Historical option data for GAIL
24 Jun 2026 12:17 PM IST
| GAIL 28-Jul-2026 (34d) 180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0
Theta: -0.08
Gamma: 0.0304
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 174.42 | 3.04 | -0.19 (-5.88%) | 23.16 | 162 | 81 | 514 | |||||||||
| 23 Jun | 173.84 | 3.15 | -1.51 (-32.40%) | 24.71 | 264 | 39 | 434 | |||||||||
| 22 Jun | 177.30 | 4.62 | 0.9 (24.19%) | 24.6 | 463 | 148 | 394 | |||||||||
| 19 Jun | 173.90 | 3.7 | -1.11 (-23.08%) | 25.59 | 193 | 50 | 245 | |||||||||
| 18 Jun | 176.44 | 4.85 | 0.37 (8.26%) | 25.66 | 76 | 9 | 195 | |||||||||
| 17 Jun | 175.03 | 4.7 | -0.15 (-3.09%) | 27.23 | 50 | 5 | 184 | |||||||||
| 16 Jun | 176.09 | 4.86 | -0.13 (-2.61%) | 25.66 | 76 | 31 | 179 | |||||||||
| 15 Jun | 175.41 | 5.2 | 1.91 (58.05%) | 26.9 | 146 | 10 | 145 | |||||||||
| 12 Jun | 170.50 | 3.33 | 1.24 (59.33%) | 26.98 | 156 | 53 | 135 | |||||||||
| 11 Jun | 166.09 | 2.12 | -0.6 (-22.06%) | 26.82 | 20 | 7 | 82 | |||||||||
| 10 Jun | 168.01 | 2.73 | 0.2 (7.91%) | 27.1 | 23 | 7 | 74 | |||||||||
| 9 Jun | 167.59 | 2.53 | -0.53 (-17.32%) | 26.82 | 15 | 5 | 67 | |||||||||
| 8 Jun | 168.60 | 2.9 | 0.15 (5.45%) | 27.13 | 45 | 24 | 62 | |||||||||
| 5 Jun | 167.40 | 2.75 | -0.36 (-11.58%) | 27.16 | 21 | 12 | 39 | |||||||||
| 4 Jun | 167.55 | 3.17 | 1.17 (58.50%) | 27.28 | 22 | 17 | 27 | |||||||||
| 3 Jun | 163.86 | 2 | -0.5 (-20.00%) | 26.36 | 1 | 1 | 10 | |||||||||
| 2 Jun | 164.83 | 2.5 | 0 (0.00%) | 26.25 | 2 | 0 | 9 | |||||||||
| 1 Jun | 163.74 | 2.5 | -0.17 (-6.37%) | 26.25 | 2 | 2 | 9 | |||||||||
| 29 May | 164.51 | 2.72 | -0.83 (-23.38%) | 27.84 | 5 | 1 | 7 | |||||||||
| 27 May | 169.00 | 3.55 | -0.5 (-12.35%) | 25.51 | 1 | 1 | 6 | |||||||||
| 26 May | 167.63 | 4.05 | 0.05 (1.25%) | 26.32 | 4 | 3 | 5 | |||||||||
| 25 May | 168.67 | 4 | -3.04 (-43.18%) | 27.03 | 2 | 2 | 2 | |||||||||
| 18 May | 159.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 162.13 | 0 | -7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 162.61 | 0 | -7.04 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 163.31 | 0 | -7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 160.35 | 0 | -7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 162.51 | 0 | -7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 5 May | 163.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 163.23 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 165.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 180 expiring on 28JUL2026
Delta for 180 CE is 0.37
Historical price for 180 CE is as follows
On 24 Jun GAIL was trading at 174.42. The strike last trading price was 3.04, which was -0.19 lower than the previous day. The implied volatity was 23.16, the open interest changed by 81 which increased total open position to 514
On 23 Jun GAIL was trading at 173.84. The strike last trading price was 3.15, which was -1.51 lower than the previous day. The implied volatity was 24.71, the open interest changed by 39 which increased total open position to 434
On 22 Jun GAIL was trading at 177.30. The strike last trading price was 4.62, which was 0.9 higher than the previous day. The implied volatity was 24.6, the open interest changed by 148 which increased total open position to 394
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 3.7, which was -1.11 lower than the previous day. The implied volatity was 25.59, the open interest changed by 50 which increased total open position to 245
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 4.85, which was 0.37 higher than the previous day. The implied volatity was 25.66, the open interest changed by 9 which increased total open position to 195
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 4.7, which was -0.15 lower than the previous day. The implied volatity was 27.23, the open interest changed by 5 which increased total open position to 184
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 4.86, which was -0.13 lower than the previous day. The implied volatity was 25.66, the open interest changed by 31 which increased total open position to 179
On 15 Jun GAIL was trading at 175.41. The strike last trading price was 5.2, which was 1.91 higher than the previous day. The implied volatity was 26.9, the open interest changed by 10 which increased total open position to 145
On 12 Jun GAIL was trading at 170.50. The strike last trading price was 3.33, which was 1.24 higher than the previous day. The implied volatity was 26.98, the open interest changed by 53 which increased total open position to 135
On 11 Jun GAIL was trading at 166.09. The strike last trading price was 2.12, which was -0.6 lower than the previous day. The implied volatity was 26.82, the open interest changed by 7 which increased total open position to 82
On 10 Jun GAIL was trading at 168.01. The strike last trading price was 2.73, which was 0.2 higher than the previous day. The implied volatity was 27.1, the open interest changed by 7 which increased total open position to 74
On 9 Jun GAIL was trading at 167.59. The strike last trading price was 2.53, which was -0.53 lower than the previous day. The implied volatity was 26.82, the open interest changed by 5 which increased total open position to 67
On 8 Jun GAIL was trading at 168.60. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 27.13, the open interest changed by 24 which increased total open position to 62
On 5 Jun GAIL was trading at 167.40. The strike last trading price was 2.75, which was -0.36 lower than the previous day. The implied volatity was 27.16, the open interest changed by 12 which increased total open position to 39
On 4 Jun GAIL was trading at 167.55. The strike last trading price was 3.17, which was 1.17 higher than the previous day. The implied volatity was 27.28, the open interest changed by 17 which increased total open position to 27
On 3 Jun GAIL was trading at 163.86. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 26.36, the open interest changed by 1 which increased total open position to 10
On 2 Jun GAIL was trading at 164.83. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 9
On 1 Jun GAIL was trading at 163.74. The strike last trading price was 2.5, which was -0.17 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 9
On 29 May GAIL was trading at 164.51. The strike last trading price was 2.72, which was -0.83 lower than the previous day. The implied volatity was 27.84, the open interest changed by 1 which increased total open position to 7
On 27 May GAIL was trading at 169.00. The strike last trading price was 3.55, which was -0.5 lower than the previous day. The implied volatity was 25.51, the open interest changed by 1 which increased total open position to 6
On 26 May GAIL was trading at 167.63. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 26.32, the open interest changed by 3 which increased total open position to 5
On 25 May GAIL was trading at 168.67. The strike last trading price was 4, which was -3.04 lower than the previous day. The implied volatity was 27.03, the open interest changed by 2 which increased total open position to 2
On 18 May GAIL was trading at 159.00. 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 15 May GAIL was trading at 162.13. The strike last trading price was 0, which was -7 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 -7.04 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 -7 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 -7 lower than the previous day. The implied volatity was -, 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 -7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 5 May GAIL was trading at 163.70. 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 30 Apr GAIL was trading at 163.23. 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 Apr GAIL was trading at 165.66. 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 28-Jul-2026 (34d) 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0
Theta: -0.05
Gamma: 0.03167
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 174.42 | 7.42 | -0.58 (-7.25%) | 22.11 | 19 | 10 | 142 |
| 23 Jun | 173.84 | 8.13 | 2.13 (35.50%) | 22.03 | 87 | 63 | 132 |
| 22 Jun | 177.30 | 6.44 | -2.56 (-28.44%) | 24.88 | 84 | 23 | 69 |
| 19 Jun | 173.90 | 9 | 2 (28.57%) | 25.16 | 28 | 16 | 45 |
| 18 Jun | 176.44 | 7 | -1 (-12.50%) | 24.63 | 13 | 0 | 30 |
| 17 Jun | 175.03 | 7.8 | 0.8 (11.43%) | 23.78 | 10 | 2 | 29 |
| 16 Jun | 176.09 | 7.1 | 0.1 (1.43%) | 23.1 | 16 | 9 | 27 |
| 15 Jun | 175.41 | 7.38 | -6.62 (-47.29%) | 24.46 | 19 | 12 | 17 |
| 12 Jun | 170.50 | 13.5 | 1.5 (12.50%) | 23.45 | 2 | 0 | 5 |
| 11 Jun | 166.09 | 12.25 | 12.25 (2.08%) | 23.31 | 2 | 0 | 5 |
| 10 Jun | 168.01 | 12.25 | 0.25 (2.08%) | 23.31 | 2 | 1 | 4 |
| 9 Jun | 167.59 | 11.85 | 11.85 (-8.85%) | 24.99 | 2 | 0 | 3 |
| 8 Jun | 168.60 | 11.85 | -1.15 (-8.85%) | 24.99 | 2 | 0 | 1 |
| 5 Jun | 167.40 | 12.8 | 12.8 (-32.63%) | 22.37 | 1 | 0 | 1 |
| 4 Jun | 167.55 | 12.8 | -6.2 (-32.63%) | 22.37 | 1 | 0 | 0 |
