GAIL
Gail (India) Ltd
Historical option data for GAIL
24 Dec 2025 04:11 PM IST
| GAIL 27-JAN-2026 175 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.20
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 171.00 | 3.21 | -0.27 | 20.28 | 684 | 190 | 945 | |||||||||
| 23 Dec | 172.04 | 3.45 | 0.03 | 19.24 | 381 | 214 | 756 | |||||||||
| 22 Dec | 171.72 | 3.33 | 0.39 | 18.89 | 577 | 252 | 538 | |||||||||
| 19 Dec | 169.76 | 2.94 | 0.48 | 19.73 | 107 | 31 | 285 | |||||||||
| 18 Dec | 167.55 | 2.48 | -0.73 | 21.18 | 81 | 27 | 255 | |||||||||
| 17 Dec | 169.07 | 3.2 | 0.09 | 21.92 | 77 | -7 | 227 | |||||||||
| 16 Dec | 168.32 | 2.98 | -0.7 | 21.91 | 96 | 32 | 233 | |||||||||
| 15 Dec | 169.86 | 3.69 | -0.51 | 22.24 | 105 | 47 | 200 | |||||||||
| 12 Dec | 170.71 | 4.25 | 0.67 | 21.63 | 149 | -6 | 154 | |||||||||
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| 11 Dec | 168.95 | 3.42 | 0.08 | 21.35 | 65 | 37 | 159 | |||||||||
| 10 Dec | 168.02 | 3.34 | 0 | 21.82 | 48 | 7 | 123 | |||||||||
| 9 Dec | 167.89 | 3.27 | 0.23 | 20.92 | 43 | 10 | 114 | |||||||||
| 8 Dec | 166.81 | 3 | -1.4 | 22.59 | 32 | 0 | 103 | |||||||||
| 5 Dec | 169.98 | 4.4 | -0.37 | 21.35 | 22 | 14 | 102 | |||||||||
| 4 Dec | 170.63 | 4.81 | 0.07 | 20.95 | 21 | 7 | 87 | |||||||||
| 3 Dec | 170.27 | 4.75 | -2.2 | 21.25 | 31 | 21 | 79 | |||||||||
| 2 Dec | 175.00 | 6.95 | -0.35 | 20.22 | 5 | -1 | 57 | |||||||||
| 1 Dec | 175.41 | 7.3 | -0.46 | 21.36 | 17 | 3 | 56 | |||||||||
| 28 Nov | 176.09 | 7.88 | -7.97 | 19.78 | 128 | 51 | 51 | |||||||||
| 27 Nov | 183.80 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 185.16 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 180.22 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 181.09 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 182.99 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 184.31 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 184.31 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 185.30 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 183.67 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 181.52 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 183.09 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 175 expiring on 27JAN2026
Delta for 175 CE is 0.43
Historical price for 175 CE is as follows
On 24 Dec GAIL was trading at 171.00. The strike last trading price was 3.21, which was -0.27 lower than the previous day. The implied volatity was 20.28, the open interest changed by 190 which increased total open position to 945
On 23 Dec GAIL was trading at 172.04. The strike last trading price was 3.45, which was 0.03 higher than the previous day. The implied volatity was 19.24, the open interest changed by 214 which increased total open position to 756
On 22 Dec GAIL was trading at 171.72. The strike last trading price was 3.33, which was 0.39 higher than the previous day. The implied volatity was 18.89, the open interest changed by 252 which increased total open position to 538
On 19 Dec GAIL was trading at 169.76. The strike last trading price was 2.94, which was 0.48 higher than the previous day. The implied volatity was 19.73, the open interest changed by 31 which increased total open position to 285
On 18 Dec GAIL was trading at 167.55. The strike last trading price was 2.48, which was -0.73 lower than the previous day. The implied volatity was 21.18, the open interest changed by 27 which increased total open position to 255
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 3.2, which was 0.09 higher than the previous day. The implied volatity was 21.92, the open interest changed by -7 which decreased total open position to 227
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 2.98, which was -0.7 lower than the previous day. The implied volatity was 21.91, the open interest changed by 32 which increased total open position to 233
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 3.69, which was -0.51 lower than the previous day. The implied volatity was 22.24, the open interest changed by 47 which increased total open position to 200
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 4.25, which was 0.67 higher than the previous day. The implied volatity was 21.63, the open interest changed by -6 which decreased total open position to 154
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 3.42, which was 0.08 higher than the previous day. The implied volatity was 21.35, the open interest changed by 37 which increased total open position to 159
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 3.34, which was 0 lower than the previous day. The implied volatity was 21.82, the open interest changed by 7 which increased total open position to 123
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 3.27, which was 0.23 higher than the previous day. The implied volatity was 20.92, the open interest changed by 10 which increased total open position to 114
