GAIL
Gail (India) Ltd
Historical option data for GAIL
05 Dec 2025 02:46 PM IST
| GAIL 30-DEC-2025 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.16
Theta: -0.08
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 169.98 | 1.91 | -0.52 | 19.46 | 1,626 | 87 | 2,520 | |||||||||
| 4 Dec | 170.63 | 2.47 | -0.08 | 20.42 | 1,803 | 51 | 2,429 | |||||||||
| 3 Dec | 170.27 | 2.6 | -1.63 | 21.43 | 3,178 | 596 | 2,373 | |||||||||
| 2 Dec | 175.00 | 4.3 | -0.35 | 18.50 | 1,337 | 112 | 1,768 | |||||||||
| 1 Dec | 175.41 | 4.63 | -0.53 | 19.89 | 2,889 | 109 | 1,660 | |||||||||
| 28 Nov | 176.09 | 5.17 | -3.13 | 17.40 | 15,279 | 1,525 | 1,552 | |||||||||
| 27 Nov | 183.80 | 8.45 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 185.16 | 8.45 | -0.55 | - | 0 | 8 | 0 | |||||||||
| 25 Nov | 180.22 | 8.45 | -0.55 | 20.61 | 16 | 8 | 27 | |||||||||
| 24 Nov | 181.09 | 9 | -3.25 | 20.23 | 5 | 4 | 18 | |||||||||
| 21 Nov | 182.99 | 12.25 | 0 | - | 0 | 13 | 0 | |||||||||
|
|
||||||||||||||||
| 20 Nov | 184.31 | 12.25 | 0 | 18.51 | 13 | 12 | 13 | |||||||||
| 19 Nov | 184.05 | 12.25 | -2.65 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 184.31 | 12.25 | -2.65 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 185.30 | 12.25 | -2.65 | - | 0 | 1 | 0 | |||||||||
| 14 Nov | 183.41 | 12.25 | -2.65 | 19.00 | 1 | 0 | 0 | |||||||||
| 13 Nov | 183.67 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 182.45 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 182.34 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 181.52 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 180.47 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 178.98 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 181.62 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 183.69 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 182.76 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 183.09 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 184.64 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 178.46 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 180.17 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 181.02 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 180.08 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 178.39 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 177.60 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 175.37 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 178.45 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 176.62 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 177.36 | 14.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 175 expiring on 30DEC2025
Delta for 175 CE is 0.34
Historical price for 175 CE is as follows
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 1.91, which was -0.52 lower than the previous day. The implied volatity was 19.46, the open interest changed by 87 which increased total open position to 2520
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 2.47, which was -0.08 lower than the previous day. The implied volatity was 20.42, the open interest changed by 51 which increased total open position to 2429
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 2.6, which was -1.63 lower than the previous day. The implied volatity was 21.43, the open interest changed by 596 which increased total open position to 2373
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 4.3, which was -0.35 lower than the previous day. The implied volatity was 18.50, the open interest changed by 112 which increased total open position to 1768
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 4.63, which was -0.53 lower than the previous day. The implied volatity was 19.89, the open interest changed by 109 which increased total open position to 1660
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 5.17, which was -3.13 lower than the previous day. The implied volatity was 17.40, the open interest changed by 1525 which increased total open position to 1552
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 8.45, which was -0.55 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 8.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 25 Nov GAIL was trading at 180.22. The strike last trading price was 8.45, which was -0.55 lower than the previous day. The implied volatity was 20.61, the open interest changed by 8 which increased total open position to 27
On 24 Nov GAIL was trading at 181.09. The strike last trading price was 9, which was -3.25 lower than the previous day. The implied volatity was 20.23, the open interest changed by 4 which increased total open position to 18
On 21 Nov GAIL was trading at 182.99. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 20 Nov GAIL was trading at 184.31. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 18.51, the open interest changed by 12 which increased total open position to 13
On 19 Nov GAIL was trading at 184.05. The strike last trading price was 12.25, which was -2.65 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 12.25, which was -2.65 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 12.25, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov GAIL was trading at 183.41. The strike last trading price was 12.25, which was -2.65 lower than the previous day. The implied volatity was 19.00, 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 14.9, 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 12 Nov GAIL was trading at 182.45. The strike last trading price was 14.9, 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 11 Nov GAIL was trading at 182.34. The strike last trading price was 14.9, 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 14.9, 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 Nov GAIL was trading at 180.47. The strike last trading price was 14.9, 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 6 Nov GAIL was trading at 178.98. The strike last trading price was 14.9, 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 4 Nov GAIL was trading at 181.62. The strike last trading price was 14.9, 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 Nov GAIL was trading at 183.69. The strike last trading price was 14.9, 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 Oct GAIL was trading at 182.76. The strike last trading price was 14.9, 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 14.9, 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 29 Oct GAIL was trading at 184.64. The strike last trading price was 14.9, 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 Oct GAIL was trading at 178.46. The strike last trading price was 14.9, 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 Oct GAIL was trading at 180.17. The strike last trading price was 14.9, 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 Oct GAIL was trading at 181.02. The strike last trading price was 14.9, 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 Oct GAIL was trading at 180.08. The strike last trading price was 14.9, 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 Oct GAIL was trading at 178.39. The strike last trading price was 14.9, 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 Oct GAIL was trading at 177.60. The strike last trading price was 14.9, 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 Oct GAIL was trading at 175.37. The strike last trading price was 14.9, 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 9 Oct GAIL was trading at 178.45. The strike last trading price was 14.9, 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 6 Oct GAIL was trading at 176.62. The strike last trading price was 14.9, 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 Oct GAIL was trading at 177.36. The strike last trading price was 14.9, 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 30DEC2025 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.17
Theta: -0.04
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 169.98 | 6.25 | 0.51 | 22.58 | 110 | -31 | 1,393 |
| 4 Dec | 170.63 | 5.76 | -0.37 | 22.60 | 133 | -10 | 1,423 |
| 3 Dec | 170.27 | 5.95 | 2.16 | 22.22 | 1,363 | -78 | 1,445 |
| 2 Dec | 175.00 | 3.74 | 0.01 | 22.84 | 899 | 96 | 1,520 |
| 1 Dec | 175.41 | 3.75 | 0.3 | 22.49 | 1,984 | -4 | 1,423 |
| 28 Nov | 176.09 | 3.33 | 2.03 | 22.26 | 7,822 | 1,073 | 1,427 |
| 27 Nov | 183.80 | 1.25 | 0.11 | 22.49 | 245 | -23 | 353 |
| 26 Nov | 185.16 | 1.13 | -0.92 | 22.58 | 434 | 10 | 378 |
| 25 Nov | 180.22 | 2.1 | 0.08 | 21.25 | 553 | 98 | 368 |
| 24 Nov | 181.09 | 1.99 | 0.43 | 21.48 | 728 | 70 | 270 |
| 21 Nov | 182.99 | 1.56 | 0 | 21.66 | 127 | 29 | 200 |
| 20 Nov | 184.31 | 1.49 | -0.23 | 22.78 | 98 | 31 | 170 |
| 19 Nov | 184.05 | 1.73 | -0.15 | 23.44 | 86 | 49 | 142 |
| 18 Nov | 184.31 | 1.89 | 0.04 | 24.52 | 43 | 28 | 94 |
| 17 Nov | 185.30 | 1.84 | -0.49 | 24.92 | 27 | 4 | 64 |
| 14 Nov | 183.41 | 2.33 | -0.07 | 25.26 | 11 | 3 | 62 |
| 13 Nov | 183.67 | 2.41 | -0.31 | 25.45 | 42 | 8 | 55 |
| 12 Nov | 182.45 | 2.72 | -0.05 | 25.06 | 33 | 19 | 48 |
| 11 Nov | 182.34 | 2.75 | -0.99 | 24.93 | 5 | 3 | 29 |
| 10 Nov | 181.52 | 3.74 | -0.46 | - | 0 | 11 | 0 |
| 7 Nov | 180.47 | 3.74 | -0.46 | 26.58 | 15 | 10 | 25 |
| 6 Nov | 178.98 | 4.2 | 0.4 | 25.98 | 2 | 0 | 13 |
| 4 Nov | 181.62 | 3.8 | 0.65 | 27.36 | 3 | 2 | 12 |
| 3 Nov | 183.69 | 3.15 | -0.55 | 27.09 | 6 | 4 | 9 |
| 31 Oct | 182.76 | 3.7 | -7.3 | - | 7 | 6 | 6 |
| 30 Oct | 183.09 | 11 | 0 | 4.65 | 0 | 0 | 0 |
| 29 Oct | 184.64 | 11 | 0 | 5.28 | 0 | 0 | 0 |
| 28 Oct | 178.46 | 11 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 180.17 | 11 | 0 | 3.39 | 0 | 0 | 0 |
| 24 Oct | 181.02 | 11 | 0 | 3.79 | 0 | 0 | 0 |
| 23 Oct | 180.08 | 11 | 0 | 3.28 | 0 | 0 | 0 |
| 21 Oct | 178.39 | 11 | 0 | 2.90 | 0 | 0 | 0 |
| 17 Oct | 177.60 | 11 | 0 | 2.54 | 0 | 0 | 0 |
| 14 Oct | 175.37 | 11 | 0 | 1.59 | 0 | 0 | 0 |
| 9 Oct | 178.45 | 11 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 176.62 | 11 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 177.36 | 11 | 0 | 1.66 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 175 expiring on 30DEC2025
Delta for 175 PE is -0.64
Historical price for 175 PE is as follows
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 6.25, which was 0.51 higher than the previous day. The implied volatity was 22.58, the open interest changed by -31 which decreased total open position to 1393
On 4 Dec GAIL was trading at 170.63. The strike last trading price was 5.76, which was -0.37 lower than the previous day. The implied volatity was 22.60, the open interest changed by -10 which decreased total open position to 1423
On 3 Dec GAIL was trading at 170.27. The strike last trading price was 5.95, which was 2.16 higher than the previous day. The implied volatity was 22.22, the open interest changed by -78 which decreased total open position to 1445
On 2 Dec GAIL was trading at 175.00. The strike last trading price was 3.74, which was 0.01 higher than the previous day. The implied volatity was 22.84, the open interest changed by 96 which increased total open position to 1520
On 1 Dec GAIL was trading at 175.41. The strike last trading price was 3.75, which was 0.3 higher than the previous day. The implied volatity was 22.49, the open interest changed by -4 which decreased total open position to 1423
