 176.61. The strike last trading price was 2.6, which was 1.25 higher than the previous day. The implied volatity was 35.35, the open interest changed by 139 which increased total open position to 837


On 3 Apr GAIL was trading at 183.63. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 35.21, the open interest changed by -12 which decreased total open position to 696


On 2 Apr GAIL was trading at 184.06. The strike last trading price was 1.35, which was 0.2 higher than the previous day. The implied volatity was 35.59, the open interest changed by -43 which decreased total open position to 710


On 1 Apr GAIL was trading at 186.32. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 35.93, the open interest changed by 254 which increased total open position to 756


On 28 Mar GAIL was trading at 183.04. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 33.78, the open interest changed by 83 which increased total open position to 502


On 27 Mar GAIL was trading at 181.56. The strike last trading price was 2.05, which was -1.9 lower than the previous day. The implied volatity was 34.63, the open interest changed by 122 which increased total open position to 421


On 26 Mar GAIL was trading at 174.07. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 32.98, the open interest changed by -36 which decreased total open position to 300


On 25 Mar GAIL was trading at 177.70. The strike last trading price was 3.1, which was 0.9 higher than the previous day. The implied volatity was 33.45, the open interest changed by 61 which increased total open position to 334


On 24 Mar GAIL was trading at 181.28. The strike last trading price was 2.1, which was -1.2 lower than the previous day. The implied volatity was 33.05, the open interest changed by -17 which decreased total open position to 283


On 21 Mar GAIL was trading at 175.05. The strike last trading price was 3.25, which was -2.6 lower than the previous day. The implied volatity was 28.65, the open interest changed by 233 which increased total open position to 300


On 20 Mar GAIL was trading at 168.46. The strike last trading price was 5.85, which was -1.95 lower than the previous day. The implied volatity was 27.72, the open interest changed by 36 which increased total open position to 65


On 19 Mar GAIL was trading at 165.96. The strike last trading price was 7.8, which was -1.2 lower than the previous day. The implied volatity was 30.83, the open interest changed by 15 which increased total open position to 29


On 18 Mar GAIL was trading at 163.00. The strike last trading price was 9, which was -4.5 lower than the previous day. The implied volatity was 32.18, the open interest changed by 2 which increased total open position to 14


On 17 Mar GAIL was trading at 156.58. The strike last trading price was 13.5, which was 1.1 higher than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 10


On 13 Mar GAIL was trading at 157.96. The strike last trading price was 12.4, which was -3.55 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 9


On 12 Mar GAIL was trading at 159.20. The strike last trading price was 15.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Mar GAIL was trading at 156.78. The strike last trading price was 15.95, which was 1.7 higher than the previous day. The implied volatity was 42.96, the open interest changed by 0 which decreased total open position to 8


On 10 Mar GAIL was trading at 155.14. The strike last trading price was 14.25, which was 0.25 higher than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 3


On 7 Mar GAIL was trading at 158.14. The strike last trading price was 14, which was 2.6 higher than the previous day. The implied volatity was 34.98, the open interest changed by 2 which increased total open position to 2


On 6 Mar GAIL was trading at 161.46. The strike last trading price was 11.4, 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 158.95. The strike last trading price was 11.4, 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 153.17. The strike last trading price was 11.4, 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 Mar GAIL was trading at 154.05. The strike last trading price was 11.4, 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 26 Feb GAIL was trading at 160.90. The strike last trading price was 11.4, 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 Feb GAIL was trading at 160.74. The strike last trading price was 11.4, 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 Feb GAIL was trading at 164.58. The strike last trading price was 11.4, 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 Feb GAIL was trading at 164.21. The strike last trading price was 11.4, 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 Feb GAIL was trading at 167.14. The strike last trading price was 11.4, 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 Feb GAIL was trading at 163.53. The strike last trading price was 11.4, 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 Feb GAIL was trading at 160.17. The strike last trading price was 11.4, 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 Feb GAIL was trading at 162.29. The strike last trading price was 11.4, 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 162.33. The strike last trading price was 11.4, 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 159.76. The strike last trading price was 11.4, 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 161.69. The strike last trading price was 11.4, 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 168.10. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GAIL was trading at 178.41. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GAIL was trading at 179.50. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0


On 4 Feb GAIL was trading at 178.00. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0


On 3 Feb GAIL was trading at 174.34. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 1 Feb GAIL was trading at 175.60. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0