SAIL
Steel Authority Of India
Historical option data for SAIL
02 Apr 2026 03:46 PM IST
| SAIL 28-Apr-2026 (26d) 155 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.16
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
| 18 Mar | 154.42 | 9.45 | -5.32 | - | 0 | 0 | 3 | |||||||||
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| 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 0.53
Historical price for 155 CE is as follows
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 (26d) 155 PE | |||||||
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Delta: -0.47
Vega: 0.16
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.47
Historical price for 155 PE is as follows
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
