SAIL
Steel Authority Of India
Historical option data for SAIL
19 Dec 2025 04:10 PM IST
| SAIL 30-DEC-2025 131 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.06
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 125.91 | 0.69 | -0.45 | 26.66 | 319 | 21 | 220 | |||||||||
| 18 Dec | 127.27 | 1.1 | -1.18 | 26.90 | 495 | 11 | 202 | |||||||||
| 17 Dec | 130.20 | 2.2 | -0.19 | 25.98 | 70 | 8 | 193 | |||||||||
| 16 Dec | 129.68 | 2.14 | -1.64 | 27.15 | 182 | 28 | 184 | |||||||||
| 15 Dec | 132.31 | 3.84 | -0.06 | 28.36 | 217 | -5 | 156 | |||||||||
| 12 Dec | 131.90 | 3.84 | 1.04 | 25.35 | 476 | -18 | 164 | |||||||||
| 11 Dec | 129.54 | 2.66 | 0.13 | 26.81 | 155 | 27 | 187 | |||||||||
| 10 Dec | 128.52 | 2.51 | -0.66 | 29.60 | 338 | 54 | 158 | |||||||||
| 9 Dec | 129.15 | 3.23 | -0.02 | 31.57 | 127 | 2 | 106 | |||||||||
| 8 Dec | 129.75 | 3.13 | -1.96 | 28.82 | 232 | 63 | 104 | |||||||||
| 5 Dec | 132.54 | 4.98 | -0.02 | 27.17 | 91 | 10 | 41 | |||||||||
| 4 Dec | 132.14 | 5.08 | 0.19 | 28.98 | 47 | 8 | 30 | |||||||||
| 3 Dec | 131.92 | 4.92 | -5.98 | 27.15 | 88 | 24 | 24 | |||||||||
| 2 Dec | 132.46 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 135.05 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 134.91 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 136.21 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 136.92 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 132.25 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 132.08 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 134.08 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 138.19 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 139.99 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 138.90 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 141.33 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 141.99 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 144.72 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 143.49 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 144.40 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 144.34 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 141.00 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 137.91 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 138.18 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 137.97 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 136.85 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Oct | 137.05 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 140.55 | 10.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 131 expiring on 30DEC2025
Delta for 131 CE is 0.21
Historical price for 131 CE is as follows
On 19 Dec SAIL was trading at 125.91. The strike last trading price was 0.69, which was -0.45 lower than the previous day. The implied volatity was 26.66, the open interest changed by 21 which increased total open position to 220
On 18 Dec SAIL was trading at 127.27. The strike last trading price was 1.1, which was -1.18 lower than the previous day. The implied volatity was 26.90, the open interest changed by 11 which increased total open position to 202
On 17 Dec SAIL was trading at 130.20. The strike last trading price was 2.2, which was -0.19 lower than the previous day. The implied volatity was 25.98, the open interest changed by 8 which increased total open position to 193
On 16 Dec SAIL was trading at 129.68. The strike last trading price was 2.14, which was -1.64 lower than the previous day. The implied volatity was 27.15, the open interest changed by 28 which increased total open position to 184
On 15 Dec SAIL was trading at 132.31. The strike last trading price was 3.84, which was -0.06 lower than the previous day. The implied volatity was 28.36, the open interest changed by -5 which decreased total open position to 156
On 12 Dec SAIL was trading at 131.90. The strike last trading price was 3.84, which was 1.04 higher than the previous day. The implied volatity was 25.35, the open interest changed by -18 which decreased total open position to 164
On 11 Dec SAIL was trading at 129.54. The strike last trading price was 2.66, which was 0.13 higher than the previous day. The implied volatity was 26.81, the open interest changed by 27 which increased total open position to 187
On 10 Dec SAIL was trading at 128.52. The strike last trading price was 2.51, which was -0.66 lower than the previous day. The implied volatity was 29.60, the open interest changed by 54 which increased total open position to 158
On 9 Dec SAIL was trading at 129.15. The strike last trading price was 3.23, which was -0.02 lower than the previous day. The implied volatity was 31.57, the open interest changed by 2 which increased total open position to 106
On 8 Dec SAIL was trading at 129.75. The strike last trading price was 3.13, which was -1.96 lower than the previous day. The implied volatity was 28.82, the open interest changed by 63 which increased total open position to 104
