SAIL
Steel Authority Of India
Historical option data for SAIL
24 Apr 2026 01:28 PM IST
| SAIL 28-Apr-2026 (4d) 130 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 177.66 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 23 Apr | 176.45 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 22 Apr | 176.23 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 21 Apr | 175.06 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 20 Apr | 172.71 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 17 Apr | 173.33 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 16 Apr | 171.32 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
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| 15 Apr | 166.95 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 13 Apr | 167.88 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 10 Apr | 166.02 | 22.98 | -2.879999999999999 | - | 0 | 0 | 9 | |||||||||
| 9 Apr | 163.35 | 22.98 | -7.58 | - | 0 | 0 | 9 | |||||||||
| 8 Apr | 164.41 | 22.98 | -7.58 | - | 0 | 0 | 9 | |||||||||
| 7 Apr | 160.62 | 22.98 | -7.58 | - | 0 | 0 | 9 | |||||||||
| 6 Apr | 160.44 | 22.98 | -7.58 | - | 0 | 0 | 9 | |||||||||
| 2 Apr | 155.16 | 22.98 | -7.58 | 0.83 | 10 | 7 | 7 | |||||||||
| 1 Apr | 155.82 | 30.56 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 130 expiring on 28APR2026
Delta for 130 CE is -
Historical price for 130 CE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 22.98, which was -2.879999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 22.98, which was -7.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 22.98, which was -7.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 22.98, which was -7.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 22.98, which was -7.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 22.98, which was -7.58 lower than the previous day. The implied volatity was 0.83, the open interest changed by 7 which increased total open position to 7
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 30.56, 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 28-Apr-2026 (4d) 130 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.01
Gamma: 0.0003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 177.66 | 0.01 | -0.01 | 96.91 | 2 | 0 | 47 |
| 23 Apr | 176.45 | 0.02 | -0.009999999999999998 | 92.11 | 2 | 0 | 49 |
| 22 Apr | 176.23 | 0.03 | -1.96 | 90.34 | 2 | -1 | 50 |
| 21 Apr | 175.06 | 1.99 | 1.99 | - | 0 | 0 | 51 |
| 20 Apr | 172.71 | 1.99 | 1.99 | - | 0 | 0 | 51 |
| 17 Apr | 173.33 | 1.99 | 1.89 | 136.63 | 2 | 0 | 53 |
| 16 Apr | 171.32 | 0.1 | 0.1 | 60.74 | 0 | 0 | 53 |
| 15 Apr | 166.95 | 0.1 | 0.05 | 60.74 | 2 | 0 | 53 |
| 13 Apr | 167.88 | 0.05 | -0.15000000000000002 | 54.04 | 2 | -1 | 54 |
| 10 Apr | 166.02 | 0.2 | 0.2 | - | 0 | 0 | 55 |
| 9 Apr | 163.35 | 0.2 | -0.15 | - | 0 | -14 | 0 |
| 8 Apr | 164.41 | 0.2 | -0.15 | 53.85 | 22 | -12 | 57 |
| 7 Apr | 160.62 | 0.34 | -0.13 | 53.99 | 17 | 4 | 67 |
| 6 Apr | 160.44 | 0.47 | -0.37 | 55.47 | 73 | 19 | 64 |
| 2 Apr | 155.16 | 0.79 | 0.14 | 50.14 | 151 | 29 | 44 |
| 1 Apr | 155.82 | 0.65 | -2.36 | 48.14 | 33 | 14 | 14 |
For Steel Authority Of India - strike price 130 expiring on 28APR2026
Delta for 130 PE is 0
Historical price for 130 PE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 0.01, which was -0.01 lower than the previous day. The implied volatity was 96.91, the open interest changed by 0 which decreased total open position to 47
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 0.02, which was -0.009999999999999998 lower than the previous day. The implied volatity was 92.11, the open interest changed by 0 which decreased total open position to 49
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 0.03, which was -1.96 lower than the previous day. The implied volatity was 90.34, the open interest changed by -1 which decreased total open position to 50
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 1.99, which was 1.99 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 1.99, which was 1.99 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 1.99, which was 1.89 higher than the previous day. The implied volatity was 136.63, the open interest changed by 0 which decreased total open position to 53
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was 60.74, the open interest changed by 0 which decreased total open position to 53
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 60.74, the open interest changed by 0 which decreased total open position to 53
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 0.05, which was -0.15000000000000002 lower than the previous day. The implied volatity was 54.04, the open interest changed by -1 which decreased total open position to 54
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 0.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 0
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 53.85, the open interest changed by -12 which decreased total open position to 57
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 0.34, which was -0.13 lower than the previous day. The implied volatity was 53.99, the open interest changed by 4 which increased total open position to 67
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 0.47, which was -0.37 lower than the previous day. The implied volatity was 55.47, the open interest changed by 19 which increased total open position to 64
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 0.79, which was 0.14 higher than the previous day. The implied volatity was 50.14, the open interest changed by 29 which increased total open position to 44
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 0.65, which was -2.36 lower than the previous day. The implied volatity was 48.14, the open interest changed by 14 which increased total open position to 14
