SAIL
Steel Authority Of India
Historical option data for SAIL
04 Mar 2026 04:11 PM IST
| SAIL 30-MAR-2026 162 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.16
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 155.62 | 3.99 | -4.64 | 40.12 | 92 | 29 | 54 | |||||||||
| 2 Mar | 165.59 | 8.63 | 0.22 | 32.69 | 60 | -3 | 26 | |||||||||
| 27 Feb | 165.71 | 8.72 | -0.13 | 32.44 | 37 | 1 | 30 | |||||||||
| 26 Feb | 165.51 | 8.86 | -0.04 | 32.34 | 28 | 8 | 30 | |||||||||
| 25 Feb | 164.93 | 8.8 | 3.3 | 33.23 | 81 | 24 | 24 | |||||||||
| 24 Feb | 160.18 | 5.5 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 23 Feb | 156.68 | 5.5 | 0 | 3.51 | 0 | 0 | 0 | |||||||||
| 20 Feb | 158.75 | 5.5 | 0 | 0.46 | 0 | 0 | 0 | |||||||||
| 19 Feb | 155.80 | 5.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 159.21 | 5.5 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 17 Feb | 157.27 | 5.5 | 0 | 2.38 | 0 | 0 | 0 | |||||||||
| 16 Feb | 159.58 | 5.5 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
| 13 Feb | 159.28 | 5.5 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
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| 12 Feb | 160.35 | 5.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 162.12 | 5.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 160.99 | 5.5 | 0 | 0.92 | 0 | 0 | 0 | |||||||||
| 9 Feb | 158.38 | 5.5 | 0 | 0.86 | 0 | 0 | 0 | |||||||||
| 6 Feb | 160.52 | 5.5 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 5 Feb | 158.50 | 5.5 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 4 Feb | 157.29 | 5.5 | 0 | 1.43 | 0 | 0 | 0 | |||||||||
| 3 Feb | 154.36 | 5.5 | 0 | 3.07 | 0 | 0 | 0 | |||||||||
| 2 Feb | 148.67 | 5.5 | 0 | 6.64 | 0 | 0 | 0 | |||||||||
| 1 Feb | 148.63 | 5.5 | 0 | 5.87 | 0 | 0 | 0 | |||||||||
| 30 Jan | 151.13 | 5.5 | 0 | 4.46 | 0 | 0 | 0 | |||||||||
| 29 Jan | 157.18 | 5.5 | 0 | 1.02 | 0 | 0 | 0 | |||||||||
| 28 Jan | 155.74 | 5.5 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
| 27 Jan | 155.56 | 5.5 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 23 Jan | 149.03 | 5.5 | 0 | 3.4 | 0 | 0 | 0 | |||||||||
| 22 Jan | 151.65 | 5.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 149.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 149.37 | 0 | 0 | 3.23 | 0 | 0 | 0 | |||||||||
| 14 Jan | 152.44 | 0 | 0 | 2.95 | 0 | 0 | 0 | |||||||||
| 7 Jan | 150.37 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 146.44 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 162 expiring on 30MAR2026
Delta for 162 CE is 0.37
Historical price for 162 CE is as follows
On 4 Mar SAIL was trading at 155.62. The strike last trading price was 3.99, which was -4.64 lower than the previous day. The implied volatity was 40.12, the open interest changed by 29 which increased total open position to 54
On 2 Mar SAIL was trading at 165.59. The strike last trading price was 8.63, which was 0.22 higher than the previous day. The implied volatity was 32.69, the open interest changed by -3 which decreased total open position to 26
On 27 Feb SAIL was trading at 165.71. The strike last trading price was 8.72, which was -0.13 lower than the previous day. The implied volatity was 32.44, the open interest changed by 1 which increased total open position to 30
On 26 Feb SAIL was trading at 165.51. The strike last trading price was 8.86, which was -0.04 lower than the previous day. The implied volatity was 32.34, the open interest changed by 8 which increased total open position to 30
On 25 Feb SAIL was trading at 164.93. The strike last trading price was 8.8, which was 3.3 higher than the previous day. The implied volatity was 33.23, the open interest changed by 24 which increased total open position to 24
On 24 Feb SAIL was trading at 160.18. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 0.08, 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 5.5, 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 20 Feb SAIL was trading at 158.75. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 0.46, 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 5.5, 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 5.5, 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
On 17 Feb SAIL was trading at 157.27. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 2.38, 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 5.5, which was 0 lower than the previous day. The implied volatity was 1.62, 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 5.5, which was 0 lower than the previous day. The implied volatity was 0.37, 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 5.5, 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 Feb SAIL was trading at 162.12. The strike last trading price was 5.5, 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 Feb SAIL was trading at 160.99. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 0.92, 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 5.5, which was 0 lower than the previous day. The implied volatity was 0.86, 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 5.5, which was 0 lower than the previous day. The implied volatity was 0.15, 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 5.5, which was 0 lower than the previous day. The implied volatity was 1.12, 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 5.5, which was 0 lower than the previous day. The implied volatity was 1.43, 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 5.5, which was 0 lower than the previous day. The implied volatity was 3.07, 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 5.5, which was 0 lower than the previous day. The implied volatity was 6.64, 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 5.5, which was 0 lower than the previous day. The implied volatity was 5.87, 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 5.5, which was 0 lower than the previous day. The implied volatity was 4.46, 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 5.5, which was 0 lower than the previous day. The implied volatity was 1.02, 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 5.5, which was 0 lower than the previous day. The implied volatity was 1.15, 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 5.5, which was 0 lower than the previous day. The implied volatity was 2.41, 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 5.5, which was 0 lower than the previous day. The implied volatity was 3.4, 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 5.5, 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 0, which was 0 lower than the previous day. The implied volatity was 3.23, 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 0, which was 0 lower than the previous day. The implied volatity was 2.95, 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 -, 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 6 Jan SAIL was trading at 146.44. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAIL 30MAR2026 162 PE | |||||||