On 5 Dec SAIL was trading at 132.54. The strike last trading price was 4.98, which was -0.02 lower than the previous day. The implied volatity was 27.17, the open interest changed by 10 which increased total open position to 41
On 4 Dec SAIL was trading at 132.14. The strike last trading price was 5.08, which was 0.19 higher than the previous day. The implied volatity was 28.98, the open interest changed by 8 which increased total open position to 30
On 3 Dec SAIL was trading at 131.92. The strike last trading price was 4.92, which was -5.98 lower than the previous day. The implied volatity was 27.15, the open interest changed by 24 which increased total open position to 24
On 2 Dec SAIL was trading at 132.46. The strike last trading price was 10.9, 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 1 Dec SAIL was trading at 135.05. The strike last trading price was 10.9, 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 28 Nov SAIL was trading at 134.91. The strike last trading price was 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 131 PE | |||||||
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Delta: -0.83
Vega: 0.06
Theta: -0.03
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 125.91 | 5.31 | 0.67 | 22.74 | 56 | 4 | 124 |
| 18 Dec | 127.27 | 5.16 | 2.31 | 32.32 | 68 | -7 | 121 |
| 17 Dec | 130.20 | 2.95 | -0.43 | 26.25 | 33 | -1 | 127 |
| 16 Dec | 129.68 | 3.8 | 1.59 | 30.47 | 103 | 23 | 129 |
| 15 Dec | 132.31 | 2.23 | -0.14 | 27.66 | 102 | 5 | 108 |
| 12 Dec | 131.90 | 2.41 | -1.29 | 27.24 | 53 | 4 | 103 |
| 11 Dec | 129.54 | 3.87 | -0.64 | 28.01 | 30 | -1 | 101 |
| 10 Dec | 128.52 | 4.71 | 0.63 | 28.19 | 98 | 12 | 103 |
| 9 Dec | 129.15 | 4.22 | -0.15 | 27.82 | 25 | 1 | 91 |
| 8 Dec | 129.75 | 4.44 | 1.81 | 30.39 | 90 | 6 | 88 |
| 5 Dec | 132.54 | 2.75 | -0.33 | 27.65 | 53 | -1 | 84 |
| 4 Dec | 132.14 | 2.99 | -0.33 | 27.81 | 54 | 2 | 85 |
| 3 Dec | 131.92 | 3.37 | 0.12 | 30.12 | 87 | 2 | 83 |
| 2 Dec | 132.46 | 3.2 | 0.81 | 30.05 | 172 | 4 | 82 |
| 1 Dec | 135.05 | 2.39 | -0.18 | 30.07 | 46 | 13 | 77 |
| 28 Nov | 134.91 | 2.55 | 0.32 | 29.92 | 31 | -2 | 64 |
| 27 Nov | 136.21 | 2.17 | -0.01 | 29.90 | 59 | -13 | 65 |
| 26 Nov | 136.92 | 2.32 | 0.87 | 30.65 | 235 | 54 | 76 |
| 25 Nov | 132.25 | 1.45 | -6.9 | - | 0 | 0 | 0 |
| 24 Nov | 132.08 | 1.45 | -6.9 | - | 0 | 0 | 0 |
| 21 Nov | 134.08 | 1.45 | -6.9 | - | 0 | 0 | 0 |
| 20 Nov | 138.19 | 1.45 | -6.9 | - | 0 | 0 | 0 |
| 19 Nov | 139.99 | 1.45 | -6.9 | - | 0 | 0 | 22 |
| 18 Nov | 138.90 | 1.45 | -6.9 | - | 0 | 0 | 22 |
| 17 Nov | 141.33 | 1.45 | -6.9 | - | 0 | 0 | 22 |
| 14 Nov | 141.99 | 1.45 | -6.9 | - | 0 | 0 | 0 |
| 13 Nov | 144.72 | 1.45 | -6.9 | - | 0 | 0 | 22 |
| 12 Nov | 143.49 | 1.45 | -6.9 | - | 0 | 0 | 22 |
| 11 Nov | 144.40 | 1.45 | -6.9 | - | 0 | 0 | 22 |
| 10 Nov | 144.34 | 1.45 | -6.9 | 30.99 | 22 | 0 | 0 |
| 7 Nov | 141.00 | 8.35 | 0 | 7.14 | 0 | 0 | 0 |
| 6 Nov | 137.91 | 8.35 | 0 | 5.49 | 0 | 0 | 0 |
| 4 Nov | 138.18 | 8.35 | 0 | 5.69 | 0 | 0 | 0 |
| 3 Nov | 137.97 | 8.35 | 0 | 5.61 | 0 | 0 | 0 |
| 31 Oct | 136.85 | 8.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 137.05 | 8.35 | 0 | 4.97 | 0 | 0 | 0 |
| 29 Oct | 140.55 | 8.35 | 0 | 6.62 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 131 expiring on 30DEC2025
Delta for 131 PE is -0.83
Historical price for 131 PE is as follows
On 19 Dec SAIL was trading at 125.91. The strike last trading price was 5.31, which was 0.67 higher than the previous day. The implied volatity was 22.74, the open interest changed by 4 which increased total open position to 124
On 18 Dec SAIL was trading at 127.27. The strike last trading price was 5.16, which was 2.31 higher than the previous day. The implied volatity was 32.32, the open interest changed by -7 which decreased total open position to 121
On 17 Dec SAIL was trading at 130.20. The strike last trading price was 2.95, which was -0.43 lower than the previous day. The implied volatity was 26.25, the open interest changed by -1 which decreased total open position to 127
On 16 Dec SAIL was trading at 129.68. The strike last trading price was 3.8, which was 1.59 higher than the previous day. The implied volatity was 30.47, the open interest changed by 23 which increased total open position to 129
On 15 Dec SAIL was trading at 132.31. The strike last trading price was 2.23, which was -0.14 lower than the previous day. The implied volatity was 27.66, the open interest changed by 5 which increased total open position to 108
On 12 Dec SAIL was trading at 131.90. The strike last trading price was 2.41, which was -1.29 lower than the previous day. The implied volatity was 27.24, the open interest changed by 4 which increased total open position to 103
On 11 Dec SAIL was trading at 129.54. The strike last trading price was 3.87, which was -0.64 lower than the previous day. The implied volatity was 28.01, the open interest changed by -1 which decreased total open position to 101
