GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 197.5 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 181.65 | 0.2 | -0.05 | 28.19 | 14 | -1 | 86 | |||||||||
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| 14 Sept | 178.55 | 0.4 | 0 | 29.76 | 176 | 88 | 103 | |||||||||
| 17 Aug | 173.93 | 5.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 197.5 expiring on 30SEP2025
Delta for 197.5 CE is 0.05
Historical price for 197.5 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 28.19, the open interest changed by -1 which decreased total open position to 86
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 29.76, the open interest changed by 88 which increased total open position to 103
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 5.15, 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
| GAIL 30SEP2025 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 15.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 178.55 | 18.25 | 0.05 | 25.96 | 25 | 3 | 25 |
| 17 Aug | 173.93 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 197.5 expiring on 30SEP2025
Delta for 197.5 PE is 0.00
Historical price for 197.5 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 15.8, 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
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 18.25, which was 0.05 higher than the previous day. The implied volatity was 25.96, the open interest changed by 3 which increased total open position to 25
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 0, 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
