[--[65.84.65.76]--]

SAIL

Steel Authority Of India
154.94 -1.21 (-0.77%)
L: 153.51 H: 157.6

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Historical option data for SAIL

06 Mar 2026 04:11 PM IST
SAIL 30-MAR-2026 160 CE
Delta: 0.36
Vega: 0.15
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 154.94 2.9 -0.97 31.19 10 -1 647
5 Mar 156.15 3.01 -1.91 28.72 82 -39 648
4 Mar 155.62 4.3 -5.57 37.68 2,102 107 666
2 Mar 165.59 9.83 -0.29 32.28 193 21 561
27 Feb 165.71 10.01 -0.01 32.74 213 0 542
26 Feb 165.51 10.07 -0.02 32.17 228 9 545
25 Feb 164.93 9.88 1.97 32.55 1,801 485 534
24 Feb 160.18 8.5 1.5 39.72 7 3 49
23 Feb 156.68 7 -2.35 40.37 3 -1 47
20 Feb 158.75 9.35 4.92 45.56 3 -1 48
19 Feb 155.80 4.43 -2.17 - 0 0 49
18 Feb 159.21 4.43 -2.17 - 0 0 49
17 Feb 157.27 4.43 -2.17 22.94 3 0 48
16 Feb 159.58 6.6 -0.9 - 0 0 48
13 Feb 159.28 6.6 -0.9 26.13 2 0 48
12 Feb 160.35 7.5 -0.66 25.39 1 0 48
11 Feb 162.12 8.16 0 - 0 0 48
10 Feb 160.99 8.16 0 27.8 1 0 48
9 Feb 158.38 8.36 -0.72 34.7 47 10 48
6 Feb 160.52 8.2 -0.1 31.24 35 23 38
5 Feb 158.50 8.3 -0.55 29.96 10 4 13
4 Feb 157.29 8.85 1.43 37.72 9 5 8
3 Feb 154.36 7.42 1.43 38.11 8 2 2
2 Feb 148.67 5.99 0 4.44 0 0 0
1 Feb 148.63 5.99 0 5.41 0 0 0
30 Jan 151.13 5.99 0 3.49 0 0 0
29 Jan 157.18 5.99 0 0.25 0 0 0
28 Jan 155.74 5.99 0 1.01 0 0 0
27 Jan 155.56 5.99 0 0.31 0 0 0
23 Jan 149.03 5.99 0 3.39 0 0 0
22 Jan 151.65 5.99 0 3.09 0 0 0
21 Jan 146.45 - - - 0 0 0
20 Jan 145.40 5.99 0 - 0 0 0
19 Jan 149.70 - - - 0 0 0
16 Jan 149.37 5.99 0 2.89 0 0 0
14 Jan 152.44 5.99 0 2.05 0 0 0
13 Jan 147.76 - - - 0 0 0
12 Jan 149.22 - - - 0 0 0
9 Jan 145.67 - - - 0 0 0
8 Jan 146.46 5.99 - - 0 0 0
7 Jan 150.37 5.99 0 - 0 0 0
6 Jan 146.44 5.99 - - 0 0 0
5 Jan 150.85 5.99 0 - 0 0 0


For Steel Authority Of India - strike price 160 expiring on 30MAR2026

Delta for 160 CE is 0.36

Historical price for 160 CE is as follows

On 6 Mar SAIL was trading at 154.94. The strike last trading price was 2.9, which was -0.97 lower than the previous day. The implied volatity was 31.19, the open interest changed by -1 which decreased total open position to 647


On 5 Mar SAIL was trading at 156.15. The strike last trading price was 3.01, which was -1.91 lower than the previous day. The implied volatity was 28.72, the open interest changed by -39 which decreased total open position to 648


On 4 Mar SAIL was trading at 155.62. The strike last trading price was 4.3, which was -5.57 lower than the previous day. The implied volatity was 37.68, the open interest changed by 107 which increased total open position to 666


On 2 Mar SAIL was trading at 165.59. The strike last trading price was 9.83, which was -0.29 lower than the previous day. The implied volatity was 32.28, the open interest changed by 21 which increased total open position to 561


On 27 Feb SAIL was trading at 165.71. The strike last trading price was 10.01, which was -0.01 lower than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 542


On 26 Feb SAIL was trading at 165.51. The strike last trading price was 10.07, which was -0.02 lower than the previous day. The implied volatity was 32.17, the open interest changed by 9 which increased total open position to 545


On 25 Feb SAIL was trading at 164.93. The strike last trading price was 9.88, which was 1.97 higher than the previous day. The implied volatity was 32.55, the open interest changed by 485 which increased total open position to 534


On 24 Feb SAIL was trading at 160.18. The strike last trading price was 8.5, which was 1.5 higher than the previous day. The implied volatity was 39.72, the open interest changed by 3 which increased total open position to 49


On 23 Feb SAIL was trading at 156.68. The strike last trading price was 7, which was -2.35 lower than the previous day. The implied volatity was 40.37, the open interest changed by -1 which decreased total open position to 47


On 20 Feb SAIL was trading at 158.75. The strike last trading price was 9.35, which was 4.92 higher than the previous day. The implied volatity was 45.56, the open interest changed by -1 which decreased total open position to 48


On 19 Feb SAIL was trading at 155.80. The strike last trading price was 4.43, which was -2.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 18 Feb SAIL was trading at 159.21. The strike last trading price was 4.43, which was -2.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 17 Feb SAIL was trading at 157.27. The strike last trading price was 4.43, which was -2.17 lower than the previous day. The implied volatity was 22.94, the open interest changed by 0 which decreased total open position to 48


On 16 Feb SAIL was trading at 159.58. The strike last trading price was 6.6, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 13 Feb SAIL was trading at 159.28. The strike last trading price was 6.6, which was -0.9 lower than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 48


On 12 Feb SAIL was trading at 160.35. The strike last trading price was 7.5, which was -0.66 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 48


On 11 Feb SAIL was trading at 162.12. The strike last trading price was 8.16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 10 Feb SAIL was trading at 160.99. The strike last trading price was 8.16, which was 0 lower than the previous day. The implied volatity was 27.8, the open interest changed by 0 which decreased total open position to 48


On 9 Feb SAIL was trading at 158.38. The strike last trading price was 8.36, which was -0.72 lower than the previous day. The implied volatity was 34.7, the open interest changed by 10 which increased total open position to 48


On 6 Feb SAIL was trading at 160.52. The strike last trading price was 8.2, which was -0.1 lower than the previous day. The implied volatity was 31.24, the open interest changed by 23 which increased total open position to 38


On 5 Feb SAIL was trading at 158.50. The strike last trading price was 8.3, which was -0.55 lower than the previous day. The implied volatity was 29.96, the open interest changed by 4 which increased total open position to 13


On 4 Feb SAIL was trading at 157.29. The strike last trading price was 8.85, which was 1.43 higher than the previous day. The implied volatity was 37.72, the open interest changed by 5 which increased total open position to 8


On 3 Feb SAIL was trading at 154.36. The strike last trading price was 7.42, which was 1.43 higher than the previous day. The implied volatity was 38.11, the open interest changed by 2 which increased total open position to 2


On 2 Feb SAIL was trading at 148.67. The strike last trading price was 5.99, which was 0 lower than the previous day. The implied volatity was 4.44, 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 5.99, which was 0 lower than the previous day. The implied volatity was 5.41, 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 5.99, which was 0 lower than the previous day. The implied volatity was 3.49, 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 5.99, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SAIL was trading at 155.74. The strike last trading price was 5.99, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SAIL was trading at 155.56. The strike last trading price was 5.99, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 23 Jan SAIL was trading at 149.03. The strike last trading price was 5.99, 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 22 Jan SAIL was trading at 151.65. The strike last trading price was 5.99, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SAIL was trading at 146.45. 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 Jan SAIL was trading at 145.40. The strike last trading price was 5.99, 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 -, 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 Jan SAIL was trading at 149.37. The strike last trading price was 5.99, which was 0 lower than the previous day. The implied volatity was 2.89, 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 5.99, which was 0 lower than the previous day. The implied volatity was 2.05, 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 -, 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 Jan SAIL was trading at 149.22. 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 9 Jan SAIL was trading at 145.67. 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 8 Jan SAIL was trading at 146.46. The strike last trading price was 5.99, 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 7 Jan SAIL was trading at 150.37. The strike last trading price was 5.99, 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 5.99, 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 5 Jan SAIL was trading at 150.85. The strike last trading price was 5.99, 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 30MAR2026 160 PE
Delta: -0.86
Vega: 0.09
Theta: 0.02
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 154.94 5.4 -0.55 11.54 3 0 554
5 Mar 156.15 6.75 -1.74 25.57 26 -13 554
4 Mar 155.62 9.29 5.86 40.96 713 2 567
2 Mar 165.59 3.34 -0.22 34.41 750 -28 562
27 Feb 165.71 3.54 0.05 33.45 589 33 589
26 Feb 165.51 3.49 -0.45 32.84 468 29 557
25 Feb 164.93 3.88 -4.62 33.6 1,391 510 514
24 Feb 160.18 8.5 -1.8 46.77 2 -1 4
23 Feb 156.68 10.3 9.25 - 0 0 5
20 Feb 158.75 10.3 9.25 50.83 1 0 4
19 Feb 155.80 1.05 -7.34 - 0 0 4
18 Feb 159.21 1.05 -7.34 - 0 0 4
17 Feb 157.27 1.05 -7.34 - 0 0 4
16 Feb 159.58 1.05 -7.34 - 0 0 4
13 Feb 159.28 1.05 -7.34 - 0 0 4
12 Feb 160.35 1.05 -7.34 9.77 1 0 4
11 Feb 162.12 8.34 -14.26 - 0 0 4
10 Feb 160.99 8.34 -14.26 - 0 0 4
9 Feb 158.38 8.34 -14.26 37.55 4 2 2
6 Feb 160.52 22.6 0 0.93 0 0 0
5 Feb 158.50 22.6 0 0.23 0 0 0
4 Feb 157.29 22.6 0 0.34 0 0 0
3 Feb 154.36 22.6 0 - 0 0 0
2 Feb 148.67 22.6 0 - 0 0 0
1 Feb 148.63 22.6 0 - 0 0 0
30 Jan 151.13 22.6 0 - 0 0 0
29 Jan 157.18 22.6 0 0.18 0 0 0
28 Jan 155.74 22.6 0 - 0 0 0
27 Jan 155.56 22.6 0 - 0 0 0
23 Jan 149.03 22.6 0 - 0 0 0
22 Jan 151.65 22.6 0 - 0 0 0
21 Jan 146.45 - - - 0 0 0
20 Jan 145.40 22.6 0 - 0 0 0
19 Jan 149.70 - - - 0 0 0
16 Jan 149.37 22.6 0 - 0 0 0
14 Jan 152.44 22.6 0 - 0 0 0
13 Jan 147.76 - - - 0 0 0
12 Jan 149.22 - - - 0 0 0
9 Jan 145.67 - - - 0 0 0
8 Jan 146.46 22.6 - - 0 0 0
7 Jan 150.37 22.6 0 - 0 0 0
6 Jan 146.44 22.6 - - 0 0 0
5 Jan 150.85 22.6 0 - 0 0 0


For Steel Authority Of India - strike price 160 expiring on 30MAR2026

Delta for 160 PE is -0.86

Historical price for 160 PE is as follows

On 6 Mar SAIL was trading at 154.94. The strike last trading price was 5.4, which was -0.55 lower than the previous day. The implied volatity was 11.54, the open interest changed by 0 which decreased total open position to 554


On 5 Mar SAIL was trading at 156.15. The strike last trading price was 6.75, which was -1.74 lower than the previous day. The implied volatity was 25.57, the open interest changed by -13 which decreased total open position to 554


On 4 Mar SAIL was trading at 155.62. The strike last trading price was 9.29, which was 5.86 higher than the previous day. The implied volatity was 40.96, the open interest changed by 2 which increased total open position to 567


On 2 Mar SAIL was trading at 165.59. The strike last trading price was 3.34, which was -0.22 lower than the previous day. The implied volatity was 34.41, the open interest changed by -28 which decreased total open position to 562


On 27 Feb SAIL was trading at 165.71. The strike last trading price was 3.54, which was 0.05 higher than the previous day. The implied volatity was 33.45, the open interest changed by 33 which increased total open position to 589


On 26 Feb SAIL was trading at 165.51. The strike last trading price was 3.49, which was -0.45 lower than the previous day. The implied volatity was 32.84, the open interest changed by 29 which increased total open position to 557


On 25 Feb SAIL was trading at 164.93. The strike last trading price was 3.88, which was -4.62 lower than the previous day. The implied volatity was 33.6, the open interest changed by 510 which increased total open position to 514


On 24 Feb SAIL was trading at 160.18. The strike last trading price was 8.5, which was -1.8 lower than the previous day. The implied volatity was 46.77, the open interest changed by -1 which decreased total open position to 4


On 23 Feb SAIL was trading at 156.68. The strike last trading price was 10.3, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 20 Feb SAIL was trading at 158.75. The strike last trading price was 10.3, which was 9.25 higher than the previous day. The implied volatity was 50.83, the open interest changed by 0 which decreased total open position to 4


On 19 Feb SAIL was trading at 155.80. The strike last trading price was 1.05, which was -7.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Feb SAIL was trading at 159.21. The strike last trading price was 1.05, which was -7.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Feb SAIL was trading at 157.27. The strike last trading price was 1.05, which was -7.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Feb SAIL was trading at 159.58. The strike last trading price was 1.05, which was -7.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 13 Feb SAIL was trading at 159.28. The strike last trading price was 1.05, which was -7.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 Feb SAIL was trading at 160.35. The strike last trading price was 1.05, which was -7.34 lower than the previous day. The implied volatity was 9.77, the open interest changed by 0 which decreased total open position to 4


On 11 Feb SAIL was trading at 162.12. The strike last trading price was 8.34, which was -14.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Feb SAIL was trading at 160.99. The strike last trading price was 8.34, which was -14.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Feb SAIL was trading at 158.38. The strike last trading price was 8.34, which was -14.26 lower than the previous day. The implied volatity was 37.55, the open interest changed by 2 which increased total open position to 2


On 6 Feb SAIL was trading at 160.52. The strike last trading price was 22.6, 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 5 Feb SAIL was trading at 158.50. The strike last trading price was 22.6, 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 4 Feb SAIL was trading at 157.29. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 0.34, 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 22.6, 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 22.6, 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 Feb SAIL was trading at 148.63. The strike last trading price was 22.6, 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 22.6, 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 22.6, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SAIL was trading at 155.74. The strike last trading price was 22.6, 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 Jan SAIL was trading at 155.56. The strike last trading price was 22.6, 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 Jan SAIL was trading at 149.03. The strike last trading price was 22.6, 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 22 Jan SAIL was trading at 151.65. The strike last trading price was 22.6, 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 Jan SAIL was trading at 146.45. 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 Jan SAIL was trading at 145.40. The strike last trading price was 22.6, 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 -, 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 Jan SAIL was trading at 149.37. The strike last trading price was 22.6, 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 22.6, 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 -, 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 Jan SAIL was trading at 149.22. 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 9 Jan SAIL was trading at 145.67. 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 8 Jan SAIL was trading at 146.46. The strike last trading price was 22.6, 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 7 Jan SAIL was trading at 150.37. The strike last trading price was 22.6, 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 22.6, 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 5 Jan SAIL was trading at 150.85. The strike last trading price was 22.6, 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