GAIL

Gail (India) Ltd

164.36 +0.83 (0.51%)

L: 163.1 H: 165.41

Back to Option Chain

Historical option data for GAIL
09 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 172.5 CE
Delta: 0.21 Vega: 0.10 Theta: -0.08 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	164.36	0.99 ₹ 3,118.5	-0.04 -126.00	23.57	90 2,83,500	-30 -94,500	636 20,03,400
8 Jan	163.53	0.97 ₹ 3,055.5	-1.11 -3496.50	24.58	168 5,29,200	23 72,450	669 21,07,350
7 Jan	168.48	2.03 ₹ 6,394.5	-0.45 -1417.50	21.03	190 5,98,500	12 37,800	646 20,34,900
6 Jan	169.39	2.36 ₹ 7,434	-1.78 -5607.00	21.34	323 10,17,450	22 69,300	634 19,97,100
5 Jan	173.05	4.04 ₹ 12,726	-1.88 -5922.00	19.05	133 4,18,950	0 0	612 19,27,800
2 Jan	175.38	5.78 ₹ 18,207	2.34 7371.00	18.23	672 21,16,800	-12 -37,800	613 19,30,950
1 Jan	171.77	3.36 ₹ 10,584	-0.5 -1575.00	17.27	265 8,34,750	-8 -25,200	625 19,68,750
31 Dec	172.16	3.8 ₹ 11,970	0.56 1764.00	18.26	771 24,28,650	49 1,54,350	636 20,03,400
30 Dec	170.63	3.29 ₹ 10,363.5	-0.38 -1197.00	18.14	538 16,94,700	147 4,63,050	590 18,58,500
29 Dec	170.42	3.6 ₹ 11,340	-0.49 -1543.50	20.76	262 8,25,300	143 4,50,450	442 13,92,300
26 Dec	171.02	3.97 ₹ 12,505.5	-0.23 -724.50	19.23	210 6,61,500	39 1,22,850	297 9,35,550
24 Dec	171.00	4.17 ₹ 13,135.5	-0.46 -1449.00	19.55	128 4,03,200	46 1,44,900	257 8,09,550
23 Dec	172.04	4.58 ₹ 14,427	0.04 126.00	19.01	97 3,05,550	77 2,42,550	210 6,61,500
22 Dec	171.72	4.45 ₹ 14,017.5	0.77 2425.50	18.64	142 4,47,300	120 3,78,000	132 4,15,800
19 Dec	169.76	3.68 ₹ 11,592	-0.42 -1323.00	18.47	11 34,650	10 31,500	11 34,650
18 Dec	167.55	4.1 ₹ 12,915	-0.8 -2520.00	-	0 0	0 0	1 3,150
17 Dec	169.07	4.1 ₹ 12,915	-0.8 -2520.00	21.60	2 6,300	0 0	1 3,150
16 Dec	168.32	4.9 ₹ 15,435	0.7 2205.00	-	0 0	0 0	1 3,150
15 Dec	169.86	4.9 ₹ 15,435	0.7 2205.00	22.87	4 12,600	0 0	4 12,600
12 Dec	170.71	4.2 ₹ 13,230	-11.37 -35815.50	-	0 0	0 0	4 12,600
11 Dec	168.95	4.2 ₹ 13,230	-11.37 -35815.50	-	0 0	0 0	4 12,600
10 Dec	168.02	4.2 ₹ 13,230	-11.37 -35815.50	-	0 0	0 0	4 12,600
9 Dec	167.89	4.2 ₹ 13,230	-11.37 -35815.50	21.33	4 12,600	0 0	0 0
8 Dec	166.81	15.57 ₹ 49,045.5	0 0.00	1.99	0 0	0 0	0 0
5 Dec	169.98	15.57 ₹ 49,045.5	0 0.00	0.01	0 0	0 0	0 0
4 Dec	170.63	15.57 ₹ 49,045.5	0 0.00	-	0 0	0 0	0 0

3 Dec	170.27	15.57 ₹ 49,045.5	0 0.00	-	0 0	0 0	0 0
2 Dec	175.00	15.57 ₹ 49,045.5	0 0.00	-	0 0	0 0	0 0
1 Dec	175.41	15.57 ₹ 49,045.5	0 0.00	-	0 0	0 0	0 0
28 Nov	176.09	15.57 ₹ 49,045.5	0 0.00	-	0 0	0 0	0 0
27 Nov	183.80	15.57 ₹ 49,045.5	0 0.00	-	0 0	0 0	0 0
26 Nov	185.16	15.57 ₹ 49,045.5	0 0.00	-	0 0	0 0	0 0

For Gail (India) Ltd - strike price 172.5 expiring on 27JAN2026

Delta for 172.5 CE is 0.21

Historical price for 172.5 CE is as follows

On 9 Jan GAIL was trading at 164.36. The strike last trading price was 0.99, which was -0.04 lower than the previous day. The implied volatity was 23.57, the open interest changed by -30 which decreased total open position to 636

On 8 Jan GAIL was trading at 163.53. The strike last trading price was 0.97, which was -1.11 lower than the previous day. The implied volatity was 24.58, the open interest changed by 23 which increased total open position to 669

On 7 Jan GAIL was trading at 168.48. The strike last trading price was 2.03, which was -0.45 lower than the previous day. The implied volatity was 21.03, the open interest changed by 12 which increased total open position to 646

On 6 Jan GAIL was trading at 169.39. The strike last trading price was 2.36, which was -1.78 lower than the previous day. The implied volatity was 21.34, the open interest changed by 22 which increased total open position to 634

On 5 Jan GAIL was trading at 173.05. The strike last trading price was 4.04, which was -1.88 lower than the previous day. The implied volatity was 19.05, the open interest changed by 0 which decreased total open position to 612

On 2 Jan GAIL was trading at 175.38. The strike last trading price was 5.78, which was 2.34 higher than the previous day. The implied volatity was 18.23, the open interest changed by -12 which decreased total open position to 613

On 1 Jan GAIL was trading at 171.77. The strike last trading price was 3.36, which was -0.5 lower than the previous day. The implied volatity was 17.27, the open interest changed by -8 which decreased total open position to 625

On 31 Dec GAIL was trading at 172.16. The strike last trading price was 3.8, which was 0.56 higher than the previous day. The implied volatity was 18.26, the open interest changed by 49 which increased total open position to 636

On 30 Dec GAIL was trading at 170.63. The strike last trading price was 3.29, which was -0.38 lower than the previous day. The implied volatity was 18.14, the open interest changed by 147 which increased total open position to 590

On 29 Dec GAIL was trading at 170.42. The strike last trading price was 3.6, which was -0.49 lower than the previous day. The implied volatity was 20.76, the open interest changed by 143 which increased total open position to 442

On 26 Dec GAIL was trading at 171.02. The strike last trading price was 3.97, which was -0.23 lower than the previous day. The implied volatity was 19.23, the open interest changed by 39 which increased total open position to 297

On 24 Dec GAIL was trading at 171.00. The strike last trading price was 4.17, which was -0.46 lower than the previous day. The implied volatity was 19.55, the open interest changed by 46 which increased total open position to 257

On 23 Dec GAIL was trading at 172.04. The strike last trading price was 4.58, which was 0.04 higher than the previous day. The implied volatity was 19.01, the open interest changed by 77 which increased total open position to 210

On 22 Dec GAIL was trading at 171.72. The strike last trading price was 4.45, which was 0.77 higher than the previous day. The implied volatity was 18.64, the open interest changed by 120 which increased total open position to 132

On 19 Dec GAIL was trading at 169.76. The strike last trading price was 3.68, which was -0.42 lower than the previous day. The implied volatity was 18.47, the open interest changed by 10 which increased total open position to 11

On 18 Dec GAIL was trading at 167.55. The strike last trading price was 4.1, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 17 Dec GAIL was trading at 169.07. The strike last trading price was 4.1, which was -0.8 lower than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 1

On 16 Dec GAIL was trading at 168.32. The strike last trading price was 4.9, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec GAIL was trading at 169.86. The strike last trading price was 4.9, which was 0.7 higher than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 4

