GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 157.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 181.65 | 25.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 178.55 | 16.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 173.93 | 18.25 | -6.7 | 14.27 | 4 | 4 | 2 | |||||||||
For Gail (India) Ltd - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 CE is 0.00
Historical price for 157.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 25.2, 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 16.4, 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 17 Aug GAIL was trading at 173.93. The strike last trading price was 18.25, which was -6.7 lower than the previous day. The implied volatity was 14.27, the open interest changed by 4 which increased total open position to 2
| GAIL 30SEP2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 0.1 | -0.15 | 41.88 | 15 | -3 | 40 |
| 14 Sept | 178.55 | 0.15 | -0.1 | 31.74 | 4 | 1 | 46 |
| 17 Aug | 173.93 | 3.2 | 0 | 9.42 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 PE is -0.02
Historical price for 157.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 41.88, the open interest changed by -3 which decreased total open position to 40
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 31.74, the open interest changed by 1 which increased total open position to 46
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0
