[--[65.84.65.76]--]

SAIL

Steel Authority Of India
131.85 -0.86 (-0.65%)
L: 131 H: 134.3

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Historical option data for SAIL

24 Dec 2025 04:10 PM IST
SAIL 27-JAN-2026 130 CE
Delta: 0.60
Vega: 0.15
Theta: -0.08
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 131.85 5.8 -1.03 28.10 180 12 365
23 Dec 132.71 7.05 1.47 28.61 424 -44 354
22 Dec 130.06 5.6 1.93 30.78 892 -133 400
19 Dec 125.91 3.6 -0.5 29.56 684 304 528
18 Dec 127.27 4.07 -1.56 28.71 218 126 225
17 Dec 130.20 5.65 0.06 28.92 36 -2 97
16 Dec 129.68 5.49 -1.82 29.58 101 48 97
15 Dec 132.31 7.3 -0.22 30.05 13 8 51
12 Dec 131.90 7.55 1.49 30.11 33 8 42
11 Dec 129.54 6.15 0.45 30.83 20 6 37
10 Dec 128.52 5.7 -0.5 31.79 23 18 29
9 Dec 129.15 6.2 -0.16 31.58 8 2 10
8 Dec 129.75 6.36 -1.45 30.87 6 -1 8
5 Dec 132.54 7.81 0.33 - 0 1 0
4 Dec 132.14 7.81 0.33 28.29 1 0 8
3 Dec 131.92 7.48 -0.81 26.21 5 1 5
2 Dec 132.46 8.36 -3.63 28.59 3 2 3
1 Dec 135.05 11.99 -1.61 - 0 1 0
28 Nov 134.91 11.99 -1.61 37.83 1 0 0
27 Nov 136.21 13.6 0 - 0 0 0
26 Nov 136.92 13.6 0 - 0 0 0
25 Nov 132.25 13.6 0 - 0 0 0
24 Nov 132.08 13.6 0 - 0 0 0
21 Nov 134.08 13.6 0 - 0 0 0
20 Nov 138.19 13.6 0 - 0 0 0
19 Nov 139.99 13.6 0 - 0 0 0
18 Nov 138.90 13.6 0 - 0 0 0
17 Nov 141.33 13.6 0 - 0 0 0
14 Nov 141.99 13.6 0 - 0 0 0
13 Nov 144.72 13.6 0 - 0 0 0
12 Nov 143.49 13.6 0 - 0 0 0
11 Nov 144.40 13.6 0 - 0 0 0
10 Nov 144.34 13.6 0 - 0 0 0
6 Nov 137.91 13.6 0 - 0 0 0
4 Nov 138.18 13.6 0 - 0 0 0
3 Nov 137.97 13.6 0 - 0 0 0
31 Oct 136.85 13.6 0 - 0 0 0
30 Oct 137.05 13.6 0 - 0 0 0


For Steel Authority Of India - strike price 130 expiring on 27JAN2026

Delta for 130 CE is 0.60

Historical price for 130 CE is as follows

On 24 Dec SAIL was trading at 131.85. The strike last trading price was 5.8, which was -1.03 lower than the previous day. The implied volatity was 28.10, the open interest changed by 12 which increased total open position to 365


On 23 Dec SAIL was trading at 132.71. The strike last trading price was 7.05, which was 1.47 higher than the previous day. The implied volatity was 28.61, the open interest changed by -44 which decreased total open position to 354


On 22 Dec SAIL was trading at 130.06. The strike last trading price was 5.6, which was 1.93 higher than the previous day. The implied volatity was 30.78, the open interest changed by -133 which decreased total open position to 400


On 19 Dec SAIL was trading at 125.91. The strike last trading price was 3.6, which was -0.5 lower than the previous day. The implied volatity was 29.56, the open interest changed by 304 which increased total open position to 528


On 18 Dec SAIL was trading at 127.27. The strike last trading price was 4.07, which was -1.56 lower than the previous day. The implied volatity was 28.71, the open interest changed by 126 which increased total open position to 225


On 17 Dec SAIL was trading at 130.20. The strike last trading price was 5.65, which was 0.06 higher than the previous day. The implied volatity was 28.92, the open interest changed by -2 which decreased total open position to 97


On 16 Dec SAIL was trading at 129.68. The strike last trading price was 5.49, which was -1.82 lower than the previous day. The implied volatity was 29.58, the open interest changed by 48 which increased total open position to 97


