[--[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 205 CE
Delta: 0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 167.89 0.1 0.04 37.95 147 1 304
8 Dec 166.81 0.06 0 35.93 83 -40 305
5 Dec 169.98 0.06 -0.01 30.45 1 0 346
4 Dec 170.63 0.07 -0.01 29.65 1 0 347
3 Dec 170.27 0.1 0 30.91 142 -62 346
2 Dec 175.00 0.1 -0.01 26.40 18 -1 408
1 Dec 175.41 0.11 -0.01 26.32 192 22 410
28 Nov 176.09 0.12 -0.18 24.20 420 84 388
27 Nov 183.80 0.3 -0.07 20.83 102 -1 304
26 Nov 185.16 0.39 0.17 20.76 277 46 305
25 Nov 180.22 0.22 -0.06 22.54 45 8 257
24 Nov 181.09 0.28 -0.11 22.63 85 43 249
21 Nov 182.99 0.39 -0.13 21.00 174 84 206
20 Nov 184.31 0.54 -0.17 21.00 172 96 120
19 Nov 184.05 0.71 -0.22 22.67 19 -1 24
18 Nov 184.31 0.93 -0.2 23.79 20 4 25
17 Nov 185.30 1.13 0.06 24.11 22 8 20
14 Nov 183.41 1.07 -0.33 24.11 6 0 12
13 Nov 183.67 1.4 0 25.95 13 8 11
12 Nov 182.45 1.4 0.08 27.02 1 0 2
11 Nov 182.34 1.32 0.07 26.25 1 0 1
10 Nov 181.52 1.25 -3.5 26.66 1 0 0
7 Nov 180.47 4.75 0 8.97 0 0 0
6 Nov 178.98 4.75 0 9.58 0 0 0
4 Nov 181.62 4.75 0 7.72 0 0 0
3 Nov 183.69 4.75 0 6.78 0 0 0
31 Oct 182.76 4.75 0 - 0 0 0
30 Oct 183.09 4.75 0 6.79 0 0 0
29 Oct 184.64 4.75 0 6.05 0 0 0
28 Oct 178.46 0 0 - 0 0 0
27 Oct 180.17 0 0 - 0 0 0
24 Oct 181.02 0 0 - 0 0 0
23 Oct 180.08 0 0 - 0 0 0
16 Oct 179.17 0 0 - 0 0 0
15 Oct 177.37 0 0 - 0 0 0
14 Oct 175.37 0 0 - 0 0 0
10 Oct 179.21 0 0 - 0 0 0


For Gail (India) Ltd - strike price 205 expiring on 30DEC2025

Delta for 205 CE is 0.02

Historical price for 205 CE is as follows

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 0.1, which was 0.04 higher than the previous day. The implied volatity was 37.95, the open interest changed by 1 which increased total open position to 304


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 0.06, which was 0 lower than the previous day. The implied volatity was 35.93, the open interest changed by -40 which decreased total open position to 305


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 346


On 4 Dec GAIL was trading at 170.63. The strike last trading price was 0.07, which was -0.01 lower than the previous day. The implied volatity was 29.65, the open interest changed by 0 which decreased total open position to 347


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 30.91, the open interest changed by -62 which decreased total open position to 346


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 0.1, which was -0.01 lower than the previous day. The implied volatity was 26.40, the open interest changed by -1 which decreased total open position to 408


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 0.11, which was -0.01 lower than the previous day. The implied volatity was 26.32, the open interest changed by 22 which increased total open position to 410


On 28 Nov GAIL was trading at 176.09. The strike last trading price was 0.12, which was -0.18 lower than the previous day. The implied volatity was 24.20, the open interest changed by 84 which increased total open position to 388


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 0.3, which was -0.07 lower than the previous day. The implied volatity was 20.83, the open interest changed by -1 which decreased total open position to 304


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 0.39, which was 0.17 higher than the previous day. The implied volatity was 20.76, the open interest changed by 46 which increased total open position to 305


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 0.22, which was -0.06 lower than the previous day. The implied volatity was 22.54, the open interest changed by 8 which increased total open position to 257


