GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 200 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 | |||||||||
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| 21 Sept | 181.65 | 0.2 | -0.05 | 31.65 | 302 | -3 | 1,241 | |||||||||
| 14 Sept | 178.55 | 0.3 | 0.05 | 30.70 | 2,465 | -22 | 1,125 | |||||||||
| 17 Aug | 173.93 | 0.75 | 0.1 | 26.75 | 6 | 4 | 80 | |||||||||
For Gail (India) Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 CE is 0.05
Historical price for 200 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 31.65, the open interest changed by -3 which decreased total open position to 1241
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 30.70, the open interest changed by -22 which decreased total open position to 1125
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 26.75, the open interest changed by 4 which increased total open position to 80
| GAIL 30SEP2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.07
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 18.5 | -0.2 | 45.57 | 10 | 0 | 591 |
| 14 Sept | 178.55 | 21.1 | 0.6 | 35.59 | 72 | -12 | 617 |
| 17 Aug | 173.93 | 21.55 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.87
Historical price for 200 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 18.5, which was -0.2 lower than the previous day. The implied volatity was 45.57, the open interest changed by 0 which decreased total open position to 591
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 21.1, which was 0.6 higher than the previous day. The implied volatity was 35.59, the open interest changed by -12 which decreased total open position to 617
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 21.55, 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
