SAIL

Steel Authority Of India

129.15 -0.60 (-0.46%)

L: 126.8 H: 129.92

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Historical option data for SAIL
09 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SAIL 30-DEC-2025 120 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	10.3 ₹ 48,410	-3.52 -16544.00	-	0 0	0 0	0 0
8 Dec	129.75	10.3 ₹ 48,410	-3.52 -16544.00	27.19	3 14,100	0 0	29 1,36,300
5 Dec	132.54	13.87 ₹ 65,189	0.68 3196.00	34.02	4 18,800	0 0	28 1,31,600
4 Dec	132.14	13.19 ₹ 61,993	-0.11 -517.00	27.45	4 18,800	1 4,700	28 1,31,600
3 Dec	131.92	13.3 ₹ 62,510	-0.45 -2115.00	28.44	37 1,73,900	23 1,08,100	33 1,55,100
2 Dec	132.46	13.75 ₹ 64,625	-4.4 -20680.00	24.71	15 70,500	6 28,200	9 42,300
1 Dec	135.05	18.15 ₹ 85,305	-3.15 -14805.00	-	0 0	0 0	0 0
28 Nov	134.91	18.15 ₹ 85,305	-3.15 -14805.00	-	0 0	0 0	0 0
27 Nov	136.21	18.15 ₹ 85,305	-3.15 -14805.00	-	0 0	3 14,100	0 0
26 Nov	136.92	18.15 ₹ 85,305	-3.15 -14805.00	33.61	4 18,800	2 9,400	2 9,400
25 Nov	132.25	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0

24 Nov	132.08	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
21 Nov	134.08	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
10 Nov	144.34	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
7 Nov	141.00	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
6 Nov	137.91	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
31 Oct	136.85	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
30 Oct	137.05	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
29 Oct	140.55	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
24 Oct	129.46	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
23 Oct	129.34	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
14 Oct	128.77	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
10 Oct	132.17	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
9 Oct	136.46	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0
8 Oct	131.72	21.3 ₹ 1,00,110	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 120 expiring on 30DEC2025

Delta for 120 CE is -

Historical price for 120 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 10.3, which was -3.52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 10.3, which was -3.52 lower than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 29

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 13.87, which was 0.68 higher than the previous day. The implied volatity was 34.02, the open interest changed by 0 which decreased total open position to 28

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 13.19, which was -0.11 lower than the previous day. The implied volatity was 27.45, the open interest changed by 1 which increased total open position to 28

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 13.3, which was -0.45 lower than the previous day. The implied volatity was 28.44, the open interest changed by 23 which increased total open position to 33

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 13.75, which was -4.4 lower than the previous day. The implied volatity was 24.71, the open interest changed by 6 which increased total open position to 9

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 18.15, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 18.15, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 18.15, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 18.15, which was -3.15 lower than the previous day. The implied volatity was 33.61, the open interest changed by 2 which increased total open position to 2

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov SAIL was trading at 132.08. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov SAIL was trading at 134.08. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Oct SAIL was trading at 129.46. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 23 Oct SAIL was trading at 129.34. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Oct SAIL was trading at 128.77. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Oct SAIL was trading at 132.17. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 9 Oct SAIL was trading at 136.46. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Oct SAIL was trading at 131.72. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

