[--[65.84.65.76]--]

GAIL

Gail (India) Ltd
167.89 +1.08 (0.65%)
L: 164.22 H: 168.62

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Historical option data for GAIL

09 Dec 2025 04:11 PM IST
GAIL 30-DEC-2025 195 CE
Delta: 0.03
Vega: 0.03
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 167.89 0.15 0.01 31.54 219 -36 520
8 Dec 166.81 0.15 -0.02 32.53 152 -77 555
5 Dec 169.98 0.17 -0.02 27.21 247 -173 632
4 Dec 170.63 0.2 0 26.55 179 -7 804
3 Dec 170.27 0.2 -0.07 26.36 249 -50 810
2 Dec 175.00 0.28 -0.02 22.83 135 29 859
1 Dec 175.41 0.31 -0.03 22.94 264 25 830
28 Nov 176.09 0.36 -0.84 21.13 1,969 64 805
27 Nov 183.80 1.21 -0.31 19.14 378 22 741
26 Nov 185.16 1.55 0.84 19.47 702 146 719
25 Nov 180.22 0.7 -0.24 19.93 607 232 574
24 Nov 181.09 0.94 -0.45 20.66 261 116 341
21 Nov 182.99 1.43 -0.23 19.84 145 20 228
20 Nov 184.31 1.67 -0.3 18.96 199 101 208
19 Nov 184.05 1.95 -0.51 20.65 91 12 106
18 Nov 184.31 2.45 -0.5 22.27 47 26 93
17 Nov 185.30 2.99 0.31 23.27 47 23 62
14 Nov 183.41 2.7 -0.29 22.92 7 2 38
13 Nov 183.67 2.99 0.2 23.87 36 21 36
12 Nov 182.45 2.79 -0.12 24.52 8 2 12
11 Nov 182.34 2.97 0.48 25.07 9 6 7
10 Nov 181.52 2.49 -4.66 - 0 1 0
7 Nov 180.47 2.49 -4.66 23.68 1 0 0
6 Nov 178.98 7.15 0 5.49 0 0 0
4 Nov 181.62 7.15 0 4.27 0 0 0
3 Nov 183.69 7.15 0 3.55 0 0 0
31 Oct 182.76 7.15 0 - 0 0 0
30 Oct 183.09 7.15 0 3.38 0 0 0
29 Oct 184.64 7.15 0 2.84 0 0 0
28 Oct 178.46 7.15 0 5.01 0 0 0
27 Oct 180.17 7.15 0 4.41 0 0 0
24 Oct 181.02 7.15 0 3.85 0 0 0
23 Oct 180.08 7.15 0 - 0 0 0
21 Oct 178.39 7.15 0 4.90 0 0 0
16 Oct 179.17 7.15 0 - 0 0 0
15 Oct 177.37 7.15 0 - 0 0 0
14 Oct 175.37 7.15 0 5.54 0 0 0
13 Oct 180.33 7.15 0 3.66 0 0 0
10 Oct 179.21 7.15 0 4.07 0 0 0
6 Oct 176.62 7.15 0 - 0 0 0
3 Oct 177.36 7.15 0 4.97 0 0 0


For Gail (India) Ltd - strike price 195 expiring on 30DEC2025

Delta for 195 CE is 0.03

Historical price for 195 CE is as follows

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 0.15, which was 0.01 higher than the previous day. The implied volatity was 31.54, the open interest changed by -36 which decreased total open position to 520


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 0.15, which was -0.02 lower than the previous day. The implied volatity was 32.53, the open interest changed by -77 which decreased total open position to 555


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 0.17, which was -0.02 lower than the previous day. The implied volatity was 27.21, the open interest changed by -173 which decreased total open position to 632


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 26.55, the open interest changed by -7 which decreased total open position to 804


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 0.2, which was -0.07 lower than the previous day. The implied volatity was 26.36, the open interest changed by -50 which decreased total open position to 810


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 0.28, which was -0.02 lower than the previous day. The implied volatity was 22.83, the open interest changed by 29 which increased total open position to 859


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 0.31, which was -0.03 lower than the previous day. The implied volatity was 22.94, the open interest changed by 25 which increased total open position to 830


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 0.36, which was -0.84 lower than the previous day. The implied volatity was 21.13, the open interest changed by 64 which increased total open position to 805


