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 155 CE
Delta: 0.04 Vega: 0.02 Theta: -0.02 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	0.17 ₹ 799	-0.04 -188.00	40.28	24 1,12,800	-19 -89,300	247 11,60,900
8 Dec	129.75	0.36 ₹ 1,692	0.16 752.00	44.92	18 84,600	6 28,200	266 12,50,200
5 Dec	132.54	0.2 ₹ 940	-0.02 -94.00	32.90	17 79,900	-8 -37,600	261 12,26,700
4 Dec	132.14	0.22 ₹ 1,034	0.01 47.00	33.42	37 1,73,900	2 9,400	269 12,64,300

3 Dec	131.92	0.21 ₹ 987	-0.06 -282.00	32.81	19 89,300	-9 -42,300	266 12,50,200
2 Dec	132.46	0.27 ₹ 1,269	-0.2 -940.00	32.67	66 3,10,200	5 23,500	275 12,92,500
1 Dec	135.05	0.46 ₹ 2,162	-0.09 -423.00	32.42	221 10,38,700	44 2,06,800	270 12,69,000
28 Nov	134.91	0.57 ₹ 2,679	-0.12 -564.00	32.46	129 6,06,300	-10 -47,000	227 10,66,900
27 Nov	136.21	0.69 ₹ 3,243	-0.08 -376.00	31.45	147 6,90,900	10 47,000	238 11,18,600
26 Nov	136.92	0.75 ₹ 3,525	-2.35 -11045.00	31.64	652 30,64,400	216 10,15,200	216 10,15,200
24 Nov	132.08	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
21 Nov	134.08	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
20 Nov	138.19	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
19 Nov	139.99	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
18 Nov	138.90	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
17 Nov	141.33	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
14 Nov	141.99	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
13 Nov	144.72	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
12 Nov	143.49	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
11 Nov	144.40	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
10 Nov	144.34	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
7 Nov	141.00	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
3 Nov	137.97	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
31 Oct	136.85	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
30 Oct	137.05	3.1 ₹ 14,570	0 0.00	-	0 0	0 0	0 0
29 Oct	140.55	3.1 ₹ 14,570	0 0.00	6.43	0 0	0 0	0 0

For Steel Authority Of India - strike price 155 expiring on 30DEC2025

Delta for 155 CE is 0.04

Historical price for 155 CE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 0.17, which was -0.04 lower than the previous day. The implied volatity was 40.28, the open interest changed by -19 which decreased total open position to 247

On 8 Dec SAIL was trading at 129.75. The strike last trading price was 0.36, which was 0.16 higher than the previous day. The implied volatity was 44.92, the open interest changed by 6 which increased total open position to 266

On 5 Dec SAIL was trading at 132.54. The strike last trading price was 0.2, which was -0.02 lower than the previous day. The implied volatity was 32.90, the open interest changed by -8 which decreased total open position to 261

On 4 Dec SAIL was trading at 132.14. The strike last trading price was 0.22, which was 0.01 higher than the previous day. The implied volatity was 33.42, the open interest changed by 2 which increased total open position to 269

On 3 Dec SAIL was trading at 131.92. The strike last trading price was 0.21, which was -0.06 lower than the previous day. The implied volatity was 32.81, the open interest changed by -9 which decreased total open position to 266

On 2 Dec SAIL was trading at 132.46. The strike last trading price was 0.27, which was -0.2 lower than the previous day. The implied volatity was 32.67, the open interest changed by 5 which increased total open position to 275

On 1 Dec SAIL was trading at 135.05. The strike last trading price was 0.46, which was -0.09 lower than the previous day. The implied volatity was 32.42, the open interest changed by 44 which increased total open position to 270

On 28 Nov SAIL was trading at 134.91. The strike last trading price was 0.57, which was -0.12 lower than the previous day. The implied volatity was 32.46, the open interest changed by -10 which decreased total open position to 227

On 27 Nov SAIL was trading at 136.21. The strike last trading price was 0.69, which was -0.08 lower than the previous day. The implied volatity was 31.45, the open interest changed by 10 which increased total open position to 238