On 15 Dec SAIL was trading at 132.31. The strike last trading price was 7.3, which was -0.22 lower than the previous day. The implied volatity was 30.05, the open interest changed by 8 which increased total open position to 51


On 12 Dec SAIL was trading at 131.90. The strike last trading price was 7.55, which was 1.49 higher than the previous day. The implied volatity was 30.11, the open interest changed by 8 which increased total open position to 42


On 11 Dec SAIL was trading at 129.54. The strike last trading price was 6.15, which was 0.45 higher than the previous day. The implied volatity was 30.83, the open interest changed by 6 which increased total open position to 37


On 10 Dec SAIL was trading at 128.52. The strike last trading price was 5.7, which was -0.5 lower than the previous day. The implied volatity was 31.79, the open interest changed by 18 which increased total open position to 29


On 9 Dec SAIL was trading at 129.15. The strike last trading price was 6.2, which was -0.16 lower than the previous day. The implied volatity was 31.58, the open interest changed by 2 which increased total open position to 10


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 6.36, which was -1.45 lower than the previous day. The implied volatity was 30.87, the open interest changed by -1 which decreased total open position to 8


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 7.81, which was 0.33 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 7.81, which was 0.33 higher than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 8


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 7.48, which was -0.81 lower than the previous day. The implied volatity was 26.21, the open interest changed by 1 which increased total open position to 5


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 8.36, which was -3.63 lower than the previous day. The implied volatity was 28.59, the open interest changed by 2 which increased total open position to 3


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 11.99, which was -1.61 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 11.99, which was -1.61 lower than the previous day. The implied volatity was 37.83, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 13.6, 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 4 Nov SAIL was trading at 138.18. The strike last trading price was 13.6, 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 Nov SAIL was trading at 137.97. The strike last trading price was 13.6, 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 13.6, 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 13.6, 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 27JAN2026 130 PE
Delta: -0.40
Vega: 0.15
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 131.85 3.65 0.42 30.27 302 -24 427
23 Dec 132.71 3.08 -1.38 30.39 296 72 450
22 Dec 130.06 4.44 -2.23 30.94 371 128 371
19 Dec 125.91 6.5 0.3 29.76 222 131 243
18 Dec 127.27 6.2 1.9 31.68 51 11 112
17 Dec 130.20 4.3 -0.55 28.41 13 1 102
16 Dec 129.68 4.85 1.05 29.68 50 11 101
15 Dec 132.31 3.77 -0.31 30.00 45 4 89
12 Dec 131.90 4.27 -0.9 32.06 56 22 74
11 Dec 129.54 5.17 -0.83 30.47 8 3 52
10 Dec 128.52 6 0.4 31.35 28 5 45
9 Dec 129.15 5.6 -0.34 31.22 7 3 39
8 Dec 129.75 5.94 1.83 33.76 13 4 37
5 Dec 132.54 4.11 -0.37 30.35 16 -1 33
4 Dec 132.14 4.48 -0.47 31.30 12 -1 34
3 Dec 131.92 4.95 0.6 32.96 11 5 34
2 Dec 132.46 4.35 0.88 31.26 16 6 28
1 Dec 135.05 3.47 -0.28 30.83 5 0 21
28 Nov 134.91 3.75 0.25 31.39 5 2 20
27 Nov 136.21 3.5 0.05 32.41 3 1 16
26 Nov 136.92 3.5 0.9 32.24 47 14 15
25 Nov 132.25 2.6 -1 - 0 0 0
24 Nov 132.08 2.6 -1 - 0 0 0
21 Nov 134.08 2.6 -1 - 0 0 0
20 Nov 138.19 2.6 -1 - 0 0 0
19 Nov 139.99 2.6 -1 - 0 0 0
18 Nov 138.90 2.6 -1 - 0 0 0
17 Nov 141.33 2.6 -1 - 0 0 0
14 Nov 141.99 2.6 -1 - 0 0 0
13 Nov 144.72 2.6 -1 - 0 0 0
12 Nov 143.49 2.6 -1 - 0 0 0
11 Nov 144.40 2.6 -1 - 0 0 0
10 Nov 144.34 2.6 -1 33.91 11 0 1
6 Nov 137.91 3.6 0 - 0 0 0
4 Nov 138.18 3.6 0 - 0 0 0
3 Nov 137.97 3.6 0 31.06 1 0 1
31 Oct 136.85 3.6 -5.9 - 0 0 0
30 Oct 137.05 3.6 -5.9 - 0 1 0


