GAIL
Gail (India) Ltd
Historical option data for GAIL
15 May 2026 04:10 PM IST
| GAIL 26-May-2026 (9d) 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0
Theta: -0.16
Gamma: 0.0443
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 162.13 | 2.35 | -0.6499999999999999 (-21.67%) | 30.41 | 782 | -3 | 766 | |||||||||
| 14 May | 162.61 | 2.95 | -1.0499999999999998 (-26.25%) | 32.54 | 1,533 | -33 | 775 | |||||||||
| 13 May | 163.31 | 3.74 | 1.7400000000000002 (87.00%) | 34.75 | 1,274 | -6 | 810 | |||||||||
| 12 May | 160.35 | 2.26 | -0.7400000000000002 (-24.67%) | 0 | 710 | 61 | 816 | |||||||||
| 11 May | 162.51 | 3.33 | -1.67 (-33.40%) | 0 | 403 | 25 | 756 | |||||||||
| 8 May | 166.49 | 5.41 | -0.96 (-15.07%) | 29.08 | 172 | 3 | 731 | |||||||||
| 7 May | 167.26 | 6.49 | 1.0700000000000003 (19.74%) | 31.78 | 582 | -35 | 727 | |||||||||
| 6 May | 165.68 | 5.41 | 0.8500000000000005 (18.64%) | 30.06 | 514 | 75 | 762 | |||||||||
| 5 May | 163.70 | 4.58 | -0.6500000000000004 (-12.43%) | 29.78 | 589 | 0 | 688 | |||||||||
| 4 May | 164.48 | 5.29 | 0.5099999999999998 (10.67%) | 30.82 | 517 | 34 | 691 | |||||||||
| 30 Apr | 163.23 | 4.95 | -1.0999999999999996 (-18.18%) | 29.92 | 440 | 91 | 748 | |||||||||
| 29 Apr | 165.66 | 6.01 | -0.07000000000000028 (-1.15%) | 30.59 | 715 | 74 | 658 | |||||||||
| 28 Apr | 165.68 | 6.04 | -0.2599999999999998 (-4.13%) | 28.06 | 474 | 270 | 584 | |||||||||
| 27 Apr | 165.74 | 6.31 | -0.040000000000000036 (-0.63%) | 29.24 | 283 | 97 | 310 | |||||||||
| 24 Apr | 165.61 | 5.42 | -0.4900000000000002 (-8.29%) | 24.34 | 217 | 72 | 219 | |||||||||
| 23 Apr | 164.96 | 5.78 | -0.9500000000000002 (-14.12%) | 26.73 | 162 | 36 | 146 | |||||||||
| 22 Apr | 166.12 | 6.6 | 2.17 (48.98%) | 28.43 | 308 | 31 | 110 | |||||||||
| 21 Apr | 160.77 | 4.4 | 1.2600000000000002 (40.13%) | 29.71 | 80 | 39 | 79 | |||||||||
| 20 Apr | 157.70 | 3.22 | -0.5399999999999996 (-14.36%) | 29.07 | 35 | 29 | 37 | |||||||||
| 17 Apr | 157.82 | 3.76 | -0.2400000000000002 (-6.00%) | 28.73 | 6 | 4 | 7 | |||||||||
| 16 Apr | 158.92 | 4 | 2.9 (263.64%) | 28.58 | 4 | 2 | 2 | |||||||||
| 15 Apr | 156.12 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 153.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 154.08 | 0 | 0 (0.00%) | 5.51 | 0 | 0 | 0 | |||||||||
| 9 Apr | 152.22 | 1.1 | 0 (0.00%) | 6.11 | 0 | 0 | 0 | |||||||||
| 8 Apr | 153.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 145.38 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 143.14 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 141.73 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 140.67 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Gail (India) Ltd - strike price 165 expiring on 26MAY2026
Delta for 165 CE is 0.39
Historical price for 165 CE is as follows
On 15 May GAIL was trading at 162.13. The strike last trading price was 2.35, which was -0.6499999999999999 lower than the previous day. The implied volatity was 30.41, the open interest changed by -3 which decreased total open position to 766
On 14 May GAIL was trading at 162.61. The strike last trading price was 2.95, which was -1.0499999999999998 lower than the previous day. The implied volatity was 32.54, the open interest changed by -33 which decreased total open position to 775
On 13 May GAIL was trading at 163.31. The strike last trading price was 3.74, which was 1.7400000000000002 higher than the previous day. The implied volatity was 34.75, the open interest changed by -6 which decreased total open position to 810
On 12 May GAIL was trading at 160.35. The strike last trading price was 2.26, which was -0.7400000000000002 lower than the previous day. The implied volatity was 0, the open interest changed by 61 which increased total open position to 816
On 11 May GAIL was trading at 162.51. The strike last trading price was 3.33, which was -1.67 lower than the previous day. The implied volatity was 0, the open interest changed by 25 which increased total open position to 756
On 8 May GAIL was trading at 166.49. The strike last trading price was 5.41, which was -0.96 lower than the previous day. The implied volatity was 29.08, the open interest changed by 3 which increased total open position to 731
On 7 May GAIL was trading at 167.26. The strike last trading price was 6.49, which was 1.0700000000000003 higher than the previous day. The implied volatity was 31.78, the open interest changed by -35 which decreased total open position to 727
