GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 28OCT2025 180 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.22
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 181.65 | 7.05 | 0.05 | 21.20 | 68 | 9 | 310 | |||||||||
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| 14 Sept | 178.55 | 6.4 | -0.05 | 23.87 | 244 | -21 | 222 | |||||||||
| 17 Aug | 173.93 | 13.95 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 180 expiring on 28OCT2025
Delta for 180 CE is 0.63
Historical price for 180 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 21.20, the open interest changed by 9 which increased total open position to 310
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 6.4, which was -0.05 lower than the previous day. The implied volatity was 23.87, the open interest changed by -21 which decreased total open position to 222
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
| GAIL 28OCT2025 180 PE | |||||||
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Delta: -0.39
Vega: 0.23
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 4.35 | -0.2 | 25.69 | 23 | 4 | 177 |
| 14 Sept | 178.55 | 5.8 | -0.25 | 24.45 | 72 | 5 | 117 |
| 17 Aug | 173.93 | 13.65 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 180 expiring on 28OCT2025
Delta for 180 PE is -0.39
Historical price for 180 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 4.35, which was -0.2 lower than the previous day. The implied volatity was 25.69, the open interest changed by 4 which increased total open position to 177
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 5.8, which was -0.25 lower than the previous day. The implied volatity was 24.45, the open interest changed by 5 which increased total open position to 117
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 13.65, 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
