SAIL
Steel Authority Of India
Historical option data for SAIL
24 Apr 2026 01:28 PM IST
| SAIL 28-Apr-2026 (4d) 135 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 177.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 176.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 176.23 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 175.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 20 Apr | 172.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 173.33 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 171.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 166.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 167.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 166.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 163.35 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 164.41 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 160.62 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 160.44 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 155.16 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 155.82 | 28.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 135 expiring on 28APR2026
Delta for 135 CE is -
Historical price for 135 CE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 0, 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 Apr SAIL was trading at 176.45. The strike last trading price was 0, 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 22 Apr SAIL was trading at 176.23. The strike last trading price was 0, 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 Apr SAIL was trading at 175.06. The strike last trading price was 0, 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 Apr SAIL was trading at 172.71. The strike last trading price was 0, 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 Apr SAIL was trading at 173.33. The strike last trading price was 0, 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 Apr SAIL was trading at 171.32. The strike last trading price was 0, 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 Apr SAIL was trading at 166.95. The strike last trading price was 0, 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 Apr SAIL was trading at 167.88. The strike last trading price was 0, 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 Apr SAIL was trading at 166.02. The strike last trading price was 0, 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 Apr SAIL was trading at 163.35. The strike last trading price was 28.7, 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 Apr SAIL was trading at 164.41. The strike last trading price was 28.7, 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 Apr SAIL was trading at 160.62. The strike last trading price was 28.7, 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 Apr SAIL was trading at 160.44. The strike last trading price was 28.7, 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 Apr SAIL was trading at 155.16. The strike last trading price was 28.7, 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 Apr SAIL was trading at 155.82. The strike last trading price was 28.7, 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 28-Apr-2026 (4d) 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.01
Gamma: 0.00041
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 177.66 | 0.01 | 0 | 75.53 | 0 | 0 | 18 |
| 23 Apr | 176.45 | 0.01 | -0.13999999999999999 | 75.53 | 1 | 0 | 19 |
| 22 Apr | 176.23 | 0.15 | 0.04999999999999999 | 98.2 | 2 | 0 | 21 |
| 21 Apr | 175.06 | 0.1 | -0.1 | - | 0 | 0 | 21 |
| 20 Apr | 172.71 | 0.1 | -0.1 | - | 0 | 0 | 21 |
| 17 Apr | 173.33 | 0.1 | -0.1 | - | 0 | 0 | 21 |
| 16 Apr | 171.32 | 0.1 | -0.1 | - | 0 | 0 | 21 |
| 15 Apr | 166.95 | 0.1 | -0.1 | - | 0 | 0 | 21 |
| 13 Apr | 167.88 | 0.1 | -0.1 | - | 0 | 0 | 21 |
| 10 Apr | 166.02 | 0.1 | -0.1 | - | 0 | 0 | 21 |
| 9 Apr | 163.35 | 0.1 | -0.54 | 41.84 | 1 | 0 | 21 |
| 8 Apr | 164.41 | 0.6 | -0.16 | - | 0 | 0 | 21 |
| 7 Apr | 160.62 | 0.6 | -0.16 | 52.37 | 14 | 3 | 23 |
| 6 Apr | 160.44 | 0.75 | -0.58 | 52.9 | 15 | 9 | 20 |
| 2 Apr | 155.16 | 1.3 | -0.67 | 48.55 | 12 | 10 | 10 |
| 1 Apr | 155.82 | 1.97 | 0 | 15.67 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 135 expiring on 28APR2026
Delta for 135 PE is 0
Historical price for 135 PE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 75.53, the open interest changed by 0 which decreased total open position to 18
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 0.01, which was -0.13999999999999999 lower than the previous day. The implied volatity was 75.53, the open interest changed by 0 which decreased total open position to 19
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 0.15, which was 0.04999999999999999 higher than the previous day. The implied volatity was 98.2, the open interest changed by 0 which decreased total open position to 21
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 0.1, which was -0.54 lower than the previous day. The implied volatity was 41.84, the open interest changed by 0 which decreased total open position to 21
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 0.6, which was -0.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 0.6, which was -0.16 lower than the previous day. The implied volatity was 52.37, the open interest changed by 3 which increased total open position to 23
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 0.75, which was -0.58 lower than the previous day. The implied volatity was 52.9, the open interest changed by 9 which increased total open position to 20
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 1.3, which was -0.67 lower than the previous day. The implied volatity was 48.55, the open interest changed by 10 which increased total open position to 10
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 1.97, which was 0 lower than the previous day. The implied volatity was 15.67, the open interest changed by 0 which decreased total open position to 0
