SAIL
Steel Authority Of India
Historical option data for SAIL
24 Apr 2026 01:28 PM IST
| SAIL 28-Apr-2026 (4d) 165 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0
Theta: -0.17
Gamma: 0.01602
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 177.66 | 12.6 | 1.0999999999999996 | 52.55 | 21 | -13 | 243 | |||||||||
| 23 Apr | 176.45 | 11.1 | -0.20000000000000107 | 37.89 | 11 | -5 | 257 | |||||||||
| 22 Apr | 176.23 | 11.3 | 0.8000000000000007 | 45.98 | 14 | -5 | 265 | |||||||||
| 21 Apr | 175.06 | 10.5 | 1.5099999999999998 | 31.09 | 12 | -3 | 270 | |||||||||
| 20 Apr | 172.71 | 8.99 | -0.5299999999999994 | 31.21 | 3 | 0 | 273 | |||||||||
| 17 Apr | 173.33 | 9.9 | 3.4400000000000004 | 35.89 | 16 | -5 | 273 | |||||||||
| 16 Apr | 171.32 | 6.46 | 1.2999999999999998 | 29.62 | 6 | -5 | 279 | |||||||||
| 15 Apr | 166.95 | 5.16 | -2.04 | 30.28 | 13 | 1 | 289 | |||||||||
| 13 Apr | 167.88 | 7.2 | 1.3500000000000005 | 38.4 | 39 | -31 | 289 | |||||||||
| 10 Apr | 166.02 | 5.1 | -0.9500000000000002 | 28.59 | 11 | -5 | 321 | |||||||||
| 9 Apr | 163.35 | 6.49 | 0.62 | 46.41 | 85 | -31 | 327 | |||||||||
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| 8 Apr | 164.41 | 5.95 | 0.81 | 38.12 | 949 | 139 | 359 | |||||||||
| 7 Apr | 160.62 | 5 | -0.59 | 40.89 | 431 | 69 | 218 | |||||||||
| 6 Apr | 160.44 | 5.55 | 1.9 | 45.84 | 421 | 93 | 147 | |||||||||
| 2 Apr | 155.16 | 3.51 | -0.29 | 42.97 | 115 | -6 | 51 | |||||||||
| 1 Apr | 155.82 | 3.59 | -6.29 | 40.46 | 110 | 58 | 58 | |||||||||
| 30 Mar | 151.42 | 9.88 | 0 | 8.83 | 0 | 0 | 0 | |||||||||
| 27 Mar | 146.47 | 9.88 | 0 | 7.97 | 0 | 0 | 0 | |||||||||
| 25 Mar | 151.71 | 9.88 | 0 | 8.05 | 0 | 0 | 0 | |||||||||
| 24 Mar | 145.73 | 9.88 | 0 | 10.86 | 0 | 0 | 0 | |||||||||
| 23 Mar | 143.04 | 9.88 | 0 | 12.31 | 0 | 0 | 0 | |||||||||
| 20 Mar | 155.52 | 9.88 | 0 | 4.93 | 0 | 0 | 0 | |||||||||
| 19 Mar | 152.55 | 9.88 | 0 | 6.61 | 0 | 0 | 0 | |||||||||
| 18 Mar | 154.42 | 9.88 | 0 | 4.44 | 0 | 0 | 0 | |||||||||
| 17 Mar | 153.53 | 9.88 | 0 | 6.04 | 0 | 0 | 0 | |||||||||
| 16 Mar | 144.69 | 9.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 149.89 | 9.88 | 0 | 7.73 | 0 | 0 | 0 | |||||||||
| 12 Mar | 153.65 | 9.88 | 0 | 5.32 | 0 | 0 | 0 | |||||||||
| 11 Mar | 153.88 | 9.88 | 0 | 5.21 | 0 | 0 | 0 | |||||||||
| 10 Mar | 149.84 | 9.88 | 0 | 6.93 | 0 | 0 | 0 | |||||||||
| 9 Mar | 149.52 | 9.88 | 0 | 7.24 | 0 | 0 | 0 | |||||||||
| 6 Mar | 154.94 | 9.88 | 0 | 3.53 | 0 | 0 | 0 | |||||||||
| 5 Mar | 156.15 | 9.88 | 0 | 3.15 | 0 | 0 | 0 | |||||||||
| 4 Mar | 155.62 | 9.88 | 0 | 4.36 | 0 | 0 | 0 | |||||||||
| 2 Mar | 165.59 | 9.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 165.71 | 9.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 165.51 | 9.88 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 164.93 | 9.88 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 165 expiring on 28APR2026
Delta for 165 CE is 0.91
Historical price for 165 CE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 12.6, which was 1.0999999999999996 higher than the previous day. The implied volatity was 52.55, the open interest changed by -13 which decreased total open position to 243
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 11.1, which was -0.20000000000000107 lower than the previous day. The implied volatity was 37.89, the open interest changed by -5 which decreased total open position to 257
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 11.3, which was 0.8000000000000007 higher than the previous day. The implied volatity was 45.98, the open interest changed by -5 which decreased total open position to 265
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 10.5, which was 1.5099999999999998 higher than the previous day. The implied volatity was 31.09, the open interest changed by -3 which decreased total open position to 270
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 8.99, which was -0.5299999999999994 lower than the previous day. The implied volatity was 31.21, the open interest changed by 0 which decreased total open position to 273
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 9.9, which was 3.4400000000000004 higher than the previous day. The implied volatity was 35.89, the open interest changed by -5 which decreased total open position to 273
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 6.46, which was 1.2999999999999998 higher than the previous day. The implied volatity was 29.62, the open interest changed by -5 which decreased total open position to 279
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 5.16, which was -2.04 lower than the previous day. The implied volatity was 30.28, the open interest changed by 1 which increased total open position to 289
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 7.2, which was 1.3500000000000005 higher than the previous day. The implied volatity was 38.4, the open interest changed by -31 which decreased total open position to 289
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 5.1, which was -0.9500000000000002 lower than the previous day. The implied volatity was 28.59, the open interest changed by -5 which decreased total open position to 321
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 6.49, which was 0.62 higher than the previous day. The implied volatity was 46.41, the open interest changed by -31 which decreased total open position to 327
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 5.95, which was 0.81 higher than the previous day. The implied volatity was 38.12, the open interest changed by 139 which increased total open position to 359
