[--[65.84.65.76]--]

SAIL

Steel Authority Of India
125.91 -1.36 (-1.07%)
L: 124 H: 127.74

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Historical option data for SAIL

19 Dec 2025 04:10 PM IST
SAIL 30-DEC-2025 131 CE
Delta: 0.21
Vega: 0.06
Theta: -0.08
Gamma: 0.05
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
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
Delta: -0.83
Vega: 0.06
Theta: -0.03
Gamma: 0.05
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