SAIL

Steel Authority Of India

146.37 -4.48 (-2.97%)

L: 146.02 H: 152.8

Back to Option Chain

Historical option data for SAIL
06 Jan 2026 02:25 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SAIL 27-JAN-2026 133 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Jan	146.33	16.5 ₹ 77,550	0.06 282.00	-	0 0	0 0	66 3,10,200
5 Jan	150.85	16.5 ₹ 77,550	0.06 282.00	-	1 4,700	0 0	66 3,10,200
2 Jan	147.47	16.44 ₹ 77,268	-0.87 -4089.00	-	0 0	0 0	66 3,10,200
1 Jan	148.45	16.44 ₹ 77,268	-0.87 -4089.00	33.17	4 18,800	-1 -4,700	66 3,10,200
31 Dec	146.99	17.31 ₹ 81,357	6.07 28529.00	49.42	16 75,200	-7 -32,900	66 3,10,200
30 Dec	141.02	11.25 ₹ 52,875	4.69 22043.00	35.47	70 3,29,000	-24 -1,12,800	76 3,57,200
29 Dec	134.09	6.56 ₹ 30,832	1.63 7661.00	35.83	161 7,56,700	12 56,400	98 4,60,600
26 Dec	132.32	4.95 ₹ 23,265	0.32 1504.00	30.24	83 3,90,100	16 75,200	81 3,80,700
24 Dec	131.85	4.34 ₹ 20,398	-0.96 -4512.00	28.60	69 3,24,300	7 32,900	63 2,96,100
23 Dec	132.71	5.42 ₹ 25,474	1.24 5828.00	29.11	73 3,43,100	10 47,000	54 2,53,800
22 Dec	130.06	4.18 ₹ 19,646	1.58 7426.00	30.66	18 84,600	0 0	44 2,06,800
19 Dec	125.91	2.6 ₹ 12,220	-0.34 -1598.00	29.72	6 28,200	2 9,400	44 2,06,800
18 Dec	127.27	2.94 ₹ 13,818	0.89 4183.00	28.73	42 1,97,400	31 1,45,700	32 1,50,400
17 Dec	130.20	2.05 ₹ 9,635	-7.79 -36613.00	-	0 0	0 0	1 4,700
16 Dec	129.68	2.05 ₹ 9,635	-7.79 -36613.00	-	0 0	0 0	1 4,700
15 Dec	132.31	2.05 ₹ 9,635	-7.79 -36613.00	8.26	1 4,700	0 0	0 0
12 Dec	131.90	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0
11 Dec	129.54	9.84 ₹ 46,248	0 0.00	1.49	0 0	0 0	0 0
10 Dec	128.52	9.84 ₹ 46,248	0 0.00	2.40	0 0	0 0	0 0
9 Dec	129.15	9.84 ₹ 46,248	0 0.00	1.68	0 0	0 0	0 0
8 Dec	129.75	9.84 ₹ 46,248	0 0.00	1.45	0 0	0 0	0 0
5 Dec	132.54	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0
4 Dec	132.14	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0
3 Dec	131.92	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0
2 Dec	132.46	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0
1 Dec	135.05	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0
28 Nov	134.91	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0
27 Nov	136.21	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0

26 Nov	136.92	9.84 ₹ 46,248	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 133 expiring on 27JAN2026

Delta for 133 CE is -

Historical price for 133 CE is as follows

On 6 Jan SAIL was trading at 146.33. The strike last trading price was 16.5, which was 0.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66

On 5 Jan SAIL was trading at 150.85. The strike last trading price was 16.5, which was 0.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66

On 2 Jan SAIL was trading at 147.47. The strike last trading price was 16.44, which was -0.87 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66

On 1 Jan SAIL was trading at 148.45. The strike last trading price was 16.44, which was -0.87 lower than the previous day. The implied volatity was 33.17, the open interest changed by -1 which decreased total open position to 66

On 31 Dec SAIL was trading at 146.99. The strike last trading price was 17.31, which was 6.07 higher than the previous day. The implied volatity was 49.42, the open interest changed by -7 which decreased total open position to 66

On 30 Dec SAIL was trading at 141.02. The strike last trading price was 11.25, which was 4.69 higher than the previous day. The implied volatity was 35.47, the open interest changed by -24 which decreased total open position to 76

