SAIL
Steel Authority Of India
Historical option data for SAIL
29 Apr 2026 02:28 PM IST
| SAIL 26-May-2026 (27d) 160 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0
Theta: -0.06
Gamma: 0.00701
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 184.92 | 27.65 | 0.25 | 41.94 | 0 | 0 | 30 | |||||||||
| 28 Apr | 185.63 | 27.65 | 9.75 | 41.94 | 5 | -4 | 30 | |||||||||
| 27 Apr | 184.20 | 17.9 | 0 | - | 0 | 0 | 34 | |||||||||
| 24 Apr | 178.46 | 17.9 | 0 | 35.07 | 0 | 0 | 34 | |||||||||
| 23 Apr | 176.45 | 17.9 | -3.080000000000002 | 35.07 | 2 | 0 | 36 | |||||||||
| 22 Apr | 176.23 | 20.98 | 1.0300000000000011 | 40.77 | 1 | 0 | 37 | |||||||||
| 21 Apr | 175.06 | 19.95 | 2.9499999999999993 | 43.95 | 3 | -2 | 38 | |||||||||
| 20 Apr | 172.71 | 17 | -1.5 | - | 0 | 0 | 40 | |||||||||
| 17 Apr | 173.33 | 17 | 2.99 | 44.06 | 2 | -1 | 40 | |||||||||
| 16 Apr | 171.32 | 14.01 | -1.1400000000000006 | - | 0 | 0 | 41 | |||||||||
| 15 Apr | 166.95 | 14.01 | -1.1400000000000006 | - | 0 | 0 | 41 | |||||||||
| 13 Apr | 167.88 | 14.01 | 0.2699999999999996 | 35.78 | 6 | -3 | 44 | |||||||||
| 10 Apr | 166.02 | 13.74 | -0.009999999999999787 | - | 0 | 0 | 47 | |||||||||
| 9 Apr | 163.35 | 13.74 | 0.46 | 47.27 | 1 | 0 | 47 | |||||||||
| 8 Apr | 164.41 | 13.25 | 0.97 | 41.73 | 30 | 3 | 46 | |||||||||
| 7 Apr | 160.62 | 12.3 | -0.48 | 45.5 | 36 | 13 | 36 | |||||||||
| 6 Apr | 160.44 | 12.35 | 4.95 | 47.06 | 20 | 13 | 23 | |||||||||
| 2 Apr | 155.16 | 7.4 | -0.87 | 37.34 | 7 | 2 | 9 | |||||||||
| 1 Apr | 155.82 | 8.27 | -6.51 | 38.54 | 13 | 7 | 7 | |||||||||
| 30 Mar | 151.42 | 14.78 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 27 Mar | 146.47 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 151.71 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 145.73 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 143.04 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 155.52 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 152.55 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 154.42 | 14.78 | 0 | 2.4 | 0 | 0 | 0 | |||||||||
| 17 Mar | 153.53 | 14.78 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 16 Mar | 144.69 | - | - | - | 0 | 0 | 0 | |||||||||
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| 13 Mar | 149.89 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 153.65 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 153.88 | 14.78 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 10 Mar | 149.84 | 14.78 | 0 | 2.93 | 0 | 0 | 0 | |||||||||
| 9 Mar | 149.52 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 154.94 | 14.78 | 0 | 0.39 | 0 | 0 | 0 | |||||||||
| 5 Mar | 156.15 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 155.62 | 14.78 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 2 Mar | 165.59 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 165.71 | 14.78 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 160 expiring on 26MAY2026
Delta for 160 CE is 0.92
Historical price for 160 CE is as follows
On 29 Apr SAIL was trading at 184.92. The strike last trading price was 27.65, which was 0.25 higher than the previous day. The implied volatity was 41.94, the open interest changed by 0 which decreased total open position to 30
On 28 Apr SAIL was trading at 185.63. The strike last trading price was 27.65, which was 9.75 higher than the previous day. The implied volatity was 41.94, the open interest changed by -4 which decreased total open position to 30
On 27 Apr SAIL was trading at 184.20. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 24 Apr SAIL was trading at 178.46. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 34
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 17.9, which was -3.080000000000002 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 36
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 20.98, which was 1.0300000000000011 higher than the previous day. The implied volatity was 40.77, the open interest changed by 0 which decreased total open position to 37
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 19.95, which was 2.9499999999999993 higher than the previous day. The implied volatity was 43.95, the open interest changed by -2 which decreased total open position to 38
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 17, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 17, which was 2.99 higher than the previous day. The implied volatity was 44.06, the open interest changed by -1 which decreased total open position to 40
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 14.01, which was -1.1400000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 14.01, which was -1.1400000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 14.01, which was 0.2699999999999996 higher than the previous day. The implied volatity was 35.78, the open interest changed by -3 which decreased total open position to 44
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 13.74, which was -0.009999999999999787 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 13.74, which was 0.46 higher than the previous day. The implied volatity was 47.27, the open interest changed by 0 which decreased total open position to 47
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 13.25, which was 0.97 higher than the previous day. The implied volatity was 41.73, the open interest changed by 3 which increased total open position to 46
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 12.3, which was -0.48 lower than the previous day. The implied volatity was 45.5, the open interest changed by 13 which increased total open position to 36
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 12.35, which was 4.95 higher than the previous day. The implied volatity was 47.06, the open interest changed by 13 which increased total open position to 23
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 7.4, which was -0.87 lower than the previous day. The implied volatity was 37.34, the open interest changed by 2 which increased total open position to 9
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 8.27, which was -6.51 lower than the previous day. The implied volatity was 38.54, the open interest changed by 7 which increased total open position to 7
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 14.78, which was 0 lower than the previous day. The implied volatity was 1.93, 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 14.78, 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 14.78, 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 -, 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 Mar SAIL was trading at 143.04. The strike last trading price was 14.78, 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 Mar SAIL was trading at 155.52. The strike last trading price was 14.78, 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 Mar SAIL was trading at 152.55. The strike last trading price was 14.78, 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 Mar SAIL was trading at 154.42. The strike last trading price was 14.78, which was 0 lower than the previous day. The implied volatity was 2.4, 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 14.78, which was 0 lower than the previous day. The implied volatity was 1.73, 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 -, 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 Mar SAIL was trading at 149.89. The strike last trading price was 14.78, 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 14.78, 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 14.78, which was 0 lower than the previous day. The implied volatity was 1.25, 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 14.78, which was 0 lower than the previous day. The implied volatity was 2.93, 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 14.78, 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 14.78, which was 0 lower than the previous day. The implied volatity was 0.39, 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 14.78, 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 Mar SAIL was trading at 155.62. The strike last trading price was 14.78, which was 0 lower than the previous day. The implied volatity was 0.63, 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 14.78, 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 14.78, 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 26-May-2026 (27d) 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 184.92 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 28 Apr | 185.63 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 27 Apr | 184.20 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 24 Apr | 178.46 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 23 Apr | 176.45 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 22 Apr | 176.23 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 21 Apr | 175.06 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 20 Apr | 172.71 | 2.6 | 2.6 | - | 0 | 0 | 14 |
| 17 Apr | 173.33 | 2.6 | -3.6 | 33.71 | 2 | 0 | 15 |
| 16 Apr | 171.32 | 6.2 | 6.2 | - | 0 | 0 | 15 |
| 15 Apr | 166.95 | 6.2 | 6.2 | - | 0 | 0 | 15 |
| 13 Apr | 167.88 | 6.2 | 6.2 | - | 0 | 0 | 15 |
| 10 Apr | 166.02 | 6.2 | 6.2 | - | 0 | 0 | 15 |
| 9 Apr | 163.35 | 6.2 | -0.45 | 38.03 | 2 | -1 | 15 |
| 8 Apr | 164.41 | 6.65 | -2.64 | 40.84 | 9 | 5 | 15 |
| 7 Apr | 160.62 | 9 | -2.96 | 45.29 | 10 | 8 | 8 |
| 6 Apr | 160.44 | 11.96 | 0 | 1.41 | 0 | 0 | 0 |
| 2 Apr | 155.16 | 11.96 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 155.82 | 11.96 | 0 | 0.01 | 0 | 0 | 0 |
| 30 Mar | 151.42 | 11.96 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 146.47 | 11.96 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 151.71 | 11.96 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 145.73 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 143.04 | 11.96 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 155.52 | 11.96 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 152.55 | 11.96 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 154.42 | 11.96 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 153.53 | 11.96 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 144.69 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 149.89 | 11.96 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 153.65 | 11.96 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 153.88 | 11.96 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 149.84 | 11.96 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 149.52 | 11.96 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 154.94 | 11.96 | 0 | 0.28 | 0 | 0 | 0 |
| 5 Mar | 156.15 | 11.96 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 155.62 | 11.96 | 0 | 0.05 | 0 | 0 | 0 |
| 2 Mar | 165.59 | 11.96 | 0 | 3.51 | 0 | 0 | 0 |
| 27 Feb | 165.71 | 11.96 | 0 | 3.83 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 160 expiring on 26MAY2026
Delta for 160 PE is -
Historical price for 160 PE is as follows
On 29 Apr SAIL was trading at 184.92. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 28 Apr SAIL was trading at 185.63. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Apr SAIL was trading at 184.20. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Apr SAIL was trading at 178.46. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 2.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 2.6, which was -3.6 lower than the previous day. The implied volatity was 33.71, the open interest changed by 0 which decreased total open position to 15
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 6.2, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 6.2, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 6.2, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 6.2, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 6.2, which was -0.45 lower than the previous day. The implied volatity was 38.03, the open interest changed by -1 which decreased total open position to 15
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 6.65, which was -2.64 lower than the previous day. The implied volatity was 40.84, the open interest changed by 5 which increased total open position to 15
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 9, which was -2.96 lower than the previous day. The implied volatity was 45.29, the open interest changed by 8 which increased total open position to 8
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 11.96, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 11.96, 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 Apr SAIL was trading at 155.82. The strike last trading price was 11.96, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 11.96, 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 Mar SAIL was trading at 146.47. The strike last trading price was 11.96, 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 11.96, 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 -, 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 Mar SAIL was trading at 143.04. The strike last trading price was 11.96, 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 Mar SAIL was trading at 155.52. The strike last trading price was 11.96, 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 Mar SAIL was trading at 152.55. The strike last trading price was 11.96, 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 Mar SAIL was trading at 154.42. The strike last trading price was 11.96, 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 Mar SAIL was trading at 153.53. The strike last trading price was 11.96, 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 -, 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 Mar SAIL was trading at 149.89. The strike last trading price was 11.96, 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 11.96, 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 11.96, 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 Mar SAIL was trading at 149.84. The strike last trading price was 11.96, 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 11.96, 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 11.96, which was 0 lower than the previous day. The implied volatity was 0.28, 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 11.96, 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 Mar SAIL was trading at 155.62. The strike last trading price was 11.96, which was 0 lower than the previous day. The implied volatity was 0.05, 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 11.96, which was 0 lower than the previous day. The implied volatity was 3.51, 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 11.96, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
