Historical option data for GAIL
23 Jun 2026 12:12 PM IST
| GAIL 28-Jul-2026 (35d) 185 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0
Theta: -0.07
Gamma: 0.02263
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 173.38 | 1.8 | -0.99 (-35.48%) | 25.14 | 30 | 11 | 124 | |||||||||
| 22 Jun | 177.30 | 2.52 | 0.05 (2.02%) | 23.14 | 104 | 66 | 113 | |||||||||
| 19 Jun | 173.90 | 2.67 | -0.18 (-6.32%) | 27.39 | 53 | 35 | 47 | |||||||||
| 18 Jun | 176.44 | 2.85 | 0 (0.00%) | 25.57 | 3 | 0 | 10 | |||||||||
| 17 Jun | 175.03 | 2.85 | -0.4 (-12.31%) | 26.16 | 8 | 7 | 9 | |||||||||
| 16 Jun | 176.09 | 3.25 | -1.02 (-23.89%) | 26.02 | 3 | 2 | 2 | |||||||||
For Gail (India) Ltd - strike price 185 expiring on 28JUL2026
Delta for 185 CE is 0.24
Historical price for 185 CE is as follows
On 23 Jun GAIL was trading at 173.38. The strike last trading price was 1.8, which was -0.99 lower than the previous day. The implied volatity was 25.14, the open interest changed by 11 which increased total open position to 124
On 22 Jun GAIL was trading at 177.30. The strike last trading price was 2.52, which was 0.05 higher than the previous day. The implied volatity was 23.14, the open interest changed by 66 which increased total open position to 113
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 2.67, which was -0.18 lower than the previous day. The implied volatity was 27.39, the open interest changed by 35 which increased total open position to 47
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 25.57, the open interest changed by 0 which decreased total open position to 10
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 26.16, the open interest changed by 7 which increased total open position to 9
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 3.25, which was -1.02 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 2
| GAIL 28-Jul-2026 (35d) 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 173.38 | 10 | 10 | - | 1 | 0 | 1 |
| 22 Jun | 177.30 | 10 | 10 | - | 1 | 0 | 1 |
| 19 Jun | 173.90 | 10 | 10 | - | 1 | 0 | 1 |
| 18 Jun | 176.44 | 10 | 10 | - | 1 | 0 | 1 |
| 17 Jun | 175.03 | 10 | 10 (-50.00%) | 21.73 | 1 | 0 | 1 |
| 16 Jun | 176.09 | 10 | -10 (-50.00%) | 21.73 | 1 | 0 | 0 |
For Gail (India) Ltd - strike price 185 expiring on 28JUL2026
Delta for 185 PE is -
Historical price for 185 PE is as follows
On 23 Jun GAIL was trading at 173.38. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jun GAIL was trading at 177.30. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 1
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 10, which was -10 lower than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 0
