GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.12
Theta: -0.14
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 3.85 | 0.25 | 20.04 | 1,031 | -34 | 1,750 | |||||||||
| 14 Sept | 178.55 | 3.4 | -0.2 | 23.39 | 9,981 | -487 | 2,406 | |||||||||
| 17 Aug | 173.93 | 3.8 | -0.1 | 22.46 | 26 | 6 | 67 | |||||||||
For Gail (India) Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.65
Historical price for 180 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 3.85, which was 0.25 higher than the previous day. The implied volatity was 20.04, the open interest changed by -34 which decreased total open position to 1750
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 3.4, which was -0.2 lower than the previous day. The implied volatity was 23.39, the open interest changed by -487 which decreased total open position to 2406
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 3.8, which was -0.1 lower than the previous day. The implied volatity was 22.46, the open interest changed by 6 which increased total open position to 67
| GAIL 30SEP2025 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.12
Theta: -0.11
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 1.85 | -0.4 | 22.95 | 698 | -35 | 1,389 |
| 14 Sept | 178.55 | 4 | 0 | 23.23 | 3,928 | 138 | 1,219 |
| 17 Aug | 173.93 | 8.4 | -0.6 | 24.21 | 3 | 3 | 21 |
For Gail (India) Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -0.36
Historical price for 180 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 22.95, the open interest changed by -35 which decreased total open position to 1389
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 23.23, the open interest changed by 138 which increased total open position to 1219
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 8.4, which was -0.6 lower than the previous day. The implied volatity was 24.21, the open interest changed by 3 which increased total open position to 21
