GAIL
Gail (India) Ltd
Historical option data for GAIL
21 Sep 2025 04:11 PM IST
| GAIL 30SEP2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 181.65 | 0.1 | 0 | 39.69 | 138 | 54 | 514 | |||||||||
| 14 Sept | 178.55 | 0.1 | 0 | 34.13 | 391 | 239 | 361 | |||||||||
| 17 Aug | 173.93 | 0.4 | -0.1 | 29.61 | 3 | 2 | 59 | |||||||||
For Gail (India) Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 CE is 0.02
Historical price for 210 CE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 39.69, the open interest changed by 54 which increased total open position to 514
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 34.13, the open interest changed by 239 which increased total open position to 361
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 29.61, the open interest changed by 2 which increased total open position to 59
| GAIL 30SEP2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.05
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 181.65 | 28.15 | 1.2 | 55.21 | 1 | 0 | 165 |
| 14 Sept | 178.55 | 31 | 0.35 | 46.02 | 5 | 1 | 166 |
| 17 Aug | 173.93 | 34.3 | 0 | 0.00 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -0.92
Historical price for 210 PE is as follows
On 21 Sept GAIL was trading at 181.65. The strike last trading price was 28.15, which was 1.2 higher than the previous day. The implied volatity was 55.21, the open interest changed by 0 which decreased total open position to 165
On 14 Sept GAIL was trading at 178.55. The strike last trading price was 31, which was 0.35 higher than the previous day. The implied volatity was 46.02, the open interest changed by 1 which increased total open position to 166
On 17 Aug GAIL was trading at 173.93. The strike last trading price was 34.3, 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
