GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 172.5 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 | 9.8 | 0.55 | - | 21 | 3 | 241 | |||||||||
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| 14 Sept | 178.55 | 8.25 | -0.2 | 25.26 | 199 | 6 | 266 | |||||||||
| 17 Aug | 173.93 | 6.85 | -0.1 | 20.62 | 1 | 0 | 1 | |||||||||
For Gail (India) Ltd - strike price 172.5 expiring on 30SEP2025
Delta for 172.5 CE is -
Historical price for 172.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 9.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 241
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 8.25, which was -0.2 lower than the previous day. The implied volatity was 25.26, the open interest changed by 6 which increased total open position to 266
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 6.85, which was -0.1 lower than the previous day. The implied volatity was 20.62, the open interest changed by 0 which decreased total open position to 1
| GAIL 30SEP2025 172.5 PE | |||||||
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Delta: -0.09
Vega: 0.05
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 0.35 | -0.15 | 24.73 | 127 | -5 | 359 |
| 14 Sept | 178.55 | 1.25 | -0.1 | 23.92 | 708 | 7 | 348 |
| 17 Aug | 173.93 | 4.5 | -1.35 | 24.29 | 1 | 1 | 2 |
For Gail (India) Ltd - strike price 172.5 expiring on 30SEP2025
Delta for 172.5 PE is -0.09
Historical price for 172.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 24.73, the open interest changed by -5 which decreased total open position to 359
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 23.92, the open interest changed by 7 which increased total open position to 348
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 4.5, which was -1.35 lower than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 2
