[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
167.38 -0.76 (-0.45%)
L: 165.75 H: 171.95

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Historical option data for GAIL

29 Jan 2026 04:11 PM IST
GAIL 24-FEB-2026 170 CE
Delta: 0.47
Vega: 0.18
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 167.38 4.83 -0.27 31.77 2,641 -169 1,616
28 Jan 168.14 5.14 3.06 29.82 6,554 642 1,785
27 Jan 159.98 2.29 0.04 28.75 1,434 448 1,158
23 Jan 160.81 2.23 -0.97 26.67 744 177 707
22 Jan 163.57 3.24 0.08 26.28 362 51 526
21 Jan 162.68 3.15 0.54 28.21 507 137 494
20 Jan 161.21 2.6 -1.25 27.16 199 39 386
19 Jan 164.72 3.7 -0.41 26.72 178 98 346
16 Jan 164.24 4.05 -0.45 26.52 200 144 247
14 Jan 165.17 4.5 0.1 26.4 28 8 104
13 Jan 165.26 4.4 -0.26 25.15 29 16 96
12 Jan 166.55 5.02 0.92 23.9 42 23 81
9 Jan 164.36 4.1 -0.19 24.28 19 -3 55
8 Jan 163.53 4.14 -2.08 25.91 39 34 58
7 Jan 168.48 6.22 -0.92 24.07 26 16 26
6 Jan 169.39 7.29 -2.63 27 2 1 10
5 Jan 173.05 9.92 1.81 - 0 0 9
2 Jan 175.38 9.92 1.81 19.15 7 0 8
1 Jan 171.77 8.1 -0.4 22.19 10 4 8
31 Dec 172.16 8.5 -10.98 22.67 4 3 3
30 Dec 170.63 19.48 0 - 0 0 0
29 Dec 170.42 19.48 0 - 0 0 0
26 Dec 171.02 19.48 0 - 0 0 0
24 Dec 171.00 19.48 0 - 0 0 0
23 Dec 172.04 19.48 - - 0 0 0
22 Dec 171.72 19.48 0 - 0 0 0
19 Dec 169.76 19.48 0 - 0 0 0
18 Dec 167.55 19.48 0 - 0 0 0
17 Dec 169.07 19.48 0 - 0 0 0
16 Dec 168.32 19.48 0 - 0 0 0
15 Dec 169.86 19.48 0 - 0 0 0
12 Dec 170.71 19.48 0 - 0 0 0
11 Dec 168.95 19.48 0 - 0 0 0
10 Dec 168.02 19.48 0 - 0 0 0
9 Dec 167.89 19.48 0 - 0 0 0
8 Dec 166.81 19.48 0 0.03 0 0 0
5 Dec 169.98 19.48 0 - 0 0 0
4 Dec 170.63 19.48 0 - 0 0 0
3 Dec 170.27 19.48 0 - 0 0 0
2 Dec 175.00 - - - 0 0 0
1 Dec 175.41 19.48 0 - 0 0 0
28 Nov 176.09 19.48 0 - 0 0 0
27 Nov 183.80 19.48 0 - 0 0 0


For Gail (India) Ltd - strike price 170 expiring on 24FEB2026

Delta for 170 CE is 0.47

Historical price for 170 CE is as follows

On 29 Jan GAIL was trading at 167.38. The strike last trading price was 4.83, which was -0.27 lower than the previous day. The implied volatity was 31.77, the open interest changed by -169 which decreased total open position to 1616


On 28 Jan GAIL was trading at 168.14. The strike last trading price was 5.14, which was 3.06 higher than the previous day. The implied volatity was 29.82, the open interest changed by 642 which increased total open position to 1785


On 27 Jan GAIL was trading at 159.98. The strike last trading price was 2.29, which was 0.04 higher than the previous day. The implied volatity was 28.75, the open interest changed by 448 which increased total open position to 1158


On 23 Jan GAIL was trading at 160.81. The strike last trading price was 2.23, which was -0.97 lower than the previous day. The implied volatity was 26.67, the open interest changed by 177 which increased total open position to 707


