[--[65.84.65.76]--]

SAIL

Steel Authority Of India
129.15 -0.60 (-0.46%)
L: 126.8 H: 129.92

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Historical option data for SAIL

09 Dec 2025 04:10 PM IST
SAIL 30-DEC-2025 160 CE
Delta: 0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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