GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 182.5 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.13
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 | 2.5 | 0.1 | 20.44 | 870 | 26 | 739 | |||||||||
| 14 Sept | 178.55 | 2.45 | -0.1 | 23.86 | 5,192 | 313 | 749 | |||||||||
| 17 Aug | 173.93 | 10.1 | 0 | 3.49 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 182.5 expiring on 30SEP2025
Delta for 182.5 CE is 0.50
Historical price for 182.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 2.5, which was 0.1 higher than the previous day. The implied volatity was 20.44, the open interest changed by 26 which increased total open position to 739
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 23.86, the open interest changed by 313 which increased total open position to 749
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
| GAIL 30SEP2025 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.13
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 3.05 | -0.55 | 23.61 | 407 | 31 | 293 |
| 14 Sept | 178.55 | 5.45 | 0.05 | 23.12 | 1,769 | 81 | 169 |
| 17 Aug | 173.93 | 13.1 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 182.5 expiring on 30SEP2025
Delta for 182.5 PE is -0.50
Historical price for 182.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 23.61, the open interest changed by 31 which increased total open position to 293
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 5.45, which was 0.05 higher than the previous day. The implied volatity was 23.12, the open interest changed by 81 which increased total open position to 169
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 13.1, 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
