GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 181.65 | 0.15 | 0 | 36.27 | 5 | 5 | 246 | |||||||||
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| 14 Sept | 178.55 | 0.15 | 0 | 31.72 | 471 | 116 | 239 | |||||||||
| 17 Aug | 173.93 | 9.85 | 0 | 12.25 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 CE is 0.03
Historical price for 205 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 36.27, the open interest changed by 5 which increased total open position to 246
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 31.72, the open interest changed by 116 which increased total open position to 239
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 9.85, which was 0 lower than the previous day. The implied volatity was 12.25, the open interest changed by 0 which decreased total open position to 0
| GAIL 30SEP2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 22.6 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 178.55 | 24.7 | -0.8 | - | 8 | 4 | 650 |
| 17 Aug | 173.93 | 29.2 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 PE is 0.00
Historical price for 205 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 22.6, 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 24.7, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 650
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 29.2, 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