| 3 Jun | 163.86 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 164.83 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | 159.00 | 0 | -18.78 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 162.13 | 0 | -18.78 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 162.61 | 0 | -18.78 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 163.31 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 160.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 162.51 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 |
| 5 May | 163.70 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 163.23 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 165.66 | 0 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 180 expiring on 28JUL2026
Delta for 180 PE is -0.64
Historical price for 180 PE is as follows
On 24 Jun GAIL was trading at 174.42. The strike last trading price was 7.42, which was -0.58 lower than the previous day. The implied volatity was 22.11, the open interest changed by 10 which increased total open position to 142
On 23 Jun GAIL was trading at 173.84. The strike last trading price was 8.13, which was 2.13 higher than the previous day. The implied volatity was 22.03, the open interest changed by 63 which increased total open position to 132
On 22 Jun GAIL was trading at 177.30. The strike last trading price was 6.44, which was -2.56 lower than the previous day. The implied volatity was 24.88, the open interest changed by 23 which increased total open position to 69
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 9, which was 2 higher than the previous day. The implied volatity was 25.16, the open interest changed by 16 which increased total open position to 45
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 30
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 7.8, which was 0.8 higher than the previous day. The implied volatity was 23.78, the open interest changed by 2 which increased total open position to 29
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 7.1, which was 0.1 higher than the previous day. The implied volatity was 23.1, the open interest changed by 9 which increased total open position to 27
On 15 Jun GAIL was trading at 175.41. The strike last trading price was 7.38, which was -6.62 lower than the previous day. The implied volatity was 24.46, the open interest changed by 12 which increased total open position to 17
On 12 Jun GAIL was trading at 170.50. The strike last trading price was 13.5, which was 1.5 higher than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 5
On 11 Jun GAIL was trading at 166.09. The strike last trading price was 12.25, which was 12.25 higher than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 5
On 10 Jun GAIL was trading at 168.01. The strike last trading price was 12.25, which was 0.25 higher than the previous day. The implied volatity was 23.31, the open interest changed by 1 which increased total open position to 4
On 9 Jun GAIL was trading at 167.59. The strike last trading price was 11.85, which was 11.85 higher than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 3
On 8 Jun GAIL was trading at 168.60. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 1
On 5 Jun GAIL was trading at 167.40. The strike last trading price was 12.8, which was 12.8 higher than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 1
On 4 Jun GAIL was trading at 167.55. The strike last trading price was 12.8, which was -6.2 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 0
On 3 Jun GAIL was trading at 163.86. 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 2 Jun GAIL was trading at 164.83. 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 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 159.00. The strike last trading price was 0, which was -18.78 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 -18.78 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 -18.78 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 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 May GAIL was trading at 160.35. 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 11 May GAIL was trading at 162.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 5 May GAIL was trading at 163.70. 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 30 Apr GAIL was trading at 163.23. 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 Apr GAIL was trading at 165.66. 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