SAIL 30DEC2025 120 PE
Delta: -0.14 Vega: 0.07 Theta: -0.04 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	0.66 ₹ 3,102	-0.03 -141.00	30.04	259 12,17,300	35 1,64,500	539 25,33,300
8 Dec	129.75	0.76 ₹ 3,572	0.37 1739.00	31.44	190 8,93,000	45 2,11,500	504 23,68,800
5 Dec	132.54	0.39 ₹ 1,833	-0.13 -611.00	29.58	115 5,40,500	-4 -18,800	460 21,62,000
4 Dec	132.14	0.51 ₹ 2,397	-0.1 -470.00	30.55	184 8,64,800	10 47,000	464 21,80,800
3 Dec	131.92	0.6 ₹ 2,820	-0.03 -141.00	31.44	260 12,22,000	52 2,44,400	454 21,33,800
2 Dec	132.46	0.6 ₹ 2,820	0.13 611.00	31.91	231 10,85,700	13 61,100	403 18,94,100
1 Dec	135.05	0.49 ₹ 2,303	-0.06 -282.00	33.23	178 8,36,600	45 2,11,500	390 18,33,000
28 Nov	134.91	0.54 ₹ 2,538	0.02 94.00	32.55	99 4,65,300	21 98,700	346 16,26,200
27 Nov	136.21	0.51 ₹ 2,397	-0.07 -329.00	33.56	261 12,26,700	82 3,85,400	324 15,22,800
26 Nov	136.92	0.61 ₹ 2,867	0.06 282.00	34.72	551 25,89,700	217 10,19,900	242 11,37,400
25 Nov	132.25	0.55 ₹ 2,585	0.1 470.00	28.25	1 4,700	0 0	25 1,17,500
24 Nov	132.08	0.45 ₹ 2,115	-0.25 -1175.00	-	0 0	0 0	25 1,17,500
21 Nov	134.08	0.45 ₹ 2,115	-0.25 -1175.00	-	0 0	0 0	25 1,17,500
10 Nov	144.34	0.45 ₹ 2,115	-0.25 -1175.00	34.41	3 14,100	0 0	25 1,17,500
7 Nov	141.00	0.7 ₹ 3,290	-0.27 -1269.00	34.00	9 42,300	0 0	22 1,03,400
6 Nov	137.91	0.97 ₹ 4,559	-0.33 -1551.00	33.72	8 37,600	4 18,800	22 1,03,400
31 Oct	136.85	1.3 ₹ 6,110	-0.15 -705.00	-	12 56,400	5 23,500	16 75,200
30 Oct	137.05	1.45 ₹ 6,815	0.3 1410.00	35.48	4 18,800	2 9,400	10 47,000
29 Oct	140.55	1.15 ₹ 5,405	-1.35 -6345.00	36.07	22 1,03,400	5 23,500	10 47,000
24 Oct	129.46	2.5 ₹ 11,750	-0.4 -1880.00	32.38	1 4,700	0 0	4 18,800
23 Oct	129.34	2.9 ₹ 13,630	0 0.00	34.27	1 4,700	0 0	3 14,100
14 Oct	128.77	2.9 ₹ 13,630	0.8 3760.00	31.08	1 4,700	0 0	2 9,400
10 Oct	132.17	2.1 ₹ 9,870	-0.6 -2820.00	30.33	1 4,700	0 0	1 4,700
9 Oct	136.46	2.7 ₹ 12,690	-0.3 -1410.00	38.64	1 4,700	0 0	2 9,400
8 Oct	131.72	3 ₹ 14,100	0 0.00	35.41	1 4,700	0 0	1 4,700

For Steel Authority Of India - strike price 120 expiring on 30DEC2025

Delta for 120 PE is -0.14

Historical price for 120 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 0.66, which was -0.03 lower than the previous day. The implied volatity was 30.04, the open interest changed by 35 which increased total open position to 539

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 0.76, which was 0.37 higher than the previous day. The implied volatity was 31.44, the open interest changed by 45 which increased total open position to 504

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 0.39, which was -0.13 lower than the previous day. The implied volatity was 29.58, the open interest changed by -4 which decreased total open position to 460

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 0.51, which was -0.1 lower than the previous day. The implied volatity was 30.55, the open interest changed by 10 which increased total open position to 464

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 0.6, which was -0.03 lower than the previous day. The implied volatity was 31.44, the open interest changed by 52 which increased total open position to 454

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 0.6, which was 0.13 higher than the previous day. The implied volatity was 31.91, the open interest changed by 13 which increased total open position to 403

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 0.49, which was -0.06 lower than the previous day. The implied volatity was 33.23, the open interest changed by 45 which increased total open position to 390

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 0.54, which was 0.02 higher than the previous day. The implied volatity was 32.55, the open interest changed by 21 which increased total open position to 346

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 0.51, which was -0.07 lower than the previous day. The implied volatity was 33.56, the open interest changed by 82 which increased total open position to 324

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 0.61, which was 0.06 higher than the previous day. The implied volatity was 34.72, the open interest changed by 217 which increased total open position to 242

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 25

On 24 Nov SAIL was trading at 132.08. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25

On 21 Nov SAIL was trading at 134.08. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 34.41, the open interest changed by 0 which decreased total open position to 25

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 0.7, which was -0.27 lower than the previous day. The implied volatity was 34.00, the open interest changed by 0 which decreased total open position to 22

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 0.97, which was -0.33 lower than the previous day. The implied volatity was 33.72, the open interest changed by 4 which increased total open position to 22

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 16

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 1.45, which was 0.3 higher than the previous day. The implied volatity was 35.48, the open interest changed by 2 which increased total open position to 10

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 1.15, which was -1.35 lower than the previous day. The implied volatity was 36.07, the open interest changed by 5 which increased total open position to 10

On 24 Oct SAIL was trading at 129.46. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 4

On 23 Oct SAIL was trading at 129.34. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was 34.27, the open interest changed by 0 which decreased total open position to 3

On 14 Oct SAIL was trading at 128.77. The strike last trading price was 2.9, which was 0.8 higher than the previous day. The implied volatity was 31.08, the open interest changed by 0 which decreased total open position to 2

On 10 Oct SAIL was trading at 132.17. The strike last trading price was 2.1, which was -0.6 lower than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 1

On 9 Oct SAIL was trading at 136.46. The strike last trading price was 2.7, which was -0.3 lower than the previous day. The implied volatity was 38.64, the open interest changed by 0 which decreased total open position to 2

On 8 Oct SAIL was trading at 131.72. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 1

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