On 29 Dec SAIL was trading at 134.09. The strike last trading price was 6.56, which was 1.63 higher than the previous day. The implied volatity was 35.83, the open interest changed by 12 which increased total open position to 98

On 26 Dec SAIL was trading at 132.32. The strike last trading price was 4.95, which was 0.32 higher than the previous day. The implied volatity was 30.24, the open interest changed by 16 which increased total open position to 81

On 24 Dec SAIL was trading at 131.85. The strike last trading price was 4.34, which was -0.96 lower than the previous day. The implied volatity was 28.60, the open interest changed by 7 which increased total open position to 63

On 23 Dec SAIL was trading at 132.71. The strike last trading price was 5.42, which was 1.24 higher than the previous day. The implied volatity was 29.11, the open interest changed by 10 which increased total open position to 54

On 22 Dec SAIL was trading at 130.06. The strike last trading price was 4.18, which was 1.58 higher than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 44

On 19 Dec SAIL was trading at 125.91. The strike last trading price was 2.6, which was -0.34 lower than the previous day. The implied volatity was 29.72, the open interest changed by 2 which increased total open position to 44

On 18 Dec SAIL was trading at 127.27. The strike last trading price was 2.94, which was 0.89 higher than the previous day. The implied volatity was 28.73, the open interest changed by 31 which increased total open position to 32

On 17 Dec SAIL was trading at 130.20. The strike last trading price was 2.05, which was -7.79 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec SAIL was trading at 129.68. The strike last trading price was 2.05, which was -7.79 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec SAIL was trading at 132.31. The strike last trading price was 2.05, which was -7.79 lower than the previous day. The implied volatity was 8.26, the open interest changed by 0 which decreased total open position to 0

On 12 Dec SAIL was trading at 131.90. The strike last trading price was 9.84, 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 Dec SAIL was trading at 129.54. The strike last trading price was 9.84, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0

On 10 Dec SAIL was trading at 128.52. The strike last trading price was 9.84, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 9.84, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 9.84, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 9.84, 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 Dec SAIL was trading at 132.14. The strike last trading price was 9.84, 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 Dec SAIL was trading at 131.92. The strike last trading price was 9.84, 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 2 Dec SAIL was trading at 132.46. The strike last trading price was 9.84, 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 9.84, 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 9.84, 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 9.84, 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 9.84, 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 133 PE
Delta: -0.04 Vega: 0.03 Theta: -0.02 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Jan	146.33	0.16 ₹ 752	0.02 94.00	25.10	5 23,500	-1 -4,700	212 9,96,400
5 Jan	150.85	0.14 ₹ 658	-0.36 -1692.00	29.43	3 14,100	-1 -4,700	213 10,01,100
2 Jan	147.47	0.5 ₹ 2,350	-0.33 -1551.00	31.65	7 32,900	-5 -23,500	214 10,05,800
1 Jan	148.45	0.86 ₹ 4,042	-0.26 -1222.00	37.00	150 7,05,000	7 32,900	215 10,10,500
31 Dec	146.99	1.07 ₹ 5,029	-1.02 -4794.00	37.70	425 19,97,500	68 3,19,600	207 9,72,900
30 Dec	141.02	2.03 ₹ 9,541	-2.29 -10763.00	36.28	288 13,53,600	52 2,44,400	138 6,48,600
29 Dec	134.09	4.29 ₹ 20,163	-0.29 -1363.00	35.71	198 9,30,600	38 1,78,600	88 4,13,600
26 Dec	132.32	4.66 ₹ 21,902	-0.21 -987.00	31.34	54 2,53,800	23 1,08,100	49 2,30,300
24 Dec	131.85	5.16 ₹ 24,252	0.56 2632.00	30.69	55 2,58,500	20 94,000	25 1,17,500
23 Dec	132.71	4.6 ₹ 21,620	-1 -4700.00	31.88	3 14,100	1 4,700	4 18,800
22 Dec	130.06	5.6 ₹ 26,320	-3.6 -16920.00	28.41	6 28,200	3 14,100	3 14,100
19 Dec	125.91	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
18 Dec	127.27	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
17 Dec	130.20	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
16 Dec	129.68	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
15 Dec	132.31	9.2 ₹ 43,240	0 0.00	0.86	0 0	0 0	0 0
12 Dec	131.90	9.2 ₹ 43,240	0 0.00	0.51	0 0	0 0	0 0
11 Dec	129.54	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
10 Dec	128.52	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
9 Dec	129.15	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
8 Dec	129.75	9.2 ₹ 43,240	0 0.00	-	0 0	0 0	0 0
5 Dec	132.54	9.2 ₹ 43,240	0 0.00	1.02	0 0	0 0	0 0
4 Dec	132.14	9.2 ₹ 43,240	0 0.00	0.82	0 0	0 0	0 0
3 Dec	131.92	9.2 ₹ 43,240	0 0.00	0.75	0 0	0 0	0 0
2 Dec	132.46	9.2 ₹ 43,240	0 0.00	1.27	0 0	0 0	0 0
1 Dec	135.05	9.2 ₹ 43,240	0 0.00	2.57	0 0	0 0	0 0
28 Nov	134.91	9.2 ₹ 43,240	0 0.00	2.62	0 0	0 0	0 0
27 Nov	136.21	9.2 ₹ 43,240	0 0.00	3.48	0 0	0 0	0 0
26 Nov	136.92	9.2 ₹ 43,240	0 0.00	3.47	0 0	0 0	0 0

