GAIL

Gail (India) Ltd

171 -1.04 (-0.60%)

L: 170.74 H: 173.81

Back to Option Chain

Historical option data for GAIL
24 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

GAIL 27-JAN-2026 170 CE
Delta: 0.62 Vega: 0.20 Theta: -0.09 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	171.00	5.54 ₹ 17,451	-0.6 -1890.00	19.66	223 7,02,450	103 3,24,450	504 15,87,600
23 Dec	172.04	6 ₹ 18,900	0.06 189.00	18.84	96 3,02,400	22 69,300	401 12,63,150
22 Dec	171.72	5.84 ₹ 18,396	0.71 2236.50	18.51	239 7,52,850	46 1,44,900	377 11,87,550
19 Dec	169.76	5.22 ₹ 16,443	0.9 2835.00	19.83	351 11,05,650	-22 -69,300	333 10,48,950
18 Dec	167.55	4.17 ₹ 13,135.5	-1.03 -3244.50	20.24	381 12,00,150	207 6,52,050	354 11,15,100
17 Dec	169.07	5.2 ₹ 16,380	-0.03 -94.50	21.31	30 94,500	2 6,300	147 4,63,050

16 Dec	168.32	5.15 ₹ 16,222.5	-0.78 -2457.00	22.55	80 2,52,000	37 1,16,550	148 4,66,200
15 Dec	169.86	5.91 ₹ 18,616.5	-0.67 -2110.50	22.08	13 40,950	2 6,300	110 3,46,500
12 Dec	170.71	6.42 ₹ 20,223	0.97 3055.50	20.47	79 2,48,850	2 6,300	109 3,43,350
11 Dec	168.95	5.45 ₹ 17,167.5	0.18 567.00	20.85	43 1,35,450	3 9,450	106 3,33,900
10 Dec	168.02	5.2 ₹ 16,380	-0.28 -882.00	20.97	31 97,650	12 37,800	107 3,37,050
9 Dec	167.89	5.4 ₹ 17,010	0.35 1102.50	21.67	50 1,57,500	8 25,200	94 2,96,100
8 Dec	166.81	5.07 ₹ 15,970.5	-1.43 -4504.50	23.53	37 1,16,550	12 37,800	85 2,67,750
5 Dec	169.98	6.55 ₹ 20,632.5	-0.58 -1827.00	20.43	42 1,32,300	34 1,07,100	72 2,26,800
4 Dec	170.63	7.17 ₹ 22,585.5	-0.05 -157.50	20.29	21 66,150	19 59,850	37 1,16,550
3 Dec	170.27	7.25 ₹ 22,837.5	-2.66 -8379.00	21.40	6 18,900	4 12,600	16 50,400
2 Dec	175.00	9.91 ₹ 31,216.5	-0.95 -2992.50	-	0 0	1 3,150	0 0
1 Dec	175.41	9.91 ₹ 31,216.5	-0.95 -2992.50	19.39	5 15,750	1 3,150	12 37,800
28 Nov	176.09	11 ₹ 34,650	-7.65 -24097.50	19.04	44 1,38,600	11 34,650	11 34,650
27 Nov	183.80	18.65 ₹ 58,747.5	0 0.00	-	0 0	0 0	0 0
26 Nov	185.16	18.65 ₹ 58,747.5	0 0.00	-	0 0	0 0	0 0
25 Nov	180.22	18.65 ₹ 58,747.5	0 0.00	-	0 0	0 0	0 0
24 Nov	181.09	18.65 ₹ 58,747.5	0 0.00	-	0 0	0 0	0 0
21 Nov	182.99	18.65 ₹ 58,747.5	0 0.00	-	0 0	0 0	0 0
10 Nov	181.52	18.65 ₹ 58,747.5	0 0.00	-	0 0	0 0	0 0
30 Oct	183.09	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Gail (India) Ltd - strike price 170 expiring on 27JAN2026

Delta for 170 CE is 0.62

Historical price for 170 CE is as follows

On 24 Dec GAIL was trading at 171.00. The strike last trading price was 5.54, which was -0.6 lower than the previous day. The implied volatity was 19.66, the open interest changed by 103 which increased total open position to 504

