[--[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 140 CE
Delta: 0.17
Vega: 0.08
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 129.15 0.88 -0.1 32.55 794 133 2,672
8 Dec 129.75 0.92 -0.59 31.58 1,540 491 2,538
5 Dec 132.54 1.47 -0.11 27.75 1,032 179 2,052
4 Dec 132.14 1.64 0.03 29.52 747 37 1,874
3 Dec 131.92 1.58 -0.21 28.38 926 78 1,839
2 Dec 132.46 1.83 -1.07 28.43 1,325 127 1,762
1 Dec 135.05 2.86 -0.22 29.41 1,514 220 1,636
28 Nov 134.91 3.14 -0.49 29.66 1,126 73 1,411
27 Nov 136.21 3.73 -0.31 28.99 2,565 72 1,339
26 Nov 136.92 3.73 1.44 28.42 5,544 1,202 1,262
25 Nov 132.25 2.29 -0.26 28.06 3 1 61
24 Nov 132.08 2.55 0 - 2 0 61
21 Nov 134.08 2.55 -2.2 25.69 1 0 61
20 Nov 138.19 4.75 0 - 1 0 62
19 Nov 139.99 4.75 0.5 21.24 1 0 62
18 Nov 138.90 4.25 -3.3 - 4 -2 62
17 Nov 141.33 7.55 -0.55 - 0 -1 0
14 Nov 141.99 7.55 -0.55 - 1 0 65
13 Nov 144.72 8.1 -2.46 - 1 0 66
12 Nov 143.49 10.2 2.31 - 0 0 0
11 Nov 144.40 10.2 2.31 - 0 4 0
10 Nov 144.34 10.2 2.31 32.97 64 4 66
7 Nov 141.00 8 1.7 31.09 37 0 62
6 Nov 137.91 6.38 -0.03 30.64 29 11 62
4 Nov 138.18 6.42 -0.9 29.00 19 2 52
3 Nov 137.97 7.32 0.97 33.05 33 12 49
31 Oct 136.85 6.5 0.25 - 21 0 35
30 Oct 137.05 6.25 -2.3 28.96 50 13 35
29 Oct 140.55 8.55 4.05 31.31 65 11 22
28 Oct 132.16 4.5 0.3 - 0 0 11
27 Oct 129.90 4.5 0.3 - 0 0 11
24 Oct 129.46 4.5 0.3 - 0 1 0
23 Oct 129.34 4.5 0.3 34.99 1 0 10
21 Oct 129.95 4.2 -0.35 31.75 4 0 14
20 Oct 129.84 4.55 -0.3 32.84 5 4 13
14 Oct 128.77 4.85 -1.4 35.03 6 4 7
13 Oct 132.51 6.25 -0.25 32.99 1 0 2
10 Oct 132.17 6.5 -1.65 - 0 1 0
9 Oct 136.46 6.5 -1.65 25.91 2 1 2
8 Oct 131.72 8.15 -2.5 - 0 0 0
6 Oct 132.62 8.15 -2.5 - 0 1 0
3 Oct 134.96 8.15 -2.5 33.80 1 0 0


For Steel Authority Of India - strike price 140 expiring on 30DEC2025

Delta for 140 CE is 0.17

Historical price for 140 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 0.88, which was -0.1 lower than the previous day. The implied volatity was 32.55, the open interest changed by 133 which increased total open position to 2672


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 0.92, which was -0.59 lower than the previous day. The implied volatity was 31.58, the open interest changed by 491 which increased total open position to 2538


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 1.47, which was -0.11 lower than the previous day. The implied volatity was 27.75, the open interest changed by 179 which increased total open position to 2052


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 1.64, which was 0.03 higher than the previous day. The implied volatity was 29.52, the open interest changed by 37 which increased total open position to 1874


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 1.58, which was -0.21 lower than the previous day. The implied volatity was 28.38, the open interest changed by 78 which increased total open position to 1839


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 1.83, which was -1.07 lower than the previous day. The implied volatity was 28.43, the open interest changed by 127 which increased total open position to 1762


