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 150 CE
Delta: 0.06 Vega: 0.04 Theta: -0.03 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	0.27 ₹ 1,269	-0.02 -94.00	37.52	96 4,51,200	17 79,900	619 29,09,300
8 Dec	129.75	0.3 ₹ 1,410	-0.06 -282.00	36.93	209 9,82,300	-20 -94,000	601 28,24,700
5 Dec	132.54	0.37 ₹ 1,739	-0.06 -282.00	30.99	158 7,42,600	-18 -84,600	619 29,09,300
4 Dec	132.14	0.43 ₹ 2,021	0 0.00	32.07	204 9,58,800	20 94,000	638 29,98,600
3 Dec	131.92	0.44 ₹ 2,068	-0.04 -188.00	31.60	338 15,88,600	-31 -1,45,700	608 28,57,600
2 Dec	132.46	0.49 ₹ 2,303	-0.36 -1692.00	30.86	336 15,79,200	-33 -1,55,100	637 29,93,900
1 Dec	135.05	0.83 ₹ 3,901	-0.13 -611.00	31.00	197 9,25,900	1 4,700	669 31,44,300

28 Nov	134.91	0.95 ₹ 4,465	-0.23 -1081.00	30.71	344 16,16,800	75 3,52,500	666 31,30,200
27 Nov	136.21	1.19 ₹ 5,593	-0.11 -517.00	30.10	578 27,16,600	130 6,11,000	591 27,77,700
26 Nov	136.92	1.24 ₹ 5,828	0.24 1128.00	30.01	1,296 60,91,200	298 14,00,600	460 21,62,000
25 Nov	132.25	1 ₹ 4,700	0 0.00	33.38	1 4,700	0 0	162 7,61,400
24 Nov	132.08	1 ₹ 4,700	-0.05 -235.00	33.84	7 32,900	-5 -23,500	163 7,66,100
21 Nov	134.08	1 ₹ 4,700	-1 -4700.00	29.93	3 14,100	-2 -9,400	169 7,94,300
20 Nov	138.19	2 ₹ 9,400	-0.5 -2350.00	-	4 18,800	-2 -9,400	171 8,03,700
19 Nov	139.99	2.5 ₹ 11,750	-2.19 -10293.00	-	0 0	-2 -9,400	0 0
18 Nov	138.90	2.5 ₹ 11,750	-2.19 -10293.00	31.26	2 9,400	-1 -4,700	174 8,17,800
17 Nov	141.33	4.69 ₹ 22,043	1.34 6298.00	-	1 4,700	0 0	176 8,27,200
14 Nov	141.99	3.35 ₹ 15,745	-0.85 -3995.00	-	0 0	0 0	0 0
13 Nov	144.72	3.35 ₹ 15,745	-0.85 -3995.00	-	0 0	-1 -4,700	0 0
12 Nov	143.49	3.35 ₹ 15,745	-0.85 -3995.00	24.55	2 9,400	-1 -4,700	176 8,27,200
11 Nov	144.40	4.2 ₹ 19,740	-1.32 -6204.00	-	13 61,100	-10 -47,000	179 8,41,300
10 Nov	144.34	5.3 ₹ 24,910	1.53 7191.00	33.03	240 11,28,000	69 3,24,300	190 8,93,000
7 Nov	141.00	3.8 ₹ 17,860	0.93 4371.00	31.03	105 4,93,500	4 18,800	120 5,64,000
6 Nov	137.91	2.85 ₹ 13,395	-0.2 -940.00	30.67	25 1,17,500	0 0	114 5,35,800
4 Nov	138.18	3.1 ₹ 14,570	-0.61 -2867.00	30.60	22 1,03,400	10 47,000	115 5,40,500
3 Nov	137.97	3.71 ₹ 17,437	0.81 3807.00	33.56	39 1,83,300	15 70,500	106 4,98,200
31 Oct	136.85	2.95 ₹ 13,865	-0.15 -705.00	-	26 1,22,200	7 32,900	90 4,23,000
30 Oct	137.05	3.1 ₹ 14,570	-1.55 -7285.00	30.60	93 4,37,100	9 42,300	83 3,90,100
29 Oct	140.55	4.65 ₹ 21,855	-2.5 -11750.00	32.65	144 6,76,800	73 3,43,100	73 3,43,100
24 Oct	129.46	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	128.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Oct	131.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	132.17	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	136.46	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	131.72	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 150 expiring on 30DEC2025

Delta for 150 CE is 0.06

Historical price for 150 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 0.27, which was -0.02 lower than the previous day. The implied volatity was 37.52, the open interest changed by 17 which increased total open position to 619

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 0.3, which was -0.06 lower than the previous day. The implied volatity was 36.93, the open interest changed by -20 which decreased total open position to 601

