[--[65.84.65.76]--]

SAIL

Steel Authority Of India
129.15 -0.60 (-0.46%)
L: 126.8 H: 129.92

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Historical option data for SAIL

09 Dec 2025 04:10 PM IST
SAIL 30-DEC-2025 134 CE
Delta: 0.33
Vega: 0.11
Theta: -0.09
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 129.15 1.97 -0.27 30.16 69 2 214
8 Dec 129.75 2.14 -1.37 29.95 171 52 212
5 Dec 132.54 3.43 -0.1 27.16 180 31 156
4 Dec 132.14 3.66 0.26 29.51 177 23 125
3 Dec 131.92 3.46 -0.39 27.45 157 37 104
2 Dec 132.46 3.95 -1.66 28.12 214 53 67
1 Dec 135.05 5.63 -0.12 29.89 15 0 10
28 Nov 134.91 5.7 -1.33 28.67 39 9 10
27 Nov 136.21 7.03 -6.27 - 0 1 0
26 Nov 136.92 7.03 -6.27 30.20 3 0 0
25 Nov 132.25 13.3 0 0.11 0 0 0
24 Nov 132.08 13.3 0 - 0 0 0
21 Nov 134.08 13.3 0 - 0 0 0
20 Nov 138.19 13.3 0 - 0 0 0
19 Nov 139.99 13.3 0 - 0 0 0
18 Nov 138.90 13.3 0 - 0 0 0
17 Nov 141.33 13.3 0 - 0 0 0
14 Nov 141.99 13.3 0 - 0 0 0
13 Nov 144.72 13.3 0 - 0 0 0
12 Nov 143.49 13.3 0 - 0 0 0
11 Nov 144.40 13.3 0 - 0 0 0
10 Nov 144.34 13.3 0 - 0 0 0
7 Nov 141.00 13.3 0 - 0 0 0
6 Nov 137.91 13.3 0 - 0 0 0
4 Nov 138.18 13.3 0 - 0 0 0
3 Nov 137.97 13.3 0 - 0 0 0
31 Oct 136.85 13.3 0 - 0 0 0
30 Oct 137.05 13.3 0 - 0 0 0
29 Oct 140.55 13.3 0 - 0 0 0
28 Oct 132.16 13.3 0 - 0 0 0
27 Oct 129.90 13.3 0 1.19 0 0 0
24 Oct 129.46 13.3 0 1.28 0 0 0
23 Oct 129.34 13.3 0 1.53 0 0 0
20 Oct 129.84 13.3 0 1.05 0 0 0
14 Oct 128.77 13.3 0 1.62 0 0 0
10 Oct 132.17 13.3 0 - 0 0 0
9 Oct 136.46 13.3 0 - 0 0 0
8 Oct 131.72 13.3 0 - 0 0 0
6 Oct 132.62 13.3 0 - 0 0 0
3 Oct 134.96 13.3 0 - 0 0 0


For Steel Authority Of India - strike price 134 expiring on 30DEC2025

Delta for 134 CE is 0.33

Historical price for 134 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 1.97, which was -0.27 lower than the previous day. The implied volatity was 30.16, the open interest changed by 2 which increased total open position to 214


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 2.14, which was -1.37 lower than the previous day. The implied volatity was 29.95, the open interest changed by 52 which increased total open position to 212


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 3.43, which was -0.1 lower than the previous day. The implied volatity was 27.16, the open interest changed by 31 which increased total open position to 156


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 3.66, which was 0.26 higher than the previous day. The implied volatity was 29.51, the open interest changed by 23 which increased total open position to 125


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 3.46, which was -0.39 lower than the previous day. The implied volatity was 27.45, the open interest changed by 37 which increased total open position to 104


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 3.95, which was -1.66 lower than the previous day. The implied volatity was 28.12, the open interest changed by 53 which increased total open position to 67


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 5.63, which was -0.12 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 10


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 5.7, which was -1.33 lower than the previous day. The implied volatity was 28.67, the open interest changed by 9 which increased total open position to 10


