SAIL

Steel Authority Of India

132.54 +0.40 (0.30%)

L: 130.66 H: 133.2

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Historical option data for SAIL
05 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SAIL 30-DEC-2025 135 CE
Delta: 0.44 Vega: 0.14 Theta: -0.09 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	132.54	3.02 ₹ 14,194	-0.07 -329.00	27.33	1,162 54,61,400	-1 -4,700	1,202 56,49,400
4 Dec	132.14	3.19 ₹ 14,993	0.08 376.00	29.17	1,010 47,47,000	61 2,86,700	1,200 56,40,000

3 Dec	131.92	3.05 ₹ 14,335	-0.38 -1786.00	27.78	1,048 49,25,600	54 2,53,800	1,138 53,48,600
2 Dec	132.46	3.42 ₹ 16,074	-1.64 -7708.00	27.79	1,396 65,61,200	214 10,05,800	1,090 51,23,000
1 Dec	135.05	5.01 ₹ 23,547	-0.16 -752.00	29.33	1,162 54,61,400	233 10,95,100	875 41,12,500
28 Nov	134.91	5.22 ₹ 24,534	-0.78 -3666.00	29.02	1,245 58,51,500	143 6,72,100	635 29,84,500
27 Nov	136.21	6.15 ₹ 28,905	-0.43 -2021.00	28.96	939 44,13,300	187 8,78,900	504 23,68,800
26 Nov	136.92	6.25 ₹ 29,375	1.84 8648.00	28.94	2,094 98,41,800	301 14,14,700	317 14,89,900
25 Nov	132.25	4.31 ₹ 20,257	-9.09 -42723.00	29.17	13 61,100	3 14,100	12 56,400
24 Nov	132.08	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	0 0
21 Nov	134.08	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	0 0
20 Nov	138.19	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	9 42,300
19 Nov	139.99	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	0 0
18 Nov	138.90	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	0 0
17 Nov	141.33	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	9 42,300
14 Nov	141.99	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	9 42,300
13 Nov	144.72	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	0 0
12 Nov	143.49	13.5 ₹ 63,450	2.1 9870.00	-	0 0	0 0	0 0
11 Nov	144.40	13.5 ₹ 63,450	2.1 9870.00	-	0 0	2 9,400	0 0
10 Nov	144.34	13.5 ₹ 63,450	2.1 9870.00	33.07	2 9,400	1 4,700	8 37,600
7 Nov	141.00	11.4 ₹ 53,580	0.6 2820.00	33.26	4 18,800	1 4,700	6 28,200
6 Nov	137.91	10.8 ₹ 50,760	1.35 6345.00	-	0 0	0 0	0 0
4 Nov	138.18	10.8 ₹ 50,760	1.35 6345.00	-	0 0	2 9,400	0 0
3 Nov	137.97	10.8 ₹ 50,760	1.35 6345.00	37.18	4 18,800	2 9,400	5 23,500
31 Oct	136.85	9.45 ₹ 44,415	1.25 5875.00	-	2 9,400	0 0	2 9,400
30 Oct	137.05	8.2 ₹ 38,540	-0.8 -3760.00	26.28	3 14,100	1 4,700	1 4,700
29 Oct	140.55	9 ₹ 42,300	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 135 expiring on 30DEC2025

Delta for 135 CE is 0.44

Historical price for 135 CE is as follows

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 3.02, which was -0.07 lower than the previous day. The implied volatity was 27.33, the open interest changed by -1 which decreased total open position to 1202

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 3.19, which was 0.08 higher than the previous day. The implied volatity was 29.17, the open interest changed by 61 which increased total open position to 1200

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 3.05, which was -0.38 lower than the previous day. The implied volatity was 27.78, the open interest changed by 54 which increased total open position to 1138

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 3.42, which was -1.64 lower than the previous day. The implied volatity was 27.79, the open interest changed by 214 which increased total open position to 1090

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 5.01, which was -0.16 lower than the previous day. The implied volatity was 29.33, the open interest changed by 233 which increased total open position to 875

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 5.22, which was -0.78 lower than the previous day. The implied volatity was 29.02, the open interest changed by 143 which increased total open position to 635