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 0.37, which was -0.06 lower than the previous day. The implied volatity was 30.99, the open interest changed by -18 which decreased total open position to 619

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 0.43, which was 0 lower than the previous day. The implied volatity was 32.07, the open interest changed by 20 which increased total open position to 638

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 0.44, which was -0.04 lower than the previous day. The implied volatity was 31.60, the open interest changed by -31 which decreased total open position to 608

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 0.49, which was -0.36 lower than the previous day. The implied volatity was 30.86, the open interest changed by -33 which decreased total open position to 637

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 0.83, which was -0.13 lower than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 669

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 0.95, which was -0.23 lower than the previous day. The implied volatity was 30.71, the open interest changed by 75 which increased total open position to 666

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 1.19, which was -0.11 lower than the previous day. The implied volatity was 30.10, the open interest changed by 130 which increased total open position to 591

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 1.24, which was 0.24 higher than the previous day. The implied volatity was 30.01, the open interest changed by 298 which increased total open position to 460

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 162

On 24 Nov SAIL was trading at 132.08. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 33.84, the open interest changed by -5 which decreased total open position to 163

On 21 Nov SAIL was trading at 134.08. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 29.93, the open interest changed by -2 which decreased total open position to 169

On 20 Nov SAIL was trading at 138.19. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 171

On 19 Nov SAIL was trading at 139.99. The strike last trading price was 2.5, which was -2.19 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 18 Nov SAIL was trading at 138.90. The strike last trading price was 2.5, which was -2.19 lower than the previous day. The implied volatity was 31.26, the open interest changed by -1 which decreased total open position to 174

On 17 Nov SAIL was trading at 141.33. The strike last trading price was 4.69, which was 1.34 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176

On 14 Nov SAIL was trading at 141.99. The strike last trading price was 3.35, which was -0.85 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 3.35, which was -0.85 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 3.35, which was -0.85 lower than the previous day. The implied volatity was 24.55, the open interest changed by -1 which decreased total open position to 176

On 11 Nov SAIL was trading at 144.40. The strike last trading price was 4.2, which was -1.32 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 179

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 5.3, which was 1.53 higher than the previous day. The implied volatity was 33.03, the open interest changed by 69 which increased total open position to 190

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 3.8, which was 0.93 higher than the previous day. The implied volatity was 31.03, the open interest changed by 4 which increased total open position to 120

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 114

On 4 Nov SAIL was trading at 138.18. The strike last trading price was 3.1, which was -0.61 lower than the previous day. The implied volatity was 30.60, the open interest changed by 10 which increased total open position to 115

On 3 Nov SAIL was trading at 137.97. The strike last trading price was 3.71, which was 0.81 higher than the previous day. The implied volatity was 33.56, the open interest changed by 15 which increased total open position to 106

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 90

On 30 Oct SAIL was trading at 137.05. The strike last trading price was 3.1, which was -1.55 lower than the previous day. The implied volatity was 30.60, the open interest changed by 9 which increased total open position to 83

On 29 Oct SAIL was trading at 140.55. The strike last trading price was 4.65, which was -2.5 lower than the previous day. The implied volatity was 32.65, the open interest changed by 73 which increased total open position to 73

On 24 Oct SAIL was trading at 129.46. 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 Oct SAIL was trading at 128.68. 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 Oct SAIL was trading at 131.38. 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 Oct SAIL was trading at 132.17. 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 Oct SAIL was trading at 136.46. 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 8 Oct SAIL was trading at 131.72. 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

