[--[65.84.65.76]--]

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
SAIL 30-DEC-2025 130 CE
Delta: 0.49
Vega: 0.12
Theta: -0.10
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 129.15 3.37 -0.42 29.10 924 84 667
8 Dec 129.75 3.55 -2.11 28.54 1,299 159 582
5 Dec 132.54 5.62 0.04 27.47 515 83 423
4 Dec 132.14 5.7 0.22 29.31 457 -26 342
3 Dec 131.92 5.5 -0.51 27.13 761 144 367
2 Dec 132.46 6.1 -2.03 27.95 455 57 223
1 Dec 135.05 8.14 -0.15 30.09 121 8 165
28 Nov 134.91 8.27 -1.11 29.29 71 10 157
27 Nov 136.21 9.32 -0.69 28.40 282 21 147
26 Nov 136.92 9.6 -7.57 29.82 209 114 126
25 Nov 132.25 17.17 3.22 - 0 0 0
24 Nov 132.08 17.17 3.22 - 0 0 0
21 Nov 134.08 17.17 3.22 - 0 0 12
20 Nov 138.19 17.17 3.22 - 0 0 0
19 Nov 139.99 17.17 3.22 - 0 0 0
18 Nov 138.90 17.17 3.22 - 0 0 12
17 Nov 141.33 17.17 3.22 - 0 0 0
14 Nov 141.99 17.17 3.22 - 0 0 0
13 Nov 144.72 17.17 3.22 - 0 0 0
12 Nov 143.49 17.17 3.22 - 0 0 0
11 Nov 144.40 17.17 3.22 - 0 0 12
10 Nov 144.34 17.17 3.22 32.20 4 2 11
7 Nov 141.00 13.95 0.45 27.41 2 0 8
6 Nov 137.91 13.5 2.15 - 0 0 0
4 Nov 138.18 13.5 2.15 - 0 1 0
3 Nov 137.97 13.5 2.15 35.36 2 0 7
31 Oct 136.85 11.35 -1.5 - 1 0 7
30 Oct 137.05 12.85 1.5 33.49 1 0 6
29 Oct 140.55 11.35 3.65 - 2 0 6
28 Oct 132.16 7.7 -0.3 - 0 0 0
27 Oct 129.90 7.7 -0.3 - 0 3 0
24 Oct 129.46 7.7 -0.3 30.76 3 2 5
23 Oct 129.34 8 -0.5 - 0 0 0
20 Oct 129.84 8 -0.5 29.64 2 1 2
14 Oct 128.77 8.5 -6.8 - 0 0 0
10 Oct 132.17 8.5 -6.8 - 0 0 0
9 Oct 136.46 8.5 -6.8 - 0 1 0
8 Oct 131.72 8.5 -6.8 23.16 1 0 0
6 Oct 132.62 15.3 0 - 0 0 0
3 Oct 134.96 15.3 0 - 0 0 0


For Steel Authority Of India - strike price 130 expiring on 30DEC2025

Delta for 130 CE is 0.49

Historical price for 130 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 3.37, which was -0.42 lower than the previous day. The implied volatity was 29.10, the open interest changed by 84 which increased total open position to 667


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 3.55, which was -2.11 lower than the previous day. The implied volatity was 28.54, the open interest changed by 159 which increased total open position to 582


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 5.62, which was 0.04 higher than the previous day. The implied volatity was 27.47, the open interest changed by 83 which increased total open position to 423


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 5.7, which was 0.22 higher than the previous day. The implied volatity was 29.31, the open interest changed by -26 which decreased total open position to 342


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 5.5, which was -0.51 lower than the previous day. The implied volatity was 27.13, the open interest changed by 144 which increased total open position to 367


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 6.1, which was -2.03 lower than the previous day. The implied volatity was 27.95, the open interest changed by 57 which increased total open position to 223


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 8.14, which was -0.15 lower than the previous day. The implied volatity was 30.09, the open interest changed by 8 which increased total open position to 165


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 8.27, which was -1.11 lower than the previous day. The implied volatity was 29.29, the open interest changed by 10 which increased total open position to 157


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 9.32, which was -0.69 lower than the previous day. The implied volatity was 28.40, the open interest changed by 21 which increased total open position to 147


On 26 Nov SAIL was trading at 136.92. The strike last trading price was 9.6, which was -7.57 lower than the previous day. The implied volatity was 29.82, the open interest changed by 114 which increased total open position to 126


