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) 0.06

Max Pain 170.0000

Open Interest by Strike (Max Pain: 170.0000)

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
0	0	38.3800	76.66	0.803	140.0000	-0.037	31.35	0.3200	0	0
0	0	33.9500	71.54	0.778	145.0000	-0.103	37.66	1.2900	0	0
0	0	29.7200	67.1	0.747	150.0000	-0.148	37.1	1.9900	0	0
0	0	20.7300	28.03	0.883	152.5000	-0.153	33.08	1.8300	0	0
0	0	25.7500	63.42	0.711	155.0000	-0.204	36.45	2.9400	0	0
0	0	16.8900	29.32	0.803	157.5000	-0.221	33.2	2.9500	0	0
0	0	22.0600	60.35	0.668	160.0000	-0.271	35.73	4.1900	0	0
0	0	13.4600	30.05	0.714	162.5000	-0.301	33.34	4.4800	0	0
0	0	18.6800	57.8	0.620	165.0000	-0.276	20.36	2.3700	3550	3550
0	0	10.4900	30.53	0.618	167.5000	-0.388	33.5	6.4600	0	0
7100	3550	8.0000	26.12	0.574	170.0000	-0.419	21.69	4.5600	0	7100
0	0	7.9900	30.86	0.520	172.5000	-0.477	33.76	8.9200	0	0
0	0	12.9600	54.11	0.512	175.0000	-0.525	32.14	9.8600	0	0
0	0	5.9400	31.07	0.426	177.5000	-0.564	34.06	11.8300	0	0
163300	14200	3.7200	25.65	0.347	180.0000	-0.624	30.23	12.4400	0	0
0	0	4.3200	31.25	0.338	182.5000	-0.643	34.43	15.1600	0	0
0	0	8.6000	51.65	0.398	185.0000	-0.732	27.52	15.3500	0	0
0	0	3.0800	31.43	0.262	187.5000	-0.712	35.0	18.8800	0	0
0	0	6.8900	50.73	0.344	190.0000	-0.855	22.99	18.5700	0	0
3550	0	0.7500	24.43	0.102	195.0000		—	22.0700	0	0
3550	0	1.4200	33.28	0.136	200.0000		—	25.8300	0	0
0	0	2.5700	48.32	0.166	210.0000		—	33.9500	0	0