GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 185 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.12
Theta: -0.13
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 1.55 | 0 | 21.02 | 1,033 | -33 | 2,515 | |||||||||
| 14 Sept | 178.55 | 1.7 | -0.1 | 24.12 | 11,507 | 933 | 2,488 | |||||||||
| 17 Aug | 173.93 | 2.4 | -0.05 | 23.02 | 16 | 6 | 20 | |||||||||
For Gail (India) Ltd - strike price 185 expiring on 30SEP2025
Delta for 185 CE is 0.35
Historical price for 185 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 21.02, the open interest changed by -33 which decreased total open position to 2515
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 24.12, the open interest changed by 933 which increased total open position to 2488
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 23.02, the open interest changed by 6 which increased total open position to 20
| GAIL 30SEP2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.12
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 4.55 | -0.7 | 24.03 | 550 | -91 | 618 |
| 14 Sept | 178.55 | 7.2 | 0 | 23.38 | 1,872 | 277 | 719 |
| 17 Aug | 173.93 | 12.1 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 185 expiring on 30SEP2025
Delta for 185 PE is -0.63
Historical price for 185 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 4.55, which was -0.7 lower than the previous day. The implied volatity was 24.03, the open interest changed by -91 which decreased total open position to 618
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 23.38, the open interest changed by 277 which increased total open position to 719
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 12.1, 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
