GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Dec 2025 04:12 PM IST
| GAIL 27-JAN-2026 170 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 169.76 | 5.22 | 0.9 | - | 351 | -24 | 333 | |||||||||
| 20 Dec | 169.76 | 5.22 | 0.9 | - | 351 | -24 | 333 | |||||||||
| 14 Dec | 170.71 | 6.42 | 0.97 | - | 79 | 1 | 109 | |||||||||
| 13 Dec | 170.71 | 6.42 | 0.97 | - | 79 | 1 | 109 | |||||||||
| 7 Dec | 169.98 | 6.55 | -0.58 | - | 42 | 35 | 72 | |||||||||
| 5 Dec | 169.98 | 6.55 | -0.58 | 20.43 | 42 | 34 | 72 | |||||||||
| 30 Nov | 176.09 | 11 | -7.65 | - | 44 | 11 | 11 | |||||||||
| 29 Nov | 176.09 | 11 | -7.65 | - | 44 | 11 | 11 | |||||||||
| 23 Nov | 182.99 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 22 Nov | 182.99 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 170 expiring on 27JAN2026
Delta for 170 CE is -
Historical price for 170 CE is as follows
On 21 Dec GAIL was trading at 169.76. The strike last trading price was 5.22, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 333
On 20 Dec GAIL was trading at 169.76. The strike last trading price was 5.22, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 333
On 14 Dec GAIL was trading at 170.71. The strike last trading price was 6.42, which was 0.97 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 109
On 13 Dec GAIL was trading at 170.71. The strike last trading price was 6.42, which was 0.97 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 109
On 7 Dec GAIL was trading at 169.98. The strike last trading price was 6.55, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 72
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 6.55, which was -0.58 lower than the previous day. The implied volatity was 20.43, the open interest changed by 34 which increased total open position to 72
On 30 Nov GAIL was trading at 176.09. The strike last trading price was 11, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 29 Nov GAIL was trading at 176.09. The strike last trading price was 11, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 23 Nov GAIL was trading at 182.99. The strike last trading price was 18.65, 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
On 22 Nov GAIL was trading at 182.99. The strike last trading price was 18.65, 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 27JAN2026 170 PE | |||||||
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|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 169.76 | 3.72 | -1.24 | - | 53 | -5 | 323 |
| 20 Dec | 169.76 | 3.72 | -1.24 | - | 53 | -5 | 323 |
| 14 Dec | 170.71 | 4.07 | -0.7 | - | 81 | -5 | 162 |
| 13 Dec | 170.71 | 4.07 | -0.7 | - | 81 | -5 | 162 |
| 7 Dec | 169.98 | 4.65 | 0.17 | - | 76 | 0 | 168 |
| 5 Dec | 169.98 | 4.65 | 0.17 | 22.57 | 76 | 0 | 168 |
| 30 Nov | 176.09 | 3.1 | 1.1 | - | 461 | 164 | 169 |
| 29 Nov | 176.09 | 3.1 | 1.1 | - | 461 | 164 | 169 |
| 23 Nov | 182.99 | 1.99 | 0 | - | 1 | 1 | 1 |
| 22 Nov | 182.99 | 1.99 | 0 | - | 1 | 1 | 1 |
For Gail (India) Ltd - strike price 170 expiring on 27JAN2026
Delta for 170 PE is -
Historical price for 170 PE is as follows
On 21 Dec GAIL was trading at 169.76. The strike last trading price was 3.72, which was -1.24 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 323
On 20 Dec GAIL was trading at 169.76. The strike last trading price was 3.72, which was -1.24 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 323
On 14 Dec GAIL was trading at 170.71. The strike last trading price was 4.07, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 162
On 13 Dec GAIL was trading at 170.71. The strike last trading price was 4.07, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 162
On 7 Dec GAIL was trading at 169.98. The strike last trading price was 4.65, which was 0.17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 168
On 5 Dec GAIL was trading at 169.98. The strike last trading price was 4.65, which was 0.17 higher than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 168
On 30 Nov GAIL was trading at 176.09. The strike last trading price was 3.1, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 164 which increased total open position to 169
On 29 Nov GAIL was trading at 176.09. The strike last trading price was 3.1, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 164 which increased total open position to 169
On 23 Nov GAIL was trading at 182.99. The strike last trading price was 1.99, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 22 Nov GAIL was trading at 182.99. The strike last trading price was 1.99, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1































































































































































































