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 7.03, which was -6.27 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 7.03, which was -6.27 lower than the previous day. The implied volatity was 30.20, 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 13.3, which was 0 lower than the previous day. The implied volatity was 0.11, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, which was 0 lower than the previous day. The implied volatity was 1.19, 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 13.3, which was 0 lower than the previous day. The implied volatity was 1.28, 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 13.3, which was 0 lower than the previous day. The implied volatity was 1.53, 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 13.3, which was 0 lower than the previous day. The implied volatity was 1.05, 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 13.3, 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 10 Oct SAIL was trading at 132.17. The strike last trading price was 13.3, 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 13.3, 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 13.3, 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 13.3, 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 13.3, 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 134 PE
Delta: -0.70
Vega: 0.11
Theta: -0.04
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 129.15 5.92 -0.42 25.79 11 -6 91
8 Dec 129.75 6.4 2.34 31.36 24 -7 98
5 Dec 132.54 4.17 -0.36 27.55 21 -2 103
4 Dec 132.14 4.44 -0.4 27.60 69 2 104
3 Dec 131.92 4.88 0.21 30.30 50 14 102
2 Dec 132.46 4.57 1.07 29.92 334 48 89
1 Dec 135.05 3.5 -0.21 29.69 37 13 41
28 Nov 134.91 3.78 0.41 30.27 87 24 25
27 Nov 136.21 3.39 -7.41 31.04 7 0 0
26 Nov 136.92 10.8 0 3.04 0 0 0
25 Nov 132.25 10.8 0 - 0 0 0
24 Nov 132.08 10.8 0 - 0 0 0
21 Nov 134.08 10.8 0 - 0 0 0
20 Nov 138.19 10.8 0 - 0 0 0
19 Nov 139.99 10.8 0 - 0 0 0
18 Nov 138.90 10.8 0 - 0 0 0
17 Nov 141.33 10.8 0 - 0 0 0
14 Nov 141.99 10.8 0 - 0 0 0
13 Nov 144.72 10.8 0 - 0 0 0
12 Nov 143.49 10.8 0 - 0 0 0
11 Nov 144.40 10.8 0 - 0 0 0
10 Nov 144.34 10.8 0 7.30 0 0 0
7 Nov 141.00 10.8 0 5.37 0 0 0
6 Nov 137.91 10.8 0 3.73 0 0 0
4 Nov 138.18 10.8 0 3.91 0 0 0
3 Nov 137.97 10.8 0 3.84 0 0 0
31 Oct 136.85 10.8 0 - 0 0 0
30 Oct 137.05 10.8 0 3.18 0 0 0
29 Oct 140.55 10.8 0 4.98 0 0 0
28 Oct 132.16 10.8 0 - 0 0 0
27 Oct 129.90 10.8 0 - 0 0 0
24 Oct 129.46 10.8 0 - 0 0 0
23 Oct 129.34 10.8 0 - 0 0 0
20 Oct 129.84 10.8 0 - 0 0 0
14 Oct 128.77 10.8 0 - 0 0 0
10 Oct 132.17 10.8 0 0.42 0 0 0
9 Oct 136.46 10.8 0 2.77 0 0 0
8 Oct 131.72 10.8 0 0.62 0 0 0
6 Oct 132.62 10.8 0 - 0 0 0
3 Oct 134.96 10.8 0 2.94 0 0 0


For Steel Authority Of India - strike price 134 expiring on 30DEC2025

Delta for 134 PE is -0.70

Historical price for 134 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 5.92, which was -0.42 lower than the previous day. The implied volatity was 25.79, the open interest changed by -6 which decreased total open position to 91


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 6.4, which was 2.34 higher than the previous day. The implied volatity was 31.36, the open interest changed by -7 which decreased total open position to 98


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 4.17, which was -0.36 lower than the previous day. The implied volatity was 27.55, the open interest changed by -2 which decreased total open position to 103


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 4.44, which was -0.4 lower than the previous day. The implied volatity was 27.60, the open interest changed by 2 which increased total open position to 104


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 4.88, which was 0.21 higher than the previous day. The implied volatity was 30.30, the open interest changed by 14 which increased total open position to 102


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 4.57, which was 1.07 higher than the previous day. The implied volatity was 29.92, the open interest changed by 48 which increased total open position to 89


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 3.5, which was -0.21 lower than the previous day. The implied volatity was 29.69, the open interest changed by 13 which increased total open position to 41


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 3.78, which was 0.41 higher than the previous day. The implied volatity was 30.27, the open interest changed by 24 which increased total open position to 25


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 3.39, which was -7.41 lower than the previous day. The implied volatity was 31.04, 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 10.8, which was 0 lower than the previous day. The implied volatity was 3.04, 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 10.8, 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 Nov SAIL was trading at 132.08. The strike last trading price was 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, which was 0 lower than the previous day. The implied volatity was 7.30, 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 10.8, which was 0 lower than the previous day. The implied volatity was 5.37, 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 10.8, which was 0 lower than the previous day. The implied volatity was 3.73, 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 10.8, which was 0 lower than the previous day. The implied volatity was 3.91, 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 10.8, which was 0 lower than the previous day. The implied volatity was 3.84, 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 10.8, 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 10.8, which was 0 lower than the previous day. The implied volatity was 3.18, 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 10.8, which was 0 lower than the previous day. The implied volatity was 4.98, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, 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 Oct SAIL was trading at 128.77. The strike last trading price was 10.8, 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 10.8, which was 0 lower than the previous day. The implied volatity was 0.42, 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 10.8, which was 0 lower than the previous day. The implied volatity was 2.77, 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 10.8, which was 0 lower than the previous day. The implied volatity was 0.62, 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 10.8, 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 10.8, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0