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 125 CE
Delta: 0.70 Vega: 0.11 Theta: -0.10 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	129.15	6.38 ₹ 29,986	-0.29 -1363.00	30.48	109 5,12,300	25 1,17,500	58 2,72,600
8 Dec	129.75	6.51 ₹ 30,597	-2.88 -13536.00	28.13	87 4,08,900	24 1,12,800	32 1,50,400
5 Dec	132.54	9.46 ₹ 44,462	0.57 2679.00	30.41	7 32,900	0 0	4 18,800
4 Dec	132.14	8.88 ₹ 41,736	-3.12 -14664.00	-	0 0	3 14,100	0 0
3 Dec	131.92	8.88 ₹ 41,736	-3.12 -14664.00	26.09	45 2,11,500	2 9,400	3 14,100
2 Dec	132.46	12 ₹ 56,400	-2.2 -10340.00	-	0 0	1 4,700	0 0
1 Dec	135.05	12 ₹ 56,400	-2.2 -10340.00	32.27	1 4,700	0 0	0 0
28 Nov	134.91	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
27 Nov	136.21	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
26 Nov	136.92	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
25 Nov	132.25	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
24 Nov	132.08	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
21 Nov	134.08	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
20 Nov	138.19	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
19 Nov	139.99	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
18 Nov	138.90	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
17 Nov	141.33	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
14 Nov	141.99	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
13 Nov	144.72	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
12 Nov	143.49	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
11 Nov	144.40	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
10 Nov	144.34	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
7 Nov	141.00	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
6 Nov	137.91	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
31 Oct	136.85	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
30 Oct	137.05	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0
29 Oct	140.55	14.2 ₹ 66,740	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 125 expiring on 30DEC2025

Delta for 125 CE is 0.70

Historical price for 125 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 6.38, which was -0.29 lower than the previous day. The implied volatity was 30.48, the open interest changed by 25 which increased total open position to 58

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 6.51, which was -2.88 lower than the previous day. The implied volatity was 28.13, the open interest changed by 24 which increased total open position to 32

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 9.46, which was 0.57 higher than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 4

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 8.88, which was -3.12 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 8.88, which was -3.12 lower than the previous day. The implied volatity was 26.09, the open interest changed by 2 which increased total open position to 3

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 12, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 12, which was -2.2 lower than the previous day. The implied volatity was 32.27, 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 14.2, 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 27 Nov SAIL was trading at 136.21. The strike last trading price was 14.2, 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 26 Nov SAIL was trading at 136.92. The strike last trading price was 14.2, 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 25 Nov SAIL was trading at 132.25. The strike last trading price was 14.2, 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 14.2, 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 14.2, 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 20 Nov SAIL was trading at 138.19. The strike last trading price was 14.2, 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 19 Nov SAIL was trading at 139.99. The strike last trading price was 14.2, 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 18 Nov SAIL was trading at 138.90. The strike last trading price was 14.2, 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 17 Nov SAIL was trading at 141.33. The strike last trading price was 14.2, 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 Nov SAIL was trading at 141.99. The strike last trading price was 14.2, 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 13 Nov SAIL was trading at 144.72. The strike last trading price was 14.2, 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 12 Nov SAIL was trading at 143.49. The strike last trading price was 14.2, 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 11 Nov SAIL was trading at 144.40. The strike last trading price was 14.2, 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 14.2, 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 14.2, 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 14.2, 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 14.2, 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 14.2, 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 14.2, 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 125 PE
Delta: -0.29 Vega: 0.11 Theta: -0.06 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	1.64 ₹ 7,708	-0.05 -235.00	28.39	380 17,86,000	39 1,83,300	900 42,30,000
8 Dec	129.75	1.83 ₹ 8,601	0.9 4230.00	30.39	305 14,33,500	0 0	861 40,46,700
5 Dec	132.54	0.9 ₹ 4,230	-0.31 -1457.00	27.10	151 7,09,700	17 79,900	862 40,51,400
4 Dec	132.14	1.22 ₹ 5,734	-0.17 -799.00	29.22	115 5,40,500	34 1,59,800	845 39,71,500
3 Dec	131.92	1.38 ₹ 6,486	0.07 329.00	30.30	284 13,34,800	27 1,26,900	811 38,11,700
2 Dec	132.46	1.26 ₹ 5,922	0.27 1269.00	29.76	848 39,85,600	253 11,89,100	780 36,66,000
1 Dec	135.05	1 ₹ 4,700	-0.11 -517.00	31.14	171 8,03,700	47 2,20,900	526 24,72,200
28 Nov	134.91	1.11 ₹ 5,217	0.07 329.00	30.91	297 13,95,900	138 6,48,600	479 22,51,300
27 Nov	136.21	1 ₹ 4,700	-0.02 -94.00	31.67	240 11,28,000	74 3,47,800	343 16,12,100
26 Nov	136.92	1.12 ₹ 5,264	-0.4 -1880.00	32.54	612 28,76,400	257 12,07,900	272 12,78,400
25 Nov	132.25	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	0 0
24 Nov	132.08	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
21 Nov	134.08	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
20 Nov	138.19	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
19 Nov	139.99	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
18 Nov	138.90	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
17 Nov	141.33	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
14 Nov	141.99	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
13 Nov	144.72	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
12 Nov	143.49	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
11 Nov	144.40	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	0 0	15 70,500
10 Nov	144.34	1.52 ₹ 7,144	-0.58 -2726.00	-	0 0	13 61,100	0 0
7 Nov	141.00	1.52 ₹ 7,144	-0.58 -2726.00	35.40	17 79,900	13 61,100	15 70,500
6 Nov	137.91	2.1 ₹ 9,870	0.35 1645.00	-	0 0	0 0	0 0
31 Oct	136.85	2.1 ₹ 9,870	0.35 1645.00	-	0 0	1 4,700	0 0
30 Oct	137.05	2.1 ₹ 9,870	0.35 1645.00	33.13	2 9,400	0 0	1 4,700
29 Oct	140.55	1.75 ₹ 8,225	-4 -18800.00	34.37	1 4,700	0 0	0 0

For Steel Authority Of India - strike price 125 expiring on 30DEC2025

Delta for 125 PE is -0.29

Historical price for 125 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 1.64, which was -0.05 lower than the previous day. The implied volatity was 28.39, the open interest changed by 39 which increased total open position to 900

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 1.83, which was 0.9 higher than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 861

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 0.9, which was -0.31 lower than the previous day. The implied volatity was 27.10, the open interest changed by 17 which increased total open position to 862

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 1.22, which was -0.17 lower than the previous day. The implied volatity was 29.22, the open interest changed by 34 which increased total open position to 845

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 1.38, which was 0.07 higher than the previous day. The implied volatity was 30.30, the open interest changed by 27 which increased total open position to 811

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 1.26, which was 0.27 higher than the previous day. The implied volatity was 29.76, the open interest changed by 253 which increased total open position to 780

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 1, which was -0.11 lower than the previous day. The implied volatity was 31.14, the open interest changed by 47 which increased total open position to 526

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 1.11, which was 0.07 higher than the previous day. The implied volatity was 30.91, the open interest changed by 138 which increased total open position to 479

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 1, which was -0.02 lower than the previous day. The implied volatity was 31.67, the open interest changed by 74 which increased total open position to 343

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 1.12, which was -0.4 lower than the previous day. The implied volatity was 32.54, the open interest changed by 257 which increased total open position to 272

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 1.52, which was -0.58 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 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 21 Nov SAIL was trading at 134.08. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 20 Nov SAIL was trading at 138.19. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 19 Nov SAIL was trading at 139.99. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 18 Nov SAIL was trading at 138.90. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 17 Nov SAIL was trading at 141.33. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 14 Nov SAIL was trading at 141.99. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 13 Nov SAIL was trading at 144.72. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 12 Nov SAIL was trading at 143.49. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 11 Nov SAIL was trading at 144.40. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 1.52, which was -0.58 lower than the previous day. The implied volatity was 35.40, the open interest changed by 13 which increased total open position to 15

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 2.1, which was 0.35 higher 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 2.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 1

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 1.75, which was -4 lower than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 0

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