SAIL
Steel Authority Of India
Historical option data for SAIL
24 Apr 2026 01:27 PM IST
| SAIL 28-Apr-2026 (4d) 155 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: 0.01
Gamma: 0.00139
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 177.67 | 19 | 0 | 38.35 | 0 | 0 | 193 | |||||||||
| 23 Apr | 176.45 | 19 | -1.4200000000000017 | 38.35 | 107 | 0 | 193 | |||||||||
| 22 Apr | 176.23 | 20.35 | -1.1499999999999986 | 45.95 | 36 | 0 | 197 | |||||||||
| 21 Apr | 175.06 | 21.5 | 4.5 | 49.98 | 1 | 0 | 198 | |||||||||
| 20 Apr | 172.71 | 17 | -2.0500000000000007 | - | 0 | 0 | 198 | |||||||||
| 17 Apr | 173.33 | 17 | 2.9000000000000004 | 34.11 | 2 | 0 | 198 | |||||||||
| 16 Apr | 171.32 | 14.1 | 0 | 51.27 | 0 | 0 | 198 | |||||||||
| 15 Apr | 166.95 | 14.1 | -1.9000000000000004 | 51.27 | 1 | 0 | 199 | |||||||||
| 13 Apr | 167.88 | 16 | 3.5 | 32.01 | 7 | 0 | 199 | |||||||||
| 10 Apr | 166.02 | 12.5 | 0.40000000000000036 | 42.47 | 54 | -41 | 199 | |||||||||
| 9 Apr | 163.35 | 12.1 | -0.27 | 47.32 | 19 | 0 | 240 | |||||||||
| 8 Apr | 164.41 | 12.4 | 1.75 | 40.41 | 275 | 120 | 235 | |||||||||
| 7 Apr | 160.62 | 10.46 | -0.47 | 42.12 | 99 | -8 | 116 | |||||||||
| 6 Apr | 160.44 | 10.61 | 2.89 | 46.12 | 308 | -42 | 124 | |||||||||
| 2 Apr | 155.16 | 7.4 | -0.57 | 43.57 | 596 | 15 | 164 | |||||||||
| 1 Apr | 155.82 | 7.74 | -1.71 | 41.43 | 519 | 150 | 153 | |||||||||
| 30 Mar | 151.42 | 9.45 | -5.32 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 146.47 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 25 Mar | 151.71 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 24 Mar | 145.73 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 23 Mar | 143.04 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 20 Mar | 155.52 | 9.45 | -5.32 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 152.55 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
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| 18 Mar | 154.42 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 17 Mar | 153.53 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 16 Mar | 144.69 | 9.45 | -5.32 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 149.89 | 9.45 | -5.32 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 153.65 | 9.45 | -5.32 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 153.88 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 10 Mar | 149.84 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 9 Mar | 149.52 | 9.45 | -5.32 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 154.94 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 5 Mar | 156.15 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
| 4 Mar | 155.62 | 9.45 | -5.32 | 36.05 | 3 | 0 | 0 | |||||||||
| 2 Mar | 165.59 | 14.77 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 165.71 | 14.77 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 165.51 | 14.77 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 164.93 | 14.77 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 155 expiring on 28APR2026
Delta for 155 CE is 1
Historical price for 155 CE is as follows
On 24 Apr SAIL was trading at 177.67. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 38.35, the open interest changed by 0 which decreased total open position to 193
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 19, which was -1.4200000000000017 lower than the previous day. The implied volatity was 38.35, the open interest changed by 0 which decreased total open position to 193
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 20.35, which was -1.1499999999999986 lower than the previous day. The implied volatity was 45.95, the open interest changed by 0 which decreased total open position to 197
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 21.5, which was 4.5 higher than the previous day. The implied volatity was 49.98, the open interest changed by 0 which decreased total open position to 198
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 17, which was -2.0500000000000007 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 198
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 17, which was 2.9000000000000004 higher than the previous day. The implied volatity was 34.11, the open interest changed by 0 which decreased total open position to 198
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 51.27, the open interest changed by 0 which decreased total open position to 198
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 14.1, which was -1.9000000000000004 lower than the previous day. The implied volatity was 51.27, the open interest changed by 0 which decreased total open position to 199
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 16, which was 3.5 higher than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 199
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 12.5, which was 0.40000000000000036 higher than the previous day. The implied volatity was 42.47, the open interest changed by -41 which decreased total open position to 199
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 12.1, which was -0.27 lower than the previous day. The implied volatity was 47.32, the open interest changed by 0 which decreased total open position to 240
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 12.4, which was 1.75 higher than the previous day. The implied volatity was 40.41, the open interest changed by 120 which increased total open position to 235
