SAIL

Steel Authority Of India

151.13 -6.05 (-3.85%)

L: 147.75 H: 154.5

Back to Option Chain

Historical option data for SAIL
30 Jan 2026 04:11 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 24-FEB-2026 153 CE
Delta: 0.5 Vega: 0.16 Theta: -0.15 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	151.13	5.99 ₹ 28,153	-4.65 -21855.00	40.91	262 12,31,400	36 1,69,200	94 4,41,800
29 Jan	157.18	10.64 ₹ 50,008	1.07 5029.00	45.27	34 1,59,800	-5 -23,500	59 2,77,300
28 Jan	155.74	9.2 ₹ 43,240	-0.06 -282.00	43.6	84 3,94,800	9 42,300	64 3,00,800
27 Jan	155.56	10.19 ₹ 47,893	3.77 17719.00	44.25	229 10,76,300	-3 -14,100	55 2,58,500
23 Jan	149.03	6.49 ₹ 30,503	-0.79 -3713.00	44.47	228 10,71,600	45 2,11,500	59 2,77,300
22 Jan	151.65	7.48 ₹ 35,156	2.12 9964.00	40.37	24 1,12,800	15 70,500	15 70,500
21 Jan	146.45	5.36 ₹ 25,192	0 0.00	3.37	0 0	0 0	0 0
20 Jan	145.40	5.36 ₹ 25,192	0 0.00	1.92	0 0	0 0	0 0
19 Jan	149.70	5.36 ₹ 25,192	0 0.00	2.01	0 0	0 0	0 0
16 Jan	149.37	5.36 ₹ 25,192	0 0.00	1.28	0 0	0 0	0 0
14 Jan	152.44	5.36 ₹ 25,192	0 0.00	1.95	0 0	0 0	0 0
13 Jan	147.76	5.36 ₹ 25,192	0 0.00	-	0 0	0 0	0 0
12 Jan	149.22	5.36 ₹ 25,192	0 0.00	4.75	0 0	0 0	0 0
9 Jan	145.67	5.36 ₹ 25,192	0 0.00	-	0 0	0 0	0 0
8 Jan	146.46	5.36 ₹ 25,192	0 0.00	-	0 0	0 0	0 0
7 Jan	150.37	5.36 ₹ 25,192	0 0.00	-	0 0	0 0	0 0
6 Jan	146.44	5.36 ₹ 25,192	0 0.00	-	0 0	0 0	0 0

5 Jan	150.85	5.36 ₹ 25,192	0 0.00	-	0 0	0 0	0 0
2 Jan	147.47	5.36 ₹ 25,192	0 0.00	-	0 0	0 0	0 0
1 Jan	148.45	5.36 ₹ 25,192	0 0.00	1.63	0 0	0 0	0 0
31 Dec	146.99	5.36 ₹ 25,192	0 0.00	2.17	0 0	0 0	0 0

For Steel Authority Of India - strike price 153 expiring on 24FEB2026

Delta for 153 CE is 0.5

Historical price for 153 CE is as follows

On 30 Jan SAIL was trading at 151.13. The strike last trading price was 5.99, which was -4.65 lower than the previous day. The implied volatity was 40.91, the open interest changed by 36 which increased total open position to 94

On 29 Jan SAIL was trading at 157.18. The strike last trading price was 10.64, which was 1.07 higher than the previous day. The implied volatity was 45.27, the open interest changed by -5 which decreased total open position to 59

On 28 Jan SAIL was trading at 155.74. The strike last trading price was 9.2, which was -0.06 lower than the previous day. The implied volatity was 43.6, the open interest changed by 9 which increased total open position to 64

On 27 Jan SAIL was trading at 155.56. The strike last trading price was 10.19, which was 3.77 higher than the previous day. The implied volatity was 44.25, the open interest changed by -3 which decreased total open position to 55

On 23 Jan SAIL was trading at 149.03. The strike last trading price was 6.49, which was -0.79 lower than the previous day. The implied volatity was 44.47, the open interest changed by 45 which increased total open position to 59

On 22 Jan SAIL was trading at 151.65. The strike last trading price was 7.48, which was 2.12 higher than the previous day. The implied volatity was 40.37, the open interest changed by 15 which increased total open position to 15