On 10 Dec SAIL was trading at 128.52. The strike last trading price was 4.71, which was 0.63 higher than the previous day. The implied volatity was 28.19, the open interest changed by 12 which increased total open position to 103
On 9 Dec SAIL was trading at 129.15. The strike last trading price was 4.22, which was -0.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 91
On 8 Dec SAIL was trading at 129.75. The strike last trading price was 4.44, which was 1.81 higher than the previous day. The implied volatity was 30.39, the open interest changed by 6 which increased total open position to 88
On 5 Dec SAIL was trading at 132.54. The strike last trading price was 2.75, which was -0.33 lower than the previous day. The implied volatity was 27.65, the open interest changed by -1 which decreased total open position to 84
On 4 Dec SAIL was trading at 132.14. The strike last trading price was 2.99, which was -0.33 lower than the previous day. The implied volatity was 27.81, the open interest changed by 2 which increased total open position to 85
On 3 Dec SAIL was trading at 131.92. The strike last trading price was 3.37, which was 0.12 higher than the previous day. The implied volatity was 30.12, the open interest changed by 2 which increased total open position to 83
On 2 Dec SAIL was trading at 132.46. The strike last trading price was 3.2, which was 0.81 higher than the previous day. The implied volatity was 30.05, the open interest changed by 4 which increased total open position to 82
On 1 Dec SAIL was trading at 135.05. The strike last trading price was 2.39, which was -0.18 lower than the previous day. The implied volatity was 30.07, the open interest changed by 13 which increased total open position to 77
On 28 Nov SAIL was trading at 134.91. The strike last trading price was 2.55, which was 0.32 higher than the previous day. The implied volatity was 29.92, the open interest changed by -2 which decreased total open position to 64
On 27 Nov SAIL was trading at 136.21. The strike last trading price was 2.17, which was -0.01 lower than the previous day. The implied volatity was 29.90, the open interest changed by -13 which decreased total open position to 65
On 26 Nov SAIL was trading at 136.92. The strike last trading price was 2.32, which was 0.87 higher than the previous day. The implied volatity was 30.65, the open interest changed by 54 which increased total open position to 76
On 25 Nov SAIL was trading at 132.25. The strike last trading price was 1.45, which was -6.9 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 1.45, which was -6.9 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 1.45, which was -6.9 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 1.45, which was -6.9 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 1.45, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 18 Nov SAIL was trading at 138.90. The strike last trading price was 1.45, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 17 Nov SAIL was trading at 141.33. The strike last trading price was 1.45, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 14 Nov SAIL was trading at 141.99. The strike last trading price was 1.45, which was -6.9 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 1.45, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 12 Nov SAIL was trading at 143.49. The strike last trading price was 1.45, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 11 Nov SAIL was trading at 144.40. The strike last trading price was 1.45, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 10 Nov SAIL was trading at 144.34. The strike last trading price was 1.45, which was -6.9 lower than the previous day. The implied volatity was 30.99, 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 8.35, which was 0 lower than the previous day. The implied volatity was 7.14, 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 8.35, which was 0 lower than the previous day. The implied volatity was 5.49, 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 8.35, which was 0 lower than the previous day. The implied volatity was 5.69, 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 8.35, which was 0 lower than the previous day. The implied volatity was 5.61, 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 8.35, 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 8.35, which was 0 lower than the previous day. The implied volatity was 4.97, 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 8.35, which was 0 lower than the previous day. The implied volatity was 6.62, the open interest changed by 0 which decreased total open position to 0































































































































































































































