[--[65.84.65.76]--]

SAIL

Steel Authority Of India
155.62 -9.97 (-6.02%)
L: 152.4 H: 161.42

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Historical option data for SAIL

04 Mar 2026 04:11 PM IST
SAIL 30-MAR-2026 140 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 155.62 13.39 0 - 0 0 0
2 Mar 165.59 13.39 0 - 0 0 0
27 Feb 165.71 13.39 0 - 0 0 0
26 Feb 165.51 13.39 0 - 0 0 0
25 Feb 164.93 13.39 0 - 0 0 0
24 Feb 160.18 13.39 0 - 0 0 0
23 Feb 156.68 13.39 0 - 0 0 0
20 Feb 158.75 13.39 0 - 0 0 0
19 Feb 155.80 13.39 0 - 0 0 0
18 Feb 159.21 13.39 0 - 0 0 0
17 Feb 157.27 13.39 0 - 0 0 0
16 Feb 159.58 13.39 0 - 0 0 0
13 Feb 159.28 13.39 0 - 0 0 0
12 Feb 160.35 13.39 0 - 0 0 0
11 Feb 162.12 13.39 0 - 0 0 0
10 Feb 160.99 13.39 0 - 0 0 0
9 Feb 158.38 13.39 0 - 0 0 0
6 Feb 160.52 13.39 0 - 0 0 0
5 Feb 158.50 13.39 0 - 0 0 0
4 Feb 157.29 13.39 0 - 0 0 0
3 Feb 154.36 13.39 0 - 0 0 0
2 Feb 148.67 13.39 0 - 0 0 0
1 Feb 148.63 13.39 0 - 0 0 0
30 Jan 151.13 - - - 0 0 0
29 Jan 157.18 - - - 0 0 0
28 Jan 155.74 - - - 0 0 0
27 Jan 155.56 13.39 0 - 0 0 0
23 Jan 149.03 13.39 0 - 0 0 0
22 Jan 151.65 13.39 0 - 0 0 0
21 Jan 146.45 13.39 0 - 0 0 0
20 Jan 145.40 13.39 0 - 0 0 0
19 Jan 149.70 13.39 0 - 0 0 0
16 Jan 149.37 13.39 0 - 0 0 0
14 Jan 152.44 13.39 0 - 0 0 0
13 Jan 147.76 13.39 0 - 0 0 0
12 Jan 149.22 13.39 0 - 0 0 0
9 Jan 145.67 13.39 0 - 0 0 0
8 Jan 146.46 13.39 0 - 0 0 0
7 Jan 150.37 13.39 - - 0 0 0
6 Jan 146.44 13.39 0 - 0 0 0
5 Jan 150.85 13.39 - - 0 0 0
2 Jan 147.47 13.39 0 - 0 0 0
1 Jan 148.45 13.39 0 - 0 0 0
31 Dec 146.99 13.39 0 - 0 0 0