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 103
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 4.4, which was -0.37 lower than the previous day. The implied volatity was 21.35, the open interest changed by 14 which increased total open position to 102
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 4.81, which was 0.07 higher than the previous day. The implied volatity was 20.95, the open interest changed by 7 which increased total open position to 87
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 4.75, which was -2.2 lower than the previous day. The implied volatity was 21.25, the open interest changed by 21 which increased total open position to 79
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 6.95, which was -0.35 lower than the previous day. The implied volatity was 20.22, the open interest changed by -1 which decreased total open position to 57
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 7.3, which was -0.46 lower than the previous day. The implied volatity was 21.36, the open interest changed by 3 which increased total open position to 56
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 7.88, which was -7.97 lower than the previous day. The implied volatity was 19.78, the open interest changed by 51 which increased total open position to 51
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 Nov GAIL was trading at 184.31. The strike last trading price was 15.85, 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 Nov GAIL was trading at 184.31. The strike last trading price was 15.85, 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 Nov GAIL was trading at 185.30. The strike last trading price was 15.85, 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 Nov GAIL was trading at 183.67. The strike last trading price was 15.85, 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 15.85, 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 175 PE | |||||||
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Delta: -0.57
Vega: 0.21
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 171.00 | 5.7 | 0.78 | 21.32 | 171 | 113 | 681 |
| 23 Dec | 172.04 | 5.02 | -0.26 | 20.14 | 246 | 179 | 568 |
| 22 Dec | 171.72 | 5.31 | -2.04 | 20.66 | 345 | 290 | 385 |
| 19 Dec | 169.76 | 7.35 | -0.87 | 24.69 | 6 | 3 | 95 |
| 18 Dec | 167.55 | 8.22 | 0.34 | 21.91 | 3 | 2 | 92 |
| 17 Dec | 169.07 | 7.88 | -0.51 | 24.29 | 5 | 2 | 90 |
| 16 Dec | 168.32 | 8.39 | 1.6 | 24.29 | 11 | 3 | 88 |
| 15 Dec | 169.86 | 6.9 | 0.5 | 21.40 | 36 | 20 | 85 |
| 12 Dec | 170.71 | 6.4 | -1 | 21.59 | 21 | -2 | 62 |
| 11 Dec | 168.95 | 7.4 | -0.8 | 21.06 | 3 | 1 | 64 |
| 10 Dec | 168.02 | 8.2 | -1.3 | - | 0 | 0 | 63 |
| 9 Dec | 167.89 | 8.2 | -1.3 | 22.07 | 3 | -1 | 63 |
| 8 Dec | 166.81 | 9.5 | 2.1 | 22.82 | 3 | 0 | 63 |
| 5 Dec | 169.98 | 7.4 | 0.1 | 23.35 | 6 | 4 | 63 |
| 4 Dec | 170.63 | 7.3 | -0.35 | 24.81 | 11 | 5 | 58 |
| 3 Dec | 170.27 | 7.65 | 2.45 | 25.12 | 7 | 5 | 54 |
| 2 Dec | 175.00 | 5.2 | 0.13 | 23.84 | 2 | 0 | 48 |
| 1 Dec | 175.41 | 5.07 | 0.12 | 23.14 | 6 | 5 | 48 |
| 28 Nov | 176.09 | 4.86 | 2.41 | 23.88 | 64 | 3 | 42 |
| 27 Nov | 183.80 | 2.45 | 0.17 | 23.57 | 13 | 8 | 38 |
| 26 Nov | 185.16 | 2.28 | -1.32 | 23.65 | 8 | 5 | 29 |
| 25 Nov | 180.22 | 3.6 | 0.2 | 23.33 | 1 | 0 | 24 |
| 24 Nov | 181.09 | 3.4 | -0.31 | 23.27 | 2 | 0 | 24 |
| 21 Nov | 182.99 | 3.71 | 0.36 | - | 0 | 1 | 0 |
| 20 Nov | 184.31 | 3.71 | 0.36 | 28.13 | 1 | 0 | 23 |
| 18 Nov | 184.31 | 3.35 | 0.19 | 26.35 | 2 | 0 | 23 |
| 17 Nov | 185.30 | 3.16 | -0.85 | 26.22 | 4 | 0 | 23 |
| 13 Nov | 183.67 | 4.01 | -0.49 | 27.49 | 23 | 16 | 17 |
| 10 Nov | 181.52 | 9.75 | 0 | 3.75 | 0 | 0 | 0 |
| 30 Oct | 183.09 | 9.75 | 0 | 4.29 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 175 expiring on 27JAN2026
Delta for 175 PE is -0.57
Historical price for 175 PE is as follows
On 24 Dec GAIL was trading at 171.00. The strike last trading price was 5.7, which was 0.78 higher than the previous day. The implied volatity was 21.32, the open interest changed by 113 which increased total open position to 681
On 23 Dec GAIL was trading at 172.04. The strike last trading price was 5.02, which was -0.26 lower than the previous day. The implied volatity was 20.14, the open interest changed by 179 which increased total open position to 568
On 22 Dec GAIL was trading at 171.72. The strike last trading price was 5.31, which was -2.04 lower than the previous day. The implied volatity was 20.66, the open interest changed by 290 which increased total open position to 385
On 19 Dec GAIL was trading at 169.76. The strike last trading price was 7.35, which was -0.87 lower than the previous day. The implied volatity was 24.69, the open interest changed by 3 which increased total open position to 95
On 18 Dec GAIL was trading at 167.55. The strike last trading price was 8.22, which was 0.34 higher than the previous day. The implied volatity was 21.91, the open interest changed by 2 which increased total open position to 92