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 6.15, which was -0.43 lower than the previous day. The implied volatity was 28.96, the open interest changed by 187 which increased total open position to 504

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 6.25, which was 1.84 higher than the previous day. The implied volatity was 28.94, the open interest changed by 301 which increased total open position to 317

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 4.31, which was -9.09 lower than the previous day. The implied volatity was 29.17, the open interest changed by 3 which increased total open position to 12

On 24 Nov SAIL was trading at 132.08. The strike last trading price was 13.5, which was 2.1 higher 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 13.5, which was 2.1 higher 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 13.5, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 19 Nov SAIL was trading at 139.99. The strike last trading price was 13.5, which was 2.1 higher 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 13.5, which was 2.1 higher 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 13.5, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 14 Nov SAIL was trading at 141.99. The strike last trading price was 13.5, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 13 Nov SAIL was trading at 144.72. The strike last trading price was 13.5, which was 2.1 higher 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 13.5, which was 2.1 higher 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 13.5, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 13.5, which was 2.1 higher than the previous day. The implied volatity was 33.07, the open interest changed by 1 which increased total open position to 8

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 11.4, which was 0.6 higher than the previous day. The implied volatity was 33.26, the open interest changed by 1 which increased total open position to 6

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 10.8, which was 1.35 higher 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 10.8, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 3 Nov SAIL was trading at 137.97. The strike last trading price was 10.8, which was 1.35 higher than the previous day. The implied volatity was 37.18, the open interest changed by 2 which increased total open position to 5

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 9.45, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 8.2, which was -0.8 lower than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 1

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 9, 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 135 PE
Delta: -0.56 Vega: 0.14 Theta: -0.05 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	132.54	4.71 ₹ 22,137	-0.45 -2115.00	27.41	141 6,62,700	-8 -37,600	517 24,29,900
4 Dec	132.14	5.12 ₹ 24,064	-0.38 -1786.00	28.37	77 3,61,900	-3 -14,100	525 24,67,500
3 Dec	131.92	5.45 ₹ 25,615	0.24 1128.00	30.32	156 7,33,200	-15 -70,500	527 24,76,900
2 Dec	132.46	5.04 ₹ 23,688	1.1 5170.00	29.17	343 16,12,100	-26 -1,22,200	543 25,52,100
1 Dec	135.05	3.94 ₹ 18,518	-0.25 -1175.00	29.58	460 21,62,000	37 1,73,900	567 26,64,900
28 Nov	134.91	4.1 ₹ 19,270	0.41 1927.00	29.39	561 26,36,700	-13 -61,100	525 24,67,500
27 Nov	136.21	3.6 ₹ 16,920	0.09 423.00	29.75	668 31,39,600	87 4,08,900	538 25,28,600
26 Nov	136.92	3.73 ₹ 17,531	-2.77 -13019.00	30.26	1,747 82,10,900	419 19,69,300	453 21,29,100
25 Nov	132.25	6.5 ₹ 30,550	2 9400.00	35.81	2 9,400	0 0	33 1,55,100
24 Nov	132.08	4.5 ₹ 21,150	2.45 11515.00	-	0 0	0 0	0 0
21 Nov	134.08	4.5 ₹ 21,150	2.45 11515.00	26.05	1 4,700	0 0	33 1,55,100
20 Nov	138.19	2.05 ₹ 9,635	0.05 235.00	-	0 0	-1 -4,700	0 0
19 Nov	139.99	2.05 ₹ 9,635	0.05 235.00	-	1 4,700	0 0	34 1,59,800
18 Nov	138.90	2 ₹ 9,400	-0.52 -2444.00	-	0 0	0 0	0 0
17 Nov	141.33	2 ₹ 9,400	-0.52 -2444.00	-	0 0	0 0	0 0
14 Nov	141.99	2 ₹ 9,400	-0.52 -2444.00	-	0 0	0 0	0 0
13 Nov	144.72	2 ₹ 9,400	-0.52 -2444.00	-	0 0	-1 -4,700	0 0
12 Nov	143.49	2 ₹ 9,400	-0.52 -2444.00	27.92	1 4,700	0 0	35 1,64,500
11 Nov	144.40	2.65 ₹ 12,455	-1 -4700.00	-	0 0	14 65,800	0 0
10 Nov	144.34	2.65 ₹ 12,455	-1 -4700.00	32.87	44 2,06,800	15 70,500	36 1,69,200
7 Nov	141.00	3.65 ₹ 17,155	-1.5 -7050.00	32.71	8 37,600	4 18,800	22 1,03,400
6 Nov	137.91	5.15 ₹ 24,205	0.41 1927.00	35.04	6 28,200	0 0	18 84,600
4 Nov	138.18	4.54 ₹ 21,338	0.14 658.00	32.36	17 79,900	4 18,800	19 89,300
3 Nov	137.97	4.4 ₹ 20,680	-0.75 -3525.00	31.28	21 98,700	5 23,500	11 51,700
31 Oct	136.85	5.15 ₹ 24,205	-5.3 -24910.00	-	0 0	6 28,200	0 0
30 Oct	137.05	5.15 ₹ 24,205	-5.3 -24910.00	32.31	7 32,900	5 23,500	5 23,500
29 Oct	140.55	10.45 ₹ 49,115	0 0.00	4.43	0 0	0 0	0 0