On 12 Dec GAIL was trading at 170.71. The strike last trading price was 4.2, which was -11.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 11 Dec GAIL was trading at 168.95. The strike last trading price was 4.2, which was -11.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 10 Dec GAIL was trading at 168.02. The strike last trading price was 4.2, which was -11.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 4.2, which was -11.37 lower than the previous day. The implied volatity was 21.33, 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 15.57, which was 0 lower than the previous day. The implied volatity was 1.99, 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 15.57, which was 0 lower than the previous day. The implied volatity was 0.01, 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 15.57, 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 15.57, 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 15.57, 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 Dec GAIL was trading at 175.41. The strike last trading price was 15.57, 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 15.57, 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 15.57, 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 15.57, 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 172.5 PE
Delta: -0.77 Vega: 0.11 Theta: -0.04 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	164.36	8.63 ₹ 27,184.5	-0.92 -2898.00	26.22	17 53,550	2 6,300	606 19,08,900
8 Jan	163.53	9.55 ₹ 30,082.5	4.22 13293.00	27.16	22 69,300	-7 -22,050	605 19,05,750
7 Jan	168.48	5.33 ₹ 16,789.5	0.55 1732.50	22.65	67 2,11,050	5 15,750	614 19,34,100
6 Jan	169.39	5.01 ₹ 15,781.5	2.05 6457.50	22.17	120 3,78,000	-21 -66,150	608 19,15,200
5 Jan	173.05	2.95 ₹ 9,292.5	1.12 3528.00	21.74	288 9,07,200	-88 -2,77,200	628 19,78,200
2 Jan	175.38	1.9 ₹ 5,985	-1.09 -3433.50	19.89	464 14,61,600	57 1,79,550	715 22,52,250
1 Jan	171.77	3.01 ₹ 9,481.5	-0.04 -126.00	17.57	147 4,63,050	38 1,19,700	657 20,69,550
31 Dec	172.16	3.09 ₹ 9,733.5	-0.86 -2709.00	18.59	324 10,20,600	65 2,04,750	616 19,40,400
30 Dec	170.63	3.95 ₹ 12,442.5	-0.38 -1197.00	20.15	217 6,83,550	93 2,92,950	551 17,35,650
29 Dec	170.42	4.41 ₹ 13,891.5	0.16 504.00	20.84	246 7,74,900	149 4,69,350	459 14,45,850
26 Dec	171.02	4.3 ₹ 13,545	0.1 315.00	21.69	110 3,46,500	35 1,10,250	310 9,76,500
24 Dec	171.00	4.25 ₹ 13,387.5	0.61 1921.50	20.89	67 2,11,050	50 1,57,500	275 8,66,250
23 Dec	172.04	3.7 ₹ 11,655	-0.24 -756.00	19.90	98 3,08,700	76 2,39,400	224 7,05,600
22 Dec	171.72	3.89 ₹ 12,253.5	-1.61 -5071.50	20.11	146 4,59,900	131 4,12,650	147 4,63,050
19 Dec	169.76	5.5 ₹ 17,325	-1 -3150.00	22.78	2 6,300	1 3,150	16 50,400
18 Dec	167.55	6.5 ₹ 20,475	2.5 7875.00	21.87	5 15,750	3 9,450	14 44,100
17 Dec	169.07	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	11 34,650
16 Dec	168.32	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	11 34,650
15 Dec	169.86	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	0 0
12 Dec	170.71	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	11 34,650
11 Dec	168.95	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	11 34,650
10 Dec	168.02	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	11 34,650
9 Dec	167.89	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	0 0
8 Dec	166.81	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	11 34,650
5 Dec	169.98	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	0 0
4 Dec	170.63	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	0 0
3 Dec	170.27	4 ₹ 12,600	-1.29 -4063.50	-	0 0	0 0	0 0
2 Dec	175.00	4 ₹ 12,600	-1.29 -4063.50	-	0 0	9 28,350	0 0
1 Dec	175.41	4 ₹ 12,600	-1.29 -4063.50	23.12	10 31,500	0 0	2 6,300
28 Nov	176.09	5.29 ₹ 16,663.5	-0.76 -2394.00	29.21	3 9,450	1 3,150	1 3,150
27 Nov	183.80	6.05 ₹ 19,057.5	0 0.00	5.89	0 0	0 0	0 0
26 Nov	185.16	6.05 ₹ 19,057.5	0 0.00	6.26	0 0	0 0	0 0

For Gail (India) Ltd - strike price 172.5 expiring on 27JAN2026

Delta for 172.5 PE is -0.77

Historical price for 172.5 PE is as follows

On 9 Jan GAIL was trading at 164.36. The strike last trading price was 8.63, which was -0.92 lower than the previous day. The implied volatity was 26.22, the open interest changed by 2 which increased total open position to 606

