GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 170 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 | 12.2 | 0.6 | - | 27 | -1 | 435 | |||||||||
| 14 Sept | 178.55 | 10.35 | -0.15 | 26.69 | 273 | -13 | 443 | |||||||||
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| 17 Aug | 173.93 | 8.8 | 0 | 22.47 | 1 | 1 | 8 | |||||||||
For Gail (India) Ltd - strike price 170 expiring on 30SEP2025
Delta for 170 CE is -
Historical price for 170 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 12.2, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 435
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 10.35, which was -0.15 lower than the previous day. The implied volatity was 26.69, the open interest changed by -13 which decreased total open position to 443
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 8
| GAIL 30SEP2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.04
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 0.2 | -0.15 | 25.87 | 97 | -8 | 838 |
| 14 Sept | 178.55 | 0.85 | -0.1 | 24.94 | 1,405 | 30 | 801 |
| 17 Aug | 173.93 | 3.5 | -0.25 | 24.23 | 6 | 0 | 30 |
For Gail (India) Ltd - strike price 170 expiring on 30SEP2025
Delta for 170 PE is -0.06
Historical price for 170 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 25.87, the open interest changed by -8 which decreased total open position to 838
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 24.94, the open interest changed by 30 which increased total open position to 801
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 24.23, the open interest changed by 0 which decreased total open position to 30
