GAIL
Gail (India) Ltd
Historical option data for GAIL
24 Feb 2026 04:11 PM IST
| GAIL 30-MAR-2026 170 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.21
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 167.86 | 3.95 | 0.44 | 18.94 | 2,122 | 639 | 1,815 | |||||||||
| 23 Feb | 167.13 | 3.53 | -0.81 | 19.9 | 769 | 165 | 1,175 | |||||||||
| 20 Feb | 168.47 | 4.33 | 0.51 | 20.3 | 3,399 | 38 | 1,007 | |||||||||
| 19 Feb | 166.88 | 3.98 | 0.13 | 21.26 | 1,223 | 309 | 971 | |||||||||
| 18 Feb | 167.31 | 3.71 | 0.17 | 19.21 | 676 | 207 | 654 | |||||||||
| 17 Feb | 165.75 | 3.51 | -0.18 | 20.31 | 230 | 89 | 444 | |||||||||
| 16 Feb | 164.82 | 3.6 | 0.63 | 23.05 | 214 | 46 | 355 | |||||||||
| 13 Feb | 161.69 | 3 | -0.69 | 23.64 | 105 | 21 | 310 | |||||||||
| 12 Feb | 163.72 | 3.53 | -0.17 | 23.01 | 255 | 188 | 290 | |||||||||
| 11 Feb | 163.47 | 3.7 | -0.45 | 24.05 | 53 | 2 | 102 | |||||||||
| 10 Feb | 164.55 | 4.15 | 0.31 | 23.72 | 92 | 36 | 96 | |||||||||
| 9 Feb | 163.64 | 4 | 0.2 | 23.37 | 30 | 11 | 60 | |||||||||
| 6 Feb | 162.99 | 3.8 | 0.89 | 23.02 | 50 | -2 | 49 | |||||||||
| 5 Feb | 160.18 | 2.85 | -0.35 | 23.44 | 55 | 47 | 48 | |||||||||
| 4 Feb | 165.41 | 4.78 | 0.72 | 22.03 | 48 | -14 | 111 | |||||||||
| 3 Feb | 162.80 | 4.06 | 1.05 | 23.45 | 60 | -6 | 125 | |||||||||
| 2 Feb | 160.39 | 3 | -1.05 | 22.63 | 107 | 31 | 132 | |||||||||
| 1 Feb | 162.42 | 3.9 | -2.52 | 23.19 | 56 | 36 | 101 | |||||||||
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| 30 Jan | 167.29 | 6.45 | -0.6 | 24.48 | 26 | -2 | 66 | |||||||||
| 29 Jan | 167.38 | 7.05 | -0.94 | 26.49 | 90 | 26 | 61 | |||||||||
| 28 Jan | 168.14 | 7.99 | 3.99 | 27.11 | 31 | 9 | 33 | |||||||||
| 27 Jan | 159.98 | 4.1 | -0.1 | 24.8 | 5 | 3 | 24 | |||||||||
| 23 Jan | 160.81 | 4.2 | -1.3 | 24.55 | 4 | 2 | 20 | |||||||||
| 22 Jan | 163.57 | 5.5 | 0.01 | 24.79 | 1 | 0 | 17 | |||||||||
| 21 Jan | 162.68 | 5.49 | 0.74 | 26.59 | 3 | 0 | 17 | |||||||||
| 20 Jan | 161.21 | 4.75 | -1.64 | 25.66 | 3 | 2 | 16 | |||||||||
| 19 Jan | 164.72 | 6.39 | -0.92 | 26.49 | 13 | 9 | 10 | |||||||||
| 16 Jan | 164.24 | 7.31 | 2.81 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 165.17 | 7.31 | 2.81 | - | 0 | 0 | 1 | |||||||||
| 13 Jan | 165.26 | 7.31 | 2.81 | 26.32 | 1 | 0 | 0 | |||||||||
| 12 Jan | 166.55 | 4.5 | -1.95 | - | 0 | 0 | 1 | |||||||||
| 9 Jan | 164.36 | 4.5 | -1.95 | 17.71 | 1 | 0 | 1 | |||||||||
| 8 Jan | 163.53 | 6.45 | -6.53 | 25.38 | 1 | 0 | 0 | |||||||||
| 7 Jan | 168.48 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 169.39 | 12.98 | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 173.05 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 175.38 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 171.77 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 172.16 | 12.98 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 170 expiring on 30MAR2026
Delta for 170 CE is 0.52
Historical price for 170 CE is as follows
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 3.95, which was 0.44 higher than the previous day. The implied volatity was 18.94, the open interest changed by 639 which increased total open position to 1815
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 3.53, which was -0.81 lower than the previous day. The implied volatity was 19.9, the open interest changed by 165 which increased total open position to 1175
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 4.33, which was 0.51 higher than the previous day. The implied volatity was 20.3, the open interest changed by 38 which increased total open position to 1007
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 3.98, which was 0.13 higher than the previous day. The implied volatity was 21.26, the open interest changed by 309 which increased total open position to 971
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 3.71, which was 0.17 higher than the previous day. The implied volatity was 19.21, the open interest changed by 207 which increased total open position to 654
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 3.51, which was -0.18 lower than the previous day. The implied volatity was 20.31, the open interest changed by 89 which increased total open position to 444
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 3.6, which was 0.63 higher than the previous day. The implied volatity was 23.05, the open interest changed by 46 which increased total open position to 355
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 3, which was -0.69 lower than the previous day. The implied volatity was 23.64, the open interest changed by 21 which increased total open position to 310
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 3.53, which was -0.17 lower than the previous day. The implied volatity was 23.01, the open interest changed by 188 which increased total open position to 290
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 3.7, which was -0.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 2 which increased total open position to 102
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 4.15, which was 0.31 higher than the previous day. The implied volatity was 23.72, the open interest changed by 36 which increased total open position to 96
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 4, which was 0.2 higher than the previous day. The implied volatity was 23.37, the open interest changed by 11 which increased total open position to 60
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 3.8, which was 0.89 higher than the previous day. The implied volatity was 23.02, the open interest changed by -2 which decreased total open position to 49
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 23.44, the open interest changed by 47 which increased total open position to 48
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 4.78, which was 0.72 higher than the previous day. The implied volatity was 22.03, the open interest changed by -14 which decreased total open position to 111
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 4.06, which was 1.05 higher than the previous day. The implied volatity was 23.45, the open interest changed by -6 which decreased total open position to 125
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 3, which was -1.05 lower than the previous day. The implied volatity was 22.63, the open interest changed by 31 which increased total open position to 132
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 3.9, which was -2.52 lower than the previous day. The implied volatity was 23.19, the open interest changed by 36 which increased total open position to 101
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 6.45, which was -0.6 lower than the previous day. The implied volatity was 24.48, the open interest changed by -2 which decreased total open position to 66
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 7.05, which was -0.94 lower than the previous day. The implied volatity was 26.49, the open interest changed by 26 which increased total open position to 61
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 7.99, which was 3.99 higher than the previous day. The implied volatity was 27.11, the open interest changed by 9 which increased total open position to 33
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was 24.8, the open interest changed by 3 which increased total open position to 24
On 23 Jan GAIL was trading at 160.81. The strike last trading price was 4.2, which was -1.3 lower than the previous day. The implied volatity was 24.55, the open interest changed by 2 which increased total open position to 20
On 22 Jan GAIL was trading at 163.57. The strike last trading price was 5.5, which was 0.01 higher than the previous day. The implied volatity was 24.79, the open interest changed by 0 which decreased total open position to 17
On 21 Jan GAIL was trading at 162.68. The strike last trading price was 5.49, which was 0.74 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 17
On 20 Jan GAIL was trading at 161.21. The strike last trading price was 4.75, which was -1.64 lower than the previous day. The implied volatity was 25.66, the open interest changed by 2 which increased total open position to 16
On 19 Jan GAIL was trading at 164.72. The strike last trading price was 6.39, which was -0.92 lower than the previous day. The implied volatity was 26.49, the open interest changed by 9 which increased total open position to 10
On 16 Jan GAIL was trading at 164.24. The strike last trading price was 7.31, which was 2.81 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan GAIL was trading at 165.17. The strike last trading price was 7.31, which was 2.81 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan GAIL was trading at 165.26. The strike last trading price was 7.31, which was 2.81 higher than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 0
On 12 Jan GAIL was trading at 166.55. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan GAIL was trading at 164.36. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 1
On 8 Jan GAIL was trading at 163.53. The strike last trading price was 6.45, which was -6.53 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 0