For Steel Authority Of India - strike price 133 expiring on 27JAN2026

Delta for 133 PE is -0.04

Historical price for 133 PE is as follows

On 6 Jan SAIL was trading at 146.33. The strike last trading price was 0.16, which was 0.02 higher than the previous day. The implied volatity was 25.10, the open interest changed by -1 which decreased total open position to 212

On 5 Jan SAIL was trading at 150.85. The strike last trading price was 0.14, which was -0.36 lower than the previous day. The implied volatity was 29.43, the open interest changed by -1 which decreased total open position to 213

On 2 Jan SAIL was trading at 147.47. The strike last trading price was 0.5, which was -0.33 lower than the previous day. The implied volatity was 31.65, the open interest changed by -5 which decreased total open position to 214

On 1 Jan SAIL was trading at 148.45. The strike last trading price was 0.86, which was -0.26 lower than the previous day. The implied volatity was 37.00, the open interest changed by 7 which increased total open position to 215

On 31 Dec SAIL was trading at 146.99. The strike last trading price was 1.07, which was -1.02 lower than the previous day. The implied volatity was 37.70, the open interest changed by 68 which increased total open position to 207

On 30 Dec SAIL was trading at 141.02. The strike last trading price was 2.03, which was -2.29 lower than the previous day. The implied volatity was 36.28, the open interest changed by 52 which increased total open position to 138

On 29 Dec SAIL was trading at 134.09. The strike last trading price was 4.29, which was -0.29 lower than the previous day. The implied volatity was 35.71, the open interest changed by 38 which increased total open position to 88

On 26 Dec SAIL was trading at 132.32. The strike last trading price was 4.66, which was -0.21 lower than the previous day. The implied volatity was 31.34, the open interest changed by 23 which increased total open position to 49

On 24 Dec SAIL was trading at 131.85. The strike last trading price was 5.16, which was 0.56 higher than the previous day. The implied volatity was 30.69, the open interest changed by 20 which increased total open position to 25

On 23 Dec SAIL was trading at 132.71. The strike last trading price was 4.6, which was -1 lower than the previous day. The implied volatity was 31.88, the open interest changed by 1 which increased total open position to 4

On 22 Dec SAIL was trading at 130.06. The strike last trading price was 5.6, which was -3.6 lower than the previous day. The implied volatity was 28.41, the open interest changed by 3 which increased total open position to 3

On 19 Dec SAIL was trading at 125.91. The strike last trading price was 9.2, 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 Dec SAIL was trading at 127.27. The strike last trading price was 9.2, 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 Dec SAIL was trading at 130.20. The strike last trading price was 9.2, 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 16 Dec SAIL was trading at 129.68. The strike last trading price was 9.2, 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 15 Dec SAIL was trading at 132.31. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0

On 12 Dec SAIL was trading at 131.90. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0

On 11 Dec SAIL was trading at 129.54. The strike last trading price was 9.2, 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 Dec SAIL was trading at 128.52. The strike last trading price was 9.2, 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 Dec SAIL was trading at 129.15. The strike last trading price was 9.2, 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 Dec SAIL was trading at 129.75. The strike last trading price was 9.2, 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 5 Dec SAIL was trading at 132.54. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 1.27, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.57, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.62, 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 9.2, which was 0 lower than the previous day. The implied volatity was 3.48, 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 9.2, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0

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