GAIL GAIL (INDIA) LTD
GAIL (INDIA) LTD — on this desk since 2 Jan 2006.
Results meeting in 14 days Fri 30 Oct 2026, as the company announced it to NSE
Prices before Thu 21 Apr 2022 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 140 | 21,300 | 0 | 0.01 | — |
| — | 24.61 | 0 | 49,700 | 145 | 1,63,300 | 0 | 0.01 | — |
| — | 19.64 | 0 | 17,750 | 150 | 3,37,250 | −17,750 | 0.09 | long unwinding |
| — | 17.16 | 0 | 14,200 | 153 | 3,01,750 | −7,100 | 0.11 | long unwinding |
| — | 14.72 | 0 | 28,400 | 155 | 5,60,900 | −71,000 | 0.18 | long unwinding |
| — | 12.35 | 0 | 10,650 | 158 | 4,57,950 | −95,850 | 0.27 | long unwinding |
| long build-up | 9.70 | +31,950 | 1,27,800 | 160 | 24,14,000 | −35,500 | 0.44 | long unwinding |
| — | 7.95 | 0 | 10,650 | 163 | 2,34,300 | −1,66,850 | 0.70 | long unwinding |
| short covering | 5.59 | −28,400 | 4,22,450 | 165 | 27,05,100 | −10,650 | 1.14 | long unwinding |
| short covering | 3.80 | −2,62,700 | 8,27,150 | 168 | 10,47,250 | −1,49,100 | 1.85 | long unwinding |
| short covering | 2.39 | −9,47,850 | 27,90,300 | 170at the money | 21,90,350 | −1,10,050 | 2.93 | long unwinding |
| short covering | 1.41 | −2,05,900 | 12,28,300 | 173 | 6,70,950 | 0 | 4.36 | — |
| long build-up | 0.79 | +78,100 | 48,13,800wall | 175 | 20,48,350 | −56,800 | 6.32 | long unwinding |
| long build-up | 0.43 | +1,45,550 | 7,10,000 | 178 | 1,34,900 | 0 | 8.61 | — |
| short covering | 0.24 | −1,95,250 | 32,19,850 | 180 | 8,48,450 | −21,300 | 10.76 | long unwinding |
| short covering | 0.14 | −17,750 | 8,69,750 | 183 | 17,750 | 0 | 13.05 | — |
| short covering | 0.10 | −14,200 | 6,39,000 | 185 | 1,42,000 | −3,550 | 15.43 | long unwinding |
| — | 0.06 | 0 | 49,700 | 188 | 49,700 | 0 | 17.87 | — |
| short covering | 0.06 | −21,300 | 25,70,200 | 190 | wall39,26,300 | −3,550 | 20.52 | long unwinding |
| — | — | — | — | 193 | 39,050 | 0 | 22.81 | — |
| long unwinding | 0.01 | −3,550 | 3,79,850 | 195 | 39,050 | 0 | 25.30 | — |
The options were priced for a move of about 3.1% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 146 of 283 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.08% above the share.
Not in the F&O ban this session; open interest stood at 34% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.1% by 27 Oct; over the sessions the desk holds it ranged 1.2–6.7%.
Option prices were dearer than 33 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 3.1% | 0.08% | |
| Wed 14 Oct | short build | 3.3% | 0.62% | |
| Tue 13 Oct | long build | 3.5% | 0.31% | |
| Mon 12 Oct | long build | 3.8% | 0.71% | |
| Fri 9 Oct | long build | 4.0% | 0.57% | |
| Thu 8 Oct | short build | 4.5% | -0.26% | |
| Wed 7 Oct | long unwind | 4.3% | 0.07% | |
| Tue 6 Oct | long build | 4.1% | -0.05% | |
| Mon 5 Oct | short build | 4.5% | 0.25% | |
| Thu 1 Oct | short build | 4.5% | 0.06% | |
| Wed 30 Sep | long build | 4.6% | 1.00% | |
| Tue 29 Sep | short build | 4.6% | 0.95% | |
| Mon 28 Sep | short build | 4.4% | 0.27% | |
| Fri 25 Sep | long unwind | 1.3% | 0.31% | |
| Thu 24 Sep | long build | 1.8% | 0.02% | |
| Wed 23 Sep | long build | 1.8% | 0.31% | |
| Tue 22 Sep | short build | 2.0% | 0.22% | |
| Mon 21 Sep | short build | 2.2% | 0.48% | |
| Fri 18 Sep | short cover | 2.5% | -0.03% | |
| Thu 17 Sep | short cover | 2.8% | 0.60% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 3,150 to 3,550 on 29 Apr 2026; contracts either side are compared in shares, not lots.