For Steel Authority Of India - strike price 140 expiring on 30MAR2026

Delta for 140 CE is -

Historical price for 140 CE is as follows

On 4 Mar SAIL was trading at 155.62. The strike last trading price was 13.39, 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 Mar SAIL was trading at 165.59. The strike last trading price was 13.39, 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 Feb SAIL was trading at 165.71. The strike last trading price was 13.39, 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 26 Feb SAIL was trading at 165.51. The strike last trading price was 13.39, 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 25 Feb SAIL was trading at 164.93. The strike last trading price was 13.39, 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 Feb SAIL was trading at 160.18. The strike last trading price was 13.39, 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 Feb SAIL was trading at 156.68. The strike last trading price was 13.39, 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 Feb SAIL was trading at 158.75. The strike last trading price was 13.39, 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 Feb SAIL was trading at 155.80. The strike last trading price was 13.39, 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 Feb SAIL was trading at 159.21. The strike last trading price was 13.39, 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 Feb SAIL was trading at 157.27. The strike last trading price was 13.39, 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 Feb SAIL was trading at 159.58. The strike last trading price was 13.39, 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 Feb SAIL was trading at 159.28. The strike last trading price was 13.39, 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 Feb SAIL was trading at 160.35. The strike last trading price was 13.39, 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 Feb SAIL was trading at 162.12. The strike last trading price was 13.39, 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 Feb SAIL was trading at 160.99. The strike last trading price was 13.39, 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 Feb SAIL was trading at 158.38. The strike last trading price was 13.39, 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 Feb SAIL was trading at 160.52. The strike last trading price was 13.39, 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 5 Feb SAIL was trading at 158.50. The strike last trading price was 13.39, 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 Feb SAIL was trading at 157.29. The strike last trading price was 13.39, 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 Feb SAIL was trading at 154.36. The strike last trading price was 13.39, 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 Feb SAIL was trading at 148.67. The strike last trading price was 13.39, 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 Feb SAIL was trading at 148.63. The strike last trading price was 13.39, 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 Jan SAIL was trading at 151.13. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SAIL was trading at 157.18. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SAIL was trading at 155.74. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SAIL was trading at 155.56. The strike last trading price was 13.39, 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 Jan SAIL was trading at 149.03. The strike last trading price was 13.39, 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 Jan SAIL was trading at 151.65. The strike last trading price was 13.39, 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 Jan SAIL was trading at 146.45. The strike last trading price was 13.39, 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 Jan SAIL was trading at 145.40. The strike last trading price was 13.39, 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 Jan SAIL was trading at 149.70. The strike last trading price was 13.39, 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 Jan SAIL was trading at 149.37. The strike last trading price was 13.39, 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 Jan SAIL was trading at 152.44. The strike last trading price was 13.39, 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 Jan SAIL was trading at 147.76. The strike last trading price was 13.39, 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 Jan SAIL was trading at 149.22. The strike last trading price was 13.39, 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 Jan SAIL was trading at 145.67. The strike last trading price was 13.39, 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 Jan SAIL was trading at 146.46. The strike last trading price was 13.39, 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 Jan SAIL was trading at 150.37. The strike last trading price was 13.39, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SAIL was trading at 146.44. The strike last trading price was 13.39, 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 5 Jan SAIL was trading at 150.85. The strike last trading price was 13.39, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SAIL was trading at 147.47. The strike last trading price was 13.39, 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 Jan SAIL was trading at 148.45. The strike last trading price was 13.39, 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 Dec SAIL was trading at 146.99. The strike last trading price was 13.39, 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 30MAR2026 140 PE
Delta: -0.18
Vega: 0.11
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 155.62 1.88 1.35 45.29 1,466 39 238
2 Mar 165.59 0.54 0.12 42.65 226 52 195
27 Feb 165.71 0.4 -0.02 37.72 30 19 142
26 Feb 165.51 0.42 -0.1 37.62 60 8 117
25 Feb 164.93 0.52 -1.18 38.32 285 45 109
24 Feb 160.18 1.75 0.22 - 0 0 64
23 Feb 156.68 1.75 0.22 - 0 0 64
20 Feb 158.75 1.75 0.22 43.11 6 -3 64
19 Feb 155.80 1.53 0.03 - 0 0 67
18 Feb 159.21 1.53 0.03 - 0 0 67
17 Feb 157.27 1.53 0.03 - 0 0 67
16 Feb 159.58 1.53 0.03 - 0 0 67
13 Feb 159.28 1.53 0.03 38.2 2 0 69
12 Feb 160.35 1.5 -0.27 - 0 0 69
11 Feb 162.12 1.5 -0.27 - 0 0 69
10 Feb 160.99 1.5 -0.27 - 0 0 69
9 Feb 158.38 1.5 -0.27 36.07 6 2 68
6 Feb 160.52 1.77 0.17 37.79 6 0 66
5 Feb 158.50 1.32 -2.78 34.67 77 59 66
4 Feb 157.29 4.1 -0.1 - 0 0 7
3 Feb 154.36 4.1 -0.1 - 0 0 7
2 Feb 148.67 4.1 -0.1 38.83 3 2 6
1 Feb 148.63 4.2 -6.09 36.22 4 3 3
30 Jan 151.13 - - - 0 0 0
29 Jan 157.18 - - - 0 0 0
28 Jan 155.74 - - - 0 0 0
27 Jan 155.56 10.29 0 6.51 0 0 0
23 Jan 149.03 10.29 0 6.45 0 0 0
22 Jan 151.65 10.29 0 - 0 0 0
21 Jan 146.45 10.29 0 4.77 0 0 0
20 Jan 145.40 10.29 0 4.47 0 0 0
19 Jan 149.70 10.29 0 6.23 0 0 0
16 Jan 149.37 10.29 0 5.76 0 0 0
14 Jan 152.44 10.29 0 - 0 0 0
13 Jan 147.76 10.29 0 4.9 0 0 0
12 Jan 149.22 10.29 0 5.48 0 0 0
9 Jan 145.67 10.29 0 - 0 0 0
8 Jan 146.46 10.29 0 - 0 0 0
7 Jan 150.37 10.29 - - 0 0 0
6 Jan 146.44 10.29 0 - 0 0 0
5 Jan 150.85 10.29 - - 0 0 0
2 Jan 147.47 10.29 0 - 0 0 0
1 Jan 148.45 10.29 0 4.89 0 0 0
31 Dec 146.99 10.29 0 - 0 0 0


