GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 33 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 178.55 | 29.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.00
Historical price for 150 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 29.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GAIL 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 0.05 | 0 | 48.76 | 7 | 4 | 46 |
| 14 Sept | 178.55 | 0.15 | 0.05 | 41.52 | 15 | 5 | 73 |
For Gail (India) Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.01
Historical price for 150 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 48.76, the open interest changed by 4 which increased total open position to 46
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 41.52, the open interest changed by 5 which increased total open position to 73