On 6 May GAIL was trading at 165.68. The strike last trading price was 5.41, which was 0.8500000000000005 higher than the previous day. The implied volatity was 30.06, the open interest changed by 75 which increased total open position to 762
On 5 May GAIL was trading at 163.70. The strike last trading price was 4.58, which was -0.6500000000000004 lower than the previous day. The implied volatity was 29.78, the open interest changed by 0 which decreased total open position to 688
On 4 May GAIL was trading at 164.48. The strike last trading price was 5.29, which was 0.5099999999999998 higher than the previous day. The implied volatity was 30.82, the open interest changed by 34 which increased total open position to 691
On 30 Apr GAIL was trading at 163.23. The strike last trading price was 4.95, which was -1.0999999999999996 lower than the previous day. The implied volatity was 29.92, the open interest changed by 91 which increased total open position to 748
On 29 Apr GAIL was trading at 165.66. The strike last trading price was 6.01, which was -0.07000000000000028 lower than the previous day. The implied volatity was 30.59, the open interest changed by 74 which increased total open position to 658
On 28 Apr GAIL was trading at 165.68. The strike last trading price was 6.04, which was -0.2599999999999998 lower than the previous day. The implied volatity was 28.06, the open interest changed by 270 which increased total open position to 584
On 27 Apr GAIL was trading at 165.74. The strike last trading price was 6.31, which was -0.040000000000000036 lower than the previous day. The implied volatity was 29.24, the open interest changed by 97 which increased total open position to 310
On 24 Apr GAIL was trading at 165.61. The strike last trading price was 5.42, which was -0.4900000000000002 lower than the previous day. The implied volatity was 24.34, the open interest changed by 72 which increased total open position to 219
On 23 Apr GAIL was trading at 164.96. The strike last trading price was 5.78, which was -0.9500000000000002 lower than the previous day. The implied volatity was 26.73, the open interest changed by 36 which increased total open position to 146
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 6.6, which was 2.17 higher than the previous day. The implied volatity was 28.43, the open interest changed by 31 which increased total open position to 110
On 21 Apr GAIL was trading at 160.77. The strike last trading price was 4.4, which was 1.2600000000000002 higher than the previous day. The implied volatity was 29.71, the open interest changed by 39 which increased total open position to 79
On 20 Apr GAIL was trading at 157.70. The strike last trading price was 3.22, which was -0.5399999999999996 lower than the previous day. The implied volatity was 29.07, the open interest changed by 29 which increased total open position to 37
On 17 Apr GAIL was trading at 157.82. The strike last trading price was 3.76, which was -0.2400000000000002 lower than the previous day. The implied volatity was 28.73, the open interest changed by 4 which increased total open position to 7
On 16 Apr GAIL was trading at 158.92. The strike last trading price was 4, which was 2.9 higher than the previous day. The implied volatity was 28.58, the open interest changed by 2 which increased total open position to 2
On 15 Apr GAIL was trading at 156.12. The strike last trading price was 0, 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
On 13 Apr GAIL was trading at 153.71. The strike last trading price was 0, 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
On 10 Apr GAIL was trading at 154.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 9 Apr GAIL was trading at 152.22. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 0, 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
On 7 Apr GAIL was trading at 145.38. The strike last trading price was 0, 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
On 6 Apr GAIL was trading at 143.14. The strike last trading price was 0, 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
On 2 Apr GAIL was trading at 141.73. The strike last trading price was 0, 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
On 1 Apr GAIL was trading at 140.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| GAIL 26-May-2026 (9d) 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0
