SAIL

Steel Authority Of India

157.18 +1.44 (0.92%)

L: 155.8 H: 160

Back to Option Chain

Historical option data for SAIL
29 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 155 CE
Delta: 0.6 Vega: 0.16 Theta: -0.17 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	157.18	9.61 ₹ 45,167	1.31 6157.00	45.96	1,205 56,63,500	-41 -1,92,700	928 43,61,600

28 Jan	155.74	7.97 ₹ 37,459	-0.42 -1974.00	42.57	2,135 1,00,34,500	190 8,93,000	969 45,54,300
27 Jan	155.56	9.01 ₹ 42,347	3.57 16779.00	43.8	1,950 91,65,000	106 4,98,200	785 36,89,500
23 Jan	149.03	5.23 ₹ 24,581	-1.21 -5687.00	41.71	1,701 79,94,700	42 1,97,400	672 31,58,400
22 Jan	151.65	6.65 ₹ 31,255	1.86 8742.00	40.83	1,282 60,25,400	536 25,19,200	536 25,19,200
21 Jan	146.45	4.79 ₹ 22,513	0 0.00	4.99	0 0	0 0	0 0
20 Jan	145.40	4.79 ₹ 22,513	0 0.00	3.29	0 0	0 0	0 0
19 Jan	149.70	4.79 ₹ 22,513	0 0.00	3.39	0 0	0 0	0 0
16 Jan	149.37	4.79 ₹ 22,513	0 0.00	2.47	0 0	0 0	0 0
14 Jan	152.44	4.79 ₹ 22,513	0 0.00	3.22	0 0	0 0	0 0
13 Jan	147.76	4.79 ₹ 22,513	0 0.00	-	0 0	0 0	0 0
12 Jan	149.22	4.79 ₹ 22,513	0 0.00	5.89	0 0	0 0	0 0
9 Jan	145.67	4.79 ₹ 22,513	0 0.00	-	0 0	0 0	0 0
8 Jan	146.46	4.79 ₹ 22,513	0 0.00	-	0 0	0 0	0 0
7 Jan	150.37	4.79 ₹ 22,513	0 0.00	-	0 0	0 0	0 0
6 Jan	146.44	4.79 ₹ 22,513	0 0.00	-	0 0	0 0	0 0
5 Jan	150.85	4.79 ₹ 22,513	0 0.00	-	0 0	0 0	0 0
2 Jan	147.47	4.79 ₹ 22,513	0 0.00	-	0 0	0 0	0 0
1 Jan	148.45	4.79 ₹ 22,513	0 0.00	2.8	0 0	0 0	0 0
31 Dec	146.99	4.79 ₹ 22,513	0 0.00	3.28	0 0	0 0	0 0

For Steel Authority Of India - strike price 155 expiring on 24FEB2026

Delta for 155 CE is 0.6

Historical price for 155 CE is as follows

On 29 Jan SAIL was trading at 157.18. The strike last trading price was 9.61, which was 1.31 higher than the previous day. The implied volatity was 45.96, the open interest changed by -41 which decreased total open position to 928

On 28 Jan SAIL was trading at 155.74. The strike last trading price was 7.97, which was -0.42 lower than the previous day. The implied volatity was 42.57, the open interest changed by 190 which increased total open position to 969

On 27 Jan SAIL was trading at 155.56. The strike last trading price was 9.01, which was 3.57 higher than the previous day. The implied volatity was 43.8, the open interest changed by 106 which increased total open position to 785

On 23 Jan SAIL was trading at 149.03. The strike last trading price was 5.23, which was -1.21 lower than the previous day. The implied volatity was 41.71, the open interest changed by 42 which increased total open position to 672

On 22 Jan SAIL was trading at 151.65. The strike last trading price was 6.65, which was 1.86 higher than the previous day. The implied volatity was 40.83, the open interest changed by 536 which increased total open position to 536

On 21 Jan SAIL was trading at 146.45. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 4.99, 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 4.79, which was 0 lower than the previous day. The implied volatity was 3.29, 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 4.79, which was 0 lower than the previous day. The implied volatity was 3.39, 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 4.79, which was 0 lower than the previous day. The implied volatity was 2.47, 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 4.79, which was 0 lower than the previous day. The implied volatity was 3.22, 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 4.79, 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 4.79, which was 0 lower than the previous day. The implied volatity was 5.89, 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 4.79, 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 4.79, 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 4.79, 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 4.79, 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 4.79, 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 4.79, 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 4.79, which was 0 lower than the previous day. The implied volatity was 2.8, 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 4.79, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0

SAIL 24FEB2026 155 PE
Delta: -0.4 Vega: 0.16 Theta: -0.12 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	157.18	5.87 ₹ 27,589	-0.43 -2021.00	45.72	535 25,14,500	-1 -4,700	517 24,29,900
28 Jan	155.74	6.45 ₹ 30,315	-0.07 -329.00	43.07	434 20,39,800	40 1,88,000	518 24,34,600
27 Jan	155.56	6.2 ₹ 29,140	-4.02 -18894.00	43.94	501 23,54,700	39 1,83,300	476 22,37,200
23 Jan	149.03	10.52 ₹ 49,444	2 9400.00	43.7	440 20,68,000	63 2,96,100	437 20,53,900
22 Jan	151.65	8.37 ₹ 39,339	-8.96 -42112.00	40.86	458 21,52,600	374 17,57,800	374 17,57,800
21 Jan	146.45	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
20 Jan	145.40	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
19 Jan	149.70	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
16 Jan	149.37	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
14 Jan	152.44	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
13 Jan	147.76	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
12 Jan	149.22	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
9 Jan	145.67	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
8 Jan	146.46	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
7 Jan	150.37	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
6 Jan	146.44	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
5 Jan	150.85	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
2 Jan	147.47	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
1 Jan	148.45	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0
31 Dec	146.99	17.33 ₹ 81,451	0 0.00	-	0 0	0 0	0 0

For Steel Authority Of India - strike price 155 expiring on 24FEB2026

Delta for 155 PE is -0.4

Historical price for 155 PE is as follows

On 29 Jan SAIL was trading at 157.18. The strike last trading price was 5.87, which was -0.43 lower than the previous day. The implied volatity was 45.72, the open interest changed by -1 which decreased total open position to 517

On 28 Jan SAIL was trading at 155.74. The strike last trading price was 6.45, which was -0.07 lower than the previous day. The implied volatity was 43.07, the open interest changed by 40 which increased total open position to 518

On 27 Jan SAIL was trading at 155.56. The strike last trading price was 6.2, which was -4.02 lower than the previous day. The implied volatity was 43.94, the open interest changed by 39 which increased total open position to 476

On 23 Jan SAIL was trading at 149.03. The strike last trading price was 10.52, which was 2 higher than the previous day. The implied volatity was 43.7, the open interest changed by 63 which increased total open position to 437

On 22 Jan SAIL was trading at 151.65. The strike last trading price was 8.37, which was -8.96 lower than the previous day. The implied volatity was 40.86, the open interest changed by 374 which increased total open position to 374

On 21 Jan SAIL was trading at 146.45. The strike last trading price was 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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 17.33, 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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