SAIL
Steel Authority Of India
Historical option data for SAIL
25 Feb 2026 04:11 PM IST
| SAIL 30-MAR-2026 165 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.2
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 164.93 | 7.19 | 2.69 | 33.3 | 4,314 | 644 | 650 | |||||||||
| 24 Feb | 160.18 | 4.5 | -0.05 | 30.88 | 2 | -1 | 5 | |||||||||
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| 23 Feb | 156.68 | 4.55 | 3.51 | - | 0 | 0 | 6 | |||||||||
| 20 Feb | 158.75 | 4.55 | 3.51 | 31.39 | 1 | 0 | 7 | |||||||||
| 19 Feb | 155.80 | 1.04 | -5.52 | - | 0 | 0 | 7 | |||||||||
| 18 Feb | 159.21 | 1.04 | -5.52 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 157.27 | 1.04 | -5.52 | - | 0 | 0 | 7 | |||||||||
| 16 Feb | 159.58 | 1.04 | -5.52 | - | 0 | 0 | 7 | |||||||||
| 13 Feb | 159.28 | 1.04 | -5.52 | 10.58 | 7 | 0 | 7 | |||||||||
| 12 Feb | 160.35 | 6.56 | -1.28 | - | 0 | 0 | 7 | |||||||||
| 11 Feb | 162.12 | 6.56 | -1.28 | - | 0 | 0 | 7 | |||||||||
| 10 Feb | 160.99 | 6.56 | -1.28 | - | 0 | 0 | 7 | |||||||||
| 9 Feb | 158.38 | 6.56 | -1.28 | 36.29 | 8 | 1 | 1 | |||||||||
| 6 Feb | 160.52 | 7.84 | 0 | 1.94 | 0 | 0 | 0 | |||||||||
| 5 Feb | 158.50 | 7.84 | 0 | 2.62 | 0 | 0 | 0 | |||||||||
| 4 Feb | 157.29 | 7.84 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
| 3 Feb | 154.36 | 7.84 | 0 | 4.65 | 0 | 0 | 0 | |||||||||
| 2 Feb | 148.67 | 7.84 | 0 | 7.29 | 0 | 0 | 0 | |||||||||
| 1 Feb | 148.63 | 7.84 | 0 | 7.56 | 0 | 0 | 0 | |||||||||
| 30 Jan | 151.13 | 7.84 | 0 | 5.87 | 0 | 0 | 0 | |||||||||
| 29 Jan | 157.18 | 7.84 | 0 | 1.9 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 165 expiring on 30MAR2026
Delta for 165 CE is 0.55
Historical price for 165 CE is as follows
On 25 Feb SAIL was trading at 164.93. The strike last trading price was 7.19, which was 2.69 higher than the previous day. The implied volatity was 33.3, the open interest changed by 644 which increased total open position to 650
On 24 Feb SAIL was trading at 160.18. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 30.88, the open interest changed by -1 which decreased total open position to 5
On 23 Feb SAIL was trading at 156.68. The strike last trading price was 4.55, which was 3.51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Feb SAIL was trading at 158.75. The strike last trading price was 4.55, which was 3.51 higher than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 7
On 19 Feb SAIL was trading at 155.80. The strike last trading price was 1.04, which was -5.52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Feb SAIL was trading at 159.21. The strike last trading price was 1.04, which was -5.52 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 1.04, which was -5.52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Feb SAIL was trading at 159.58. The strike last trading price was 1.04, which was -5.52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Feb SAIL was trading at 159.28. The strike last trading price was 1.04, which was -5.52 lower than the previous day. The implied volatity was 10.58, the open interest changed by 0 which decreased total open position to 7
On 12 Feb SAIL was trading at 160.35. The strike last trading price was 6.56, which was -1.28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Feb SAIL was trading at 162.12. The strike last trading price was 6.56, which was -1.28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Feb SAIL was trading at 160.99. The strike last trading price was 6.56, which was -1.28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Feb SAIL was trading at 158.38. The strike last trading price was 6.56, which was -1.28 lower than the previous day. The implied volatity was 36.29, the open interest changed by 1 which increased total open position to 1
On 6 Feb SAIL was trading at 160.52. The strike last trading price was 7.84, which was 0 lower than the previous day. The implied volatity was 1.94, 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 7.84, which was 0 lower than the previous day. The implied volatity was 2.62, 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 7.84, which was 0 lower than the previous day. The implied volatity was 3.01, 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 7.84, which was 0 lower than the previous day. The implied volatity was 4.65, 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 7.84, which was 0 lower than the previous day. The implied volatity was 7.29, 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 7.84, which was 0 lower than the previous day. The implied volatity was 7.56, 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 7.84, 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 29 Jan SAIL was trading at 157.18. The strike last trading price was 7.84, which was 0 lower than the previous day. The implied volatity was 1.9, the open interest changed by 0 which decreased total open position to 0
| SAIL 30MAR2026 165 PE | |||||||
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Delta: -0.45
Vega: 0.2
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 164.93 | 6.24 | -4.76 | 34.76 | 1,826 | 330 | 330 |
| 24 Feb | 160.18 | 11 | -4.55 | - | 0 | 0 | 0 |
| 23 Feb | 156.68 | 11 | -4.55 | - | 0 | 0 | 0 |
| 20 Feb | 158.75 | 11 | -4.55 | - | 0 | 0 | 0 |
| 19 Feb | 155.80 | 11 | -4.55 | - | 0 | 0 | 0 |
| 18 Feb | 159.21 | 11 | -4.55 | - | 0 | 0 | 0 |
| 17 Feb | 157.27 | 11 | -4.55 | - | 0 | 0 | 0 |
| 16 Feb | 159.58 | 11 | -4.55 | - | 0 | 0 | 0 |
| 13 Feb | 159.28 | 11 | -4.55 | - | 0 | 0 | 0 |
| 12 Feb | 160.35 | 11 | -4.55 | - | 0 | 0 | 0 |
| 11 Feb | 162.12 | 11 | -4.55 | - | 0 | 0 | 0 |
| 10 Feb | 160.99 | 11 | -4.55 | - | 0 | 0 | 0 |
| 9 Feb | 158.38 | 11 | -4.55 | - | 0 | 0 | 0 |
| 6 Feb | 160.52 | 11 | -4.55 | 37.82 | 2 | 1 | 1 |
| 5 Feb | 158.50 | 15.55 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 157.29 | 15.55 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 154.36 | 15.55 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 148.67 | 15.55 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 148.63 | 15.55 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 151.13 | 15.55 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 157.18 | 15.55 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 165 expiring on 30MAR2026
Delta for 165 PE is -0.45
Historical price for 165 PE is as follows
On 25 Feb SAIL was trading at 164.93. The strike last trading price was 6.24, which was -4.76 lower than the previous day. The implied volatity was 34.76, the open interest changed by 330 which increased total open position to 330
On 24 Feb SAIL was trading at 160.18. The strike last trading price was 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 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 11, which was -4.55 lower than the previous day. The implied volatity was -, 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 11, which was -4.55 lower than the previous day. The implied volatity was 37.82, the open interest changed by 1 which increased total open position to 1
On 5 Feb SAIL was trading at 158.50. The strike last trading price was 15.55, 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 Feb SAIL was trading at 157.29. The strike last trading price was 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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