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 1.21, which was -0.31 lower than the previous day. The implied volatity was 19.14, the open interest changed by 22 which increased total open position to 741


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 1.55, which was 0.84 higher than the previous day. The implied volatity was 19.47, the open interest changed by 146 which increased total open position to 719


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 0.7, which was -0.24 lower than the previous day. The implied volatity was 19.93, the open interest changed by 232 which increased total open position to 574


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 0.94, which was -0.45 lower than the previous day. The implied volatity was 20.66, the open interest changed by 116 which increased total open position to 341


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 1.43, which was -0.23 lower than the previous day. The implied volatity was 19.84, the open interest changed by 20 which increased total open position to 228


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 1.67, which was -0.3 lower than the previous day. The implied volatity was 18.96, the open interest changed by 101 which increased total open position to 208


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 1.95, which was -0.51 lower than the previous day. The implied volatity was 20.65, the open interest changed by 12 which increased total open position to 106


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 2.45, which was -0.5 lower than the previous day. The implied volatity was 22.27, the open interest changed by 26 which increased total open position to 93


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 2.99, which was 0.31 higher than the previous day. The implied volatity was 23.27, the open interest changed by 23 which increased total open position to 62


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 2.7, which was -0.29 lower than the previous day. The implied volatity was 22.92, the open interest changed by 2 which increased total open position to 38


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 2.99, which was 0.2 higher than the previous day. The implied volatity was 23.87, the open interest changed by 21 which increased total open position to 36


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 2.79, which was -0.12 lower than the previous day. The implied volatity was 24.52, the open interest changed by 2 which increased total open position to 12


On 11 Nov GAIL was trading at 182.34. The strike last trading price was 2.97, which was 0.48 higher than the previous day. The implied volatity was 25.07, the open interest changed by 6 which increased total open position to 7


On 10 Nov GAIL was trading at 181.52. The strike last trading price was 2.49, which was -4.66 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov GAIL was trading at 180.47. The strike last trading price was 2.49, which was -4.66 lower than the previous day. The implied volatity was 23.68, 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 7.15, which was 0 lower than the previous day. The implied volatity was 5.49, 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 7.15, which was 0 lower than the previous day. The implied volatity was 4.27, 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 7.15, which was 0 lower than the previous day. The implied volatity was 3.55, 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 7.15, 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 7.15, which was 0 lower than the previous day. The implied volatity was 3.38, 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 7.15, which was 0 lower than the previous day. The implied volatity was 2.84, 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 7.15, which was 0 lower than the previous day. The implied volatity was 5.01, 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 7.15, which was 0 lower than the previous day. The implied volatity was 4.41, 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 7.15, which was 0 lower than the previous day. The implied volatity was 3.85, 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 7.15, 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 7.15, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0


On 16 Oct GAIL was trading at 179.17. The strike last trading price was 7.15, 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 Oct GAIL was trading at 177.37. The strike last trading price was 7.15, 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 7.15, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0


On 13 Oct GAIL was trading at 180.33. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0


On 10 Oct GAIL was trading at 179.21. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 4.07, 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 7.15, 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 7.15, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0