On 8 Jan GAIL was trading at 163.53. The strike last trading price was 9.55, which was 4.22 higher than the previous day. The implied volatity was 27.16, the open interest changed by -7 which decreased total open position to 605

On 7 Jan GAIL was trading at 168.48. The strike last trading price was 5.33, which was 0.55 higher than the previous day. The implied volatity was 22.65, the open interest changed by 5 which increased total open position to 614

On 6 Jan GAIL was trading at 169.39. The strike last trading price was 5.01, which was 2.05 higher than the previous day. The implied volatity was 22.17, the open interest changed by -21 which decreased total open position to 608

On 5 Jan GAIL was trading at 173.05. The strike last trading price was 2.95, which was 1.12 higher than the previous day. The implied volatity was 21.74, the open interest changed by -88 which decreased total open position to 628

On 2 Jan GAIL was trading at 175.38. The strike last trading price was 1.9, which was -1.09 lower than the previous day. The implied volatity was 19.89, the open interest changed by 57 which increased total open position to 715

On 1 Jan GAIL was trading at 171.77. The strike last trading price was 3.01, which was -0.04 lower than the previous day. The implied volatity was 17.57, the open interest changed by 38 which increased total open position to 657

On 31 Dec GAIL was trading at 172.16. The strike last trading price was 3.09, which was -0.86 lower than the previous day. The implied volatity was 18.59, the open interest changed by 65 which increased total open position to 616

On 30 Dec GAIL was trading at 170.63. The strike last trading price was 3.95, which was -0.38 lower than the previous day. The implied volatity was 20.15, the open interest changed by 93 which increased total open position to 551

On 29 Dec GAIL was trading at 170.42. The strike last trading price was 4.41, which was 0.16 higher than the previous day. The implied volatity was 20.84, the open interest changed by 149 which increased total open position to 459

On 26 Dec GAIL was trading at 171.02. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 21.69, the open interest changed by 35 which increased total open position to 310

On 24 Dec GAIL was trading at 171.00. The strike last trading price was 4.25, which was 0.61 higher than the previous day. The implied volatity was 20.89, the open interest changed by 50 which increased total open position to 275

On 23 Dec GAIL was trading at 172.04. The strike last trading price was 3.7, which was -0.24 lower than the previous day. The implied volatity was 19.90, the open interest changed by 76 which increased total open position to 224

On 22 Dec GAIL was trading at 171.72. The strike last trading price was 3.89, which was -1.61 lower than the previous day. The implied volatity was 20.11, the open interest changed by 131 which increased total open position to 147

On 19 Dec GAIL was trading at 169.76. The strike last trading price was 5.5, which was -1 lower than the previous day. The implied volatity was 22.78, the open interest changed by 1 which increased total open position to 16

On 18 Dec GAIL was trading at 167.55. The strike last trading price was 6.5, which was 2.5 higher than the previous day. The implied volatity was 21.87, the open interest changed by 3 which increased total open position to 14

On 17 Dec GAIL was trading at 169.07. The strike last trading price was 4, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 16 Dec GAIL was trading at 168.32. The strike last trading price was 4, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 15 Dec GAIL was trading at 169.86. The strike last trading price was 4, which was -1.29 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 4, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 11 Dec GAIL was trading at 168.95. The strike last trading price was 4, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 10 Dec GAIL was trading at 168.02. The strike last trading price was 4, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 4, which was -1.29 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 4, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 5 Dec GAIL was trading at 169.98. The strike last trading price was 4, which was -1.29 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 4, which was -1.29 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 4, which was -1.29 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 4, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0

On 1 Dec GAIL was trading at 175.41. The strike last trading price was 4, which was -1.29 lower than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 2

On 28 Nov GAIL was trading at 176.09. The strike last trading price was 5.29, which was -0.76 lower than the previous day. The implied volatity was 29.21, the open interest changed by 1 which increased total open position to 1

On 27 Nov GAIL was trading at 183.80. The strike last trading price was 6.05, which was 0 lower than the previous day. The implied volatity was 5.89, 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 6.05, which was 0 lower than the previous day. The implied volatity was 6.26, 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

BAJAJHLDNG

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

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD