[--[65.84.65.76]--]

SAIL

Steel Authority Of India
164.41 +3.79 (2.36%)
L: 162.41 H: 169

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Historical option data for SAIL

09 Apr 2026 09:31 AM IST
SAIL 28-Apr-2026 (19d) 160 CE
Delta: 0.8
Vega: 0.11
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 167.78 10.9 1.96 29.98 8 -6 364
8 Apr 164.41 8.9 1.44 39.43 795 -129 368
7 Apr 160.62 7.51 -0.4 42.05 1,115 59 502
6 Apr 160.44 7.81 2.28 45.61 1,433 103 447
2 Apr 155.16 5.25 -0.27 43.59 613 92 348
1 Apr 155.82 5.15 0.65 39.48 1,006 238 256
30 Mar 151.42 4.5 2.7 44.65 4 0 18
27 Mar 146.47 1.8 -2.3 - 0 0 18
25 Mar 151.71 1.8 -2.3 - 0 0 18
24 Mar 145.73 1.8 -2.3 - 0 0 18
23 Mar 143.04 1.8 -2.3 - 0 0 18
20 Mar 155.52 1.8 -2.3 - 0 0 18
19 Mar 152.55 1.8 -2.3 - 0 0 18
18 Mar 154.42 1.8 -2.3 - 0 0 18
17 Mar 153.53 1.8 -2.3 - 1 0 18
16 Mar 144.69 1.8 -2.3 31.63 1 0 19
13 Mar 149.89 4.1 -3.2 - 0 0 19
12 Mar 153.65 4.1 -3.2 - 0 0 19
11 Mar 153.88 4.1 -3.2 - 0 0 19
10 Mar 149.84 4.1 -3.2 - 1 0 19
9 Mar 149.52 4.1 -3.2 32.78 1 0 19
6 Mar 154.94 7.3 -5.6 - 21 0 0
5 Mar 156.15 7.3 -5.6 - 21 17 0
4 Mar 155.62 7.3 -5.6 36.5 21 17 19
2 Mar 165.59 12.9 -0.58 - 0 -2 0
27 Feb 165.71 12.9 -0.58 32.22 3 -2 2
26 Feb 165.51 13.6 0.25 34.53 4 2 3
25 Feb 164.93 13.35 0.91 34.59 1 0 0
24 Feb 160.18 - - - 0 0 0
23 Feb 156.68 - - - 0 0 0
20 Feb 158.75 - - - 0 0 0
19 Feb 155.80 12.44 0 - 0 0 0
18 Feb 159.21 12.44 0 - 0 0 0
17 Feb 157.27 - - - 0 0 0
16 Feb 159.58 - - - 0 0 0
13 Feb 159.28 - - - 0 0 0
12 Feb 160.35 - - - 0 0 0
11 Feb 162.12 - - - 0 0 0
10 Feb 160.99 12.44 0 - 0 0 0
9 Feb 158.38 12.44 0 - 0 0 0
6 Feb 160.52 12.44 0 - 0 0 0
5 Feb 158.50 12.44 0 0.93 0 0 0
4 Feb 157.29 12.44 0 - 0 0 0
3 Feb 154.36 12.44 0 2.74 0 0 0
2 Feb 148.67 - - - 0 0 0
1 Feb 148.63 12.44 0 2.61 0 0 0
30 Jan 151.13 12.44 0 1.65 0 0 0
29 Jan 157.18 12.44 0 - 0 0 0


For Steel Authority Of India - strike price 160 expiring on 28APR2026

Delta for 160 CE is 0.8

Historical price for 160 CE is as follows

On 9 Apr SAIL was trading at 167.78. The strike last trading price was 10.9, which was 1.96 higher than the previous day. The implied volatity was 29.98, the open interest changed by -6 which decreased total open position to 364


On 8 Apr SAIL was trading at 164.41. The strike last trading price was 8.9, which was 1.44 higher than the previous day. The implied volatity was 39.43, the open interest changed by -129 which decreased total open position to 368


On 7 Apr SAIL was trading at 160.62. The strike last trading price was 7.51, which was -0.4 lower than the previous day. The implied volatity was 42.05, the open interest changed by 59 which increased total open position to 502


On 6 Apr SAIL was trading at 160.44. The strike last trading price was 7.81, which was 2.28 higher than the previous day. The implied volatity was 45.61, the open interest changed by 103 which increased total open position to 447


On 2 Apr SAIL was trading at 155.16. The strike last trading price was 5.25, which was -0.27 lower than the previous day. The implied volatity was 43.59, the open interest changed by 92 which increased total open position to 348


On 1 Apr SAIL was trading at 155.82. The strike last trading price was 5.15, which was 0.65 higher than the previous day. The implied volatity was 39.48, the open interest changed by 238 which increased total open position to 256


On 30 Mar SAIL was trading at 151.42. The strike last trading price was 4.5, which was 2.7 higher than the previous day. The implied volatity was 44.65, the open interest changed by 0 which decreased total open position to 18


On 27 Mar SAIL was trading at 146.47. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 25 Mar SAIL was trading at 151.71. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 24 Mar SAIL was trading at 145.73. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 23 Mar SAIL was trading at 143.04. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 20 Mar SAIL was trading at 155.52. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 19 Mar SAIL was trading at 152.55. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 18 Mar SAIL was trading at 154.42. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 17 Mar SAIL was trading at 153.53. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 16 Mar SAIL was trading at 144.69. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 19


On 13 Mar SAIL was trading at 149.89. The strike last trading price was 4.1, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 12 Mar SAIL was trading at 153.65. The strike last trading price was 4.1, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 11 Mar SAIL was trading at 153.88. The strike last trading price was 4.1, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 10 Mar SAIL was trading at 149.84. The strike last trading price was 4.1, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 9 Mar SAIL was trading at 149.52. The strike last trading price was 4.1, which was -3.2 lower than the previous day. The implied volatity was 32.78, the open interest changed by 0 which decreased total open position to 19


On 6 Mar SAIL was trading at 154.94. The strike last trading price was 7.3, which was -5.6 lower than the previous day. The implied volatity was -, 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 7.3, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 4 Mar SAIL was trading at 155.62. The strike last trading price was 7.3, which was -5.6 lower than the previous day. The implied volatity was 36.5, the open interest changed by 17 which increased total open position to 19


On 2 Mar SAIL was trading at 165.59. The strike last trading price was 12.9, which was -0.58 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 27 Feb SAIL was trading at 165.71. The strike last trading price was 12.9, which was -0.58 lower than the previous day. The implied volatity was 32.22, the open interest changed by -2 which decreased total open position to 2


On 26 Feb SAIL was trading at 165.51. The strike last trading price was 13.6, which was 0.25 higher than the previous day. The implied volatity was 34.53, the open interest changed by 2 which increased total open position to 3


On 25 Feb SAIL was trading at 164.93. The strike last trading price was 13.35, which was 0.91 higher than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SAIL was trading at 160.18. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb SAIL was trading at 156.68. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SAIL was trading at 158.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SAIL was trading at 155.80. The strike last trading price was 12.44, 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 Feb SAIL was trading at 159.21. The strike last trading price was 12.44, 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 Feb SAIL was trading at 157.27. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb SAIL was trading at 159.58. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SAIL was trading at 159.28. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SAIL was trading at 160.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SAIL was trading at 162.12. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SAIL was trading at 160.99. The strike last trading price was 12.44, 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 Feb SAIL was trading at 158.38. The strike last trading price was 12.44, 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 Feb SAIL was trading at 160.52. The strike last trading price was 12.44, 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 Feb SAIL was trading at 158.50. The strike last trading price was 12.44, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SAIL was trading at 157.29. The strike last trading price was 12.44, 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 Feb SAIL was trading at 154.36. The strike last trading price was 12.44, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


On 2 Feb SAIL was trading at 148.67. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SAIL was trading at 148.63. The strike last trading price was 12.44, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0


On 30 Jan SAIL was trading at 151.13. The strike last trading price was 12.44, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SAIL was trading at 157.18. The strike last trading price was 12.44, 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 (19d) 160 PE
Delta: -0.24
Vega: 0.12
Theta: -0.1
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 167.78 2 -1.24 36.76 22 -13 403
8 Apr 164.41 3.26 -2.52 36.2 950 275 416
7 Apr 160.62 5.2 -1.37 40.26 220 25 135
6 Apr 160.44 6.52 -2.58 45.81 170 76 110
2 Apr 155.16 9.27 0.85 40.83 37 2 33
1 Apr 155.82 8.42 -1.68 38.52 58 24 31
30 Mar 151.42 10.1 4.5 - 0 0 0
27 Mar 146.47 10.1 4.5 - 0 0 7
25 Mar 151.71 10.1 4.5 - 0 0 7
24 Mar 145.73 10.1 4.5 - 0 0 7
23 Mar 143.04 10.1 4.5 - 0 0 7
20 Mar 155.52 10.1 4.5 - 0 0 7
19 Mar 152.55 10.1 4.5 - 0 0 7
18 Mar 154.42 10.1 4.5 - 0 0 7
17 Mar 153.53 10.1 4.5 - 0 0 7
16 Mar 144.69 10.1 4.5 - 0 0 0
13 Mar 149.89 10.1 4.5 - 0 0 7
12 Mar 153.65 10.1 4.5 - 0 0 7
11 Mar 153.88 10.1 4.5 - 0 0 7
10 Mar 149.84 10.1 4.5 - 0 0 7
9 Mar 149.52 10.1 4.5 - 0 0 7
6 Mar 154.94 10.1 4.5 - 0 0 7
5 Mar 156.15 10.1 4.5 - 0 0 7
4 Mar 155.62 10.1 4.5 34.79 2 1 7
2 Mar 165.59 5.6 -0.99 - 0 5 0
27 Feb 165.71 5.6 -0.99 34.47 5 4 5
26 Feb 165.51 6.59 -7.84 38.32 2 1 1
25 Feb 164.93 14.43 0 3.73 0 0 0
24 Feb 160.18 - - - 0 0 0
23 Feb 156.68 - - - 0 0 0
20 Feb 158.75 - - - 0 0 0
19 Feb 155.80 14.43 0 - 0 0 0
18 Feb 159.21 14.43 0 0.94 0 0 0
17 Feb 157.27 - - - 0 0 0
16 Feb 159.58 - - - 0 0 0
13 Feb 159.28 - - - 0 0 0
12 Feb 160.35 - - - 0 0 0
11 Feb 162.12 - - - 0 0 0
10 Feb 160.99 14.43 0 - 0 0 0
9 Feb 158.38 14.43 0 - 0 0 0
6 Feb 160.52 14.43 0 0.51 0 0 0
5 Feb 158.50 0 0 - 0 0 0
4 Feb 157.29 0 0 0.54 0 0 0
3 Feb 154.36 0 0 - 0 0 0
2 Feb 148.67 - - - 0 0 0
1 Feb 148.63 0 0 - 0 0 0
30 Jan 151.13 0 0 - 0 0 0
29 Jan 157.18 0 0 0.43 0 0 0


For Steel Authority Of India - strike price 160 expiring on 28APR2026

Delta for 160 PE is -0.24

Historical price for 160 PE is as follows

On 9 Apr SAIL was trading at 167.78. The strike last trading price was 2, which was -1.24 lower than the previous day. The implied volatity was 36.76, the open interest changed by -13 which decreased total open position to 403


On 8 Apr SAIL was trading at 164.41. The strike last trading price was 3.26, which was -2.52 lower than the previous day. The implied volatity was 36.2, the open interest changed by 275 which increased total open position to 416


On 7 Apr SAIL was trading at 160.62. The strike last trading price was 5.2, which was -1.37 lower than the previous day. The implied volatity was 40.26, the open interest changed by 25 which increased total open position to 135


On 6 Apr SAIL was trading at 160.44. The strike last trading price was 6.52, which was -2.58 lower than the previous day. The implied volatity was 45.81, the open interest changed by 76 which increased total open position to 110


On 2 Apr SAIL was trading at 155.16. The strike last trading price was 9.27, which was 0.85 higher than the previous day. The implied volatity was 40.83, the open interest changed by 2 which increased total open position to 33


On 1 Apr SAIL was trading at 155.82. The strike last trading price was 8.42, which was -1.68 lower than the previous day. The implied volatity was 38.52, the open interest changed by 24 which increased total open position to 31


On 30 Mar SAIL was trading at 151.42. The strike last trading price was 10.1, which was 4.5 higher 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 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 25 Mar SAIL was trading at 151.71. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 24 Mar SAIL was trading at 145.73. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 23 Mar SAIL was trading at 143.04. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 20 Mar SAIL was trading at 155.52. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 19 Mar SAIL was trading at 152.55. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 18 Mar SAIL was trading at 154.42. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 17 Mar SAIL was trading at 153.53. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 16 Mar SAIL was trading at 144.69. The strike last trading price was 10.1, which was 4.5 higher 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 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 12 Mar SAIL was trading at 153.65. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 11 Mar SAIL was trading at 153.88. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 10 Mar SAIL was trading at 149.84. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 9 Mar SAIL was trading at 149.52. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 6 Mar SAIL was trading at 154.94. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 5 Mar SAIL was trading at 156.15. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 4 Mar SAIL was trading at 155.62. The strike last trading price was 10.1, which was 4.5 higher than the previous day. The implied volatity was 34.79, the open interest changed by 1 which increased total open position to 7


On 2 Mar SAIL was trading at 165.59. The strike last trading price was 5.6, which was -0.99 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 27 Feb SAIL was trading at 165.71. The strike last trading price was 5.6, which was -0.99 lower than the previous day. The implied volatity was 34.47, the open interest changed by 4 which increased total open position to 5


On 26 Feb SAIL was trading at 165.51. The strike last trading price was 6.59, which was -7.84 lower than the previous day. The implied volatity was 38.32, the open interest changed by 1 which increased total open position to 1


On 25 Feb SAIL was trading at 164.93. The strike last trading price was 14.43, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SAIL was trading at 160.18. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb SAIL was trading at 156.68. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SAIL was trading at 158.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SAIL was trading at 155.80. The strike last trading price was 14.43, 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 Feb SAIL was trading at 159.21. The strike last trading price was 14.43, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SAIL was trading at 157.27. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb SAIL was trading at 159.58. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SAIL was trading at 159.28. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SAIL was trading at 160.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SAIL was trading at 162.12. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SAIL was trading at 160.99. The strike last trading price was 14.43, 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 Feb SAIL was trading at 158.38. The strike last trading price was 14.43, 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 Feb SAIL was trading at 160.52. The strike last trading price was 14.43, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SAIL was trading at 158.50. 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 4 Feb SAIL was trading at 157.29. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SAIL was trading at 154.36. 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 2 Feb SAIL was trading at 148.67. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SAIL was trading at 148.63. 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 Jan SAIL was trading at 151.13. 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 Jan SAIL was trading at 157.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0