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 5, which was -0.59 lower than the previous day. The implied volatity was 40.89, the open interest changed by 69 which increased total open position to 218
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 5.55, which was 1.9 higher than the previous day. The implied volatity was 45.84, the open interest changed by 93 which increased total open position to 147
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 3.51, which was -0.29 lower than the previous day. The implied volatity was 42.97, the open interest changed by -6 which decreased total open position to 51
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 3.59, which was -6.29 lower than the previous day. The implied volatity was 40.46, the open interest changed by 58 which increased total open position to 58
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 9.88, which was 0 lower than the previous day. The implied volatity was 8.83, 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 9.88, which was 0 lower than the previous day. The implied volatity was 7.97, 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 9.88, which was 0 lower than the previous day. The implied volatity was 8.05, 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 9.88, which was 0 lower than the previous day. The implied volatity was 10.86, 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 9.88, which was 0 lower than the previous day. The implied volatity was 12.31, 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 9.88, which was 0 lower than the previous day. The implied volatity was 4.93, 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 9.88, which was 0 lower than the previous day. The implied volatity was 6.61, 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 9.88, 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 17 Mar SAIL was trading at 153.53. The strike last trading price was 9.88, which was 0 lower than the previous day. The implied volatity was 6.04, 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 9.88, 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 Mar SAIL was trading at 149.89. The strike last trading price was 9.88, which was 0 lower than the previous day. The implied volatity was 7.73, 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 9.88, which was 0 lower than the previous day. The implied volatity was 5.32, 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 9.88, which was 0 lower than the previous day. The implied volatity was 5.21, 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 9.88, which was 0 lower than the previous day. The implied volatity was 6.93, 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 9.88, which was 0 lower than the previous day. The implied volatity was 7.24, 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 9.88, which was 0 lower than the previous day. The implied volatity was 3.53, 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 9.88, which was 0 lower than the previous day. The implied volatity was 3.15, 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 9.88, which was 0 lower than the previous day. The implied volatity was 4.36, 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 9.88, 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 9.88, 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 Feb SAIL was trading at 165.51. The strike last trading price was 9.88, 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 Feb SAIL was trading at 164.93. The strike last trading price was 9.88, 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 (4d) 165 PE | |||||||
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Delta: -0.09
Vega: 0
Theta: -0.17
Gamma: 0.01574
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 177.66 | 0.45 | 0.14 | 53.03 | 12 | -3 | 160 |
| 23 Apr | 176.45 | 0.6 | -0.09999999999999998 | 46.97 | 5 | 0 | 164 |
| 22 Apr | 176.23 | 0.7 | 0.27999999999999997 | 45.67 | 2 | 1 | 164 |
| 21 Apr | 175.06 | 0.42 | -0.6600000000000001 | 34.19 | 11 | -3 | 162 |
| 20 Apr | 172.71 | 1.08 | -0.11999999999999988 | 38.53 | 3 | 1 | 164 |
| 17 Apr | 173.33 | 3.5 | 0.8999999999999999 | 57.1 | 11 | 0 | 163 |
| 16 Apr | 171.32 | 2.6 | 0.050000000000000266 | 37.12 | 5 | 0 | 163 |
| 15 Apr | 166.95 | 2.55 | 2.55 | - | 0 | 0 | 163 |
| 13 Apr | 167.88 | 2.55 | -2.13 | 30.61 | 3 | -1 | 163 |
| 10 Apr | 166.02 | 6.5 | 2.66 | 49.35 | 3 | 0 | 165 |
| 9 Apr | 163.35 | 3.8 | -1.51 | 22.49 | 24 | -10 | 165 |
| 8 Apr | 164.41 | 5.28 | -3.22 | 35.13 | 381 | 149 | 174 |
| 7 Apr | 160.62 | 8.25 | -2.69 | 42.96 | 25 | 9 | 14 |
| 6 Apr | 160.44 | 10.94 | -1.88 | - | 0 | 0 | 5 |
| 2 Apr | 155.16 | 10.94 | -1.88 | - | 0 | 0 | 5 |
| 1 Apr | 155.82 | 10.94 | -1.88 | 33.58 | 6 | 3 | 3 |
| 30 Mar | 151.42 | 12.82 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 146.47 | 12.82 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 151.71 | 12.82 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 145.73 | 12.82 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 143.04 | 12.82 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 155.52 | 12.82 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 152.55 | 12.82 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 154.42 | 12.82 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 153.53 | 12.82 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 144.69 | 12.82 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 149.89 | 12.82 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 153.65 | 12.82 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 153.88 | 12.82 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 149.84 | 12.82 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 149.52 | 12.82 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 154.94 | 12.82 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 156.15 | 12.82 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 155.62 | 12.82 | 0 | 1.64 | 0 | 0 | 0 |
| 2 Mar | 165.59 | 12.82 | 0 | 1.66 | 0 | 0 | 0 |
| 27 Feb | 165.71 | 12.82 | 0 | 1.5 | 0 | 0 | 0 |
| 26 Feb | 165.51 | 12.82 | 0 | 1.54 | 0 | 0 | 0 |
| 25 Feb | 164.93 | 12.82 | 0 | 1.39 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 165 expiring on 28APR2026
Delta for 165 PE is -0.09
Historical price for 165 PE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 0.45, which was 0.14 higher than the previous day. The implied volatity was 53.03, the open interest changed by -3 which decreased total open position to 160
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 0.6, which was -0.09999999999999998 lower than the previous day. The implied volatity was 46.97, the open interest changed by 0 which decreased total open position to 164
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 0.7, which was 0.27999999999999997 higher than the previous day. The implied volatity was 45.67, the open interest changed by 1 which increased total open position to 164
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 0.42, which was -0.6600000000000001 lower than the previous day. The implied volatity was 34.19, the open interest changed by -3 which decreased total open position to 162
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 1.08, which was -0.11999999999999988 lower than the previous day. The implied volatity was 38.53, the open interest changed by 1 which increased total open position to 164
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 3.5, which was 0.8999999999999999 higher than the previous day. The implied volatity was 57.1, the open interest changed by 0 which decreased total open position to 163
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 2.6, which was 0.050000000000000266 higher than the previous day. The implied volatity was 37.12, the open interest changed by 0 which decreased total open position to 163
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 2.55, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 163
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 2.55, which was -2.13 lower than the previous day. The implied volatity was 30.61, the open interest changed by -1 which decreased total open position to 163
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 6.5, which was 2.66 higher than the previous day. The implied volatity was 49.35, the open interest changed by 0 which decreased total open position to 165
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 3.8, which was -1.51 lower than the previous day. The implied volatity was 22.49, the open interest changed by -10 which decreased total open position to 165
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 5.28, which was -3.22 lower than the previous day. The implied volatity was 35.13, the open interest changed by 149 which increased total open position to 174
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 8.25, which was -2.69 lower than the previous day. The implied volatity was 42.96, the open interest changed by 9 which increased total open position to 14
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 10.94, which was -1.88 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 10.94, which was -1.88 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 10.94, which was -1.88 lower than the previous day. The implied volatity was 33.58, the open interest changed by 3 which increased total open position to 3
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 12.82, 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 12.82, 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 12.82, 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 12.82, 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 Mar SAIL was trading at 143.04. The strike last trading price was 12.82, 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 12.82, 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 12.82, 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 12.82, 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 12.82, 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 12.82, 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 Mar SAIL was trading at 149.89. The strike last trading price was 12.82, 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 12.82, 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 12.82, 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 12.82, 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 12.82, 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 12.82, 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 Mar SAIL was trading at 156.15. The strike last trading price was 12.82, 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 12.82, which was 0 lower than the previous day. The implied volatity was 1.64, 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 12.82, which was 0 lower than the previous day. The implied volatity was 1.66, 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 12.82, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SAIL was trading at 165.51. The strike last trading price was 12.82, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SAIL was trading at 164.93. The strike last trading price was 12.82, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
