SAIL
Steel Authority Of India
Historical option data for SAIL
12 Dec 2025 04:11 PM IST
| SAIL 30-DEC-2025 133 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.12
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 131.90 | 2.87 | 0.83 | 25.96 | 283 | -4 | 263 | |||||||||
| 11 Dec | 129.54 | 1.99 | 0.09 | 27.70 | 146 | 0 | 268 | |||||||||
| 10 Dec | 128.52 | 1.86 | -0.44 | 29.88 | 145 | -1 | 268 | |||||||||
| 9 Dec | 129.15 | 2.25 | -0.28 | 29.78 | 92 | 15 | 269 | |||||||||
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| 8 Dec | 129.75 | 2.36 | -1.62 | 28.65 | 225 | 58 | 254 | |||||||||
| 5 Dec | 132.54 | 3.86 | -0.11 | 26.83 | 175 | 39 | 195 | |||||||||
| 4 Dec | 132.14 | 4 | 0.03 | 28.66 | 206 | 11 | 157 | |||||||||
| 3 Dec | 131.92 | 3.91 | -0.45 | 27.37 | 276 | 74 | 147 | |||||||||
| 2 Dec | 132.46 | 4.44 | -2.96 | 28.41 | 217 | 61 | 71 | |||||||||
| 1 Dec | 135.05 | 7.4 | -2.55 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 134.91 | 7.4 | -2.55 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 136.21 | 7.4 | -2.55 | - | 0 | 10 | 0 | |||||||||
| 26 Nov | 136.92 | 7.4 | -2.55 | 28.61 | 25 | 11 | 11 | |||||||||
| 25 Nov | 132.25 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 132.08 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 134.08 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 138.19 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 139.99 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 138.90 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 141.33 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 141.99 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 144.72 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 143.49 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 144.40 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 144.34 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 141.00 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 137.91 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 138.18 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 137.97 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 136.85 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 137.05 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 140.55 | 9.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 133 expiring on 30DEC2025
Delta for 133 CE is 0.49
Historical price for 133 CE is as follows
On 12 Dec SAIL was trading at 131.90. The strike last trading price was 2.87, which was 0.83 higher than the previous day. The implied volatity was 25.96, the open interest changed by -4 which decreased total open position to 263
On 11 Dec SAIL was trading at 129.54. The strike last trading price was 1.99, which was 0.09 higher than the previous day. The implied volatity was 27.70, the open interest changed by 0 which decreased total open position to 268
On 10 Dec SAIL was trading at 128.52. The strike last trading price was 1.86, which was -0.44 lower than the previous day. The implied volatity was 29.88, the open interest changed by -1 which decreased total open position to 268
On 9 Dec SAIL was trading at 129.15. The strike last trading price was 2.25, which was -0.28 lower than the previous day. The implied volatity was 29.78, the open interest changed by 15 which increased total open position to 269
On 8 Dec SAIL was trading at 129.75. The strike last trading price was 2.36, which was -1.62 lower than the previous day. The implied volatity was 28.65, the open interest changed by 58 which increased total open position to 254
On 5 Dec SAIL was trading at 132.54. The strike last trading price was 3.86, which was -0.11 lower than the previous day. The implied volatity was 26.83, the open interest changed by 39 which increased total open position to 195
On 4 Dec SAIL was trading at 132.14. The strike last trading price was 4, which was 0.03 higher than the previous day. The implied volatity was 28.66, the open interest changed by 11 which increased total open position to 157
On 3 Dec SAIL was trading at 131.92. The strike last trading price was 3.91, which was -0.45 lower than the previous day. The implied volatity was 27.37, the open interest changed by 74 which increased total open position to 147
On 2 Dec SAIL was trading at 132.46. The strike last trading price was 4.44, which was -2.96 lower than the previous day. The implied volatity was 28.41, the open interest changed by 61 which increased total open position to 71
On 1 Dec SAIL was trading at 135.05. The strike last trading price was 7.4, which was -2.55 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 7.4, which was -2.55 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 7.4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 26 Nov SAIL was trading at 136.92. The strike last trading price was 7.4, which was -2.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by 11 which increased total open position to 11
On 25 Nov SAIL was trading at 132.25. The strike last trading price was 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 9.95, 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 133 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 131.90 | 4.84 | -1.02 | - | 0 | 0 | 92 |
| 11 Dec | 129.54 | 4.84 | -1.02 | 25.80 | 6 | -2 | 92 |
| 10 Dec | 128.52 | 6.05 | 0.77 | 28.36 | 45 | -10 | 93 |
| 9 Dec | 129.15 | 5.46 | -0.17 | 27.83 | 19 | -6 | 104 |
| 8 Dec | 129.75 | 5.69 | 2.18 | 31.36 | 46 | 2 | 109 |
| 5 Dec | 132.54 | 3.58 | -0.42 | 27.03 | 48 | 2 | 109 |
| 4 Dec | 132.14 | 3.92 | -0.3 | 27.69 | 104 | 2 | 105 |
| 3 Dec | 131.92 | 4.27 | 0.12 | 29.75 | 102 | 24 | 103 |
| 2 Dec | 132.46 | 4.13 | 1.03 | 30.17 | 238 | 67 | 77 |
| 1 Dec | 135.05 | 3.09 | -0.11 | 29.77 | 19 | 9 | 10 |
| 28 Nov | 134.91 | 3.2 | -6.15 | 29.26 | 1 | 0 | 0 |
| 27 Nov | 136.21 | 9.35 | 0 | 3.83 | 0 | 0 | 0 |
| 26 Nov | 136.92 | 9.35 | 0 | 3.77 | 0 | 0 | 0 |
| 25 Nov | 132.25 | 9.35 | 0 | 0.91 | 0 | 0 | 0 |
