GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 165 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 | 17.15 | -0.75 | - | 2 | 0 | 103 | |||||||||
| 14 Sept | 178.55 | 14.5 | -0.5 | 23.28 | 52 | -13 | 102 | |||||||||
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| 17 Aug | 173.93 | 12.8 | 0.8 | 25.17 | 1 | -1 | 1 | |||||||||
For Gail (India) Ltd - strike price 165 expiring on 30SEP2025
Delta for 165 CE is -
Historical price for 165 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 17.15, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 103
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 14.5, which was -0.5 lower than the previous day. The implied volatity was 23.28, the open interest changed by -13 which decreased total open position to 102
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 12.8, which was 0.8 higher than the previous day. The implied volatity was 25.17, the open interest changed by -1 which decreased total open position to 1
| GAIL 30SEP2025 165 PE | |||||||
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Delta: -0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 0.1 | -0.05 | 30.29 | 133 | 5 | 581 |
| 14 Sept | 178.55 | 0.5 | 0 | 28.92 | 644 | 107 | 709 |
| 17 Aug | 173.93 | 2.2 | 0.1 | 25.34 | 3 | 3 | 22 |
For Gail (India) Ltd - strike price 165 expiring on 30SEP2025
Delta for 165 PE is -0.03
Historical price for 165 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 30.29, the open interest changed by 5 which increased total open position to 581
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 28.92, the open interest changed by 107 which increased total open position to 709
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 22
