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Historical option data for GAIL

01 Jun 2026 04:10 PM IST
GAIL 30-Jun-2026 (29d) 179 CE
Delta: 0.17
Vega: 0
Theta: -0.06
Gamma: 0.01925
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 163.74 1.18 0.18 (18.00%) 27.14 3 0 17
29 May 164.51 1.19 -0.81 (-40.50%) 27.14 3 0 17
27 May 169.00 1.81 -0.19 (-9.50%) 24.12 15 5 16
26 May 167.63 1.74 -0.26 (-13.00%) 25.58 18 11 12
25 May 168.67 2 -3 (-60.00%) - 1 0 0
18 May 160.22 0 -5.27 (-100.00%) - 0 0 0
15 May 162.13 0 -5.27 (-100.00%) - 0 0 0
14 May 162.61 0 -5.27 (-100.00%) 0 0 0 0
13 May 163.31 0 -5.27 (-100.00%) 0 0 0 0
12 May 160.35 0 -5.27 (-100.00%) 0 0 0 0
11 May 162.51 0 -5.27 (-100.00%) 0 0 0 0
8 May 166.49 0 0 - 0 0 0


For Gail (India) Ltd - strike price 179 expiring on 30JUN2026

Delta for 179 CE is 0.17

Historical price for 179 CE is as follows

On 1 Jun GAIL was trading at 163.74. The strike last trading price was 1.18, which was 0.18 higher than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 17


On 29 May GAIL was trading at 164.51. The strike last trading price was 1.19, which was -0.81 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 17


On 27 May GAIL was trading at 169.00. The strike last trading price was 1.81, which was -0.19 lower than the previous day. The implied volatity was 24.12, the open interest changed by 5 which increased total open position to 16


On 26 May GAIL was trading at 167.63. The strike last trading price was 1.74, which was -0.26 lower than the previous day. The implied volatity was 25.58, the open interest changed by 11 which increased total open position to 12


On 25 May GAIL was trading at 168.67. The strike last trading price was 2, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May GAIL was trading at 160.22. The strike last trading price was 0, which was -5.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May GAIL was trading at 162.13. The strike last trading price was 0, which was -5.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May GAIL was trading at 162.61. The strike last trading price was 0, which was -5.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May GAIL was trading at 163.31. The strike last trading price was 0, which was -5.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May GAIL was trading at 160.35. The strike last trading price was 0, which was -5.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May GAIL was trading at 162.51. The strike last trading price was 0, which was -5.27 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May GAIL was trading at 166.49. 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 30-Jun-2026 (29d) 179 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 163.74 0 0 - 0 0 0
29 May 164.51 0 0 - 0 0 0
27 May 169.00 0 0 - 0 0 0
26 May 167.63 0 0 - 0 0 0
25 May 168.67 0 0 - 0 0 0
18 May 160.22 0 -16.8 (-100.00%) - 0 0 0
15 May 162.13 0 -16.8 (-100.00%) - 0 0 0
14 May 162.61 0 -16.8 (-100.00%) 0 0 0 0
13 May 163.31 0 -16.8 (-100.00%) 0 0 0 0
12 May 160.35 0 -16.8 (-100.00%) 0 0 0 0
11 May 162.51 0 -16.8 (-100.00%) 0 0 0 0
8 May 166.49 0 0 - 0 0 0


For Gail (India) Ltd - strike price 179 expiring on 30JUN2026

Delta for 179 PE is -

Historical price for 179 PE is as follows

On 1 Jun GAIL was trading at 163.74. 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


On 29 May GAIL was trading at 164.51. 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


On 27 May GAIL was trading at 169.00. 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


On 26 May GAIL was trading at 167.63. 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


On 25 May GAIL was trading at 168.67. 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


On 18 May GAIL was trading at 160.22. The strike last trading price was 0, which was -16.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May GAIL was trading at 162.13. The strike last trading price was 0, which was -16.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May GAIL was trading at 162.61. The strike last trading price was 0, which was -16.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May GAIL was trading at 163.31. The strike last trading price was 0, which was -16.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May GAIL was trading at 160.35. The strike last trading price was 0, which was -16.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May GAIL was trading at 162.51. The strike last trading price was 0, which was -16.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May GAIL was trading at 166.49. 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