GAIL 30DEC2025 195 PE
Delta: -0.93
Vega: 0.05
Theta: 0.00
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 167.89 26.42 -1.48 38.74 9 0 271
8 Dec 166.81 27.9 4.48 35.48 1 0 271
5 Dec 169.98 23.4 4.82 - 0 0 0
4 Dec 170.63 23.4 4.82 - 0 -1 0
3 Dec 170.27 23.4 4.82 29.20 26 -1 271
2 Dec 175.00 18.43 6.97 - 0 0 0
1 Dec 175.41 18.43 6.97 - 0 0 0
28 Nov 176.09 18.43 6.97 31.09 53 -1 271
27 Nov 183.80 11.46 1.31 25.51 18 -1 273
26 Nov 185.16 10.15 -2.84 22.23 30 3 283
25 Nov 180.22 12.99 -0.91 - 7 2 280
24 Nov 181.09 13.9 2.3 23.38 14 11 276
21 Nov 182.99 11.6 0.34 21.25 7 6 264
20 Nov 184.31 11.26 -0.1 24.86 242 208 258
19 Nov 184.05 11.36 -0.69 23.74 22 4 34
18 Nov 184.31 12.05 0.8 27.81 9 0 21
17 Nov 185.30 11.25 -0.65 26.44 5 0 22
14 Nov 183.41 11.9 0.17 24.85 3 2 21
13 Nov 183.67 11.73 -2.27 24.02 17 4 6
12 Nov 182.45 14 -8.9 - 0 0 0
11 Nov 182.34 14 -8.9 - 0 0 0
10 Nov 181.52 14 -8.9 - 0 0 0
7 Nov 180.47 14 -8.9 - 0 0 0
6 Nov 178.98 14 -8.9 - 0 0 0
4 Nov 181.62 14 -8.9 - 0 0 0
3 Nov 183.69 14 -8.9 - 0 2 0
31 Oct 182.76 14 -8.9 - 2 1 1
30 Oct 183.09 22.9 0 - 0 0 0
29 Oct 184.64 22.9 0 - 0 0 0
28 Oct 178.46 22.9 0 - 0 0 0
27 Oct 180.17 22.9 0 - 0 0 0
24 Oct 181.02 22.9 0 - 0 0 0
23 Oct 180.08 22.9 0 - 0 0 0
21 Oct 178.39 22.9 0 - 0 0 0
16 Oct 179.17 22.9 0 - 0 0 0
15 Oct 177.37 22.9 0 - 0 0 0
14 Oct 175.37 22.9 0 - 0 0 0
13 Oct 180.33 0 0 - 0 0 0
10 Oct 179.21 0 0 - 0 0 0
6 Oct 176.62 0 0 - 0 0 0
3 Oct 177.36 0 0 - 0 0 0


For Gail (India) Ltd - strike price 195 expiring on 30DEC2025

Delta for 195 PE is -0.93

Historical price for 195 PE is as follows

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 26.42, which was -1.48 lower than the previous day. The implied volatity was 38.74, the open interest changed by 0 which decreased total open position to 271


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 27.9, which was 4.48 higher than the previous day. The implied volatity was 35.48, the open interest changed by 0 which decreased total open position to 271


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 23.4, which was 4.82 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 23.4, which was 4.82 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 23.4, which was 4.82 higher than the previous day. The implied volatity was 29.20, the open interest changed by -1 which decreased total open position to 271


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 18.43, which was 6.97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 18.43, which was 6.97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 18.43, which was 6.97 higher than the previous day. The implied volatity was 31.09, the open interest changed by -1 which decreased total open position to 271


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 11.46, which was 1.31 higher than the previous day. The implied volatity was 25.51, the open interest changed by -1 which decreased total open position to 273


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 10.15, which was -2.84 lower than the previous day. The implied volatity was 22.23, the open interest changed by 3 which increased total open position to 283


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 12.99, which was -0.91 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 280


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 13.9, which was 2.3 higher than the previous day. The implied volatity was 23.38, the open interest changed by 11 which increased total open position to 276


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 11.6, which was 0.34 higher than the previous day. The implied volatity was 21.25, the open interest changed by 6 which increased total open position to 264


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 11.26, which was -0.1 lower than the previous day. The implied volatity was 24.86, the open interest changed by 208 which increased total open position to 258


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 11.36, which was -0.69 lower than the previous day. The implied volatity was 23.74, the open interest changed by 4 which increased total open position to 34


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 12.05, which was 0.8 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 21


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 11.25, which was -0.65 lower than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 22


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 11.9, which was 0.17 higher than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 21


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 11.73, which was -2.27 lower than the previous day. The implied volatity was 24.02, the open interest changed by 4 which increased total open position to 6


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 14, which was -8.9 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, which was -8.9 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, which was -8.9 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, which was -8.9 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, which was -8.9 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, which was -8.9 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, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct GAIL was trading at 182.76. The strike last trading price was 14, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct GAIL was trading at 183.09. The strike last trading price was 22.9, 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 22.9, 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 22.9, 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 22.9, 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 22.9, 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 22.9, 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 22.9, 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 16 Oct GAIL was trading at 179.17. The strike last trading price was 22.9, 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 15 Oct GAIL was trading at 177.37. The strike last trading price was 22.9, 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 22.9, 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 13 Oct GAIL was trading at 180.33. 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 10 Oct GAIL was trading at 179.21. 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 6 Oct GAIL was trading at 176.62. 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 3 Oct GAIL was trading at 177.36. 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