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 0.28, which was -0.11 lower than the previous day. The implied volatity was 22.63, the open interest changed by 43 which increased total open position to 249


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 0.39, which was -0.13 lower than the previous day. The implied volatity was 21.00, the open interest changed by 84 which increased total open position to 206


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 0.54, which was -0.17 lower than the previous day. The implied volatity was 21.00, the open interest changed by 96 which increased total open position to 120


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 0.71, which was -0.22 lower than the previous day. The implied volatity was 22.67, the open interest changed by -1 which decreased total open position to 24


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 0.93, which was -0.2 lower than the previous day. The implied volatity was 23.79, the open interest changed by 4 which increased total open position to 25


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 1.13, which was 0.06 higher than the previous day. The implied volatity was 24.11, the open interest changed by 8 which increased total open position to 20


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 1.07, which was -0.33 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 12


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 25.95, the open interest changed by 8 which increased total open position to 11


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 1.4, which was 0.08 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 2


On 11 Nov GAIL was trading at 182.34. The strike last trading price was 1.32, which was 0.07 higher than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 1


On 10 Nov GAIL was trading at 181.52. The strike last trading price was 1.25, which was -3.5 lower than the previous day. The implied volatity was 26.66, 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 4.75, which was 0 lower than the previous day. The implied volatity was 8.97, 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 4.75, which was 0 lower than the previous day. The implied volatity was 9.58, 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 4.75, which was 0 lower than the previous day. The implied volatity was 7.72, 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 4.75, which was 0 lower than the previous day. The implied volatity was 6.78, 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 4.75, 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 4.75, which was 0 lower than the previous day. The implied volatity was 6.79, 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 4.75, which was 0 lower than the previous day. The implied volatity was 6.05, 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 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 Oct GAIL was trading at 180.17. 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 24 Oct GAIL was trading at 181.02. 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 23 Oct GAIL was trading at 180.08. 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 16 Oct GAIL was trading at 179.17. 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 Oct GAIL was trading at 177.37. 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 14 Oct GAIL was trading at 175.37. 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


GAIL 30DEC2025 205 PE
Delta: -0.98
Vega: 0.02
Theta: 0.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 167.89 36.04 -1.32 38.80 3 0 669
8 Dec 166.81 37.36 8.57 - 2 1 670
5 Dec 169.98 28.79 8.39 - 0 0 0
4 Dec 170.63 28.79 8.39 - 0 0 0
3 Dec 170.27 28.79 8.39 - 0 0 0
2 Dec 175.00 28.79 8.39 33.82 3 0 669
1 Dec 175.41 20.4 1.78 - 0 0 0
28 Nov 176.09 20.4 1.78 - 0 -1 0
27 Nov 183.80 20.4 1.78 30.99 13 0 670
26 Nov 185.16 18.59 -5.16 23.00 36 13 670
25 Nov 180.22 23.75 0.75 26.85 18 11 651
24 Nov 181.09 23 2.5 26.05 7 6 639
21 Nov 182.99 20.5 1.4 24.15 486 436 589
20 Nov 184.31 19.1 -0.93 23.61 144 71 80
19 Nov 184.05 20.03 0.76 - 0 1 0
18 Nov 184.31 20.03 0.76 29.41 1 0 8
17 Nov 185.30 19.27 -0.55 28.63 3 2 7
14 Nov 183.41 19.82 -1.68 - 0 2 0
13 Nov 183.67 19.82 -1.68 24.95 2 1 4
12 Nov 182.45 21.5 0.5 28.06 1 0 2
11 Nov 182.34 21 -9.35 - 0 0 0
10 Nov 181.52 21 -9.35 - 0 0 0
7 Nov 180.47 21 -9.35 - 0 0 0
6 Nov 178.98 21 -9.35 - 0 0 0
4 Nov 181.62 21 -9.35 - 0 0 0
3 Nov 183.69 21 -9.35 - 0 2 0
31 Oct 182.76 21 -9.35 - 2 1 1
30 Oct 183.09 30.35 0 - 0 0 0
29 Oct 184.64 30.35 0 - 0 0 0
28 Oct 178.46 0 0 - 0 0 0
27 Oct 180.17 0 0 - 0 0 0
24 Oct 181.02 0 0 - 0 0 0
23 Oct 180.08 0 0 - 0 0 0
16 Oct 179.17 0 0 - 0 0 0
15 Oct 177.37 0 0 - 0 0 0
14 Oct 175.37 0 0 - 0 0 0
10 Oct 179.21 0 0 - 0 0 0


For Gail (India) Ltd - strike price 205 expiring on 30DEC2025

Delta for 205 PE is -0.98

Historical price for 205 PE is as follows

On 9 Dec GAIL was trading at 167.89. The strike last trading price was 36.04, which was -1.32 lower than the previous day. The implied volatity was 38.80, the open interest changed by 0 which decreased total open position to 669


On 8 Dec GAIL was trading at 166.81. The strike last trading price was 37.36, which was 8.57 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 670


On 5 Dec GAIL was trading at 169.98. The strike last trading price was 28.79, which was 8.39 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 28.79, which was 8.39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec GAIL was trading at 170.27. The strike last trading price was 28.79, which was 8.39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec GAIL was trading at 175.00. The strike last trading price was 28.79, which was 8.39 higher than the previous day. The implied volatity was 33.82, the open interest changed by 0 which decreased total open position to 669


On 1 Dec GAIL was trading at 175.41. The strike last trading price was 20.4, which was 1.78 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 20.4, which was 1.78 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 27 Nov GAIL was trading at 183.80. The strike last trading price was 20.4, which was 1.78 higher than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 670


On 26 Nov GAIL was trading at 185.16. The strike last trading price was 18.59, which was -5.16 lower than the previous day. The implied volatity was 23.00, the open interest changed by 13 which increased total open position to 670


On 25 Nov GAIL was trading at 180.22. The strike last trading price was 23.75, which was 0.75 higher than the previous day. The implied volatity was 26.85, the open interest changed by 11 which increased total open position to 651


On 24 Nov GAIL was trading at 181.09. The strike last trading price was 23, which was 2.5 higher than the previous day. The implied volatity was 26.05, the open interest changed by 6 which increased total open position to 639


On 21 Nov GAIL was trading at 182.99. The strike last trading price was 20.5, which was 1.4 higher than the previous day. The implied volatity was 24.15, the open interest changed by 436 which increased total open position to 589


On 20 Nov GAIL was trading at 184.31. The strike last trading price was 19.1, which was -0.93 lower than the previous day. The implied volatity was 23.61, the open interest changed by 71 which increased total open position to 80


On 19 Nov GAIL was trading at 184.05. The strike last trading price was 20.03, which was 0.76 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov GAIL was trading at 184.31. The strike last trading price was 20.03, which was 0.76 higher than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 8


On 17 Nov GAIL was trading at 185.30. The strike last trading price was 19.27, which was -0.55 lower than the previous day. The implied volatity was 28.63, the open interest changed by 2 which increased total open position to 7


On 14 Nov GAIL was trading at 183.41. The strike last trading price was 19.82, which was -1.68 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 13 Nov GAIL was trading at 183.67. The strike last trading price was 19.82, which was -1.68 lower than the previous day. The implied volatity was 24.95, the open interest changed by 1 which increased total open position to 4


On 12 Nov GAIL was trading at 182.45. The strike last trading price was 21.5, which was 0.5 higher than the previous day. The implied volatity was 28.06, the open interest changed by 0 which decreased total open position to 2


On 11 Nov GAIL was trading at 182.34. The strike last trading price was 21, which was -9.35 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 21, which was -9.35 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 21, which was -9.35 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 21, which was -9.35 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 21, which was -9.35 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 21, which was -9.35 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 21, which was -9.35 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 30.35, 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 30.35, 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 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 Oct GAIL was trading at 180.17. 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 24 Oct GAIL was trading at 181.02. 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 23 Oct GAIL was trading at 180.08. 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 16 Oct GAIL was trading at 179.17. 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 Oct GAIL was trading at 177.37. 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 14 Oct GAIL was trading at 175.37. 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