[--[65.84.65.76]--]

SAIL

Steel Authority Of India
128.52 -0.63 (-0.49%)
L: 127.72 H: 130.32

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Historical option data for SAIL

10 Dec 2025 04:10 PM IST
SAIL 30-DEC-2025 132 CE
Delta: 0.37
Vega: 0.11
Theta: -0.10
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 128.52 2.18 -0.53 29.87 341 37 284
9 Dec 129.15 2.61 -0.3 29.78 145 -12 248
8 Dec 129.75 2.79 -1.7 29.42 446 132 260
5 Dec 132.54 4.38 -0.1 26.86 258 7 126
4 Dec 132.14 4.52 0.13 28.81 150 -4 120
3 Dec 131.92 4.31 -0.54 26.66 342 73 122
2 Dec 132.46 4.91 -3.49 27.77 89 35 36
1 Dec 135.05 8.4 -5.85 - 0 0 0
28 Nov 134.91 8.4 -5.85 - 0 0 0
27 Nov 136.21 8.4 -5.85 - 0 1 0
26 Nov 136.92 8.4 -5.85 31.02 1 0 0
25 Nov 132.25 14.25 0 - 0 0 0
24 Nov 132.08 14.25 0 - 0 0 0
21 Nov 134.08 14.25 0 - 0 0 0
20 Nov 138.19 14.25 0 - 0 0 0
19 Nov 139.99 14.25 0 - 0 0 0
18 Nov 138.90 14.25 0 - 0 0 0
17 Nov 141.33 14.25 0 - 0 0 0
14 Nov 141.99 14.25 0 - 0 0 0
13 Nov 144.72 14.25 0 - 0 0 0
12 Nov 143.49 14.25 0 - 0 0 0
11 Nov 144.40 14.25 0 - 0 0 0
10 Nov 144.34 14.25 0 - 0 0 0
7 Nov 141.00 14.25 0 - 0 0 0
6 Nov 137.91 14.25 0 - 0 0 0
4 Nov 138.18 14.25 0 - 0 0 0
3 Nov 137.97 14.25 0 - 0 0 0
31 Oct 136.85 14.25 0 - 0 0 0
30 Oct 137.05 14.25 0 - 0 0 0
29 Oct 140.55 14.25 0 - 0 0 0
28 Oct 132.16 14.25 0 - 0 0 0
27 Oct 129.90 14.25 0 - 0 0 0
24 Oct 129.46 14.25 0 0.13 0 0 0
23 Oct 129.34 14.25 0 0.39 0 0 0
20 Oct 129.84 14.25 0 - 0 0 0
14 Oct 128.77 14.25 0 0.58 0 0 0
10 Oct 132.17 14.25 0 - 0 0 0
9 Oct 136.46 14.25 0 - 0 0 0
8 Oct 131.72 14.25 0 - 0 0 0
6 Oct 132.62 14.25 0 - 0 0 0
3 Oct 134.96 14.25 0 - 0 0 0


For Steel Authority Of India - strike price 132 expiring on 30DEC2025

Delta for 132 CE is 0.37

Historical price for 132 CE is as follows

On 10 Dec SAIL was trading at 128.52. The strike last trading price was 2.18, which was -0.53 lower than the previous day. The implied volatity was 29.87, the open interest changed by 37 which increased total open position to 284


On 9 Dec SAIL was trading at 129.15. The strike last trading price was 2.61, which was -0.3 lower than the previous day. The implied volatity was 29.78, the open interest changed by -12 which decreased total open position to 248


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 2.79, which was -1.7 lower than the previous day. The implied volatity was 29.42, the open interest changed by 132 which increased total open position to 260


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 4.38, which was -0.1 lower than the previous day. The implied volatity was 26.86, the open interest changed by 7 which increased total open position to 126


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 4.52, which was 0.13 higher than the previous day. The implied volatity was 28.81, the open interest changed by -4 which decreased total open position to 120


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 4.31, which was -0.54 lower than the previous day. The implied volatity was 26.66, the open interest changed by 73 which increased total open position to 122


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 4.91, which was -3.49 lower than the previous day. The implied volatity was 27.77, the open interest changed by 35 which increased total open position to 36