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 2.86, which was -0.22 lower than the previous day. The implied volatity was 29.41, the open interest changed by 220 which increased total open position to 1636


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 3.14, which was -0.49 lower than the previous day. The implied volatity was 29.66, the open interest changed by 73 which increased total open position to 1411


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 3.73, which was -0.31 lower than the previous day. The implied volatity was 28.99, the open interest changed by 72 which increased total open position to 1339


On 26 Nov SAIL was trading at 136.92. The strike last trading price was 3.73, which was 1.44 higher than the previous day. The implied volatity was 28.42, the open interest changed by 1202 which increased total open position to 1262


On 25 Nov SAIL was trading at 132.25. The strike last trading price was 2.29, which was -0.26 lower than the previous day. The implied volatity was 28.06, the open interest changed by 1 which increased total open position to 61


On 24 Nov SAIL was trading at 132.08. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 21 Nov SAIL was trading at 134.08. The strike last trading price was 2.55, which was -2.2 lower than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 61


On 20 Nov SAIL was trading at 138.19. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62


On 19 Nov SAIL was trading at 139.99. The strike last trading price was 4.75, which was 0.5 higher than the previous day. The implied volatity was 21.24, the open interest changed by 0 which decreased total open position to 62


On 18 Nov SAIL was trading at 138.90. The strike last trading price was 4.25, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 62


On 17 Nov SAIL was trading at 141.33. The strike last trading price was 7.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 14 Nov SAIL was trading at 141.99. The strike last trading price was 7.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65


On 13 Nov SAIL was trading at 144.72. The strike last trading price was 8.1, which was -2.46 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 12 Nov SAIL was trading at 143.49. The strike last trading price was 10.2, which was 2.31 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 10.2, which was 2.31 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 10 Nov SAIL was trading at 144.34. The strike last trading price was 10.2, which was 2.31 higher than the previous day. The implied volatity was 32.97, the open interest changed by 4 which increased total open position to 66


On 7 Nov SAIL was trading at 141.00. The strike last trading price was 8, which was 1.7 higher than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 62


On 6 Nov SAIL was trading at 137.91. The strike last trading price was 6.38, which was -0.03 lower than the previous day. The implied volatity was 30.64, the open interest changed by 11 which increased total open position to 62


On 4 Nov SAIL was trading at 138.18. The strike last trading price was 6.42, which was -0.9 lower than the previous day. The implied volatity was 29.00, the open interest changed by 2 which increased total open position to 52


On 3 Nov SAIL was trading at 137.97. The strike last trading price was 7.32, which was 0.97 higher than the previous day. The implied volatity was 33.05, the open interest changed by 12 which increased total open position to 49


On 31 Oct SAIL was trading at 136.85. The strike last trading price was 6.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 30 Oct SAIL was trading at 137.05. The strike last trading price was 6.25, which was -2.3 lower than the previous day. The implied volatity was 28.96, the open interest changed by 13 which increased total open position to 35


On 29 Oct SAIL was trading at 140.55. The strike last trading price was 8.55, which was 4.05 higher than the previous day. The implied volatity was 31.31, the open interest changed by 11 which increased total open position to 22


On 28 Oct SAIL was trading at 132.16. The strike last trading price was 4.5, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 27 Oct SAIL was trading at 129.90. The strike last trading price was 4.5, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 24 Oct SAIL was trading at 129.46. The strike last trading price was 4.5, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct SAIL was trading at 129.34. The strike last trading price was 4.5, which was 0.3 higher than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 10


On 21 Oct SAIL was trading at 129.95. The strike last trading price was 4.2, which was -0.35 lower than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 14


On 20 Oct SAIL was trading at 129.84. The strike last trading price was 4.55, which was -0.3 lower than the previous day. The implied volatity was 32.84, the open interest changed by 4 which increased total open position to 13


On 14 Oct SAIL was trading at 128.77. The strike last trading price was 4.85, which was -1.4 lower than the previous day. The implied volatity was 35.03, the open interest changed by 4 which increased total open position to 7