For Steel Authority Of India - strike price 130 expiring on 27JAN2026

Delta for 130 PE is -0.40

Historical price for 130 PE is as follows

On 24 Dec SAIL was trading at 131.85. The strike last trading price was 3.65, which was 0.42 higher than the previous day. The implied volatity was 30.27, the open interest changed by -24 which decreased total open position to 427


On 23 Dec SAIL was trading at 132.71. The strike last trading price was 3.08, which was -1.38 lower than the previous day. The implied volatity was 30.39, the open interest changed by 72 which increased total open position to 450


On 22 Dec SAIL was trading at 130.06. The strike last trading price was 4.44, which was -2.23 lower than the previous day. The implied volatity was 30.94, the open interest changed by 128 which increased total open position to 371


On 19 Dec SAIL was trading at 125.91. The strike last trading price was 6.5, which was 0.3 higher than the previous day. The implied volatity was 29.76, the open interest changed by 131 which increased total open position to 243


On 18 Dec SAIL was trading at 127.27. The strike last trading price was 6.2, which was 1.9 higher than the previous day. The implied volatity was 31.68, the open interest changed by 11 which increased total open position to 112


On 17 Dec SAIL was trading at 130.20. The strike last trading price was 4.3, which was -0.55 lower than the previous day. The implied volatity was 28.41, the open interest changed by 1 which increased total open position to 102


On 16 Dec SAIL was trading at 129.68. The strike last trading price was 4.85, which was 1.05 higher than the previous day. The implied volatity was 29.68, the open interest changed by 11 which increased total open position to 101


On 15 Dec SAIL was trading at 132.31. The strike last trading price was 3.77, which was -0.31 lower than the previous day. The implied volatity was 30.00, the open interest changed by 4 which increased total open position to 89


On 12 Dec SAIL was trading at 131.90. The strike last trading price was 4.27, which was -0.9 lower than the previous day. The implied volatity was 32.06, the open interest changed by 22 which increased total open position to 74


On 11 Dec SAIL was trading at 129.54. The strike last trading price was 5.17, which was -0.83 lower than the previous day. The implied volatity was 30.47, the open interest changed by 3 which increased total open position to 52


On 10 Dec SAIL was trading at 128.52. The strike last trading price was 6, which was 0.4 higher than the previous day. The implied volatity was 31.35, the open interest changed by 5 which increased total open position to 45


On 9 Dec SAIL was trading at 129.15. The strike last trading price was 5.6, which was -0.34 lower than the previous day. The implied volatity was 31.22, the open interest changed by 3 which increased total open position to 39


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 5.94, which was 1.83 higher than the previous day. The implied volatity was 33.76, the open interest changed by 4 which increased total open position to 37


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 4.11, which was -0.37 lower than the previous day. The implied volatity was 30.35, the open interest changed by -1 which decreased total open position to 33


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 4.48, which was -0.47 lower than the previous day. The implied volatity was 31.30, the open interest changed by -1 which decreased total open position to 34


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 4.95, which was 0.6 higher than the previous day. The implied volatity was 32.96, the open interest changed by 5 which increased total open position to 34


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 4.35, which was 0.88 higher than the previous day. The implied volatity was 31.26, the open interest changed by 6 which increased total open position to 28


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 3.47, which was -0.28 lower than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 21


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 31.39, the open interest changed by 2 which increased total open position to 20


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 32.41, the open interest changed by 1 which increased total open position to 16


On 26 Nov SAIL was trading at 136.92. The strike last trading price was 3.5, which was 0.9 higher than the previous day. The implied volatity was 32.24, the open interest changed by 14 which increased total open position to 15


On 25 Nov SAIL was trading at 132.25. The strike last trading price was 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 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 2.6, which was -1 lower than the previous day. The implied volatity was 33.91, the open interest changed by 0 which decreased total open position to 1


On 6 Nov SAIL was trading at 137.91. The strike last trading price was 3.6, 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 4 Nov SAIL was trading at 138.18. The strike last trading price was 3.6, 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 Nov SAIL was trading at 137.97. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 1


On 31 Oct SAIL was trading at 136.85. The strike last trading price was 3.6, which was -5.9 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 3.6, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0