For Steel Authority Of India - strike price 140 expiring on 30MAR2026

Delta for 140 PE is -0.18

Historical price for 140 PE is as follows

On 4 Mar SAIL was trading at 155.62. The strike last trading price was 1.88, which was 1.35 higher than the previous day. The implied volatity was 45.29, the open interest changed by 39 which increased total open position to 238


On 2 Mar SAIL was trading at 165.59. The strike last trading price was 0.54, which was 0.12 higher than the previous day. The implied volatity was 42.65, the open interest changed by 52 which increased total open position to 195


On 27 Feb SAIL was trading at 165.71. The strike last trading price was 0.4, which was -0.02 lower than the previous day. The implied volatity was 37.72, the open interest changed by 19 which increased total open position to 142


On 26 Feb SAIL was trading at 165.51. The strike last trading price was 0.42, which was -0.1 lower than the previous day. The implied volatity was 37.62, the open interest changed by 8 which increased total open position to 117


On 25 Feb SAIL was trading at 164.93. The strike last trading price was 0.52, which was -1.18 lower than the previous day. The implied volatity was 38.32, the open interest changed by 45 which increased total open position to 109


On 24 Feb SAIL was trading at 160.18. The strike last trading price was 1.75, which was 0.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64


On 23 Feb SAIL was trading at 156.68. The strike last trading price was 1.75, which was 0.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64


On 20 Feb SAIL was trading at 158.75. The strike last trading price was 1.75, which was 0.22 higher than the previous day. The implied volatity was 43.11, the open interest changed by -3 which decreased total open position to 64


On 19 Feb SAIL was trading at 155.80. The strike last trading price was 1.53, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67


On 18 Feb SAIL was trading at 159.21. The strike last trading price was 1.53, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67


On 17 Feb SAIL was trading at 157.27. The strike last trading price was 1.53, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67


On 16 Feb SAIL was trading at 159.58. The strike last trading price was 1.53, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67


On 13 Feb SAIL was trading at 159.28. The strike last trading price was 1.53, which was 0.03 higher than the previous day. The implied volatity was 38.2, the open interest changed by 0 which decreased total open position to 69


On 12 Feb SAIL was trading at 160.35. The strike last trading price was 1.5, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 11 Feb SAIL was trading at 162.12. The strike last trading price was 1.5, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 10 Feb SAIL was trading at 160.99. The strike last trading price was 1.5, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 9 Feb SAIL was trading at 158.38. The strike last trading price was 1.5, which was -0.27 lower than the previous day. The implied volatity was 36.07, the open interest changed by 2 which increased total open position to 68


On 6 Feb SAIL was trading at 160.52. The strike last trading price was 1.77, which was 0.17 higher than the previous day. The implied volatity was 37.79, the open interest changed by 0 which decreased total open position to 66


On 5 Feb SAIL was trading at 158.50. The strike last trading price was 1.32, which was -2.78 lower than the previous day. The implied volatity was 34.67, the open interest changed by 59 which increased total open position to 66


On 4 Feb SAIL was trading at 157.29. The strike last trading price was 4.1, 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 7


On 3 Feb SAIL was trading at 154.36. The strike last trading price was 4.1, 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 7


On 2 Feb SAIL was trading at 148.67. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was 38.83, the open interest changed by 2 which increased total open position to 6


On 1 Feb SAIL was trading at 148.63. The strike last trading price was 4.2, which was -6.09 lower than the previous day. The implied volatity was 36.22, the open interest changed by 3 which increased total open position to 3


On 30 Jan SAIL was trading at 151.13. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SAIL was trading at 157.18. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SAIL was trading at 155.74. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SAIL was trading at 155.56. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 0


On 23 Jan SAIL was trading at 149.03. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SAIL was trading at 151.65. The strike last trading price was 10.29, 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 Jan SAIL was trading at 146.45. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SAIL was trading at 145.40. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SAIL was trading at 149.70. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SAIL was trading at 149.37. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SAIL was trading at 152.44. The strike last trading price was 10.29, 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 Jan SAIL was trading at 147.76. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SAIL was trading at 149.22. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SAIL was trading at 145.67. The strike last trading price was 10.29, 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 Jan SAIL was trading at 146.46. The strike last trading price was 10.29, 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 Jan SAIL was trading at 150.37. The strike last trading price was 10.29, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SAIL was trading at 146.44. The strike last trading price was 10.29, 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 5 Jan SAIL was trading at 150.85. The strike last trading price was 10.29, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SAIL was trading at 147.47. The strike last trading price was 10.29, 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 Jan SAIL was trading at 148.45. The strike last trading price was 10.29, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SAIL was trading at 146.99. The strike last trading price was 10.29, 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