On 25 Nov SAIL was trading at 132.25. The strike last trading price was 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 20 Nov SAIL was trading at 138.19. The strike last trading price was 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 17 Nov SAIL was trading at 141.33. The strike last trading price was 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 10 Nov SAIL was trading at 144.34. The strike last trading price was 17.17, which was 3.22 higher than the previous day. The implied volatity was 32.20, the open interest changed by 2 which increased total open position to 11


On 7 Nov SAIL was trading at 141.00. The strike last trading price was 13.95, which was 0.45 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 8


On 6 Nov SAIL was trading at 137.91. The strike last trading price was 13.5, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SAIL was trading at 138.18. The strike last trading price was 13.5, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov SAIL was trading at 137.97. The strike last trading price was 13.5, which was 2.15 higher than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 7


On 31 Oct SAIL was trading at 136.85. The strike last trading price was 11.35, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 30 Oct SAIL was trading at 137.05. The strike last trading price was 12.85, which was 1.5 higher than the previous day. The implied volatity was 33.49, the open interest changed by 0 which decreased total open position to 6


On 29 Oct SAIL was trading at 140.55. The strike last trading price was 11.35, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 28 Oct SAIL was trading at 132.16. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct SAIL was trading at 129.90. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 24 Oct SAIL was trading at 129.46. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was 30.76, the open interest changed by 2 which increased total open position to 5


On 23 Oct SAIL was trading at 129.34. The strike last trading price was 8, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct SAIL was trading at 129.84. The strike last trading price was 8, which was -0.5 lower than the previous day. The implied volatity was 29.64, the open interest changed by 1 which increased total open position to 2


On 14 Oct SAIL was trading at 128.77. The strike last trading price was 8.5, which was -6.8 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 8.5, which was -6.8 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 8.5, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Oct SAIL was trading at 131.72. The strike last trading price was 8.5, which was -6.8 lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 0


On 6 Oct SAIL was trading at 132.62. The strike last trading price was 15.3, 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 3 Oct SAIL was trading at 134.96. The strike last trading price was 15.3, 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 130 PE
Delta: -0.51
Vega: 0.12
Theta: -0.06
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 129.15 3.74 0.11 28.42 335 2 912
8 Dec 129.75 3.84 1.55 29.89 585 74 915
5 Dec 132.54 2.28 -0.41 27.06 442 -75 842
4 Dec 132.14 2.65 -0.27 28.36 441 70 917
3 Dec 131.92 2.95 0.12 30.14 530 60 847
2 Dec 132.46 2.72 0.66 29.67 858 60 785
1 Dec 135.05 2.08 -0.17 30.16 281 24 726
28 Nov 134.91 2.28 0.31 30.35 460 131 699
27 Nov 136.21 1.92 -0.05 30.19 338 121 569
26 Nov 136.92 2.08 -1.02 31.07 1,131 293 454
25 Nov 132.25 3.1 0.98 29.69 85 80 161
24 Nov 132.08 2.5 0.95 - 0 0 0
21 Nov 134.08 2.5 0.95 26.49 8 0 81
20 Nov 138.19 1.55 0.45 - 0 0 0
19 Nov 139.99 1.55 0.45 - 0 0 0
18 Nov 138.90 1.55 0.45 - 0 0 0
17 Nov 141.33 1.55 0.45 - 0 -2 0
14 Nov 141.99 1.55 0.45 31.14 2 -1 82
13 Nov 144.72 1.1 -0.48 - 0 0 0
12 Nov 143.49 1.1 -0.48 - 0 -1 0
11 Nov 144.40 1.1 -0.48 - 1 0 84
10 Nov 144.34 1.62 -0.44 33.76 62 33 85
7 Nov 141.00 2.09 -0.99 32.00 34 8 51
6 Nov 137.91 3.08 0.03 33.64 5 1 44
4 Nov 138.18 3.05 0.38 33.66 16 5 42
3 Nov 137.97 2.67 -0.93 31.10 28 7 37
31 Oct 136.85 3.6 0.1 - 18 1 30
30 Oct 137.05 3.5 0.65 33.24 25 10 29
29 Oct 140.55 2.9 -1.8 34.34 87 17 20
28 Oct 132.16 4.7 0.55 - 0 0 0
27 Oct 129.90 4.7 0.55 - 0 0 0
24 Oct 129.46 4.7 0.55 - 0 0 0
23 Oct 129.34 4.7 0.55 - 0 0 0
20 Oct 129.84 4.7 0.55 - 0 0 0
14 Oct 128.77 4.7 0.55 - 0 0 0
10 Oct 132.17 4.7 0.55 - 0 1 0
9 Oct 136.46 4.7 0.55 34.25 1 0 2
8 Oct 131.72 4.15 -4.7 25.62 2 0 0
6 Oct 132.62 8.85 0 - 0 0 0
3 Oct 134.96 8.85 0 4.75 0 0 0


