[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
169.98 -0.65 (-0.38%)
L: 169.53 H: 171.6

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Historical option data for GAIL

05 Dec 2025 03:31 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 1.95 -0.48 19.70 1,825 70 2,503
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 1.95, which was -0.48 lower than the previous day. The implied volatity was 19.70, the open interest changed by 70 which increased total open position to 2503


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: -0.65
Vega: 0.16
Theta: -0.04
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 169.98 5.92 0.18 20.64 174 -34 1,390
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 -0.65

Historical price for 175 PE is as follows

On 5 Dec GAIL was trading at 169.98. The strike last trading price was 5.92, which was 0.18 higher than the previous day. The implied volatity was 20.64, the open interest changed by -34 which decreased total open position to 1390


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