SAIL

Steel Authority Of India

129.15 -0.60 (-0.46%)

L: 126.8 H: 129.92

Back to Option Chain

Historical option data for SAIL
09 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 145 CE
Delta: 0.09 Vega: 0.05 Theta: -0.05 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	0.46 ₹ 2,162	-0.04 -188.00	34.73	133 6,25,100	-17 -79,900	582 27,35,400
8 Dec	129.75	0.47 ₹ 2,209	-0.24 -1128.00	33.51	208 9,77,600	-50 -2,35,000	599 28,15,300
5 Dec	132.54	0.71 ₹ 3,337	-0.07 -329.00	29.02	211 9,91,700	-7 -32,900	650 30,55,000
4 Dec	132.14	0.8 ₹ 3,760	0 0.00	30.23	208 9,77,600	-22 -1,03,400	657 30,87,900
3 Dec	131.92	0.8 ₹ 3,760	-0.11 -517.00	29.61	467 21,94,900	20 94,000	679 31,91,300
2 Dec	132.46	0.92 ₹ 4,324	-0.66 -3102.00	29.39	974 45,77,800	-234 -10,99,800	658 30,92,600
1 Dec	135.05	1.54 ₹ 7,238	-0.2 -940.00	29.90	1,188 55,83,600	-21 -98,700	888 41,73,600
28 Nov	134.91	1.8 ₹ 8,460	-0.26 -1222.00	30.39	1,292 60,72,400	211 9,91,700	896 42,11,200
27 Nov	136.21	2.13 ₹ 10,011	-0.16 -752.00	29.33	1,124 52,82,800	64 3,00,800	688 32,33,600
26 Nov	136.92	2.15 ₹ 10,105	0.9 4230.00	28.92	2,944 1,38,36,800	539 25,33,300	623 29,28,100
25 Nov	132.25	1.25 ₹ 5,875	-1.15 -5405.00	28.76	3 14,100	-1 -4,700	84 3,94,800
24 Nov	132.08	2.4 ₹ 11,280	-1 -4700.00	38.43	4 18,800	-1 -4,700	86 4,04,200
21 Nov	134.08	3.4 ₹ 15,980	-1.6 -7520.00	-	1 4,700	0 0	87 4,08,900
20 Nov	138.19	5 ₹ 23,500	-1 -4700.00	-	0 0	0 0	0 0
19 Nov	139.99	5 ₹ 23,500	-1 -4700.00	-	0 0	0 0	0 0
18 Nov	138.90	5 ₹ 23,500	-1 -4700.00	-	0 0	0 0	0 0
17 Nov	141.33	5 ₹ 23,500	-1 -4700.00	-	0 0	0 0	0 0
14 Nov	141.99	5 ₹ 23,500	-1 -4700.00	-	0 0	-5 -23,500	0 0
13 Nov	144.72	5 ₹ 23,500	-1 -4700.00	-	5 23,500	0 0	92 4,32,400
12 Nov	143.49	6 ₹ 28,200	-1.65 -7755.00	-	0 0	-2 -9,400	0 0
11 Nov	144.40	6 ₹ 28,200	-1.65 -7755.00	-	2 9,400	-1 -4,700	93 4,37,100
10 Nov	144.34	7.36 ₹ 34,592	1.75 8225.00	32.46	134 6,29,800	53 2,49,100	94 4,41,800
7 Nov	141.00	5.8 ₹ 27,260	1.3 6110.00	31.79	40 1,88,000	15 70,500	40 1,88,000
6 Nov	137.91	4.5 ₹ 21,150	-0.17 -799.00	31.39	1 4,700	0 0	25 1,17,500
4 Nov	138.18	4.85 ₹ 22,795	0.19 893.00	31.47	11 51,700	2 9,400	25 1,17,500

3 Nov	137.97	4.66 ₹ 21,902	0.26 1222.00	30.43	6 28,200	3 14,100	22 1,03,400
31 Oct	136.85	4.45 ₹ 20,915	-0.1 -470.00	-	17 79,900	5 23,500	19 89,300
30 Oct	137.05	4.35 ₹ 20,445	-2.25 -10575.00	29.61	21 98,700	2 9,400	11 51,700
29 Oct	140.55	6.6 ₹ 31,020	1.2 5640.00	33.06	9 42,300	8 37,600	8 37,600