For Steel Authority Of India - strike price 130 expiring on 30DEC2025

Delta for 130 PE is -0.51

Historical price for 130 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 3.74, which was 0.11 higher than the previous day. The implied volatity was 28.42, the open interest changed by 2 which increased total open position to 912


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 3.84, which was 1.55 higher than the previous day. The implied volatity was 29.89, the open interest changed by 74 which increased total open position to 915


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 2.28, which was -0.41 lower than the previous day. The implied volatity was 27.06, the open interest changed by -75 which decreased total open position to 842


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 2.65, which was -0.27 lower than the previous day. The implied volatity was 28.36, the open interest changed by 70 which increased total open position to 917


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 2.95, which was 0.12 higher than the previous day. The implied volatity was 30.14, the open interest changed by 60 which increased total open position to 847


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 2.72, which was 0.66 higher than the previous day. The implied volatity was 29.67, the open interest changed by 60 which increased total open position to 785


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 2.08, which was -0.17 lower than the previous day. The implied volatity was 30.16, the open interest changed by 24 which increased total open position to 726


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 2.28, which was 0.31 higher than the previous day. The implied volatity was 30.35, the open interest changed by 131 which increased total open position to 699


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 1.92, which was -0.05 lower than the previous day. The implied volatity was 30.19, the open interest changed by 121 which increased total open position to 569


On 26 Nov SAIL was trading at 136.92. The strike last trading price was 2.08, which was -1.02 lower than the previous day. The implied volatity was 31.07, the open interest changed by 293 which increased total open position to 454


On 25 Nov SAIL was trading at 132.25. The strike last trading price was 3.1, which was 0.98 higher than the previous day. The implied volatity was 29.69, the open interest changed by 80 which increased total open position to 161


On 24 Nov SAIL was trading at 132.08. The strike last trading price was 2.5, which was 0.95 higher 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 2.5, which was 0.95 higher than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 81


On 20 Nov SAIL was trading at 138.19. The strike last trading price was 1.55, which was 0.45 higher 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 1.55, which was 0.45 higher 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 1.55, which was 0.45 higher 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 1.55, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 14 Nov SAIL was trading at 141.99. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was 31.14, the open interest changed by -1 which decreased total open position to 82


On 13 Nov SAIL was trading at 144.72. The strike last trading price was 1.1, which was -0.48 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 1.1, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 11 Nov SAIL was trading at 144.40. The strike last trading price was 1.1, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84


On 10 Nov SAIL was trading at 144.34. The strike last trading price was 1.62, which was -0.44 lower than the previous day. The implied volatity was 33.76, the open interest changed by 33 which increased total open position to 85


On 7 Nov SAIL was trading at 141.00. The strike last trading price was 2.09, which was -0.99 lower than the previous day. The implied volatity was 32.00, the open interest changed by 8 which increased total open position to 51


On 6 Nov SAIL was trading at 137.91. The strike last trading price was 3.08, which was 0.03 higher than the previous day. The implied volatity was 33.64, the open interest changed by 1 which increased total open position to 44


On 4 Nov SAIL was trading at 138.18. The strike last trading price was 3.05, which was 0.38 higher than the previous day. The implied volatity was 33.66, the open interest changed by 5 which increased total open position to 42


On 3 Nov SAIL was trading at 137.97. The strike last trading price was 2.67, which was -0.93 lower than the previous day. The implied volatity was 31.10, the open interest changed by 7 which increased total open position to 37


On 31 Oct SAIL was trading at 136.85. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 30


On 30 Oct SAIL was trading at 137.05. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 33.24, the open interest changed by 10 which increased total open position to 29


On 29 Oct SAIL was trading at 140.55. The strike last trading price was 2.9, which was -1.8 lower than the previous day. The implied volatity was 34.34, the open interest changed by 17 which increased total open position to 20


On 28 Oct SAIL was trading at 132.16. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct SAIL was trading at 129.90. The strike last trading price was 4.7, which was 0.55 higher 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 4.7, which was 0.55 higher 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 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct SAIL was trading at 129.84. The strike last trading price was 4.7, which was 0.55 higher 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 4.7, which was 0.55 higher 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 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 9 Oct SAIL was trading at 136.46. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was 34.25, 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 4.15, which was -4.7 lower than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 0


On 6 Oct SAIL was trading at 132.62. The strike last trading price was 8.85, 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 3 Oct SAIL was trading at 134.96. The strike last trading price was 8.85, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0