Historical option data for SAIL
11 Jun 2026 04:12 PM IST
| SAIL 30-Jun-2026 (18d) 150 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 181.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 181.72 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 185.99 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 183.78 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 190.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 197.31 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 203.87 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 205.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 203.69 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 204.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 206.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 186.16 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 185.63 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 184.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 176.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 176.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 175.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 175.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 166.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 166.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 167.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 166.02 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 163.35 | 15.49 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 164.41 | 15.49 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 160.62 | 15.49 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 160.44 | 15.49 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 155.16 | 15.49 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 150 expiring on 30JUN2026
Delta for 150 CE is -
Historical price for 150 CE is as follows
On 11 Jun SAIL was trading at 181.36. 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 Jun SAIL was trading at 181.72. 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
On 9 Jun SAIL was trading at 185.99. 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 Jun SAIL was trading at 183.78. 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 5 Jun SAIL was trading at 190.56. 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 4 Jun SAIL was trading at 197.31. 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 3 Jun SAIL was trading at 203.87. 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 2 Jun SAIL was trading at 205.85. 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 1 Jun SAIL was trading at 203.69. 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 29 May SAIL was trading at 204.37. 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 27 May SAIL was trading at 206.06. 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 29 Apr SAIL was trading at 186.16. 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 Apr SAIL was trading at 185.63. 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 Apr SAIL was trading at 184.20. 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 24 Apr SAIL was trading at 176.50. 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 23 Apr SAIL was trading at 176.45. 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 22 Apr SAIL was trading at 175.06. 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 21 Apr SAIL was trading at 175.06. 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 16 Apr SAIL was trading at 166.95. 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 15 Apr SAIL was trading at 166.95. 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 13 Apr SAIL was trading at 167.88. 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 Apr SAIL was trading at 166.02. 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 Apr SAIL was trading at 163.35. The strike last trading price was 15.49, 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 Apr SAIL was trading at 164.41. The strike last trading price was 15.49, 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 Apr SAIL was trading at 160.62. The strike last trading price was 15.49, 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 Apr SAIL was trading at 160.44. The strike last trading price was 15.49, 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 Apr SAIL was trading at 155.16. The strike last trading price was 15.49, 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 30-Jun-2026 (18d) 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0
Theta: -0.01
Gamma: 0.00346
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 181.36 | 0.2 | -0.12 (-37.50%) | 43.95 | 2 | 0 | 36 |
| 10 Jun | 181.72 | 0.32 | 0.01 (3.23%) | 48.14 | 15 | -6 | 36 |
| 9 Jun | 185.99 | 0.31 | -0.24 (-43.64%) | 50.82 | 4 | 0 | 42 |
| 8 Jun | 183.78 | 0.58 | 0.38 (190.00%) | 53.3 | 75 | 41 | 42 |
| 5 Jun | 190.56 | 0.2 | 0 (0.00%) | - | 3 | 0 | 1 |
| 4 Jun | 197.31 | 0.2 | 0 (0.00%) | - | 3 | 0 | 1 |
| 3 Jun | 203.87 | 0.2 | 0 (0.00%) | - | 3 | 0 | 1 |
| 2 Jun | 205.85 | 0.2 | 0 (0.00%) | - | 3 | 0 | 1 |
| 1 Jun | 203.69 | 0.2 | 0 (0.00%) | - | 3 | 0 | 1 |
| 29 May | 204.37 | 0.2 | 0 (0.00%) | - | 3 | 0 | 1 |
| 27 May | 206.06 | 0.2 | -11.18 (-98.24%) | 51.19 | 3 | 1 | 1 |
| 29 Apr | 186.16 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 185.63 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 184.20 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 176.50 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 176.45 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 175.06 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 175.06 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 166.95 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 166.95 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 167.88 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 166.02 | 0 | 0 (0.00%) | 7.31 | 0 | 0 | 0 |
| 9 Apr | 163.35 | 11.38 | 0 (0.00%) | 7.29 | 0 | 0 | 0 |
| 8 Apr | 164.41 | 11.38 | 0 (0.00%) | 8.07 | 0 | 0 | 0 |
| 7 Apr | 160.62 | 11.38 | 0 (0.00%) | 4.95 | 0 | 0 | 0 |
| 6 Apr | 160.44 | 11.38 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 155.16 | 11.38 | 0 (0.00%) | 2.22 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 150 expiring on 30JUN2026
Delta for 150 PE is -0.03
Historical price for 150 PE is as follows
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 0.2, which was -0.12 lower than the previous day. The implied volatity was 43.95, the open interest changed by 0 which decreased total open position to 36
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 0.32, which was 0.01 higher than the previous day. The implied volatity was 48.14, the open interest changed by -6 which decreased total open position to 36
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 0.31, which was -0.24 lower than the previous day. The implied volatity was 50.82, the open interest changed by 0 which decreased total open position to 42
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 0.58, which was 0.38 higher than the previous day. The implied volatity was 53.3, the open interest changed by 41 which increased total open position to 42
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun SAIL was trading at 197.31. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun SAIL was trading at 203.87. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun SAIL was trading at 205.85. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun SAIL was trading at 203.69. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May SAIL was trading at 204.37. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May SAIL was trading at 206.06. The strike last trading price was 0.2, which was -11.18 lower than the previous day. The implied volatity was 51.19, the open interest changed by 1 which increased total open position to 1
On 29 Apr SAIL was trading at 186.16. 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 Apr SAIL was trading at 185.63. 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 Apr SAIL was trading at 184.20. 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 24 Apr SAIL was trading at 176.50. 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 23 Apr SAIL was trading at 176.45. 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 22 Apr SAIL was trading at 175.06. 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 21 Apr SAIL was trading at 175.06. 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 16 Apr SAIL was trading at 166.95. 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 15 Apr SAIL was trading at 166.95. 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 13 Apr SAIL was trading at 167.88. 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 Apr SAIL was trading at 166.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 11.38, 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 Apr SAIL was trading at 155.16. The strike last trading price was 11.38, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