On 21 Jan SAIL was trading at 146.45. The strike last trading price was 5.36, which was 0 lower than the previous day. The implied volatity was 3.37, 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 5.36, which was 0 lower than the previous day. The implied volatity was 1.92, 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 5.36, which was 0 lower than the previous day. The implied volatity was 2.01, 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 5.36, which was 0 lower than the previous day. The implied volatity was 1.28, 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 5.36, which was 0 lower than the previous day. The implied volatity was 1.95, 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 5.36, 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 5.36, which was 0 lower than the previous day. The implied volatity was 4.75, 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 5.36, 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 5.36, 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 5.36, 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 Jan SAIL was trading at 146.44. The strike last trading price was 5.36, 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 5.36, 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 Jan SAIL was trading at 147.47. The strike last trading price was 5.36, 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 5.36, which was 0 lower than the previous day. The implied volatity was 1.63, 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 5.36, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0

SAIL 24FEB2026 153 PE
Delta: -0.5 Vega: 0.16 Theta: -0.12 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	151.13	7.51 ₹ 35,297	2.44 11468.00	44.36	430 20,21,000	273 12,83,100	329 15,46,300
29 Jan	157.18	4.96 ₹ 23,312	-0.39 -1833.00	45.31	69 3,24,300	6 28,200	59 2,77,300
28 Jan	155.74	5.55 ₹ 26,085	-0.15 -705.00	43.22	86 4,04,200	6 28,200	54 2,53,800
27 Jan	155.56	5.32 ₹ 25,004	-3.83 -18001.00	43.94	111 5,21,700	-15 -70,500	48 2,25,600
23 Jan	149.03	8.48 ₹ 39,856	1.07 5029.00	38.9	209 9,82,300	54 2,53,800	62 2,91,400
22 Jan	151.65	7.41 ₹ 34,827	-8.52 -40044.00	41.46	8 37,600	7 32,900	7 32,900
21 Jan	146.45	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
20 Jan	145.40	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
19 Jan	149.70	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
16 Jan	149.37	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
14 Jan	152.44	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
13 Jan	147.76	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
12 Jan	149.22	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
9 Jan	145.67	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
8 Jan	146.46	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
7 Jan	150.37	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
6 Jan	146.44	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
5 Jan	150.85	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
2 Jan	147.47	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
1 Jan	148.45	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0
31 Dec	146.99	15.93 ₹ 74,871	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 153 expiring on 24FEB2026

Delta for 153 PE is -0.5

Historical price for 153 PE is as follows

On 30 Jan SAIL was trading at 151.13. The strike last trading price was 7.51, which was 2.44 higher than the previous day. The implied volatity was 44.36, the open interest changed by 273 which increased total open position to 329

On 29 Jan SAIL was trading at 157.18. The strike last trading price was 4.96, which was -0.39 lower than the previous day. The implied volatity was 45.31, the open interest changed by 6 which increased total open position to 59

On 28 Jan SAIL was trading at 155.74. The strike last trading price was 5.55, which was -0.15 lower than the previous day. The implied volatity was 43.22, the open interest changed by 6 which increased total open position to 54

On 27 Jan SAIL was trading at 155.56. The strike last trading price was 5.32, which was -3.83 lower than the previous day. The implied volatity was 43.94, the open interest changed by -15 which decreased total open position to 48

On 23 Jan SAIL was trading at 149.03. The strike last trading price was 8.48, which was 1.07 higher than the previous day. The implied volatity was 38.9, the open interest changed by 54 which increased total open position to 62

On 22 Jan SAIL was trading at 151.65. The strike last trading price was 7.41, which was -8.52 lower than the previous day. The implied volatity was 41.46, the open interest changed by 7 which increased total open position to 7

On 21 Jan SAIL was trading at 146.45. The strike last trading price was 15.93, 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 15.93, 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 15.93, 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 15.93, 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 15.93, 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 15.93, 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 15.93, 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 15.93, 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 15.93, 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 15.93, 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 Jan SAIL was trading at 146.44. The strike last trading price was 15.93, 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 15.93, 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 Jan SAIL was trading at 147.47. The strike last trading price was 15.93, 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 15.93, 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 15.93, 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

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

BAJAJHLDNG

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

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD