GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 162.5 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 | |||||||||
| 21 Sept | 181.65 | 18.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 178.55 | 17.05 | -0.35 | 28.20 | 4 | 0 | 94 | |||||||||
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| 17 Aug | 173.93 | 21.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 CE is 0.00
Historical price for 162.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 18.3, 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 17.05, which was -0.35 lower than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 94
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 21.3, 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 30SEP2025 162.5 PE | |||||||
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Delta: -0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 0.15 | 0 | 36.60 | 2 | 0 | 122 |
| 14 Sept | 178.55 | 0.35 | -0.05 | 30.10 | 122 | 24 | 151 |
| 17 Aug | 173.93 | 1.5 | -0.5 | 24.55 | 1 | 1 | 2 |
For Gail (India) Ltd - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 PE is -0.03
Historical price for 162.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 36.60, the open interest changed by 0 which decreased total open position to 122
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 30.10, the open interest changed by 24 which increased total open position to 151
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1 which increased total open position to 2