On 22 Jan GAIL was trading at 163.57. The strike last trading price was 3.24, which was 0.08 higher than the previous day. The implied volatity was 26.28, the open interest changed by 51 which increased total open position to 526


On 21 Jan GAIL was trading at 162.68. The strike last trading price was 3.15, which was 0.54 higher than the previous day. The implied volatity was 28.21, the open interest changed by 137 which increased total open position to 494


On 20 Jan GAIL was trading at 161.21. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 27.16, the open interest changed by 39 which increased total open position to 386


On 19 Jan GAIL was trading at 164.72. The strike last trading price was 3.7, which was -0.41 lower than the previous day. The implied volatity was 26.72, the open interest changed by 98 which increased total open position to 346


On 16 Jan GAIL was trading at 164.24. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 26.52, the open interest changed by 144 which increased total open position to 247


On 14 Jan GAIL was trading at 165.17. The strike last trading price was 4.5, which was 0.1 higher than the previous day. The implied volatity was 26.4, the open interest changed by 8 which increased total open position to 104


On 13 Jan GAIL was trading at 165.26. The strike last trading price was 4.4, which was -0.26 lower than the previous day. The implied volatity was 25.15, the open interest changed by 16 which increased total open position to 96


On 12 Jan GAIL was trading at 166.55. The strike last trading price was 5.02, which was 0.92 higher than the previous day. The implied volatity was 23.9, the open interest changed by 23 which increased total open position to 81


On 9 Jan GAIL was trading at 164.36. The strike last trading price was 4.1, which was -0.19 lower than the previous day. The implied volatity was 24.28, the open interest changed by -3 which decreased total open position to 55


On 8 Jan GAIL was trading at 163.53. The strike last trading price was 4.14, which was -2.08 lower than the previous day. The implied volatity was 25.91, the open interest changed by 34 which increased total open position to 58


On 7 Jan GAIL was trading at 168.48. The strike last trading price was 6.22, which was -0.92 lower than the previous day. The implied volatity was 24.07, the open interest changed by 16 which increased total open position to 26


On 6 Jan GAIL was trading at 169.39. The strike last trading price was 7.29, which was -2.63 lower than the previous day. The implied volatity was 27, the open interest changed by 1 which increased total open position to 10


On 5 Jan GAIL was trading at 173.05. The strike last trading price was 9.92, which was 1.81 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 2 Jan GAIL was trading at 175.38. The strike last trading price was 9.92, which was 1.81 higher than the previous day. The implied volatity was 19.15, the open interest changed by 0 which decreased total open position to 8


On 1 Jan GAIL was trading at 171.77. The strike last trading price was 8.1, which was -0.4 lower than the previous day. The implied volatity was 22.19, the open interest changed by 4 which increased total open position to 8


On 31 Dec GAIL was trading at 172.16. The strike last trading price was 8.5, which was -10.98 lower than the previous day. The implied volatity was 22.67, the open interest changed by 3 which increased total open position to 3


On 30 Dec GAIL was trading at 170.63. The strike last trading price was 19.48, 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 Dec GAIL was trading at 170.42. The strike last trading price was 19.48, 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 Dec GAIL was trading at 171.02. The strike last trading price was 19.48, 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 Dec GAIL was trading at 171.00. The strike last trading price was 19.48, 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 Dec GAIL was trading at 172.04. The strike last trading price was 19.48, 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 22 Dec GAIL was trading at 171.72. The strike last trading price was 19.48, 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 Dec GAIL was trading at 169.76. The strike last trading price was 19.48, 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 Dec GAIL was trading at 167.55. The strike last trading price was 19.48, 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 Dec GAIL was trading at 169.07. The strike last trading price was 19.48, 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 Dec GAIL was trading at 168.32. The strike last trading price was 19.48, 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 15 Dec GAIL was trading at 169.86. The strike last trading price was 19.48, 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 Dec GAIL was trading at 170.71. The strike last trading price was 19.48, 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 Dec GAIL was trading at 168.95. The strike last trading price was 19.48, 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 Dec GAIL was trading at 168.02. The strike last trading price was 19.48, 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 Dec GAIL was trading at 167.89. The strike last trading price was 19.48, 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 8 Dec GAIL was trading at 166.81. The strike last trading price was 19.48, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 19.48, 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 Dec GAIL was trading at 170.63. The strike last trading price was 19.48, 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 Dec GAIL was trading at 170.27. The strike last trading price was 19.48, 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 Dec GAIL was trading at 175.00. 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 1 Dec GAIL was trading at 175.41. The strike last trading price was 19.48, 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 Nov GAIL was trading at 176.09. The strike last trading price was 19.48, 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 Nov GAIL was trading at 183.80. The strike last trading price was 19.48, 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 24FEB2026 170 PE
Delta: -0.53
Vega: 0.18
Theta: -0.09
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 167.38 6.85 0.71 33.1 1,717 78 770
28 Jan 168.14 6.15 -4.34 31.92 262 -1 689
27 Jan 159.98 9.93 -0.64 29.01 366 302 682
23 Jan 160.81 10.6 2.32 30.89 297 215 364
22 Jan 163.57 8.16 -1.08 27.77 66 35 146
21 Jan 162.68 9.24 -0.75 28.29 67 35 110
20 Jan 161.21 9.99 1.84 27.23 16 15 75
19 Jan 164.72 8.45 0.12 29.31 33 21 59
16 Jan 164.24 8.33 1.16 28.84 27 20 37
14 Jan 165.17 7.17 -0.31 24.88 11 8 17
13 Jan 165.26 7.48 -0.62 26.62 4 3 8
12 Jan 166.55 8.1 -1.05 - 0 0 5
9 Jan 164.36 8.1 -1.05 26.16 1 0 4
8 Jan 163.53 9.15 2.46 27.99 6 3 3
7 Jan 168.48 6.69 0 0.46 0 0 0
6 Jan 169.39 6.69 0 0.78 0 0 0
5 Jan 173.05 6.69 0 2.83 0 0 0
2 Jan 175.38 6.69 0 4.01 0 0 0
1 Jan 171.77 6.69 0 2.13 0 0 0
31 Dec 172.16 6.69 0 2.33 0 0 0
30 Dec 170.63 6.69 0 1.79 0 0 0
29 Dec 170.42 6.69 0 - 0 0 0
26 Dec 171.02 6.69 0 - 0 0 0
24 Dec 171.00 6.69 0 1.92 0 0 0
23 Dec 172.04 6.69 - - 0 0 0
22 Dec 171.72 6.69 0 2.2 0 0 0
19 Dec 169.76 6.69 0 1.57 0 0 0
18 Dec 167.55 6.69 0 - 0 0 0
17 Dec 169.07 6.69 0 - 0 0 0
16 Dec 168.32 6.69 0 0.65 0 0 0
15 Dec 169.86 6.69 0 - 0 0 0
12 Dec 170.71 6.69 0 1.84 0 0 0
11 Dec 168.95 6.69 0 0.99 0 0 0
10 Dec 168.02 6.69 0 0.75 0 0 0
9 Dec 167.89 6.69 0 0.77 0 0 0
8 Dec 166.81 6.69 0 - 0 0 0
5 Dec 169.98 6.69 0 1.59 0 0 0
4 Dec 170.63 6.69 0 2 0 0 0
3 Dec 170.27 6.69 0 - 0 0 0
2 Dec 175.00 - - - 0 0 0
1 Dec 175.41 6.69 0 3.34 0 0 0
28 Nov 176.09 6.69 0 3.73 0 0 0
27 Nov 183.80 6.69 0 6.08 0 0 0


For Gail (India) Ltd - strike price 170 expiring on 24FEB2026

Delta for 170 PE is -0.53

Historical price for 170 PE is as follows

On 29 Jan GAIL was trading at 167.38. The strike last trading price was 6.85, which was 0.71 higher than the previous day. The implied volatity was 33.1, the open interest changed by 78 which increased total open position to 770


On 28 Jan GAIL was trading at 168.14. The strike last trading price was 6.15, which was -4.34 lower than the previous day. The implied volatity was 31.92, the open interest changed by -1 which decreased total open position to 689


On 27 Jan GAIL was trading at 159.98. The strike last trading price was 9.93, which was -0.64 lower than the previous day. The implied volatity was 29.01, the open interest changed by 302 which increased total open position to 682


On 23 Jan GAIL was trading at 160.81. The strike last trading price was 10.6, which was 2.32 higher than the previous day. The implied volatity was 30.89, the open interest changed by 215 which increased total open position to 364


On 22 Jan GAIL was trading at 163.57. The strike last trading price was 8.16, which was -1.08 lower than the previous day. The implied volatity was 27.77, the open interest changed by 35 which increased total open position to 146


On 21 Jan GAIL was trading at 162.68. The strike last trading price was 9.24, which was -0.75 lower than the previous day. The implied volatity was 28.29, the open interest changed by 35 which increased total open position to 110


On 20 Jan GAIL was trading at 161.21. The strike last trading price was 9.99, which was 1.84 higher than the previous day. The implied volatity was 27.23, the open interest changed by 15 which increased total open position to 75


On 19 Jan GAIL was trading at 164.72. The strike last trading price was 8.45, which was 0.12 higher than the previous day. The implied volatity was 29.31, the open interest changed by 21 which increased total open position to 59


On 16 Jan GAIL was trading at 164.24. The strike last trading price was 8.33, which was 1.16 higher than the previous day. The implied volatity was 28.84, the open interest changed by 20 which increased total open position to 37


On 14 Jan GAIL was trading at 165.17. The strike last trading price was 7.17, which was -0.31 lower than the previous day. The implied volatity was 24.88, the open interest changed by 8 which increased total open position to 17


On 13 Jan GAIL was trading at 165.26. The strike last trading price was 7.48, which was -0.62 lower than the previous day. The implied volatity was 26.62, the open interest changed by 3 which increased total open position to 8


On 12 Jan GAIL was trading at 166.55. The strike last trading price was 8.1, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Jan GAIL was trading at 164.36. The strike last trading price was 8.1, which was -1.05 lower than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 4


On 8 Jan GAIL was trading at 163.53. The strike last trading price was 9.15, which was 2.46 higher than the previous day. The implied volatity was 27.99, the open interest changed by 3 which increased total open position to 3


On 7 Jan GAIL was trading at 168.48. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 0.46, 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 6.69, which was 0 lower than the previous day. The implied volatity was 0.78, 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 6.69, which was 0 lower than the previous day. The implied volatity was 2.83, 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 6.69, which was 0 lower than the previous day. The implied volatity was 4.01, 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 6.69, which was 0 lower than the previous day. The implied volatity was 2.13, 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 6.69, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0


On 30 Dec GAIL was trading at 170.63. The strike last trading price was 6.69, 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 29 Dec GAIL was trading at 170.42. The strike last trading price was 6.69, 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 Dec GAIL was trading at 171.02. The strike last trading price was 6.69, 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 Dec GAIL was trading at 171.00. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0


On 23 Dec GAIL was trading at 172.04. The strike last trading price was 6.69, 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 22 Dec GAIL was trading at 171.72. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 2.2, the open interest changed by 0 which decreased total open position to 0


On 19 Dec GAIL was trading at 169.76. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 18 Dec GAIL was trading at 167.55. The strike last trading price was 6.69, 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 Dec GAIL was trading at 169.07. The strike last trading price was 6.69, 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 Dec GAIL was trading at 168.32. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 15 Dec GAIL was trading at 169.86. The strike last trading price was 6.69, 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 Dec GAIL was trading at 170.71. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 11 Dec GAIL was trading at 168.95. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 10 Dec GAIL was trading at 168.02. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 9 Dec GAIL was trading at 167.89. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 6.69, 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 Dec GAIL was trading at 169.98. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 6.69, 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 Dec GAIL was trading at 175.00. 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 1 Dec GAIL was trading at 175.41. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 6.69, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0