For Steel Authority Of India - strike price 145 expiring on 30DEC2025

Delta for 145 CE is 0.09

Historical price for 145 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 0.46, which was -0.04 lower than the previous day. The implied volatity was 34.73, the open interest changed by -17 which decreased total open position to 582

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 0.47, which was -0.24 lower than the previous day. The implied volatity was 33.51, the open interest changed by -50 which decreased total open position to 599

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 0.71, which was -0.07 lower than the previous day. The implied volatity was 29.02, the open interest changed by -7 which decreased total open position to 650

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 30.23, the open interest changed by -22 which decreased total open position to 657

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 0.8, which was -0.11 lower than the previous day. The implied volatity was 29.61, the open interest changed by 20 which increased total open position to 679

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 0.92, which was -0.66 lower than the previous day. The implied volatity was 29.39, the open interest changed by -234 which decreased total open position to 658

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 1.54, which was -0.2 lower than the previous day. The implied volatity was 29.90, the open interest changed by -21 which decreased total open position to 888

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 1.8, which was -0.26 lower than the previous day. The implied volatity was 30.39, the open interest changed by 211 which increased total open position to 896

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 2.13, which was -0.16 lower than the previous day. The implied volatity was 29.33, the open interest changed by 64 which increased total open position to 688

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 2.15, which was 0.9 higher than the previous day. The implied volatity was 28.92, the open interest changed by 539 which increased total open position to 623

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 1.25, which was -1.15 lower than the previous day. The implied volatity was 28.76, the open interest changed by -1 which decreased total open position to 84

On 24 Nov SAIL was trading at 132.08. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 38.43, the open interest changed by -1 which decreased total open position to 86

On 21 Nov SAIL was trading at 134.08. The strike last trading price was 3.4, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87

On 20 Nov SAIL was trading at 138.19. The strike last trading price was 5, which was -1 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 5, which was -1 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 5, which was -1 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 5, which was -1 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 5, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0

On 13 Nov SAIL was trading at 144.72. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92

On 12 Nov SAIL was trading at 143.49. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 11 Nov SAIL was trading at 144.40. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 93

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 7.36, which was 1.75 higher than the previous day. The implied volatity was 32.46, the open interest changed by 53 which increased total open position to 94

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 5.8, which was 1.3 higher than the previous day. The implied volatity was 31.79, the open interest changed by 15 which increased total open position to 40

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 4.5, which was -0.17 lower than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 25

On 4 Nov SAIL was trading at 138.18. The strike last trading price was 4.85, which was 0.19 higher than the previous day. The implied volatity was 31.47, the open interest changed by 2 which increased total open position to 25

On 3 Nov SAIL was trading at 137.97. The strike last trading price was 4.66, which was 0.26 higher than the previous day. The implied volatity was 30.43, the open interest changed by 3 which increased total open position to 22

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 4.45, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 19

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 4.35, which was -2.25 lower than the previous day. The implied volatity was 29.61, the open interest changed by 2 which increased total open position to 11

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 6.6, which was 1.2 higher than the previous day. The implied volatity was 33.06, the open interest changed by 8 which increased total open position to 8