Theta: -0.16
Gamma: 0.0385
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 162.13 | 5.3 | 0.009999999999999787 (0.19%) | 35.54 | 41 | -10 | 675 |
| 14 May | 162.61 | 5.23 | 0.5900000000000007 (12.72%) | 36.05 | 377 | -38 | 686 |
| 13 May | 163.31 | 4.66 | -2.08 (-30.86%) | 0 | 278 | 3 | 725 |
| 12 May | 160.35 | 6.83 | 1.42 (26.25%) | 35.45 | 148 | -7 | 722 |
| 11 May | 162.51 | 5.43 | 1.8199999999999998 (50.42%) | 0 | 307 | 17 | 730 |
| 8 May | 166.49 | 3.55 | 0.41999999999999993 (13.42%) | 30.42 | 343 | 17 | 714 |
| 7 May | 167.26 | 3.03 | -0.8400000000000003 (-21.71%) | 28.78 | 550 | 37 | 693 |
| 6 May | 165.68 | 3.88 | -0.96 (-19.83%) | 28.53 | 535 | 36 | 658 |
| 5 May | 163.70 | 4.86 | 0.1200000000000001 (2.53%) | 29.77 | 616 | 39 | 622 |
| 4 May | 164.48 | 4.57 | -1.1899999999999995 (-20.66%) | 29.8 | 643 | -14 | 583 |
| 30 Apr | 163.23 | 5.6 | 1.0699999999999994 (23.62%) | 30.05 | 261 | -88 | 509 |
| 29 Apr | 165.66 | 4.64 | 0 (0.00%) | 28.64 | 862 | 116 | 596 |
| 28 Apr | 165.68 | 4.68 | -0.0600000000000005 (-1.27%) | 29.32 | 583 | 229 | 477 |
| 27 Apr | 165.74 | 4.74 | -0.33999999999999986 (-6.69%) | 29.79 | 248 | 106 | 244 |
| 24 Apr | 165.61 | 5.12 | -0.28000000000000025 (-5.19%) | 29.71 | 77 | 39 | 139 |
| 23 Apr | 164.96 | 5.42 | 0.6100000000000003 (12.68%) | 29.57 | 61 | 24 | 100 |
| 22 Apr | 166.12 | 4.76 | -2.8 (-37.04%) | 27.9 | 77 | 10 | 76 |
| 21 Apr | 160.77 | 7.56 | -1.9699999999999998 (-20.67%) | 29.04 | 33 | 22 | 67 |
| 20 Apr | 157.70 | 9.53 | 0.41000000000000014 (4.50%) | 27.38 | 37 | 14 | 25 |
| 17 Apr | 157.82 | 9.12 | -0.7700000000000014 (-7.79%) | 27.74 | 8 | 4 | 11 |
| 16 Apr | 158.92 | 9.89 | -3.91 (-28.33%) | 29.55 | 6 | 0 | 7 |
| 15 Apr | 156.12 | 13.8 | 0.05000000000000071 (0.36%) | - | 0 | 0 | 7 |
| 13 Apr | 153.71 | 13.8 | 0.05000000000000071 (0.36%) | 27.93 | 0 | 0 | 7 |
| 10 Apr | 154.08 | 13.8 | -0.4499999999999993 (-3.16%) | 27.93 | 3 | 0 | 4 |
| 9 Apr | 152.22 | 14.25 | -12.31 (-46.35%) | 34.45 | 4 | 1 | 1 |
| 8 Apr | 153.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 145.38 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 143.14 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 141.73 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 140.67 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 165 expiring on 26MAY2026
Delta for 165 PE is -0.57
Historical price for 165 PE is as follows
On 15 May GAIL was trading at 162.13. The strike last trading price was 5.3, which was 0.009999999999999787 higher than the previous day. The implied volatity was 35.54, the open interest changed by -10 which decreased total open position to 675
On 14 May GAIL was trading at 162.61. The strike last trading price was 5.23, which was 0.5900000000000007 higher than the previous day. The implied volatity was 36.05, the open interest changed by -38 which decreased total open position to 686
On 13 May GAIL was trading at 163.31. The strike last trading price was 4.66, which was -2.08 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 725
On 12 May GAIL was trading at 160.35. The strike last trading price was 6.83, which was 1.42 higher than the previous day. The implied volatity was 35.45, the open interest changed by -7 which decreased total open position to 722
On 11 May GAIL was trading at 162.51. The strike last trading price was 5.43, which was 1.8199999999999998 higher than the previous day. The implied volatity was 0, the open interest changed by 17 which increased total open position to 730
On 8 May GAIL was trading at 166.49. The strike last trading price was 3.55, which was 0.41999999999999993 higher than the previous day. The implied volatity was 30.42, the open interest changed by 17 which increased total open position to 714
On 7 May GAIL was trading at 167.26. The strike last trading price was 3.03, which was -0.8400000000000003 lower than the previous day. The implied volatity was 28.78, the open interest changed by 37 which increased total open position to 693
On 6 May GAIL was trading at 165.68. The strike last trading price was 3.88, which was -0.96 lower than the previous day. The implied volatity was 28.53, the open interest changed by 36 which increased total open position to 658
