GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 192.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.06
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 0.45 | 0 | 25.64 | 57 | -4 | 210 | |||||||||
| 14 Sept | 178.55 | 0.6 | 0 | 26.38 | 512 | 73 | 190 | |||||||||
| 17 Aug | 173.93 | 6.5 | 0 | 7.85 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 192.5 expiring on 30SEP2025
Delta for 192.5 CE is 0.12
Historical price for 192.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 25.64, the open interest changed by -4 which decreased total open position to 210
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 26.38, the open interest changed by 73 which increased total open position to 190
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0
| GAIL 30SEP2025 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.08
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 10.9 | -0.7 | 30.39 | 27 | -2 | 29 |
| 14 Sept | 178.55 | 13.65 | 0.15 | 26.21 | 72 | 3 | 58 |
| 17 Aug | 173.93 | 19 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 192.5 expiring on 30SEP2025
Delta for 192.5 PE is -0.84
Historical price for 192.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 10.9, which was -0.7 lower than the previous day. The implied volatity was 30.39, the open interest changed by -2 which decreased total open position to 29
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 13.65, which was 0.15 higher than the previous day. The implied volatity was 26.21, the open interest changed by 3 which increased total open position to 58
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 19, 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
