SAIL
Steel Authority Of India
Historical option data for SAIL
24 Dec 2025 04:10 PM IST
| SAIL 27-JAN-2026 130 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.15
Theta: -0.08
Gamma: 0.03
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.40
Vega: 0.15
Theta: -0.05
Gamma: 0.03
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| 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































































































































































































