SAIL 30DEC2025 145 PE
Delta: -0.79 Vega: 0.09 Theta: -0.08 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	17.3 ₹ 81,310	1.65 7755.00	54.71	3 14,100	0 0	150 7,05,000
8 Dec	129.75	15.73 ₹ 73,931	2.36 11092.00	37.37	13 61,100	4 18,800	149 7,00,300
5 Dec	132.54	13.37 ₹ 62,839	0.39 1833.00	40.31	60 2,82,000	0 0	156 7,33,200
4 Dec	132.14	12.98 ₹ 61,006	-0.23 -1081.00	32.67	3 14,100	1 4,700	155 7,28,500
3 Dec	131.92	13.22 ₹ 62,134	0.54 2538.00	34.94	3 14,100	0 0	153 7,19,100
2 Dec	132.46	12.7 ₹ 59,690	2.28 10716.00	33.85	22 1,03,400	-6 -28,200	151 7,09,700
1 Dec	135.05	10.43 ₹ 49,021	-0.21 -987.00	30.56	82 3,85,400	12 56,400	154 7,23,800
28 Nov	134.91	10.64 ₹ 50,008	1.54 7238.00	31.21	22 1,03,400	1 4,700	137 6,43,900
27 Nov	136.21	9.1 ₹ 42,770	0.01 47.00	27.43	5 23,500	2 9,400	135 6,34,500
26 Nov	136.92	9.32 ₹ 43,804	3.13 14711.00	28.89	165 7,75,500	99 4,65,300	132 6,20,400
25 Nov	132.25	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
24 Nov	132.08	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
21 Nov	134.08	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	33 1,55,100
20 Nov	138.19	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
19 Nov	139.99	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
18 Nov	138.90	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
17 Nov	141.33	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
14 Nov	141.99	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
13 Nov	144.72	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
12 Nov	143.49	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	0 0	0 0
11 Nov	144.40	6.45 ₹ 30,315	-1.35 -6345.00	-	0 0	12 56,400	0 0
10 Nov	144.34	6.45 ₹ 30,315	-1.35 -6345.00	32.66	15 70,500	11 51,700	32 1,50,400
7 Nov	141.00	7.8 ₹ 36,660	-2.35 -11045.00	30.80	2 9,400	1 4,700	22 1,03,400
6 Nov	137.91	10.15 ₹ 47,705	0.4 1880.00	-	0 0	4 18,800	0 0
4 Nov	138.18	10.15 ₹ 47,705	0.4 1880.00	34.81	4 18,800	0 0	17 79,900
3 Nov	137.97	9.75 ₹ 45,825	-1.5 -7050.00	32.48	1 4,700	0 0	16 75,200
31 Oct	136.85	11.25 ₹ 52,875	0.25 1175.00	-	14 65,800	9 42,300	11 51,700
30 Oct	137.05	11 ₹ 51,700	2.1 9870.00	34.87	1 4,700	0 0	1 4,700
29 Oct	140.55	8.9 ₹ 41,830	-7.85 -36895.00	32.84	1 4,700	0 0	0 0

For Steel Authority Of India - strike price 145 expiring on 30DEC2025

Delta for 145 PE is -0.79

Historical price for 145 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 17.3, which was 1.65 higher than the previous day. The implied volatity was 54.71, the open interest changed by 0 which decreased total open position to 150

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 15.73, which was 2.36 higher than the previous day. The implied volatity was 37.37, the open interest changed by 4 which increased total open position to 149

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 13.37, which was 0.39 higher than the previous day. The implied volatity was 40.31, the open interest changed by 0 which decreased total open position to 156

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 12.98, which was -0.23 lower than the previous day. The implied volatity was 32.67, the open interest changed by 1 which increased total open position to 155

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 13.22, which was 0.54 higher than the previous day. The implied volatity was 34.94, the open interest changed by 0 which decreased total open position to 153

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 12.7, which was 2.28 higher than the previous day. The implied volatity was 33.85, the open interest changed by -6 which decreased total open position to 151

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 10.43, which was -0.21 lower than the previous day. The implied volatity was 30.56, the open interest changed by 12 which increased total open position to 154

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 10.64, which was 1.54 higher than the previous day. The implied volatity was 31.21, the open interest changed by 1 which increased total open position to 137

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 9.1, which was 0.01 higher than the previous day. The implied volatity was 27.43, the open interest changed by 2 which increased total open position to 135

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 9.32, which was 3.13 higher than the previous day. The implied volatity was 28.89, the open interest changed by 99 which increased total open position to 132

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 6.45, which was -1.35 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 6.45, which was -1.35 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 6.45, which was -1.35 lower than the previous day. The implied volatity was -, 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 6.45, which was -1.35 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 6.45, which was -1.35 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 6.45, which was -1.35 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 6.45, which was -1.35 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 6.45, which was -1.35 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 6.45, which was -1.35 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 6.45, which was -1.35 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 6.45, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 6.45, which was -1.35 lower than the previous day. The implied volatity was 32.66, the open interest changed by 11 which increased total open position to 32

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 7.8, which was -2.35 lower than the previous day. The implied volatity was 30.80, the open interest changed by 1 which increased total open position to 22

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 10.15, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 4 Nov SAIL was trading at 138.18. The strike last trading price was 10.15, which was 0.4 higher than the previous day. The implied volatity was 34.81, the open interest changed by 0 which decreased total open position to 17

On 3 Nov SAIL was trading at 137.97. The strike last trading price was 9.75, which was -1.5 lower than the previous day. The implied volatity was 32.48, the open interest changed by 0 which decreased total open position to 16

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 11.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 11, which was 2.1 higher than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 1

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 8.9, which was -7.85 lower than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 0

Related Pages for SAIL

SAIL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD