GAIL

Gail (India) Ltd

164.24 -0.93 (-0.56%)

L: 163.48 H: 166.25

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Historical option data for GAIL
16 Jan 2026 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 171 CE
Delta: 0.21 Vega: 0.08 Theta: -0.1 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	164.24	0.82 ₹ 2,583	-0.33 -1039.50	25.04	42 1,32,300	-5 -15,750	100 3,15,000
14 Jan	165.17	1.15 ₹ 3,622.5	-0.08 -252.00	24.59	109 3,43,350	-15 -47,250	104 3,27,600
13 Jan	165.26	1.29 ₹ 4,063.5	-0.34 -1071.00	24.41	42 1,32,300	1 3,150	120 3,78,000
12 Jan	166.55	1.71 ₹ 5,386.5	0.53 1669.50	22.44	128 4,03,200	-10 -31,500	121 3,81,150
9 Jan	164.36	1.2 ₹ 3,780	-0.11 -346.50	22.58	114 3,59,100	-3 -9,450	131 4,12,650
8 Jan	163.53	1.23 ₹ 3,874.5	-1.41 -4441.50	24.22	153 4,81,950	-31 -97,650	131 4,12,650
7 Jan	168.48	2.58 ₹ 8,127	-0.55 -1732.50	20.9	281 8,85,150	-8 -25,200	165 5,19,750
6 Jan	169.39	3 ₹ 9,450	-2.02 -6363.00	21.52	302 9,51,300	139 4,37,850	171 5,38,650
5 Jan	173.05	4.92 ₹ 15,498	-2.22 -6993.00	18.93	16 50,400	7 22,050	33 1,03,950
2 Jan	175.38	6.9 ₹ 21,735	2.64 8316.00	18.62	45 1,41,750	4 12,600	26 81,900

1 Jan	171.77	4.27 ₹ 13,450.5	-0.44 -1386.00	17.8	65 2,04,750	3 9,450	23 72,450
31 Dec	172.16	4.7 ₹ 14,805	-1.89 -5953.50	18.63	36 1,13,400	21 66,150	21 66,150

For Gail (India) Ltd - strike price 171 expiring on 27JAN2026

Delta for 171 CE is 0.21

Historical price for 171 CE is as follows

On 16 Jan GAIL was trading at 164.24. The strike last trading price was 0.82, which was -0.33 lower than the previous day. The implied volatity was 25.04, the open interest changed by -5 which decreased total open position to 100

On 14 Jan GAIL was trading at 165.17. The strike last trading price was 1.15, which was -0.08 lower than the previous day. The implied volatity was 24.59, the open interest changed by -15 which decreased total open position to 104

On 13 Jan GAIL was trading at 165.26. The strike last trading price was 1.29, which was -0.34 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 120

On 12 Jan GAIL was trading at 166.55. The strike last trading price was 1.71, which was 0.53 higher than the previous day. The implied volatity was 22.44, the open interest changed by -10 which decreased total open position to 121

On 9 Jan GAIL was trading at 164.36. The strike last trading price was 1.2, which was -0.11 lower than the previous day. The implied volatity was 22.58, the open interest changed by -3 which decreased total open position to 131

On 8 Jan GAIL was trading at 163.53. The strike last trading price was 1.23, which was -1.41 lower than the previous day. The implied volatity was 24.22, the open interest changed by -31 which decreased total open position to 131

On 7 Jan GAIL was trading at 168.48. The strike last trading price was 2.58, which was -0.55 lower than the previous day. The implied volatity was 20.9, the open interest changed by -8 which decreased total open position to 165

On 6 Jan GAIL was trading at 169.39. The strike last trading price was 3, which was -2.02 lower than the previous day. The implied volatity was 21.52, the open interest changed by 139 which increased total open position to 171

On 5 Jan GAIL was trading at 173.05. The strike last trading price was 4.92, which was -2.22 lower than the previous day. The implied volatity was 18.93, the open interest changed by 7 which increased total open position to 33

On 2 Jan GAIL was trading at 175.38. The strike last trading price was 6.9, which was 2.64 higher than the previous day. The implied volatity was 18.62, the open interest changed by 4 which increased total open position to 26

On 1 Jan GAIL was trading at 171.77. The strike last trading price was 4.27, which was -0.44 lower than the previous day. The implied volatity was 17.8, the open interest changed by 3 which increased total open position to 23

On 31 Dec GAIL was trading at 172.16. The strike last trading price was 4.7, which was -1.89 lower than the previous day. The implied volatity was 18.63, the open interest changed by 21 which increased total open position to 21

GAIL 27JAN2026 171 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	164.24	5.71 ₹ 17,986.5	-0.51 -1606.50	-	0 0	0 0	111 3,49,650
14 Jan	165.17	5.71 ₹ 17,986.5	-0.51 -1606.50	16.42	1 3,150	0 0	110 3,46,500
13 Jan	165.26	6.22 ₹ 19,593	0.63 1984.50	23.32	5 15,750	-3 -9,450	0 0
12 Jan	166.55	5.49 ₹ 17,293.5	-3.17 -9985.50	26.72	14 44,100	-1 -3,150	114 3,59,100
9 Jan	164.36	8.77 ₹ 27,625.5	4.21 13261.50	-	0 0	0 0	115 3,62,250
8 Jan	163.53	8.77 ₹ 27,625.5	4.21 13261.50	30.2	67 2,11,050	9 28,350	116 3,65,400
7 Jan	168.48	4.53 ₹ 14,269.5	0.62 1953.00	23.37	101 3,18,150	10 31,500	108 3,40,200
6 Jan	169.39	4.14 ₹ 13,041	1.77 5575.50	22.21	183 5,76,450	-5 -15,750	97 3,05,550
5 Jan	173.05	2.35 ₹ 7,402.5	0.86 2709.00	21.83	98 3,08,700	20 63,000	102 3,21,300
2 Jan	175.38	1.48 ₹ 4,662	-0.91 -2866.50	20.1	107 3,37,050	72 2,26,800	79 2,48,850
1 Jan	171.77	2.39 ₹ 7,528.5	-3.78 -11907.00	17.88	14 44,100	7 22,050	7 22,050
31 Dec	172.16	6.17 ₹ 19,435.5	0 0.00	1.66	0 0	0 0	0 0

For Gail (India) Ltd - strike price 171 expiring on 27JAN2026

Delta for 171 PE is -

Historical price for 171 PE is as follows

On 16 Jan GAIL was trading at 164.24. The strike last trading price was 5.71, which was -0.51 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111

On 14 Jan GAIL was trading at 165.17. The strike last trading price was 5.71, which was -0.51 lower than the previous day. The implied volatity was 16.42, the open interest changed by 0 which decreased total open position to 110

On 13 Jan GAIL was trading at 165.26. The strike last trading price was 6.22, which was 0.63 higher than the previous day. The implied volatity was 23.32, the open interest changed by -3 which decreased total open position to 0

On 12 Jan GAIL was trading at 166.55. The strike last trading price was 5.49, which was -3.17 lower than the previous day. The implied volatity was 26.72, the open interest changed by -1 which decreased total open position to 114

On 9 Jan GAIL was trading at 164.36. The strike last trading price was 8.77, which was 4.21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115

On 8 Jan GAIL was trading at 163.53. The strike last trading price was 8.77, which was 4.21 higher than the previous day. The implied volatity was 30.2, the open interest changed by 9 which increased total open position to 116

On 7 Jan GAIL was trading at 168.48. The strike last trading price was 4.53, which was 0.62 higher than the previous day. The implied volatity was 23.37, the open interest changed by 10 which increased total open position to 108

On 6 Jan GAIL was trading at 169.39. The strike last trading price was 4.14, which was 1.77 higher than the previous day. The implied volatity was 22.21, the open interest changed by -5 which decreased total open position to 97

On 5 Jan GAIL was trading at 173.05. The strike last trading price was 2.35, which was 0.86 higher than the previous day. The implied volatity was 21.83, the open interest changed by 20 which increased total open position to 102

On 2 Jan GAIL was trading at 175.38. The strike last trading price was 1.48, which was -0.91 lower than the previous day. The implied volatity was 20.1, the open interest changed by 72 which increased total open position to 79

On 1 Jan GAIL was trading at 171.77. The strike last trading price was 2.39, which was -3.78 lower than the previous day. The implied volatity was 17.88, the open interest changed by 7 which increased total open position to 7

On 31 Dec GAIL was trading at 172.16. The strike last trading price was 6.17, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0

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