On 13 Oct SAIL was trading at 132.51. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 2


On 10 Oct SAIL was trading at 132.17. The strike last trading price was 6.5, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 9 Oct SAIL was trading at 136.46. The strike last trading price was 6.5, which was -1.65 lower than the previous day. The implied volatity was 25.91, the open interest changed by 1 which increased total open position to 2


On 8 Oct SAIL was trading at 131.72. The strike last trading price was 8.15, which was -2.5 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 8.15, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Oct SAIL was trading at 134.96. The strike last trading price was 8.15, which was -2.5 lower than the previous day. The implied volatity was 33.80, the open interest changed by 0 which decreased total open position to 0


SAIL 30DEC2025 140 PE
Delta: -0.87
Vega: 0.06
Theta: -0.01
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 129.15 10.92 -0.12 27.56 22 1 547
8 Dec 129.75 11.04 3.02 32.32 60 9 550
5 Dec 132.54 7.96 -0.74 26.37 31 8 541
4 Dec 132.14 8.86 -0.02 31.34 48 -9 533
3 Dec 131.92 8.96 0.36 31.80 61 -8 552
2 Dec 132.46 8.47 1.71 31.01 72 16 558
1 Dec 135.05 6.76 -0.25 29.74 178 90 540
28 Nov 134.91 7.05 0.69 29.92 103 23 451
27 Nov 136.21 6.12 0.16 29.67 249 63 427
26 Nov 136.92 6.17 -3.48 29.74 665 295 365
25 Nov 132.25 9.65 2.65 36.88 1 0 70
24 Nov 132.08 7 0.1 - 2 0 70
21 Nov 134.08 6.8 2.73 21.92 6 -4 70
20 Nov 138.19 4.07 0 - 0 0 0
19 Nov 139.99 4.07 0 - 0 0 0
18 Nov 138.90 4.07 0 - 0 0 0
17 Nov 141.33 4.07 0 - 0 0 0
14 Nov 141.99 4.07 0 - 0 0 0
13 Nov 144.72 4.07 0 - 0 -2 0
12 Nov 143.49 4.07 0 - 2 0 76
11 Nov 144.40 4.19 -1.24 - 0 43 0
10 Nov 144.34 4.19 -1.24 32.33 102 39 72
7 Nov 141.00 5.36 -1.94 31.22 14 5 33
6 Nov 137.91 7.3 0.9 34.07 1 0 28
4 Nov 138.18 6.4 0.16 30.45 6 -1 27
3 Nov 137.97 6.24 -1.66 29.32 35 5 28
31 Oct 136.85 7.9 0.35 - 27 -10 23
30 Oct 137.05 7.55 1.2 32.21 26 13 33
29 Oct 140.55 6.35 -7.7 33.30 48 20 20
28 Oct 132.16 14.05 0 - 0 0 0
27 Oct 129.90 14.05 0 - 0 0 0
24 Oct 129.46 14.05 0 - 0 0 0
23 Oct 129.34 14.05 0 - 0 0 0
21 Oct 129.95 14.05 0 - 0 0 0
20 Oct 129.84 14.05 0 - 0 0 0
14 Oct 128.77 14.05 0 - 0 0 0
13 Oct 132.51 14.05 0 - 0 0 0
10 Oct 132.17 14.05 0 - 0 0 0
9 Oct 136.46 14.05 0 - 0 0 0
8 Oct 131.72 14.05 0 - 0 0 0
6 Oct 132.62 14.05 0 - 0 0 0
3 Oct 134.96 14.05 0 - 0 0 0


For Steel Authority Of India - strike price 140 expiring on 30DEC2025

Delta for 140 PE is -0.87

Historical price for 140 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 10.92, which was -0.12 lower than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 547


On 8 Dec SAIL was trading at 129.75. The strike last trading price was 11.04, which was 3.02 higher than the previous day. The implied volatity was 32.32, the open interest changed by 9 which increased total open position to 550


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 7.96, which was -0.74 lower than the previous day. The implied volatity was 26.37, the open interest changed by 8 which increased total open position to 541


On 4 Dec SAIL was trading at 132.14. The strike last trading price was 8.86, which was -0.02 lower than the previous day. The implied volatity was 31.34, the open interest changed by -9 which decreased total open position to 533


On 3 Dec SAIL was trading at 131.92. The strike last trading price was 8.96, which was 0.36 higher than the previous day. The implied volatity was 31.80, the open interest changed by -8 which decreased total open position to 552


On 2 Dec SAIL was trading at 132.46. The strike last trading price was 8.47, which was 1.71 higher than the previous day. The implied volatity was 31.01, the open interest changed by 16 which increased total open position to 558


On 1 Dec SAIL was trading at 135.05. The strike last trading price was 6.76, which was -0.25 lower than the previous day. The implied volatity was 29.74, the open interest changed by 90 which increased total open position to 540


On 28 Nov SAIL was trading at 134.91. The strike last trading price was 7.05, which was 0.69 higher than the previous day. The implied volatity was 29.92, the open interest changed by 23 which increased total open position to 451


On 27 Nov SAIL was trading at 136.21. The strike last trading price was 6.12, which was 0.16 higher than the previous day. The implied volatity was 29.67, the open interest changed by 63 which increased total open position to 427


On 26 Nov SAIL was trading at 136.92. The strike last trading price was 6.17, which was -3.48 lower than the previous day. The implied volatity was 29.74, the open interest changed by 295 which increased total open position to 365


On 25 Nov SAIL was trading at 132.25. The strike last trading price was 9.65, which was 2.65 higher than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 70


On 24 Nov SAIL was trading at 132.08. The strike last trading price was 7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 21 Nov SAIL was trading at 134.08. The strike last trading price was 6.8, which was 2.73 higher than the previous day. The implied volatity was 21.92, the open interest changed by -4 which decreased total open position to 70


On 20 Nov SAIL was trading at 138.19. The strike last trading price was 4.07, 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 4.07, 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 4.07, 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 4.07, 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 4.07, 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 4.07, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 12 Nov SAIL was trading at 143.49. The strike last trading price was 4.07, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76


On 11 Nov SAIL was trading at 144.40. The strike last trading price was 4.19, which was -1.24 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 0


On 10 Nov SAIL was trading at 144.34. The strike last trading price was 4.19, which was -1.24 lower than the previous day. The implied volatity was 32.33, the open interest changed by 39 which increased total open position to 72


On 7 Nov SAIL was trading at 141.00. The strike last trading price was 5.36, which was -1.94 lower than the previous day. The implied volatity was 31.22, the open interest changed by 5 which increased total open position to 33


On 6 Nov SAIL was trading at 137.91. The strike last trading price was 7.3, which was 0.9 higher than the previous day. The implied volatity was 34.07, the open interest changed by 0 which decreased total open position to 28


On 4 Nov SAIL was trading at 138.18. The strike last trading price was 6.4, which was 0.16 higher than the previous day. The implied volatity was 30.45, the open interest changed by -1 which decreased total open position to 27


On 3 Nov SAIL was trading at 137.97. The strike last trading price was 6.24, which was -1.66 lower than the previous day. The implied volatity was 29.32, the open interest changed by 5 which increased total open position to 28


On 31 Oct SAIL was trading at 136.85. The strike last trading price was 7.9, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 23


On 30 Oct SAIL was trading at 137.05. The strike last trading price was 7.55, which was 1.2 higher than the previous day. The implied volatity was 32.21, the open interest changed by 13 which increased total open position to 33


On 29 Oct SAIL was trading at 140.55. The strike last trading price was 6.35, which was -7.7 lower than the previous day. The implied volatity was 33.30, the open interest changed by 20 which increased total open position to 20


On 28 Oct SAIL was trading at 132.16. The strike last trading price was 14.05, 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 14.05, 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 14.05, 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 14.05, 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 Oct SAIL was trading at 129.95. The strike last trading price was 14.05, 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 14.05, 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 14.05, 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 Oct SAIL was trading at 132.51. The strike last trading price was 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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 14.05, 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