GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 160 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 181.65 | 21.75 | -1.25 | - | 11 | 0 | 141 | |||||||||
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| 14 Sept | 178.55 | 19.65 | -0.25 | 34.24 | 36 | 12 | 147 | |||||||||
| 17 Aug | 173.93 | 16 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 160 expiring on 30SEP2025
Delta for 160 CE is -
Historical price for 160 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 21.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 141
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 19.65, which was -0.25 lower than the previous day. The implied volatity was 34.24, the open interest changed by 12 which increased total open position to 147
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 16, 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 160 PE | |||||||
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Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 0.1 | -0.05 | 38.00 | 83 | -1 | 341 |
| 14 Sept | 178.55 | 0.25 | -0.05 | 31.43 | 303 | 11 | 350 |
| 17 Aug | 173.93 | 1.25 | 0 | 25.88 | 25 | 5 | 61 |
For Gail (India) Ltd - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.02
Historical price for 160 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 38.00, the open interest changed by -1 which decreased total open position to 341
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.43, the open interest changed by 11 which increased total open position to 350
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 25.88, the open interest changed by 5 which increased total open position to 61