On 7 Jan GAIL was trading at 168.48. 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 6 Jan GAIL was trading at 169.39. The strike last trading price was 12.98, 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 5 Jan GAIL was trading at 173.05. The strike last trading price was 12.98, 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 Jan GAIL was trading at 175.38. The strike last trading price was 12.98, 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 Jan GAIL was trading at 171.77. The strike last trading price was 12.98, 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 Dec GAIL was trading at 172.16. The strike last trading price was 12.98, 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 30MAR2026 170 PE | |||||||
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Delta: -0.48
Vega: 0.21
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 167.86 | 4.34 | -1.13 | 21.46 | 287 | 98 | 714 |
| 23 Feb | 167.13 | 5.44 | 0.35 | 23.12 | 186 | 48 | 616 |
| 20 Feb | 168.47 | 5.07 | -0.81 | 23.12 | 371 | 133 | 569 |
| 19 Feb | 166.88 | 5.91 | 0.52 | 23.74 | 298 | 163 | 437 |
| 18 Feb | 167.31 | 5.58 | -1.02 | 22.58 | 186 | 140 | 275 |
| 17 Feb | 165.75 | 6.77 | -0.58 | 25.04 | 127 | 78 | 136 |
| 16 Feb | 164.82 | 7.35 | -2.25 | 23.95 | 30 | 22 | 57 |
| 13 Feb | 161.69 | 9.6 | 0.92 | 26.8 | 4 | 3 | 35 |
| 12 Feb | 163.72 | 8.61 | 0.73 | 26.61 | 7 | 3 | 30 |
| 11 Feb | 163.47 | 7.89 | -0.86 | - | 0 | 0 | 27 |
| 10 Feb | 164.55 | 7.89 | -0.86 | 25.09 | 35 | 21 | 25 |
| 9 Feb | 163.64 | 8.75 | -1.25 | 27.78 | 2 | 1 | 3 |
| 6 Feb | 162.99 | 10 | -0.5 | 30.54 | 1 | 0 | 1 |
| 5 Feb | 160.18 | 10.5 | -6.67 | 24.35 | 1 | 0 | 0 |
| 4 Feb | 165.41 | 10.48 | 1.63 | - | 0 | 0 | 17 |
| 3 Feb | 162.80 | 10.48 | 1.63 | - | 0 | 0 | 17 |
| 2 Feb | 160.39 | 10.48 | 1.63 | 25.3 | 2 | 0 | 17 |
| 1 Feb | 162.42 | 8.85 | 1.24 | 23.49 | 4 | 1 | 16 |
| 30 Jan | 167.29 | 7.61 | -0.16 | 27.89 | 10 | 7 | 14 |
| 29 Jan | 167.38 | 7.77 | -2.06 | 28.35 | 7 | 6 | 6 |
| 28 Jan | 168.14 | 9.83 | 0 | 0.53 | 0 | 0 | 0 |
| 27 Jan | 159.98 | 9.83 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 160.81 | 9.83 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 163.57 | 9.83 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 162.68 | 9.83 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 161.21 | 9.83 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 164.72 | 9.83 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 164.24 | 9.83 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 165.17 | 9.83 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 165.26 | 9.83 | 0 | 0.24 | 0 | 0 | 0 |
| 12 Jan | 166.55 | 9.83 | 0 | 0.27 | 0 | 0 | 0 |
| 9 Jan | 164.36 | 9.83 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 163.53 | 9.83 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 168.48 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 169.39 | 9.83 | - | - | 0 | 0 | 0 |
| 5 Jan | 173.05 | 9.83 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 175.38 | 9.83 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 171.77 | 9.83 | 0 | 2.34 | 0 | 0 | 0 |
| 31 Dec | 172.16 | 9.83 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 170 expiring on 30MAR2026
Delta for 170 PE is -0.48
Historical price for 170 PE is as follows
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 4.34, which was -1.13 lower than the previous day. The implied volatity was 21.46, the open interest changed by 98 which increased total open position to 714
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 5.44, which was 0.35 higher than the previous day. The implied volatity was 23.12, the open interest changed by 48 which increased total open position to 616
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 5.07, which was -0.81 lower than the previous day. The implied volatity was 23.12, the open interest changed by 133 which increased total open position to 569
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 5.91, which was 0.52 higher than the previous day. The implied volatity was 23.74, the open interest changed by 163 which increased total open position to 437
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 5.58, which was -1.02 lower than the previous day. The implied volatity was 22.58, the open interest changed by 140 which increased total open position to 275
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 6.77, which was -0.58 lower than the previous day. The implied volatity was 25.04, the open interest changed by 78 which increased total open position to 136
