[--[65.84.65.76]--]

SAIL

Steel Authority Of India
131.9 +2.36 (1.82%)
L: 130.4 H: 132.6

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Historical option data for SAIL

12 Dec 2025 04:11 PM IST
SAIL 30-DEC-2025 133 CE
Delta: 0.49
Vega: 0.12
Theta: -0.10
Gamma: 0.05
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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