On 28 Nov GAIL was trading at 176.09. The strike last trading price was 3.33, which was 2.03 higher than the previous day. The implied volatity was 22.26, the open interest changed by 1073 which increased total open position to 1427
On 27 Nov GAIL was trading at 183.80. The strike last trading price was 1.25, which was 0.11 higher than the previous day. The implied volatity was 22.49, the open interest changed by -23 which decreased total open position to 353
On 26 Nov GAIL was trading at 185.16. The strike last trading price was 1.13, which was -0.92 lower than the previous day. The implied volatity was 22.58, the open interest changed by 10 which increased total open position to 378
On 25 Nov GAIL was trading at 180.22. The strike last trading price was 2.1, which was 0.08 higher than the previous day. The implied volatity was 21.25, the open interest changed by 98 which increased total open position to 368
On 24 Nov GAIL was trading at 181.09. The strike last trading price was 1.99, which was 0.43 higher than the previous day. The implied volatity was 21.48, the open interest changed by 70 which increased total open position to 270
On 21 Nov GAIL was trading at 182.99. The strike last trading price was 1.56, which was 0 lower than the previous day. The implied volatity was 21.66, the open interest changed by 29 which increased total open position to 200
On 20 Nov GAIL was trading at 184.31. The strike last trading price was 1.49, which was -0.23 lower than the previous day. The implied volatity was 22.78, the open interest changed by 31 which increased total open position to 170
On 19 Nov GAIL was trading at 184.05. The strike last trading price was 1.73, which was -0.15 lower than the previous day. The implied volatity was 23.44, the open interest changed by 49 which increased total open position to 142
On 18 Nov GAIL was trading at 184.31. The strike last trading price was 1.89, which was 0.04 higher than the previous day. The implied volatity was 24.52, the open interest changed by 28 which increased total open position to 94
On 17 Nov GAIL was trading at 185.30. The strike last trading price was 1.84, which was -0.49 lower than the previous day. The implied volatity was 24.92, the open interest changed by 4 which increased total open position to 64
On 14 Nov GAIL was trading at 183.41. The strike last trading price was 2.33, which was -0.07 lower than the previous day. The implied volatity was 25.26, the open interest changed by 3 which increased total open position to 62
On 13 Nov GAIL was trading at 183.67. The strike last trading price was 2.41, which was -0.31 lower than the previous day. The implied volatity was 25.45, the open interest changed by 8 which increased total open position to 55
On 12 Nov GAIL was trading at 182.45. The strike last trading price was 2.72, which was -0.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by 19 which increased total open position to 48
On 11 Nov GAIL was trading at 182.34. The strike last trading price was 2.75, which was -0.99 lower than the previous day. The implied volatity was 24.93, the open interest changed by 3 which increased total open position to 29
On 10 Nov GAIL was trading at 181.52. The strike last trading price was 3.74, which was -0.46 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 7 Nov GAIL was trading at 180.47. The strike last trading price was 3.74, which was -0.46 lower than the previous day. The implied volatity was 26.58, the open interest changed by 10 which increased total open position to 25
On 6 Nov GAIL was trading at 178.98. The strike last trading price was 4.2, which was 0.4 higher than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 13
On 4 Nov GAIL was trading at 181.62. The strike last trading price was 3.8, which was 0.65 higher than the previous day. The implied volatity was 27.36, the open interest changed by 2 which increased total open position to 12
On 3 Nov GAIL was trading at 183.69. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 27.09, the open interest changed by 4 which increased total open position to 9
On 31 Oct GAIL was trading at 182.76. The strike last trading price was 3.7, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 30 Oct GAIL was trading at 183.09. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 29 Oct GAIL was trading at 184.64. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
On 28 Oct GAIL was trading at 178.46. The strike last trading price was 11, 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 Oct GAIL was trading at 180.17. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 24 Oct GAIL was trading at 181.02. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 23 Oct GAIL was trading at 180.08. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 21 Oct GAIL was trading at 178.39. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
On 17 Oct GAIL was trading at 177.60. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 14 Oct GAIL was trading at 175.37. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 9 Oct GAIL was trading at 178.45. The strike last trading price was 11, 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 6 Oct GAIL was trading at 176.62. The strike last trading price was 11, 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 Oct GAIL was trading at 177.36. The strike last trading price was 11, 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































































































































































































