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 8.4, which was -5.85 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 8.4, which was -5.85 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 8.4, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov SAIL was trading at 136.92. The strike last trading price was 8.4, which was -5.85 lower than the previous day. The implied volatity was 31.02, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 14.25, 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 Oct SAIL was trading at 132.16. The strike last trading price was 14.25, 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 Oct SAIL was trading at 129.90. The strike last trading price was 14.25, 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 Oct SAIL was trading at 129.46. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was 0.13, 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 14.25, which was 0 lower than the previous day. The implied volatity was 0.39, 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 14.25, 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 Oct SAIL was trading at 128.77. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was 0.58, 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 14.25, 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 9 Oct SAIL was trading at 136.46. The strike last trading price was 14.25, 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 8 Oct SAIL was trading at 131.72. The strike last trading price was 14.25, 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 Oct SAIL was trading at 132.62. The strike last trading price was 14.25, 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 14.25, 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 132 PE
Delta: -0.64
Vega: 0.11
Theta: -0.06
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 128.52 5.41 0.73 28.73 64 -3 194
9 Dec 129.15 4.84 -0.11 28.01 30 -8 196
8 Dec 129.75 5 1.92 30.25 109 -6 203
5 Dec 132.54 3.16 -0.37 27.45 92 -1 209
4 Dec 132.14 3.43 -0.36 27.72 107 15 210
3 Dec 131.92 3.9 0.22 30.63 228 55 197
2 Dec 132.46 3.65 0.96 30.34 228 13 141
1 Dec 135.05 2.73 -0.22 29.96 77 14 126
28 Nov 134.91 2.89 0.24 29.79 97 -4 112
27 Nov 136.21 2.65 0.16 31.04 199 80 116
26 Nov 136.92 2.62 -7.18 30.49 44 37 37
25 Nov 132.25 9.8 0 1.78 0 0 0
24 Nov 132.08 9.8 0 - 0 0 0
21 Nov 134.08 9.8 0 - 0 0 0
20 Nov 138.19 9.8 0 - 0 0 0
19 Nov 139.99 9.8 0 - 0 0 0
18 Nov 138.90 9.8 0 - 0 0 0
17 Nov 141.33 9.8 0 - 0 0 0
14 Nov 141.99 9.8 0 - 0 0 0
13 Nov 144.72 9.8 0 - 0 0 0
12 Nov 143.49 9.8 0 - 0 0 0
11 Nov 144.40 9.8 0 - 0 0 0
10 Nov 144.34 9.8 0 8.43 0 0 0
7 Nov 141.00 9.8 0 6.54 0 0 0
6 Nov 137.91 9.8 0 4.95 0 0 0
4 Nov 138.18 9.8 0 5.10 0 0 0
3 Nov 137.97 9.8 0 5.03 0 0 0
31 Oct 136.85 9.8 0 - 0 0 0
30 Oct 137.05 9.8 0 4.35 0 0 0
29 Oct 140.55 9.8 0 6.08 0 0 0
28 Oct 132.16 9.8 0 - 0 0 0
27 Oct 129.90 9.8 0 - 0 0 0
24 Oct 129.46 9.8 0 - 0 0 0
23 Oct 129.34 9.8 0 - 0 0 0
20 Oct 129.84 9.8 0 0.33 0 0 0
14 Oct 128.77 9.8 0 - 0 0 0
10 Oct 132.17 9.8 0 1.58 0 0 0
9 Oct 136.46 9.8 0 3.79 0 0 0
8 Oct 131.72 9.8 0 1.62 0 0 0
6 Oct 132.62 9.8 0 - 0 0 0
3 Oct 134.96 9.8 0 3.92 0 0 0


For Steel Authority Of India - strike price 132 expiring on 30DEC2025

Delta for 132 PE is -0.64

Historical price for 132 PE is as follows

On 10 Dec SAIL was trading at 128.52. The strike last trading price was 5.41, which was 0.73 higher than the previous day. The implied volatity was 28.73, the open interest changed by -3 which decreased total open position to 194


On 9 Dec SAIL was trading at 129.15. The strike last trading price was 4.84, which was -0.11 lower than the previous day. The implied volatity was 28.01, the open interest changed by -8 which decreased total open position to 196


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 5, which was 1.92 higher than the previous day. The implied volatity was 30.25, the open interest changed by -6 which decreased total open position to 203


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 3.16, which was -0.37 lower than the previous day. The implied volatity was 27.45, the open interest changed by -1 which decreased total open position to 209


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 3.43, which was -0.36 lower than the previous day. The implied volatity was 27.72, the open interest changed by 15 which increased total open position to 210


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 3.9, which was 0.22 higher than the previous day. The implied volatity was 30.63, the open interest changed by 55 which increased total open position to 197


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 3.65, which was 0.96 higher than the previous day. The implied volatity was 30.34, the open interest changed by 13 which increased total open position to 141


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 2.73, which was -0.22 lower than the previous day. The implied volatity was 29.96, the open interest changed by 14 which increased total open position to 126


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 2.89, which was 0.24 higher than the previous day. The implied volatity was 29.79, the open interest changed by -4 which decreased total open position to 112


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 2.65, which was 0.16 higher than the previous day. The implied volatity was 31.04, the open interest changed by 80 which increased total open position to 116


On 26 Nov SAIL was trading at 136.92. The strike last trading price was 2.62, which was -7.18 lower than the previous day. The implied volatity was 30.49, the open interest changed by 37 which increased total open position to 37


On 25 Nov SAIL was trading at 132.25. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 1.78, 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 9.8, 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 9.8, 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 9.8, 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 9.8, 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 9.8, 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 9.8, 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 9.8, 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 9.8, 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 9.8, 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 9.8, 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 9.8, which was 0 lower than the previous day. The implied volatity was 8.43, 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 9.8, which was 0 lower than the previous day. The implied volatity was 6.54, 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 9.8, which was 0 lower than the previous day. The implied volatity was 4.95, 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 9.8, which was 0 lower than the previous day. The implied volatity was 5.10, 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 9.8, which was 0 lower than the previous day. The implied volatity was 5.03, 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 9.8, 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 9.8, which was 0 lower than the previous day. The implied volatity was 4.35, 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 9.8, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0


On 28 Oct SAIL was trading at 132.16. The strike last trading price was 9.8, 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 Oct SAIL was trading at 129.90. The strike last trading price was 9.8, 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 Oct SAIL was trading at 129.46. The strike last trading price was 9.8, 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 23 Oct SAIL was trading at 129.34. The strike last trading price was 9.8, 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 Oct SAIL was trading at 129.84. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 0.33, 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 9.8, 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 Oct SAIL was trading at 132.17. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 1.58, 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 9.8, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0


On 8 Oct SAIL was trading at 131.72. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 1.62, 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 9.8, 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 9.8, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0