GAIL
Gail (India) Ltd
Historical option data for GAIL
17 Aug 2025 12:55 AM IST
| GAIL 30SEP2025 175 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.25
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 173.93 | 5.8 | -0.2 | 21.84 | 13 | 6 | 33 | |||||||||
For Gail (India) Ltd - strike price 175 expiring on 30SEP2025
Delta for 175 CE is 0.54
Historical price for 175 CE is as follows
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 21.84, the open interest changed by 6 which increased total open position to 33
| GAIL 30SEP2025 175 PE | |||||||
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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 |
| 17 Aug | 173.93 | 7 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 175 expiring on 30SEP2025
Delta for 175 PE is 0.00
Historical price for 175 PE is as follows
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 7, 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