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 7.35, which was -2.25 lower than the previous day. The implied volatity was 23.95, the open interest changed by 22 which increased total open position to 57
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 9.6, which was 0.92 higher than the previous day. The implied volatity was 26.8, the open interest changed by 3 which increased total open position to 35
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 8.61, which was 0.73 higher than the previous day. The implied volatity was 26.61, the open interest changed by 3 which increased total open position to 30
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 7.89, which was -0.86 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 7.89, which was -0.86 lower than the previous day. The implied volatity was 25.09, the open interest changed by 21 which increased total open position to 25
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 8.75, which was -1.25 lower than the previous day. The implied volatity was 27.78, the open interest changed by 1 which increased total open position to 3
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 10, which was -0.5 lower than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 1
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 10.5, which was -6.67 lower than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 10.48, which was 1.63 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 10.48, which was 1.63 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 10.48, which was 1.63 higher than the previous day. The implied volatity was 25.3, the open interest changed by 0 which decreased total open position to 17
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 8.85, which was 1.24 higher than the previous day. The implied volatity was 23.49, the open interest changed by 1 which increased total open position to 16
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 7.61, which was -0.16 lower than the previous day. The implied volatity was 27.89, the open interest changed by 7 which increased total open position to 14
On 29 Jan GAIL was trading at 167.38. The strike last trading price was 7.77, which was -2.06 lower than the previous day. The implied volatity was 28.35, the open interest changed by 6 which increased total open position to 6
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 9.83, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 27 Jan GAIL was trading at 159.98. The strike last trading price was 9.83, 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 Jan GAIL was trading at 160.81. The strike last trading price was 9.83, 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 22 Jan GAIL was trading at 163.57. The strike last trading price was 9.83, 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 Jan GAIL was trading at 162.68. The strike last trading price was 9.83, 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 Jan GAIL was trading at 161.21. The strike last trading price was 9.83, 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 Jan GAIL was trading at 164.72. The strike last trading price was 9.83, 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 Jan GAIL was trading at 164.24. The strike last trading price was 9.83, 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 Jan GAIL was trading at 165.17. The strike last trading price was 9.83, 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 Jan GAIL was trading at 165.26. The strike last trading price was 9.83, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 12 Jan GAIL was trading at 166.55. The strike last trading price was 9.83, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 9 Jan GAIL was trading at 164.36. The strike last trading price was 9.83, 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 Jan GAIL was trading at 163.53. The strike last trading price was 9.83, 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 Jan GAIL was trading at 168.48. 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 6 Jan GAIL was trading at 169.39. The strike last trading price was 9.83, 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 5 Jan GAIL was trading at 173.05. The strike last trading price was 9.83, 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 Jan GAIL was trading at 175.38. The strike last trading price was 9.83, 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 Jan GAIL was trading at 171.77. The strike last trading price was 9.83, which was 0 lower than the previous day. The implied volatity was 2.34, 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 9.83, 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