On 17 Dec GAIL was trading at 169.07. The strike last trading price was 7.88, which was -0.51 lower than the previous day. The implied volatity was 24.29, the open interest changed by 2 which increased total open position to 90
On 16 Dec GAIL was trading at 168.32. The strike last trading price was 8.39, which was 1.6 higher than the previous day. The implied volatity was 24.29, the open interest changed by 3 which increased total open position to 88
On 15 Dec GAIL was trading at 169.86. The strike last trading price was 6.9, which was 0.5 higher than the previous day. The implied volatity was 21.40, the open interest changed by 20 which increased total open position to 85
On 12 Dec GAIL was trading at 170.71. The strike last trading price was 6.4, which was -1 lower than the previous day. The implied volatity was 21.59, the open interest changed by -2 which decreased total open position to 62
On 11 Dec GAIL was trading at 168.95. The strike last trading price was 7.4, which was -0.8 lower than the previous day. The implied volatity was 21.06, the open interest changed by 1 which increased total open position to 64
On 10 Dec GAIL was trading at 168.02. The strike last trading price was 8.2, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 9 Dec GAIL was trading at 167.89. The strike last trading price was 8.2, which was -1.3 lower than the previous day. The implied volatity was 22.07, the open interest changed by -1 which decreased total open position to 63
On 8 Dec GAIL was trading at 166.81. The strike last trading price was 9.5, which was 2.1 higher than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 63
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 7.4, which was 0.1 higher than the previous day. The implied volatity was 23.35, the open interest changed by 4 which increased total open position to 63
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 7.3, which was -0.35 lower than the previous day. The implied volatity was 24.81, the open interest changed by 5 which increased total open position to 58
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 7.65, which was 2.45 higher than the previous day. The implied volatity was 25.12, the open interest changed by 5 which increased total open position to 54
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 5.2, which was 0.13 higher than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 48
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 5.07, which was 0.12 higher than the previous day. The implied volatity was 23.14, the open interest changed by 5 which increased total open position to 48
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 4.86, which was 2.41 higher than the previous day. The implied volatity was 23.88, the open interest changed by 3 which increased total open position to 42
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 2.45, which was 0.17 higher than the previous day. The implied volatity was 23.57, the open interest changed by 8 which increased total open position to 38
On 26 Nov GAIL was trading at 185.16. The strike last trading price was 2.28, which was -1.32 lower than the previous day. The implied volatity was 23.65, the open interest changed by 5 which increased total open position to 29
On 25 Nov GAIL was trading at 180.22. The strike last trading price was 3.6, which was 0.2 higher than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 24
On 24 Nov GAIL was trading at 181.09. The strike last trading price was 3.4, which was -0.31 lower than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 24
On 21 Nov GAIL was trading at 182.99. The strike last trading price was 3.71, which was 0.36 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov GAIL was trading at 184.31. The strike last trading price was 3.71, which was 0.36 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 23
On 18 Nov GAIL was trading at 184.31. The strike last trading price was 3.35, which was 0.19 higher than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 23
On 17 Nov GAIL was trading at 185.30. The strike last trading price was 3.16, which was -0.85 lower than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 23
On 13 Nov GAIL was trading at 183.67. The strike last trading price was 4.01, which was -0.49 lower than the previous day. The implied volatity was 27.49, the open interest changed by 16 which increased total open position to 17
On 10 Nov GAIL was trading at 181.52. The strike last trading price was 9.75, which was 0 lower than the previous day. The implied volatity was 3.75, 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 9.75, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0































































































































































































