On 23 Dec GAIL was trading at 172.04. The strike last trading price was 6, which was 0.06 higher than the previous day. The implied volatity was 18.84, the open interest changed by 22 which increased total open position to 401

On 22 Dec GAIL was trading at 171.72. The strike last trading price was 5.84, which was 0.71 higher than the previous day. The implied volatity was 18.51, the open interest changed by 46 which increased total open position to 377

On 19 Dec GAIL was trading at 169.76. The strike last trading price was 5.22, which was 0.9 higher than the previous day. The implied volatity was 19.83, the open interest changed by -22 which decreased total open position to 333

On 18 Dec GAIL was trading at 167.55. The strike last trading price was 4.17, which was -1.03 lower than the previous day. The implied volatity was 20.24, the open interest changed by 207 which increased total open position to 354

On 17 Dec GAIL was trading at 169.07. The strike last trading price was 5.2, which was -0.03 lower than the previous day. The implied volatity was 21.31, the open interest changed by 2 which increased total open position to 147

On 16 Dec GAIL was trading at 168.32. The strike last trading price was 5.15, which was -0.78 lower than the previous day. The implied volatity was 22.55, the open interest changed by 37 which increased total open position to 148

On 15 Dec GAIL was trading at 169.86. The strike last trading price was 5.91, which was -0.67 lower than the previous day. The implied volatity was 22.08, the open interest changed by 2 which increased total open position to 110

On 12 Dec GAIL was trading at 170.71. The strike last trading price was 6.42, which was 0.97 higher than the previous day. The implied volatity was 20.47, the open interest changed by 2 which increased total open position to 109

On 11 Dec GAIL was trading at 168.95. The strike last trading price was 5.45, which was 0.18 higher than the previous day. The implied volatity was 20.85, the open interest changed by 3 which increased total open position to 106

On 10 Dec GAIL was trading at 168.02. The strike last trading price was 5.2, which was -0.28 lower than the previous day. The implied volatity was 20.97, the open interest changed by 12 which increased total open position to 107

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 21.67, the open interest changed by 8 which increased total open position to 94

On 8 Dec GAIL was trading at 166.81. The strike last trading price was 5.07, which was -1.43 lower than the previous day. The implied volatity was 23.53, the open interest changed by 12 which increased total open position to 85

On 5 Dec GAIL was trading at 169.98. The strike last trading price was 6.55, which was -0.58 lower than the previous day. The implied volatity was 20.43, the open interest changed by 34 which increased total open position to 72

On 4 Dec GAIL was trading at 170.63. The strike last trading price was 7.17, which was -0.05 lower than the previous day. The implied volatity was 20.29, the open interest changed by 19 which increased total open position to 37

On 3 Dec GAIL was trading at 170.27. The strike last trading price was 7.25, which was -2.66 lower than the previous day. The implied volatity was 21.40, the open interest changed by 4 which increased total open position to 16

On 2 Dec GAIL was trading at 175.00. The strike last trading price was 9.91, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 1 Dec GAIL was trading at 175.41. The strike last trading price was 9.91, which was -0.95 lower than the previous day. The implied volatity was 19.39, the open interest changed by 1 which increased total open position to 12

On 28 Nov GAIL was trading at 176.09. The strike last trading price was 11, which was -7.65 lower than the previous day. The implied volatity was 19.04, the open interest changed by 11 which increased total open position to 11

On 27 Nov GAIL was trading at 183.80. The strike last trading price was 18.65, 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 26 Nov GAIL was trading at 185.16. The strike last trading price was 18.65, 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 25 Nov GAIL was trading at 180.22. The strike last trading price was 18.65, 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 24 Nov GAIL was trading at 181.09. The strike last trading price was 18.65, 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 21 Nov GAIL was trading at 182.99. The strike last trading price was 18.65, 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 10 Nov GAIL was trading at 181.52. The strike last trading price was 18.65, 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 30 Oct GAIL was trading at 183.09. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