SAIL 30DEC2025 150 PE
Delta: -0.98 Vega: 0.01 Theta: 0.03 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	20.31 ₹ 95,457	2.56 12032.00	28.85	3 14,100	0 0	50 2,35,000
8 Dec	129.75	17.75 ₹ 83,425	-0.25 -1175.00	-	0 0	0 0	50 2,35,000
5 Dec	132.54	17.75 ₹ 83,425	-0.25 -1175.00	42.70	30 1,41,000	0 0	62 2,91,400
4 Dec	132.14	18 ₹ 84,600	2.5 11750.00	-	0 0	0 0	0 0
3 Dec	131.92	18 ₹ 84,600	2.5 11750.00	40.89	1 4,700	0 0	62 2,91,400
2 Dec	132.46	15.5 ₹ 72,850	0.81 3807.00	-	1 4,700	0 0	62 2,91,400
1 Dec	135.05	14.69 ₹ 69,043	0.89 4183.00	31.99	55 2,58,500	30 1,41,000	62 2,91,400
28 Nov	134.91	13.84 ₹ 65,048	0.31 1457.00	-	0 0	7 32,900	0 0
27 Nov	136.21	13.84 ₹ 65,048	0.31 1457.00	34.10	11 51,700	5 23,500	30 1,41,000
26 Nov	136.92	13.53 ₹ 63,591	5.27 24769.00	31.41	39 1,83,300	11 51,700	24 1,12,800
25 Nov	132.25	8.26 ₹ 38,822	-4.03 -18941.00	-	0 0	0 0	0 0
24 Nov	132.08	8.26 ₹ 38,822	-4.03 -18941.00	-	0 0	0 0	13 61,100
21 Nov	134.08	8.26 ₹ 38,822	-4.03 -18941.00	-	0 0	0 0	13 61,100
20 Nov	138.19	8.26 ₹ 38,822	-4.03 -18941.00	-	0 0	0 0	13 61,100
19 Nov	139.99	8.26 ₹ 38,822	-4.03 -18941.00	-	8 37,600	0 0	13 61,100
18 Nov	138.90	8.26 ₹ 38,822	-4.03 -18941.00	-	8 37,600	0 0	13 61,100
17 Nov	141.33	8.26 ₹ 38,822	-4.03 -18941.00	-	8 37,600	0 0	13 61,100
14 Nov	141.99	8.26 ₹ 38,822	-4.03 -18941.00	-	8 37,600	0 0	13 61,100
13 Nov	144.72	8.26 ₹ 38,822	-4.03 -18941.00	-	8 37,600	0 0	13 61,100
12 Nov	143.49	8.26 ₹ 38,822	-4.03 -18941.00	-	8 37,600	0 0	13 61,100
11 Nov	144.40	8.26 ₹ 38,822	-4.03 -18941.00	-	8 37,600	0 0	13 61,100
10 Nov	144.34	8.26 ₹ 38,822	-4.03 -18941.00	28.15	8 37,600	6 28,200	12 56,400
7 Nov	141.00	12.29 ₹ 57,763	-8.11 -38117.00	-	0 0	0 0	0 0
6 Nov	137.91	12.29 ₹ 57,763	-8.11 -38117.00	-	0 0	0 0	0 0
4 Nov	138.18	12.29 ₹ 57,763	-8.11 -38117.00	-	0 0	6 28,200	0 0
3 Nov	137.97	12.29 ₹ 57,763	-8.11 -38117.00	28.41	6 28,200	3 14,100	3 14,100
31 Oct	136.85	20.4 ₹ 95,880	0 0.00	-	0 0	0 0	0 0
30 Oct	137.05	20.4 ₹ 95,880	0 0.00	-	0 0	0 0	0 0
29 Oct	140.55	20.4 ₹ 95,880	0 0.00	-	0 0	0 0	0 0
24 Oct	129.46	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	128.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Oct	131.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	132.17	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	136.46	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	131.72	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 150 expiring on 30DEC2025

Delta for 150 PE is -0.98

Historical price for 150 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 20.31, which was 2.56 higher than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 50

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 17.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 17.75, which was -0.25 lower than the previous day. The implied volatity was 42.70, the open interest changed by 0 which decreased total open position to 62

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was 40.89, the open interest changed by 0 which decreased total open position to 62

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 15.5, which was 0.81 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 14.69, which was 0.89 higher than the previous day. The implied volatity was 31.99, the open interest changed by 30 which increased total open position to 62

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 13.84, which was 0.31 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 13.84, which was 0.31 higher than the previous day. The implied volatity was 34.10, the open interest changed by 5 which increased total open position to 30

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 13.53, which was 5.27 higher than the previous day. The implied volatity was 31.41, the open interest changed by 11 which increased total open position to 24

On 25 Nov SAIL was trading at 132.25. The strike last trading price was 8.26, which was -4.03 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 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 21 Nov SAIL was trading at 134.08. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 20 Nov SAIL was trading at 138.19. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 19 Nov SAIL was trading at 139.99. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 18 Nov SAIL was trading at 138.90. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 17 Nov SAIL was trading at 141.33. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 14 Nov SAIL was trading at 141.99. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 13 Nov SAIL was trading at 144.72. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 12 Nov SAIL was trading at 143.49. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 11 Nov SAIL was trading at 144.40. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 10 Nov SAIL was trading at 144.34. The strike last trading price was 8.26, which was -4.03 lower than the previous day. The implied volatity was 28.15, the open interest changed by 6 which increased total open position to 12

On 7 Nov SAIL was trading at 141.00. The strike last trading price was 12.29, which was -8.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov SAIL was trading at 137.91. The strike last trading price was 12.29, which was -8.11 lower 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 12.29, which was -8.11 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 3 Nov SAIL was trading at 137.97. The strike last trading price was 12.29, which was -8.11 lower than the previous day. The implied volatity was 28.41, the open interest changed by 3 which increased total open position to 3

On 31 Oct SAIL was trading at 136.85. The strike last trading price was 20.4, 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 Oct SAIL was trading at 137.05. The strike last trading price was 20.4, 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 29 Oct SAIL was trading at 140.55. The strike last trading price was 20.4, 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

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