On 26 Nov SAIL was trading at 136.92. The strike last trading price was 0.75, which was -2.35 lower than the previous day. The implied volatity was 31.64, the open interest changed by 216 which increased total open position to 216

On 24 Nov SAIL was trading at 132.08. The strike last trading price was 3.1, 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 21 Nov SAIL was trading at 134.08. The strike last trading price was 3.1, 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 Nov SAIL was trading at 138.19. The strike last trading price was 3.1, 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 Nov SAIL was trading at 139.99. The strike last trading price was 3.1, 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 18 Nov SAIL was trading at 138.90. The strike last trading price was 3.1, 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 Nov SAIL was trading at 141.33. The strike last trading price was 3.1, 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 Nov SAIL was trading at 141.99. The strike last trading price was 3.1, 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 Nov SAIL was trading at 144.72. The strike last trading price was 3.1, 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 Nov SAIL was trading at 143.49. The strike last trading price was 3.1, 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 Nov SAIL was trading at 144.40. The strike last trading price was 3.1, 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 Nov SAIL was trading at 144.34. The strike last trading price was 3.1, 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 Nov SAIL was trading at 141.00. The strike last trading price was 3.1, 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 Nov SAIL was trading at 137.97. The strike last trading price was 3.1, 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 Oct SAIL was trading at 136.85. The strike last trading price was 3.1, 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 3.1, 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 3.1, which was 0 lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0

SAIL 30DEC2025 155 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	129.15	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
8 Dec	129.75	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
5 Dec	132.54	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
4 Dec	132.14	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
3 Dec	131.92	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
2 Dec	132.46	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
1 Dec	135.05	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
28 Nov	134.91	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
27 Nov	136.21	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
26 Nov	136.92	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
24 Nov	132.08	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
21 Nov	134.08	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
20 Nov	138.19	24.3 ₹ 1,14,210	0 0.00	-	0 0	0 0	0 0
19 Nov	139.99	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	138.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	141.33	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	141.99	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	144.72	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	143.49	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	144.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	144.34	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	141.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	137.97	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	136.85	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	137.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	140.55	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 155 expiring on 30DEC2025

Delta for 155 PE is -

Historical price for 155 PE is as follows

On 9 Dec SAIL was trading at 129.15. The strike last trading price was 24.3, 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 Dec SAIL was trading at 129.75. The strike last trading price was 24.3, 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 Dec SAIL was trading at 132.54. The strike last trading price was 24.3, 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 Dec SAIL was trading at 132.14. The strike last trading price was 24.3, 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 Dec SAIL was trading at 131.92. The strike last trading price was 24.3, 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 Dec SAIL was trading at 132.46. The strike last trading price was 24.3, 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 Dec SAIL was trading at 135.05. The strike last trading price was 24.3, 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 28 Nov SAIL was trading at 134.91. The strike last trading price was 24.3, 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 Nov SAIL was trading at 136.21. The strike last trading price was 24.3, 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 Nov SAIL was trading at 136.92. The strike last trading price was 24.3, 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 Nov SAIL was trading at 132.08. The strike last trading price was 24.3, 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 21 Nov SAIL was trading at 134.08. The strike last trading price was 24.3, 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 Nov SAIL was trading at 138.19. The strike last trading price was 24.3, 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 Nov SAIL was trading at 139.99. 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 18 Nov SAIL was trading at 138.90. 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 Nov SAIL was trading at 141.33. 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 14 Nov SAIL was trading at 141.99. 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 13 Nov SAIL was trading at 144.72. 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 12 Nov SAIL was trading at 143.49. 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 11 Nov SAIL was trading at 144.40. 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 Nov SAIL was trading at 144.34. 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 7 Nov SAIL was trading at 141.00. 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 Nov SAIL was trading at 137.97. 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 31 Oct SAIL was trading at 136.85. 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 30 Oct SAIL was trading at 137.05. 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 Oct SAIL was trading at 140.55. 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

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