GAIL 27JAN2026 170 PE
Delta: -0.39 Vega: 0.20 Theta: -0.04 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	171.00	3.1 ₹ 9,765	0.52 1638.00	20.84	220 6,93,000	109 3,43,350	462 14,55,300
23 Dec	172.04	2.64 ₹ 8,316	-0.18 -567.00	19.92	90 2,83,500	11 34,650	352 11,08,800
22 Dec	171.72	2.87 ₹ 9,040.5	-0.8 -2520.00	20.38	134 4,22,100	17 53,550	339 10,67,850
19 Dec	169.76	3.72 ₹ 11,718	-1.24 -3906.00	20.32	53 1,66,950	-4 -12,600	323 10,17,450
18 Dec	167.55	5.04 ₹ 15,876	0.46 1449.00	21.25	193 6,07,950	133 4,18,950	328 10,33,200
17 Dec	169.07	4.58 ₹ 14,427	-0.13 -409.50	22.02	31 97,650	10 31,500	195 6,14,250
16 Dec	168.32	4.92 ₹ 15,498	0.8 2520.00	21.73	32 1,00,800	17 53,550	185 5,82,750
15 Dec	169.86	4.17 ₹ 13,135.5	0.1 315.00	21.22	22 69,300	5 15,750	167 5,26,050
12 Dec	170.71	4.07 ₹ 12,820.5	-0.7 -2205.00	22.30	81 2,55,150	-5 -15,750	162 5,10,300
11 Dec	168.95	4.77 ₹ 15,025.5	-0.53 -1669.50	21.50	14 44,100	-5 -15,750	167 5,26,050
10 Dec	168.02	5.3 ₹ 16,695	-0.09 -283.50	22.26	16 50,400	0 0	172 5,41,800
9 Dec	167.89	5.39 ₹ 16,978.5	-0.61 -1921.50	22.32	19 59,850	-3 -9,450	173 5,44,950
8 Dec	166.81	6 ₹ 18,900	1.26 3969.00	21.13	26 81,900	9 28,350	177 5,57,550
5 Dec	169.98	4.65 ₹ 14,647.5	0.17 535.50	22.57	76 2,39,400	0 0	168 5,29,200
4 Dec	170.63	4.5 ₹ 14,175	-0.36 -1134.00	23.38	40 1,26,000	-13 -40,950	169 5,32,350
3 Dec	170.27	4.6 ₹ 14,490	1.38 4347.00	22.93	58 1,82,700	20 63,000	180 5,67,000
2 Dec	175.00	3.16 ₹ 9,954	-0.09 -283.50	23.37	19 59,850	3 9,450	161 5,07,150
1 Dec	175.41	3.25 ₹ 10,237.5	0.05 157.50	23.54	35 1,10,250	-10 -31,500	159 5,00,850
28 Nov	176.09	3.1 ₹ 9,765	1.1 3465.00	24.03	461 14,52,150	164 5,16,600	169 5,32,350
27 Nov	183.80	2 ₹ 6,300	0.01 31.50	-	0 0	0 0	0 0
26 Nov	185.16	2 ₹ 6,300	0.01 31.50	-	0 0	1 3,150	0 0
25 Nov	180.22	2 ₹ 6,300	0.01 31.50	22.61	1 3,150	0 0	4 12,600
24 Nov	181.09	1.99 ₹ 6,268.5	0 0.00	23.00	2 6,300	1 3,150	3 9,450
21 Nov	182.99	1.99 ₹ 6,268.5	0 0.00	24.85	1 3,150	0 0	1 3,150
10 Nov	181.52	7.65 ₹ 24,097.5	0 0.00	5.52	0 0	0 0	0 0
30 Oct	183.09	7.65 ₹ 24,097.5	0 0.00	5.93	0 0	0 0	0 0

For Gail (India) Ltd - strike price 170 expiring on 27JAN2026

Delta for 170 PE is -0.39

Historical price for 170 PE is as follows

On 24 Dec GAIL was trading at 171.00. The strike last trading price was 3.1, which was 0.52 higher than the previous day. The implied volatity was 20.84, the open interest changed by 109 which increased total open position to 462

