GAIL (India) Limited

Oil, Gas & Consumable Fuels · Gas

NSE: GAIL BSE: 532155

₹170.55

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +3.14

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	172.2600	+0.61	75270650	1998650	Long Buildup
Nov. 23, 2026	173.6000	+1.18	823600	35500	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	174.9000	175.1700	173.6900	173.6900	42600	42600
Sept. 30, 2026	Nov. 23, 2026	174.0000	174.9000	172.5700	173.6000	823600	35500
Sept. 30, 2026	Oct. 27, 2026	171.2000	174.1700	171.0000	172.2600	75270650	1998650
Sept. 29, 2026	Nov. 23, 2026	173.9800	174.6200	170.6000	172.4200	788100	241400
Sept. 29, 2026	Oct. 27, 2026	173.4900	174.3100	169.6600	171.6500	73272000	8218250
Sept. 29, 2026	Sept. 29, 2026	172.1800	173.9400	168.8200	170.8000	4054100	-6872800
Sept. 28, 2026	Nov. 23, 2026	174.6500	175.9300	173.1100	173.9800	546700	177500
Sept. 28, 2026	Oct. 27, 2026	173.1100	175.7000	172.2000	172.9200	65053750	13028500
Sept. 28, 2026	Sept. 29, 2026	172.3300	175.0200	171.4000	172.2200	10926900	-12925550
Sept. 25, 2026	Nov. 23, 2026	174.5000	175.4000	174.3300	174.7000	369200	31950

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.989

Max Pain 177.5000

Open Interest by Strike (Max Pain: 177.5000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
					140.0000	-0.022	37.99	0.1500	0	3550
49700	0	27.9000	55.6	0.882	145.0000	-0.019	30.28	0.1000	0	3550
17750	0	23.8600	55.96	0.830	150.0000	-0.046	29.85	0.2700	0	53250
14200	0	18.7000	—		152.5000	-0.049	26.62	0.2600	-63900	99400
28400	0	17.0000	29.5	0.903	155.0000	-0.065	25.06	0.3400	-291100	284000
10650	0	19.1400	61.08	0.724	157.5000	-0.087	23.51	0.4500	78100	78100
46150	0	11.2100	—		160.0000	-0.121	22.24	0.6300	-181050	791650
3550	0	12.0000	36.8	0.721	162.5000	-0.166	20.92	0.8800	35500	223650
56800	-3550	10.5000	37.62	0.665	165.0000	-0.231	19.84	1.2700	60350	592850
35500	3550	6.8700	25.44	0.644	167.5000	-0.316	18.86	1.8400	269800	830700
1373850	53250	5.2200	24.26	0.564	170.0000	-0.421	17.77	2.6100	-106500	1760800
599950	-56800	3.7800	23.11	0.473	172.5000	-0.544	16.93	3.7000	202350	827150
3173700	53250	2.6500	22.39	0.379	175.0000	-0.675	15.92	5.0800	163300	2264900
372750	213000	1.8100	22.03	0.291	177.5000	-0.803	14.62	6.7600	3550	163300
2946500	266250	1.2500	22.19	0.218	180.0000	-0.835	17.92	9.2300	0	798750
315950	74550	0.8400	22.32	0.159	182.5000		—	8.6000	0	17750
816500	88750	0.5600	22.56	0.113	185.0000		—	13.2100	0	134900
56800	10650	0.4200	23.55	0.086	187.5000		—	15.4000	0	49700
2669600	49700	0.2900	24.02	0.062	190.0000		—	17.5000	0	3951150
0	0	4.2300	60.63	0.268	192.5000		—	19.9800	0	39050
383400	-35500	0.1700	25.9	0.036	195.0000		—	21.5500	0	39050
404700	-3550	0.1200	28.31	0.025	200.0000		—	27.7000	0	298200
71000	0	0.4000	39.52	0.054	205.0000		—	30.1400	0	0