Historical option data for GAIL
22 Jun 2026 03:14 PM IST
| GAIL 28-Jul-2026 (36d) 190 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0
Theta: -0.07
Gamma: 0.02121
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 177.42 | 1.72 | 0.17 (10.97%) | 25.06 | 922 | 535 | 1,005 | |||||||||
| 19 Jun | 173.90 | 1.55 | -0.5 (-24.39%) | 27.16 | 139 | -14 | 469 | |||||||||
| 18 Jun | 176.44 | 2.07 | 0.26 (14.36%) | 26.59 | 79 | 0 | 484 | |||||||||
| 17 Jun | 175.03 | 1.81 | -0.25 (-12.14%) | 26.74 | 97 | -13 | 483 | |||||||||
| 16 Jun | 176.09 | 2 | -0.13 (-6.10%) | 26.19 | 167 | 64 | 496 | |||||||||
| 15 Jun | 175.41 | 2.25 | 0.78 (53.06%) | 27.31 | 560 | 374 | 432 | |||||||||
| 12 Jun | 170.50 | 1.5 | 0.46 (44.23%) | 27.8 | 15 | 9 | 58 | |||||||||
| 11 Jun | 166.09 | 1.04 | -0.17 (-14.05%) | 29.39 | 13 | 5 | 48 | |||||||||
| 10 Jun | 168.01 | 1.21 | 0.06 (5.22%) | 28.13 | 13 | 8 | 42 | |||||||||
| 9 Jun | 167.59 | 1.15 | -0.27 (-19.01%) | 28.51 | 21 | 18 | 33 | |||||||||
| 8 Jun | 168.60 | 1.39 | -0.06 (-4.14%) | 28.33 | 15 | 12 | 14 | |||||||||
| 5 Jun | 167.40 | 1.45 | -3 (-67.42%) | 28.51 | 2 | 2 | 2 | |||||||||
For Gail (India) Ltd - strike price 190 expiring on 28JUL2026
Delta for 190 CE is 0.22
Historical price for 190 CE is as follows
On 22 Jun GAIL was trading at 177.42. The strike last trading price was 1.72, which was 0.17 higher than the previous day. The implied volatity was 25.06, the open interest changed by 535 which increased total open position to 1005
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 27.16, the open interest changed by -14 which decreased total open position to 469
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 2.07, which was 0.26 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 484
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 1.81, which was -0.25 lower than the previous day. The implied volatity was 26.74, the open interest changed by -13 which decreased total open position to 483
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 2, which was -0.13 lower than the previous day. The implied volatity was 26.19, the open interest changed by 64 which increased total open position to 496
On 15 Jun GAIL was trading at 175.41. The strike last trading price was 2.25, which was 0.78 higher than the previous day. The implied volatity was 27.31, the open interest changed by 374 which increased total open position to 432
On 12 Jun GAIL was trading at 170.50. The strike last trading price was 1.5, which was 0.46 higher than the previous day. The implied volatity was 27.8, the open interest changed by 9 which increased total open position to 58
On 11 Jun GAIL was trading at 166.09. The strike last trading price was 1.04, which was -0.17 lower than the previous day. The implied volatity was 29.39, the open interest changed by 5 which increased total open position to 48
On 10 Jun GAIL was trading at 168.01. The strike last trading price was 1.21, which was 0.06 higher than the previous day. The implied volatity was 28.13, the open interest changed by 8 which increased total open position to 42
On 9 Jun GAIL was trading at 167.59. The strike last trading price was 1.15, which was -0.27 lower than the previous day. The implied volatity was 28.51, the open interest changed by 18 which increased total open position to 33
On 8 Jun GAIL was trading at 168.60. The strike last trading price was 1.39, which was -0.06 lower than the previous day. The implied volatity was 28.33, the open interest changed by 12 which increased total open position to 14
On 5 Jun GAIL was trading at 167.40. The strike last trading price was 1.45, which was -3 lower than the previous day. The implied volatity was 28.51, the open interest changed by 2 which increased total open position to 2
| GAIL 28-Jul-2026 (36d) 190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0
Theta: -0.02
Gamma: 0.02012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 177.42 | 14 | -2 (-12.50%) | 22.57 | 885 | 862 | 882 |
| 19 Jun | 173.90 | 16.35 | 1.35 (9.00%) | 23.35 | 6 | 4 | 20 |
| 18 Jun | 176.44 | 14.75 | 14.75 (5.36%) | 20.2 | 10 | 0 | 16 |
| 17 Jun | 175.03 | 14.75 | 0.75 (5.36%) | 20.2 | 10 | 7 | 15 |
| 16 Jun | 176.09 | 14.15 | -6.85 (-32.62%) | 22.57 | 4 | 3 | 7 |
| 15 Jun | 175.41 | 21 | 21 | - | 4 | 0 | 4 |
| 12 Jun | 170.50 | 21 | 21 | - | 4 | 0 | 4 |
| 11 Jun | 166.09 | 21 | 21 (-19.23%) | 22.95 | 4 | 0 | 4 |
| 10 Jun | 168.01 | 21 | -5 (-19.23%) | 22.95 | 4 | 4 | 4 |
| 9 Jun | 167.59 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 168.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 167.40 | 0 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 190 expiring on 28JUL2026
Delta for 190 PE is -0.83
Historical price for 190 PE is as follows
On 22 Jun GAIL was trading at 177.42. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was 22.57, the open interest changed by 862 which increased total open position to 882
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 16.35, which was 1.35 higher than the previous day. The implied volatity was 23.35, the open interest changed by 4 which increased total open position to 20
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 14.75, which was 14.75 higher than the previous day. The implied volatity was 20.2, the open interest changed by 0 which decreased total open position to 16
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 14.75, which was 0.75 higher than the previous day. The implied volatity was 20.2, the open interest changed by 7 which increased total open position to 15
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 14.15, which was -6.85 lower than the previous day. The implied volatity was 22.57, the open interest changed by 3 which increased total open position to 7
On 15 Jun GAIL was trading at 175.41. The strike last trading price was 21, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun GAIL was trading at 170.50. The strike last trading price was 21, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun GAIL was trading at 166.09. The strike last trading price was 21, which was 21 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 4
On 10 Jun GAIL was trading at 168.01. The strike last trading price was 21, which was -5 lower than the previous day. The implied volatity was 22.95, the open interest changed by 4 which increased total open position to 4
On 9 Jun GAIL was trading at 167.59. 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 8 Jun GAIL was trading at 168.60. 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 5 Jun GAIL was trading at 167.40. 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