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 10.46, which was -0.47 lower than the previous day. The implied volatity was 42.12, the open interest changed by -8 which decreased total open position to 116
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 10.61, which was 2.89 higher than the previous day. The implied volatity was 46.12, the open interest changed by -42 which decreased total open position to 124
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 7.4, which was -0.57 lower than the previous day. The implied volatity was 43.57, the open interest changed by 15 which increased total open position to 164
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 7.74, which was -1.71 lower than the previous day. The implied volatity was 41.43, the open interest changed by 150 which increased total open position to 153
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SAIL was trading at 146.47. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar SAIL was trading at 151.71. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar SAIL was trading at 145.73. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar SAIL was trading at 143.04. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar SAIL was trading at 155.52. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAIL was trading at 152.55. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar SAIL was trading at 154.42. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar SAIL was trading at 153.53. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar SAIL was trading at 144.69. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAIL was trading at 149.89. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SAIL was trading at 153.65. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAIL was trading at 153.88. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar SAIL was trading at 149.84. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar SAIL was trading at 149.52. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAIL was trading at 154.94. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar SAIL was trading at 156.15. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Mar SAIL was trading at 155.62. The strike last trading price was 9.45, which was -5.32 lower than the previous day. The implied volatity was 36.05, 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 14.77, 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 14.77, 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 14.77, 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 14.77, 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 28-Apr-2026 (4d) 155 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.02
Gamma: 0.0031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 177.67 | 0.05 | 0.04 | 54.89 | 1 | 0 | 342 |
| 23 Apr | 176.45 | 0.01 | -0.04 | 38.9 | 93 | 67 | 342 |
| 22 Apr | 176.23 | 0.01 | -0.49 | 36.88 | 58 | 19 | 267 |
| 21 Apr | 175.06 | 0.5 | 0.5 | 50.29 | 0 | 0 | 248 |
| 20 Apr | 172.71 | 0.5 | 0.2 | 50.29 | 5 | 0 | 249 |
| 17 Apr | 173.33 | 0.3 | -0.7 | 41.42 | 11 | -1 | 251 |
| 16 Apr | 171.32 | 1 | 0 | 45.87 | 12 | 0 | 264 |
| 15 Apr | 166.95 | 1 | 0.36 | 39.3 | 80 | -30 | 265 |
| 13 Apr | 167.88 | 0.6 | -0.65 | 33.34 | 11 | -2 | 297 |
| 10 Apr | 166.02 | 1.25 | -0.3600000000000001 | 32.88 | 6 | -2 | 299 |
| 9 Apr | 163.35 | 1.3 | -0.67 | 31.07 | 18 | -5 | 302 |
| 8 Apr | 164.41 | 1.99 | -1.83 | 38.24 | 697 | 40 | 310 |
| 7 Apr | 160.62 | 3.46 | -0.99 | 42.19 | 377 | -69 | 273 |
| 6 Apr | 160.44 | 4.39 | -2.19 | 45.86 | 445 | 147 | 343 |
| 2 Apr | 155.16 | 6.59 | 0.43 | 41.68 | 269 | 116 | 195 |
| 1 Apr | 155.82 | 6.31 | -1.51 | 42.04 | 295 | 80 | 80 |
| 30 Mar | 151.42 | 7.82 | 0 | 0.23 | 0 | 0 | 0 |
| 27 Mar | 146.47 | 7.82 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 151.71 | 7.82 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 145.73 | 7.82 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 143.04 | 7.82 | 0 | 0.42 | 0 | 0 | 0 |
| 20 Mar | 155.52 | 7.82 | 0 | 1.39 | 0 | 0 | 0 |
| 19 Mar | 152.55 | 7.82 | 0 | 1 | 0 | 0 | 0 |
| 18 Mar | 154.42 | 7.82 | 0 | 1.76 | 0 | 0 | 0 |
| 17 Mar | 153.53 | 7.82 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 144.69 | 7.82 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 149.89 | 7.82 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 153.65 | 7.82 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 153.88 | 7.82 | 0 | 0.49 | 0 | 0 | 0 |
| 10 Mar | 149.84 | 7.82 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 149.52 | 7.82 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 154.94 | 7.82 | 0 | 1.19 | 0 | 0 | 0 |
| 5 Mar | 156.15 | 7.82 | 0 | 2.34 | 0 | 0 | 0 |
| 4 Mar | 155.62 | 7.82 | 0 | 1.21 | 0 | 0 | 0 |
| 2 Mar | 165.59 | 7.82 | 0 | 6.61 | 0 | 0 | 0 |
| 27 Feb | 165.71 | 7.82 | 0 | 5.75 | 0 | 0 | 0 |
| 26 Feb | 165.51 | 7.82 | 0 | 5.86 | 0 | 0 | 0 |
| 25 Feb | 164.93 | 7.82 | 0 | 5.55 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 155 expiring on 28APR2026
Delta for 155 PE is -0.01
Historical price for 155 PE is as follows
On 24 Apr SAIL was trading at 177.67. The strike last trading price was 0.05, which was 0.04 higher than the previous day. The implied volatity was 54.89, the open interest changed by 0 which decreased total open position to 342