| 24 Nov | 132.08 | 9.35 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 134.08 | 9.35 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 138.19 | 9.35 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 139.99 | 9.35 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 138.90 | 9.35 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 141.33 | 9.35 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 141.99 | 9.35 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 144.72 | 9.35 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 143.49 | 9.35 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 144.40 | 9.35 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 144.34 | 9.35 | 0 | 7.87 | 0 | 0 | 0 |
| 7 Nov | 141.00 | 9.35 | 0 | 5.99 | 0 | 0 | 0 |
| 6 Nov | 137.91 | 9.35 | 0 | 4.28 | 0 | 0 | 0 |
| 4 Nov | 138.18 | 9.35 | 0 | 4.51 | 0 | 0 | 0 |
| 3 Nov | 137.97 | 9.35 | 0 | 4.44 | 0 | 0 | 0 |
| 31 Oct | 136.85 | 9.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 137.05 | 9.35 | 0 | 3.82 | 0 | 0 | 0 |
| 29 Oct | 140.55 | 9.35 | 0 | 5.54 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 133 expiring on 30DEC2025
Delta for 133 PE is -
Historical price for 133 PE is as follows
On 12 Dec SAIL was trading at 131.90. The strike last trading price was 4.84, which was -1.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 11 Dec SAIL was trading at 129.54. The strike last trading price was 4.84, which was -1.02 lower than the previous day. The implied volatity was 25.80, the open interest changed by -2 which decreased total open position to 92
On 10 Dec SAIL was trading at 128.52. The strike last trading price was 6.05, which was 0.77 higher than the previous day. The implied volatity was 28.36, the open interest changed by -10 which decreased total open position to 93
On 9 Dec SAIL was trading at 129.15. The strike last trading price was 5.46, which was -0.17 lower than the previous day. The implied volatity was 27.83, the open interest changed by -6 which decreased total open position to 104
On 8 Dec SAIL was trading at 129.75. The strike last trading price was 5.69, which was 2.18 higher than the previous day. The implied volatity was 31.36, the open interest changed by 2 which increased total open position to 109
On 5 Dec SAIL was trading at 132.54. The strike last trading price was 3.58, which was -0.42 lower than the previous day. The implied volatity was 27.03, the open interest changed by 2 which increased total open position to 109
On 4 Dec SAIL was trading at 132.14. The strike last trading price was 3.92, which was -0.3 lower than the previous day. The implied volatity was 27.69, the open interest changed by 2 which increased total open position to 105
On 3 Dec SAIL was trading at 131.92. The strike last trading price was 4.27, which was 0.12 higher than the previous day. The implied volatity was 29.75, the open interest changed by 24 which increased total open position to 103
On 2 Dec SAIL was trading at 132.46. The strike last trading price was 4.13, which was 1.03 higher than the previous day. The implied volatity was 30.17, the open interest changed by 67 which increased total open position to 77
On 1 Dec SAIL was trading at 135.05. The strike last trading price was 3.09, which was -0.11 lower than the previous day. The implied volatity was 29.77, the open interest changed by 9 which increased total open position to 10
On 28 Nov SAIL was trading at 134.91. The strike last trading price was 3.2, which was -6.15 lower than the previous day. The implied volatity was 29.26, 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 9.35, which was 0 lower than the previous day. The implied volatity was 3.83, 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 9.35, which was 0 lower than the previous day. The implied volatity was 3.77, 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 9.35, which was 0 lower than the previous day. The implied volatity was 0.91, 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 9.35, 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 21 Nov SAIL was trading at 134.08. The strike last trading price was 9.35, 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 20 Nov SAIL was trading at 138.19. The strike last trading price was 9.35, 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 19 Nov SAIL was trading at 139.99. The strike last trading price was 9.35, 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 18 Nov SAIL was trading at 138.90. The strike last trading price was 9.35, 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 17 Nov SAIL was trading at 141.33. The strike last trading price was 9.35, 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 14 Nov SAIL was trading at 141.99. The strike last trading price was 9.35, 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 13 Nov SAIL was trading at 144.72. The strike last trading price was 9.35, 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 12 Nov SAIL was trading at 143.49. The strike last trading price was 9.35, 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 11 Nov SAIL was trading at 144.40. The strike last trading price was 9.35, 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 10 Nov SAIL was trading at 144.34. The strike last trading price was 9.35, which was 0 lower than the previous day. The implied volatity was 7.87, 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 9.35, which was 0 lower than the previous day. The implied volatity was 5.99, 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 9.35, which was 0 lower than the previous day. The implied volatity was 4.28, 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 9.35, which was 0 lower than the previous day. The implied volatity was 4.51, 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 9.35, which was 0 lower than the previous day. The implied volatity was 4.44, 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 9.35, 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 9.35, which was 0 lower than the previous day. The implied volatity was 3.82, 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 9.35, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0































































































































































































































