GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 177.5 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.09
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 5.45 | 0.25 | 18.15 | 246 | -51 | 354 | |||||||||
| 14 Sept | 178.55 | 4.65 | -0.3 | 23.16 | 1,147 | 94 | 660 | |||||||||
| 17 Aug | 173.93 | 12.4 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 177.5 expiring on 30SEP2025
Delta for 177.5 CE is 0.81
Historical price for 177.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 5.45, which was 0.25 higher than the previous day. The implied volatity was 18.15, the open interest changed by -51 which decreased total open position to 354
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 4.65, which was -0.3 lower than the previous day. The implied volatity was 23.16, the open interest changed by 94 which increased total open position to 660
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 12.4, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
| GAIL 30SEP2025 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.10
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 1.05 | -0.3 | 22.83 | 249 | -14 | 420 |
| 14 Sept | 178.55 | 2.75 | -0.1 | 22.92 | 1,822 | -11 | 429 |
| 17 Aug | 173.93 | 10.4 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 177.5 expiring on 30SEP2025
Delta for 177.5 PE is -0.24
Historical price for 177.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 22.83, the open interest changed by -14 which decreased total open position to 420
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 2.75, which was -0.1 lower than the previous day. The implied volatity was 22.92, the open interest changed by -11 which decreased total open position to 429
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 10.4, 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
