SAIL
Steel Authority Of India
Historical option data for SAIL
09 Dec 2025 04:10 PM IST
| SAIL 30-DEC-2025 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 129.15 | 0.13 | 0.02 | 44.52 | 40 | 18 | 324 | |||||||||
| 8 Dec | 129.75 | 0.12 | -0.01 | 42.12 | 22 | 8 | 306 | |||||||||
| 5 Dec | 132.54 | 0.13 | 0 | 35.70 | 29 | -11 | 298 | |||||||||
| 4 Dec | 132.14 | 0.13 | 0.01 | 35.54 | 13 | 0 | 309 | |||||||||
| 3 Dec | 131.92 | 0.12 | -0.07 | 34.30 | 22 | -1 | 310 | |||||||||
| 2 Dec | 132.46 | 0.19 | -0.09 | 35.56 | 59 | -45 | 311 | |||||||||
| 1 Dec | 135.05 | 0.28 | -0.05 | 34.38 | 54 | -6 | 358 | |||||||||
| 28 Nov | 134.91 | 0.34 | -0.11 | 33.97 | 58 | -13 | 366 | |||||||||
| 27 Nov | 136.21 | 0.46 | -0.05 | 33.79 | 338 | -16 | 379 | |||||||||
| 26 Nov | 136.92 | 0.48 | -0.12 | 33.55 | 1,150 | 335 | 389 | |||||||||
| 24 Nov | 132.08 | 0.6 | -2.04 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 134.08 | 0.6 | -2.04 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 138.19 | 0.6 | -2.04 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 139.99 | 0.6 | -2.04 | - | 0 | -3 | 0 | |||||||||
| 18 Nov | 138.90 | 0.6 | -2.04 | - | 3 | -2 | 55 | |||||||||
| 17 Nov | 141.33 | 2.58 | -2.12 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 141.99 | 2.58 | -2.12 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 144.72 | 2.58 | -2.12 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 143.49 | 2.58 | -2.12 | - | 0 | 0 | 0 | |||||||||
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| 11 Nov | 144.40 | 2.58 | -2.12 | - | 0 | 57 | 0 | |||||||||
| 10 Nov | 144.34 | 2.58 | -2.12 | 34.06 | 81 | 56 | 56 | |||||||||
For Steel Authority Of India - strike price 160 expiring on 30DEC2025
Delta for 160 CE is 0.03
Historical price for 160 CE is as follows
On 9 Dec SAIL was trading at 129.15. The strike last trading price was 0.13, which was 0.02 higher than the previous day. The implied volatity was 44.52, the open interest changed by 18 which increased total open position to 324
On 8 Dec SAIL was trading at 129.75. The strike last trading price was 0.12, which was -0.01 lower than the previous day. The implied volatity was 42.12, the open interest changed by 8 which increased total open position to 306
On 5 Dec SAIL was trading at 132.54. The strike last trading price was 0.13, which was 0 lower than the previous day. The implied volatity was 35.70, the open interest changed by -11 which decreased total open position to 298
On 4 Dec SAIL was trading at 132.14. The strike last trading price was 0.13, which was 0.01 higher than the previous day. The implied volatity was 35.54, the open interest changed by 0 which decreased total open position to 309
On 3 Dec SAIL was trading at 131.92. The strike last trading price was 0.12, which was -0.07 lower than the previous day. The implied volatity was 34.30, the open interest changed by -1 which decreased total open position to 310
On 2 Dec SAIL was trading at 132.46. The strike last trading price was 0.19, which was -0.09 lower than the previous day. The implied volatity was 35.56, the open interest changed by -45 which decreased total open position to 311
On 1 Dec SAIL was trading at 135.05. The strike last trading price was 0.28, which was -0.05 lower than the previous day. The implied volatity was 34.38, the open interest changed by -6 which decreased total open position to 358
On 28 Nov SAIL was trading at 134.91. The strike last trading price was 0.34, which was -0.11 lower than the previous day. The implied volatity was 33.97, the open interest changed by -13 which decreased total open position to 366
On 27 Nov SAIL was trading at 136.21. The strike last trading price was 0.46, which was -0.05 lower than the previous day. The implied volatity was 33.79, the open interest changed by -16 which decreased total open position to 379
On 26 Nov SAIL was trading at 136.92. The strike last trading price was 0.48, which was -0.12 lower than the previous day. The implied volatity was 33.55, the open interest changed by 335 which increased total open position to 389
On 24 Nov SAIL was trading at 132.08. The strike last trading price was 0.6, which was -2.04 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 0.6, which was -2.04 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 0.6, which was -2.04 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 0.6, which was -2.04 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 18 Nov SAIL was trading at 138.90. The strike last trading price was 0.6, which was -2.04 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 55
On 17 Nov SAIL was trading at 141.33. The strike last trading price was 2.58, which was -2.12 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 2.58, which was -2.12 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 2.58, which was -2.12 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 2.58, which was -2.12 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 2.58, which was -2.12 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 0
On 10 Nov SAIL was trading at 144.34. The strike last trading price was 2.58, which was -2.12 lower than the previous day. The implied volatity was 34.06, the open interest changed by 56 which increased total open position to 56
| SAIL 30DEC2025 160 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 129.15 | 27.8 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 129.75 | 27.8 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 132.54 | 27.8 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 132.14 | 27.8 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 131.92 | 27.8 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 132.46 | 27.8 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 135.05 | 27.8 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 134.91 | 27.8 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 136.21 | 27.8 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 136.92 | 27.8 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 132.08 | 27.8 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 134.08 | 27.8 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 138.19 | 27.8 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 139.99 | 27.8 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 138.90 | 27.8 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 141.33 | 27.8 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 141.99 | 27.8 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 144.72 | 27.8 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 143.49 | 27.8 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 144.40 | 27.8 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 144.34 | 27.8 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 160 expiring on 30DEC2025
Delta for 160 PE is -
Historical price for 160 PE is as follows
On 9 Dec SAIL was trading at 129.15. The strike last trading price was 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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































































































































































































