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Delta: -0.65
Vega: 0.15
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 155.62 | 9.78 | 5.71 | 35.84 | 67 | -12 | 84 |
| 2 Mar | 165.59 | 4.06 | -0.21 | 34.31 | 124 | -15 | 96 |
| 27 Feb | 165.71 | 4.28 | 0.07 | 33.37 | 55 | 10 | 111 |
| 26 Feb | 165.51 | 4.21 | -0.54 | 32.68 | 61 | 22 | 101 |
| 25 Feb | 164.93 | 4.79 | -19.29 | 34.28 | 341 | 80 | 80 |
| 24 Feb | 160.18 | 24.08 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 156.68 | 24.08 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 158.75 | 24.08 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 155.80 | 24.08 | 0 | 0.46 | 0 | 0 | 0 |
| 18 Feb | 159.21 | 24.08 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 157.27 | 24.08 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 159.58 | 24.08 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 159.28 | 24.08 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 160.35 | 24.08 | 0 | 1.28 | 0 | 0 | 0 |
| 11 Feb | 162.12 | 24.08 | 0 | 1.17 | 0 | 0 | 0 |
| 10 Feb | 160.99 | 24.08 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 158.38 | 24.08 | 0 | 0.35 | 0 | 0 | 0 |
| 6 Feb | 160.52 | 24.08 | 0 | 0.13 | 0 | 0 | 0 |
| 5 Feb | 158.50 | 24.08 | 0 | 0.07 | 0 | 0 | 0 |
| 4 Feb | 157.29 | 24.08 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 154.36 | 24.08 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 148.67 | 24.08 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 148.63 | 24.08 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 151.13 | 24.08 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 157.18 | 24.08 | 0 | 0.19 | 0 | 0 | 0 |
| 28 Jan | 155.74 | 24.08 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 155.56 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 149.03 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 151.65 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 149.70 | - | - | - | 0 | 0 | 0 |
| 16 Jan | 149.37 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 152.44 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 150.37 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 146.44 | 0 | - | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 162 expiring on 30MAR2026
Delta for 162 PE is -0.65
Historical price for 162 PE is as follows
On 4 Mar SAIL was trading at 155.62. The strike last trading price was 9.78, which was 5.71 higher than the previous day. The implied volatity was 35.84, the open interest changed by -12 which decreased total open position to 84
On 2 Mar SAIL was trading at 165.59. The strike last trading price was 4.06, which was -0.21 lower than the previous day. The implied volatity was 34.31, the open interest changed by -15 which decreased total open position to 96
On 27 Feb SAIL was trading at 165.71. The strike last trading price was 4.28, which was 0.07 higher than the previous day. The implied volatity was 33.37, the open interest changed by 10 which increased total open position to 111
On 26 Feb SAIL was trading at 165.51. The strike last trading price was 4.21, which was -0.54 lower than the previous day. The implied volatity was 32.68, the open interest changed by 22 which increased total open position to 101
On 25 Feb SAIL was trading at 164.93. The strike last trading price was 4.79, which was -19.29 lower than the previous day. The implied volatity was 34.28, the open interest changed by 80 which increased total open position to 80
On 24 Feb SAIL was trading at 160.18. The strike last trading price was 24.08, 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 Feb SAIL was trading at 156.68. The strike last trading price was 24.08, 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 Feb SAIL was trading at 158.75. The strike last trading price was 24.08, 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 Feb SAIL was trading at 155.80. The strike last trading price was 24.08, which was 0 lower than the previous day. The implied volatity was 0.46, 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 24.08, 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 24.08, 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 Feb SAIL was trading at 159.58. The strike last trading price was 24.08, 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 Feb SAIL was trading at 159.28. The strike last trading price was 24.08, 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 Feb SAIL was trading at 160.35. The strike last trading price was 24.08, which was 0 lower than the previous day. The implied volatity was 1.28, 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 24.08, which was 0 lower than the previous day. The implied volatity was 1.17, 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 24.08, 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 24.08, which was 0 lower than the previous day. The implied volatity was 0.35, 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 24.08, which was 0 lower than the previous day. The implied volatity was 0.13, 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 24.08, which was 0 lower than the previous day. The implied volatity was 0.07, 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 24.08, 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 24.08, 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 24.08, 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 24.08, 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 24.08, 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 24.08, which was 0 lower than the previous day. The implied volatity was 0.19, 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 24.08, 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 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 23 Jan SAIL was trading at 149.03. 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 22 Jan SAIL was trading at 151.65. 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 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 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 14 Jan SAIL was trading at 152.44. 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 7 Jan SAIL was trading at 150.37. 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 6 Jan SAIL was trading at 146.44. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