On 23 Dec GAIL was trading at 172.04. The strike last trading price was 2.64, which was -0.18 lower than the previous day. The implied volatity was 19.92, the open interest changed by 11 which increased total open position to 352

On 22 Dec GAIL was trading at 171.72. The strike last trading price was 2.87, which was -0.8 lower than the previous day. The implied volatity was 20.38, the open interest changed by 17 which increased total open position to 339

On 19 Dec GAIL was trading at 169.76. The strike last trading price was 3.72, which was -1.24 lower than the previous day. The implied volatity was 20.32, the open interest changed by -4 which decreased total open position to 323

On 18 Dec GAIL was trading at 167.55. The strike last trading price was 5.04, which was 0.46 higher than the previous day. The implied volatity was 21.25, the open interest changed by 133 which increased total open position to 328

On 17 Dec GAIL was trading at 169.07. The strike last trading price was 4.58, which was -0.13 lower than the previous day. The implied volatity was 22.02, the open interest changed by 10 which increased total open position to 195

On 16 Dec GAIL was trading at 168.32. The strike last trading price was 4.92, which was 0.8 higher than the previous day. The implied volatity was 21.73, the open interest changed by 17 which increased total open position to 185

On 15 Dec GAIL was trading at 169.86. The strike last trading price was 4.17, which was 0.1 higher than the previous day. The implied volatity was 21.22, the open interest changed by 5 which increased total open position to 167

On 12 Dec GAIL was trading at 170.71. The strike last trading price was 4.07, which was -0.7 lower than the previous day. The implied volatity was 22.30, the open interest changed by -5 which decreased total open position to 162

On 11 Dec GAIL was trading at 168.95. The strike last trading price was 4.77, which was -0.53 lower than the previous day. The implied volatity was 21.50, the open interest changed by -5 which decreased total open position to 167

On 10 Dec GAIL was trading at 168.02. The strike last trading price was 5.3, which was -0.09 lower than the previous day. The implied volatity was 22.26, the open interest changed by 0 which decreased total open position to 172

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 5.39, which was -0.61 lower than the previous day. The implied volatity was 22.32, the open interest changed by -3 which decreased total open position to 173

On 8 Dec GAIL was trading at 166.81. The strike last trading price was 6, which was 1.26 higher than the previous day. The implied volatity was 21.13, the open interest changed by 9 which increased total open position to 177

On 5 Dec GAIL was trading at 169.98. The strike last trading price was 4.65, which was 0.17 higher than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 168

On 4 Dec GAIL was trading at 170.63. The strike last trading price was 4.5, which was -0.36 lower than the previous day. The implied volatity was 23.38, the open interest changed by -13 which decreased total open position to 169

On 3 Dec GAIL was trading at 170.27. The strike last trading price was 4.6, which was 1.38 higher than the previous day. The implied volatity was 22.93, the open interest changed by 20 which increased total open position to 180

On 2 Dec GAIL was trading at 175.00. The strike last trading price was 3.16, which was -0.09 lower than the previous day. The implied volatity was 23.37, the open interest changed by 3 which increased total open position to 161

On 1 Dec GAIL was trading at 175.41. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 23.54, the open interest changed by -10 which decreased total open position to 159

On 28 Nov GAIL was trading at 176.09. The strike last trading price was 3.1, which was 1.1 higher than the previous day. The implied volatity was 24.03, the open interest changed by 164 which increased total open position to 169

On 27 Nov GAIL was trading at 183.80. The strike last trading price was 2, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov GAIL was trading at 185.16. The strike last trading price was 2, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov GAIL was trading at 180.22. The strike last trading price was 2, which was 0.01 higher than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 4

On 24 Nov GAIL was trading at 181.09. The strike last trading price was 1.99, which was 0 lower than the previous day. The implied volatity was 23.00, the open interest changed by 1 which increased total open position to 3

On 21 Nov GAIL was trading at 182.99. The strike last trading price was 1.99, which was 0 lower than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 1

On 10 Nov GAIL was trading at 181.52. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 5.52, 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 7.65, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0

Related Pages for GAIL

GAIL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD