GAIL
Gail (India) Ltd
Historical option data for GAIL
11 Mar 2026 04:11 PM IST
| GAIL 30-MAR-2026 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.04
Theta: -0.04
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 147.97 | 0.3 | -0.07 | 42.87 | 353 | 10 | 1,172 | |||||||||
| 10 Mar | 150.29 | 0.36 | -0.07 | 39.26 | 497 | -289 | 1,162 | |||||||||
| 9 Mar | 148.98 | 0.4 | -0.34 | 41.01 | 622 | -105 | 1,451 | |||||||||
| 6 Mar | 155.71 | 0.72 | 0.07 | 34.38 | 723 | 34 | 1,555 | |||||||||
| 5 Mar | 156.73 | 0.65 | -0.04 | 32.42 | 761 | -32 | 1,521 | |||||||||
| 4 Mar | 154.61 | 0.68 | -0.75 | 33.78 | 2,864 | -77 | 1,580 | |||||||||
| 2 Mar | 165.07 | 1.49 | -0.74 | 23.71 | 1,517 | -61 | 1,656 | |||||||||
| 27 Feb | 169.53 | 2.1 | -0.25 | 20.15 | 2,233 | 526 | 1,719 | |||||||||
| 26 Feb | 169.96 | 2.4 | 0.02 | 19.15 | 683 | 64 | 1,193 | |||||||||
| 25 Feb | 170.00 | 2.42 | 0.4 | 19.13 | 1,068 | 272 | 1,129 | |||||||||
| 24 Feb | 167.86 | 2.12 | 0.26 | 19.64 | 618 | 81 | 828 | |||||||||
| 23 Feb | 167.13 | 1.89 | -0.54 | 20.44 | 652 | -114 | 748 | |||||||||
| 20 Feb | 168.47 | 2.46 | 0.29 | 20.75 | 985 | 287 | 857 | |||||||||
| 19 Feb | 166.88 | 2.3 | 0.1 | 21.76 | 482 | 60 | 572 | |||||||||
| 18 Feb | 167.31 | 2.11 | 0.05 | 20.09 | 260 | 64 | 508 | |||||||||
| 17 Feb | 165.75 | 2.05 | -0.19 | 21.22 | 135 | 69 | 445 | |||||||||
| 16 Feb | 164.82 | 2.23 | 0.4 | 23.92 | 300 | 249 | 376 | |||||||||
| 13 Feb | 161.69 | 1.83 | -0.46 | 24.26 | 5 | -2 | 127 | |||||||||
| 12 Feb | 163.72 | 2.29 | -0.05 | 24.2 | 11 | 1 | 129 | |||||||||
| 11 Feb | 163.47 | 2.29 | -0.36 | 24.37 | 27 | 5 | 128 | |||||||||
|
|
||||||||||||||||
| 10 Feb | 164.55 | 2.65 | 0.22 | 24.26 | 78 | -6 | 123 | |||||||||
| 9 Feb | 163.64 | 2.49 | 0.21 | 23.66 | 65 | 38 | 131 | |||||||||
| 6 Feb | 162.99 | 2.46 | 0.66 | 23.77 | 121 | -30 | 94 | |||||||||
| 5 Feb | 160.18 | 1.8 | -0.23 | 24.11 | 52 | -23 | 123 | |||||||||
| 4 Feb | 165.41 | 3.2 | -0.78 | 23.01 | 1 | 0 | 0 | |||||||||
| 3 Feb | 162.80 | 3.98 | 0 | 4.75 | 0 | 0 | 0 | |||||||||
| 2 Feb | 160.39 | 3.98 | 0 | 5.38 | 0 | 0 | 0 | |||||||||
| 1 Feb | 162.42 | 3.98 | 0 | 4.45 | 0 | 0 | 0 | |||||||||
| 30 Jan | 167.29 | 3.98 | 0 | 2.54 | 0 | 0 | 0 | |||||||||
| 29 Jan | 167.38 | 3.98 | 0 | 2.52 | 0 | 0 | 0 | |||||||||
| 28 Jan | 168.14 | 3.98 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 175 expiring on 30MAR2026
Delta for 175 CE is 0.05
Historical price for 175 CE is as follows
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 0.3, which was -0.07 lower than the previous day. The implied volatity was 42.87, the open interest changed by 10 which increased total open position to 1172
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 0.36, which was -0.07 lower than the previous day. The implied volatity was 39.26, the open interest changed by -289 which decreased total open position to 1162
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 0.4, which was -0.34 lower than the previous day. The implied volatity was 41.01, the open interest changed by -105 which decreased total open position to 1451
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 0.72, which was 0.07 higher than the previous day. The implied volatity was 34.38, the open interest changed by 34 which increased total open position to 1555
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 0.65, which was -0.04 lower than the previous day. The implied volatity was 32.42, the open interest changed by -32 which decreased total open position to 1521
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 0.68, which was -0.75 lower than the previous day. The implied volatity was 33.78, the open interest changed by -77 which decreased total open position to 1580
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 1.49, which was -0.74 lower than the previous day. The implied volatity was 23.71, the open interest changed by -61 which decreased total open position to 1656
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 20.15, the open interest changed by 526 which increased total open position to 1719
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 2.4, which was 0.02 higher than the previous day. The implied volatity was 19.15, the open interest changed by 64 which increased total open position to 1193
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 2.42, which was 0.4 higher than the previous day. The implied volatity was 19.13, the open interest changed by 272 which increased total open position to 1129
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 2.12, which was 0.26 higher than the previous day. The implied volatity was 19.64, the open interest changed by 81 which increased total open position to 828
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 1.89, which was -0.54 lower than the previous day. The implied volatity was 20.44, the open interest changed by -114 which decreased total open position to 748
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 2.46, which was 0.29 higher than the previous day. The implied volatity was 20.75, the open interest changed by 287 which increased total open position to 857
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 21.76, the open interest changed by 60 which increased total open position to 572
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 2.11, which was 0.05 higher than the previous day. The implied volatity was 20.09, the open interest changed by 64 which increased total open position to 508
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 2.05, which was -0.19 lower than the previous day. The implied volatity was 21.22, the open interest changed by 69 which increased total open position to 445
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 2.23, which was 0.4 higher than the previous day. The implied volatity was 23.92, the open interest changed by 249 which increased total open position to 376
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 1.83, which was -0.46 lower than the previous day. The implied volatity was 24.26, the open interest changed by -2 which decreased total open position to 127
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 2.29, which was -0.05 lower than the previous day. The implied volatity was 24.2, the open interest changed by 1 which increased total open position to 129
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 2.29, which was -0.36 lower than the previous day. The implied volatity was 24.37, the open interest changed by 5 which increased total open position to 128
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 2.65, which was 0.22 higher than the previous day. The implied volatity was 24.26, the open interest changed by -6 which decreased total open position to 123
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 2.49, which was 0.21 higher than the previous day. The implied volatity was 23.66, the open interest changed by 38 which increased total open position to 131
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 2.46, which was 0.66 higher than the previous day. The implied volatity was 23.77, the open interest changed by -30 which decreased total open position to 94
On 5 Feb GAIL was trading at 160.18. The strike last trading price was 1.8, which was -0.23 lower than the previous day. The implied volatity was 24.11, the open interest changed by -23 which decreased total open position to 123
On 4 Feb GAIL was trading at 165.41. The strike last trading price was 3.2, which was -0.78 lower than the previous day. The implied volatity was 23.01, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GAIL was trading at 162.80. The strike last trading price was 3.98, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
On 2 Feb GAIL was trading at 160.39. The strike last trading price was 3.98, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GAIL was trading at 162.42. The strike last trading price was 3.98, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 30 Jan GAIL was trading at 167.29. The strike last trading price was 3.98, 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 29 Jan GAIL was trading at 167.38. The strike last trading price was 3.98, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
On 28 Jan GAIL was trading at 168.14. The strike last trading price was 3.98, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
| GAIL 30MAR2026 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.01
Theta: 0.04
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 147.97 | 24.91 | 0.31 | 28.37 | 9 | -3 | 234 |
| 10 Mar | 150.29 | 24.6 | -3 | 51.04 | 2 | 0 | 238 |
| 9 Mar | 148.98 | 27.6 | 8.35 | 71.51 | 27 | -14 | 237 |
| 6 Mar | 155.71 | 19.25 | -0.38 | - | 0 | 0 | 251 |
| 5 Mar | 156.73 | 19.25 | -0.38 | 39.27 | 6 | -2 | 253 |
| 4 Mar | 154.61 | 19.63 | 9.16 | 31.1 | 8 | 0 | 256 |
| 2 Mar | 165.07 | 10.25 | 3.45 | 27.4 | 38 | -21 | 256 |
| 27 Feb | 169.53 | 7.26 | 1.12 | 22.86 | 178 | 15 | 276 |
| 26 Feb | 169.96 | 6.07 | -0.34 | 20.29 | 45 | -1 | 263 |
| 25 Feb | 170.00 | 6.35 | -1.2 | 21.16 | 82 | 16 | 263 |
| 24 Feb | 167.86 | 7.5 | -1.28 | 22.57 | 90 | 46 | 246 |
| 23 Feb | 167.13 | 8.76 | 0.56 | 24.11 | 47 | 13 | 200 |
| 20 Feb | 168.47 | 8.17 | -0.87 | 23.88 | 123 | 56 | 184 |
| 19 Feb | 166.88 | 8.92 | 0.29 | 23.2 | 64 | 38 | 128 |
| 18 Feb | 167.31 | 8.75 | -1.21 | 22.96 | 50 | 24 | 86 |
| 17 Feb | 165.75 | 10 | -0.9 | 25.24 | 22 | 18 | 61 |
| 16 Feb | 164.82 | 10.9 | -2.96 | 24.82 | 31 | 26 | 42 |
| 13 Feb | 161.69 | 13.86 | 2.01 | 30.52 | 5 | 4 | 15 |
| 12 Feb | 163.72 | 11.85 | -0.42 | 25.98 | 2 | 1 | 10 |
| 11 Feb | 163.47 | 12.27 | 1.52 | 26.73 | 3 | 2 | 8 |
| 10 Feb | 164.55 | 10.75 | -1.4 | 22.78 | 4 | 3 | 5 |
| 9 Feb | 163.64 | 12.15 | -3.17 | 28.41 | 2 | 1 | 1 |
| 6 Feb | 162.99 | 15.32 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 160.18 | 15.32 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 165.41 | 17.17 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 162.80 | 17.17 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 160.39 | 17.17 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 162.42 | 17.17 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 167.29 | 17.17 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 167.38 | 17.17 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 168.14 | 17.17 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 175 expiring on 30MAR2026
Delta for 175 PE is -0.99
Historical price for 175 PE is as follows
On 11 Mar GAIL was trading at 147.97. The strike last trading price was 24.91, which was 0.31 higher than the previous day. The implied volatity was 28.37, the open interest changed by -3 which decreased total open position to 234
On 10 Mar GAIL was trading at 150.29. The strike last trading price was 24.6, which was -3 lower than the previous day. The implied volatity was 51.04, the open interest changed by 0 which decreased total open position to 238
On 9 Mar GAIL was trading at 148.98. The strike last trading price was 27.6, which was 8.35 higher than the previous day. The implied volatity was 71.51, the open interest changed by -14 which decreased total open position to 237
On 6 Mar GAIL was trading at 155.71. The strike last trading price was 19.25, which was -0.38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 251
On 5 Mar GAIL was trading at 156.73. The strike last trading price was 19.25, which was -0.38 lower than the previous day. The implied volatity was 39.27, the open interest changed by -2 which decreased total open position to 253
On 4 Mar GAIL was trading at 154.61. The strike last trading price was 19.63, which was 9.16 higher than the previous day. The implied volatity was 31.1, the open interest changed by 0 which decreased total open position to 256
On 2 Mar GAIL was trading at 165.07. The strike last trading price was 10.25, which was 3.45 higher than the previous day. The implied volatity was 27.4, the open interest changed by -21 which decreased total open position to 256
On 27 Feb GAIL was trading at 169.53. The strike last trading price was 7.26, which was 1.12 higher than the previous day. The implied volatity was 22.86, the open interest changed by 15 which increased total open position to 276
On 26 Feb GAIL was trading at 169.96. The strike last trading price was 6.07, which was -0.34 lower than the previous day. The implied volatity was 20.29, the open interest changed by -1 which decreased total open position to 263
On 25 Feb GAIL was trading at 170.00. The strike last trading price was 6.35, which was -1.2 lower than the previous day. The implied volatity was 21.16, the open interest changed by 16 which increased total open position to 263
On 24 Feb GAIL was trading at 167.86. The strike last trading price was 7.5, which was -1.28 lower than the previous day. The implied volatity was 22.57, the open interest changed by 46 which increased total open position to 246
On 23 Feb GAIL was trading at 167.13. The strike last trading price was 8.76, which was 0.56 higher than the previous day. The implied volatity was 24.11, the open interest changed by 13 which increased total open position to 200
On 20 Feb GAIL was trading at 168.47. The strike last trading price was 8.17, which was -0.87 lower than the previous day. The implied volatity was 23.88, the open interest changed by 56 which increased total open position to 184
On 19 Feb GAIL was trading at 166.88. The strike last trading price was 8.92, which was 0.29 higher than the previous day. The implied volatity was 23.2, the open interest changed by 38 which increased total open position to 128
On 18 Feb GAIL was trading at 167.31. The strike last trading price was 8.75, which was -1.21 lower than the previous day. The implied volatity was 22.96, the open interest changed by 24 which increased total open position to 86
On 17 Feb GAIL was trading at 165.75. The strike last trading price was 10, which was -0.9 lower than the previous day. The implied volatity was 25.24, the open interest changed by 18 which increased total open position to 61
On 16 Feb GAIL was trading at 164.82. The strike last trading price was 10.9, which was -2.96 lower than the previous day. The implied volatity was 24.82, the open interest changed by 26 which increased total open position to 42
On 13 Feb GAIL was trading at 161.69. The strike last trading price was 13.86, which was 2.01 higher than the previous day. The implied volatity was 30.52, the open interest changed by 4 which increased total open position to 15
On 12 Feb GAIL was trading at 163.72. The strike last trading price was 11.85, which was -0.42 lower than the previous day. The implied volatity was 25.98, the open interest changed by 1 which increased total open position to 10
On 11 Feb GAIL was trading at 163.47. The strike last trading price was 12.27, which was 1.52 higher than the previous day. The implied volatity was 26.73, the open interest changed by 2 which increased total open position to 8
On 10 Feb GAIL was trading at 164.55. The strike last trading price was 10.75, which was -1.4 lower than the previous day. The implied volatity was 22.78, the open interest changed by 3 which increased total open position to 5
On 9 Feb GAIL was trading at 163.64. The strike last trading price was 12.15, which was -3.17 lower than the previous day. The implied volatity was 28.41, the open interest changed by 1 which increased total open position to 1
On 6 Feb GAIL was trading at 162.99. The strike last trading price was 15.32, 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 5 Feb GAIL was trading at 160.18. The strike last trading price was 15.32, 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 Feb GAIL was trading at 165.41. The strike last trading price was 17.17, 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 Feb GAIL was trading at 162.80. The strike last trading price was 17.17, 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 Feb GAIL was trading at 160.39. The strike last trading price was 17.17, 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 Feb GAIL was trading at 162.42. The strike last trading price was 17.17, 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 Jan GAIL was trading at 167.29. The strike last trading price was 17.17, 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 Jan GAIL was trading at 167.38. The strike last trading price was 17.17, 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 Jan GAIL was trading at 168.14. The strike last trading price was 17.17, 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
