GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 190 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.08
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 181.65 | 0.7 | 0.05 | 24.49 | 757 | -11 | 1,361 | |||||||||
| 14 Sept | 178.55 | 0.85 | -0.05 | 25.61 | 4,560 | 329 | 1,228 | |||||||||
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| 17 Aug | 173.93 | 1.55 | 0 | 24.01 | 20 | 15 | 81 | |||||||||
For Gail (India) Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.17
Historical price for 190 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 24.49, the open interest changed by -11 which decreased total open position to 1361
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 25.61, the open interest changed by 329 which increased total open position to 1228
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 24.01, the open interest changed by 15 which increased total open position to 81
| GAIL 30SEP2025 190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.09
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 8.6 | -0.7 | 27.69 | 39 | -11 | 245 |
| 14 Sept | 178.55 | 11.4 | 0.15 | 25.35 | 212 | 10 | 277 |
| 17 Aug | 173.93 | 19.95 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 PE is -0.80
Historical price for 190 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 8.6, which was -0.7 lower than the previous day. The implied volatity was 27.69, the open interest changed by -11 which decreased total open position to 245
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 11.4, which was 0.15 higher than the previous day. The implied volatity was 25.35, the open interest changed by 10 which increased total open position to 277
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 19.95, 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
