[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
171 -1.04 (-0.60%)
L: 170.74 H: 173.81

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Historical option data for GAIL

24 Dec 2025 04:11 PM IST
GAIL 27-JAN-2026 175 CE
Delta: 0.43
Vega: 0.20
Theta: -0.08
Gamma: 0.04
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
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
Delta: -0.57
Vega: 0.21
Theta: -0.04
Gamma: 0.04
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