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 0.01, which was -0.04 lower than the previous day. The implied volatity was 38.9, the open interest changed by 67 which increased total open position to 342
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 0.01, which was -0.49 lower than the previous day. The implied volatity was 36.88, the open interest changed by 19 which increased total open position to 267
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 0.5, which was 0.5 higher than the previous day. The implied volatity was 50.29, the open interest changed by 0 which decreased total open position to 248
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 50.29, the open interest changed by 0 which decreased total open position to 249
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 0.3, which was -0.7 lower than the previous day. The implied volatity was 41.42, the open interest changed by -1 which decreased total open position to 251
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 45.87, the open interest changed by 0 which decreased total open position to 264
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 1, which was 0.36 higher than the previous day. The implied volatity was 39.3, the open interest changed by -30 which decreased total open position to 265
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 33.34, the open interest changed by -2 which decreased total open position to 297
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 1.25, which was -0.3600000000000001 lower than the previous day. The implied volatity was 32.88, the open interest changed by -2 which decreased total open position to 299
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 1.3, which was -0.67 lower than the previous day. The implied volatity was 31.07, the open interest changed by -5 which decreased total open position to 302
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 1.99, which was -1.83 lower than the previous day. The implied volatity was 38.24, the open interest changed by 40 which increased total open position to 310
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 3.46, which was -0.99 lower than the previous day. The implied volatity was 42.19, the open interest changed by -69 which decreased total open position to 273
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 4.39, which was -2.19 lower than the previous day. The implied volatity was 45.86, the open interest changed by 147 which increased total open position to 343
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 6.59, which was 0.43 higher than the previous day. The implied volatity was 41.68, the open interest changed by 116 which increased total open position to 195
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 6.31, which was -1.51 lower than the previous day. The implied volatity was 42.04, the open interest changed by 80 which increased total open position to 80
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SAIL was trading at 146.47. The strike last trading price was 7.82, 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 Mar SAIL was trading at 151.71. The strike last trading price was 7.82, 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 Mar SAIL was trading at 145.73. The strike last trading price was 7.82, 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 Mar SAIL was trading at 143.04. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SAIL was trading at 155.52. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAIL was trading at 152.55. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SAIL was trading at 154.42. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAIL was trading at 153.53. The strike last trading price was 7.82, 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 Mar SAIL was trading at 144.69. The strike last trading price was 7.82, 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 Mar SAIL was trading at 149.89. The strike last trading price was 7.82, 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 Mar SAIL was trading at 153.65. The strike last trading price was 7.82, 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 Mar SAIL was trading at 153.88. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 149.84. The strike last trading price was 7.82, 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 Mar SAIL was trading at 149.52. The strike last trading price was 7.82, 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 Mar SAIL was trading at 154.94. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 156.15. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SAIL was trading at 155.62. The strike last trading price was 7.82, which was 0 lower than the previous day. The implied volatity was 1.21, 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 7.82, which was 0 lower than the previous day. The implied volatity was 6.61, 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 7.82, which was 0 lower than the previous day. The implied volatity was 5.75, 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 7.82, which was 0 lower than the previous day. The implied volatity was 5.86, 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 7.82, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
