GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 195 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.05
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 0.3 | -0.05 | 26.97 | 294 | -7 | 817 | |||||||||
| 14 Sept | 178.55 | 0.5 | 0 | 28.30 | 1,917 | 330 | 862 | |||||||||
| 17 Aug | 173.93 | 1 | -0.15 | 24.99 | 3 | 3 | 13 | |||||||||
For Gail (India) Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.08
Historical price for 195 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 26.97, the open interest changed by -7 which decreased total open position to 817
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 28.30, the open interest changed by 330 which increased total open position to 862
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by 3 which increased total open position to 13
| GAIL 30SEP2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.07
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 13.35 | -0.55 | 34.42 | 12 | 0 | 308 |
| 14 Sept | 178.55 | 16 | 0.55 | 27.54 | 56 | 9 | 309 |
| 17 Aug | 173.93 | 18.5 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 PE is -0.86
Historical price for 195 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 13.35, which was -0.55 lower than the previous day. The implied volatity was 34.42, the open interest changed by 0 which decreased total open position to 308
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 16, which was 0.55 higher than the previous day. The implied volatity was 27.54, the open interest changed by 9 which increased total open position to 309
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 18.5, 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