For Steel Authority Of India - strike price 135 expiring on 30DEC2025

Delta for 135 PE is -0.56

Historical price for 135 PE is as follows

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 4.71, which was -0.45 lower than the previous day. The implied volatity was 27.41, the open interest changed by -8 which decreased total open position to 517

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 5.12, which was -0.38 lower than the previous day. The implied volatity was 28.37, the open interest changed by -3 which decreased total open position to 525

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 5.45, which was 0.24 higher than the previous day. The implied volatity was 30.32, the open interest changed by -15 which decreased total open position to 527

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 5.04, which was 1.1 higher than the previous day. The implied volatity was 29.17, the open interest changed by -26 which decreased total open position to 543

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 3.94, which was -0.25 lower than the previous day. The implied volatity was 29.58, the open interest changed by 37 which increased total open position to 567

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 4.1, which was 0.41 higher than the previous day. The implied volatity was 29.39, the open interest changed by -13 which decreased total open position to 525

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 3.6, which was 0.09 higher than the previous day. The implied volatity was 29.75, the open interest changed by 87 which increased total open position to 538

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 3.73, which was -2.77 lower than the previous day. The implied volatity was 30.26, the open interest changed by 419 which increased total open position to 453

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 6.5, which was 2 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 33

On 24 Nov SAIL was trading at 132.08. The strike last trading price was 4.5, which was 2.45 higher 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 4.5, which was 2.45 higher than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 33

On 20 Nov SAIL was trading at 138.19. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 19 Nov SAIL was trading at 139.99. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34

On 18 Nov SAIL was trading at 138.90. The strike last trading price was 2, which was -0.52 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 2, which was -0.52 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 2, which was -0.52 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 2, which was -0.52 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 12 Nov SAIL was trading at 143.49. The strike last trading price was 2, which was -0.52 lower than the previous day. The implied volatity was 27.92, the open interest changed by 0 which decreased total open position to 35

On 11 Nov SAIL was trading at 144.40. The strike last trading price was 2.65, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 2.65, which was -1 lower than the previous day. The implied volatity was 32.87, the open interest changed by 15 which increased total open position to 36

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 3.65, which was -1.5 lower than the previous day. The implied volatity was 32.71, the open interest changed by 4 which increased total open position to 22

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 5.15, which was 0.41 higher than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 18

On 4 Nov SAIL was trading at 138.18. The strike last trading price was 4.54, which was 0.14 higher than the previous day. The implied volatity was 32.36, the open interest changed by 4 which increased total open position to 19

On 3 Nov SAIL was trading at 137.97. The strike last trading price was 4.4, which was -0.75 lower than the previous day. The implied volatity was 31.28, the open interest changed by 5 which increased total open position to 11

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 5.15, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 5.15, which was -5.3 lower than the previous day. The implied volatity was 32.31, the open interest changed by 5 which increased total open position to 5

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0

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