SAIL
Steel Authority Of India
Historical option data for SAIL
09 Dec 2025 04:10 PM IST
| SAIL 30-DEC-2025 134 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.11
Theta: -0.09
Gamma: 0.04
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.11
Theta: -0.04
Gamma: 0.04
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| 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































































































































































































































