GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 187.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.10
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 1 | 0 | 22.44 | 235 | 3 | 621 | |||||||||
| 14 Sept | 178.55 | 1.2 | -0.05 | 24.82 | 2,322 | 356 | 534 | |||||||||
| 17 Aug | 173.93 | 8.15 | 0 | 5.26 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 187.5 expiring on 30SEP2025
Delta for 187.5 CE is 0.24
Historical price for 187.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 22.44, the open interest changed by 3 which increased total open position to 621
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 24.82, the open interest changed by 356 which increased total open position to 534
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 8.15, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0
| GAIL 30SEP2025 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.11
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 6.55 | -0.65 | 26.47 | 77 | 3 | 149 |
| 14 Sept | 178.55 | 9.2 | 0.05 | 24.06 | 214 | 34 | 166 |
| 17 Aug | 173.93 | 16.1 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 187.5 expiring on 30SEP2025
Delta for 187.5 PE is -0.72
Historical price for 187.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 6.55, which was -0.65 lower than the previous day. The implied volatity was 26.47, the open interest changed by 3 which increased total open position to 149
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 9.2, which was 0.05 higher than the previous day. The implied volatity was 24.06, the open interest changed by 34 which increased total open position to 166
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 16.1, 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
