GAIL options IV analysis
End-of-day data as of 2026-10-09
Tomorrow: where GAIL can go (next trading day)
For the next trading day, options point to about 1.4% either way: GAIL between 164.3 and 169.0 (from 166.6).
Lower end 164.3Now 166.6Upper end 169.0
Where GAIL can go in the next 3 days
Options imply about 2.4% either way over 3 days (about 1.4% in a day). That puts GAIL between 162.6 and 170.7 in 3 days (now 166.6).
Lower end 162.6Now 166.6Upper end 170.7
If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.
GAIL (Upstream/Gas): CS Volatility Score 27/100 (Normal). Options imply about ±1.41% in a day and ±2.44% over three days. This describes what options price in, not where price will go.
All the numbers (for experienced traders)
CS Volatility Score
27/100Normal
ClearStrike's model score (0 to 100) of how richly options are priced now versus their own past. Higher = options pricing in more movement.
CS Move Score
15/100Calm
How large the priced-in move is versus all other F&O stocks today (0 to 100).
Expected move 1d
±1.41%
Expected move 3d
±2.44%
Gamma flip
-2.1%
from spot
Max pain
+5.0%
from spot
Lot size
3550
Confirm lot size with your broker.
Event
None announced
Same sector: Upstream/Gas
Sector peers by CS Volatility Score
What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.