On 5 May GAIL was trading at 163.70. The strike last trading price was 4.86, which was 0.1200000000000001 higher than the previous day. The implied volatity was 29.77, the open interest changed by 39 which increased total open position to 622
On 4 May GAIL was trading at 164.48. The strike last trading price was 4.57, which was -1.1899999999999995 lower than the previous day. The implied volatity was 29.8, the open interest changed by -14 which decreased total open position to 583
On 30 Apr GAIL was trading at 163.23. The strike last trading price was 5.6, which was 1.0699999999999994 higher than the previous day. The implied volatity was 30.05, the open interest changed by -88 which decreased total open position to 509
On 29 Apr GAIL was trading at 165.66. The strike last trading price was 4.64, which was 0 lower than the previous day. The implied volatity was 28.64, the open interest changed by 116 which increased total open position to 596
On 28 Apr GAIL was trading at 165.68. The strike last trading price was 4.68, which was -0.0600000000000005 lower than the previous day. The implied volatity was 29.32, the open interest changed by 229 which increased total open position to 477
On 27 Apr GAIL was trading at 165.74. The strike last trading price was 4.74, which was -0.33999999999999986 lower than the previous day. The implied volatity was 29.79, the open interest changed by 106 which increased total open position to 244
On 24 Apr GAIL was trading at 165.61. The strike last trading price was 5.12, which was -0.28000000000000025 lower than the previous day. The implied volatity was 29.71, the open interest changed by 39 which increased total open position to 139
On 23 Apr GAIL was trading at 164.96. The strike last trading price was 5.42, which was 0.6100000000000003 higher than the previous day. The implied volatity was 29.57, the open interest changed by 24 which increased total open position to 100
On 22 Apr GAIL was trading at 166.12. The strike last trading price was 4.76, which was -2.8 lower than the previous day. The implied volatity was 27.9, the open interest changed by 10 which increased total open position to 76
On 21 Apr GAIL was trading at 160.77. The strike last trading price was 7.56, which was -1.9699999999999998 lower than the previous day. The implied volatity was 29.04, the open interest changed by 22 which increased total open position to 67
On 20 Apr GAIL was trading at 157.70. The strike last trading price was 9.53, which was 0.41000000000000014 higher than the previous day. The implied volatity was 27.38, the open interest changed by 14 which increased total open position to 25
On 17 Apr GAIL was trading at 157.82. The strike last trading price was 9.12, which was -0.7700000000000014 lower than the previous day. The implied volatity was 27.74, the open interest changed by 4 which increased total open position to 11
On 16 Apr GAIL was trading at 158.92. The strike last trading price was 9.89, which was -3.91 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 7
On 15 Apr GAIL was trading at 156.12. The strike last trading price was 13.8, which was 0.05000000000000071 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr GAIL was trading at 153.71. The strike last trading price was 13.8, which was 0.05000000000000071 higher than the previous day. The implied volatity was 27.93, the open interest changed by 0 which decreased total open position to 7
On 10 Apr GAIL was trading at 154.08. The strike last trading price was 13.8, which was -0.4499999999999993 lower than the previous day. The implied volatity was 27.93, the open interest changed by 0 which decreased total open position to 4
On 9 Apr GAIL was trading at 152.22. The strike last trading price was 14.25, which was -12.31 lower than the previous day. The implied volatity was 34.45, the open interest changed by 1 which increased total open position to 1
On 8 Apr GAIL was trading at 153.30. The strike last trading price was 0, 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
On 7 Apr GAIL was trading at 145.38. The strike last trading price was 0, 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
On 6 Apr GAIL was trading at 143.14. The strike last trading price was 0, 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
On 2 Apr GAIL was trading at 141.73. The strike last trading price was 0, 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
On 1 Apr GAIL was trading at 140.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
