Historical option data for SAIL
29 Jun 2026 10:49 AM IST
| SAIL 28-Jul-2026 (25d) 170 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0
Theta: -0.15
Gamma: 0.01796
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 173.69 | 10.85 | 1.85 (20.56%) | 43.29 | 116 | -18 | 179 | |||||||||
| 25 Jun | 170.79 | 8.48 | -1.52 (-15.20%) | 38.72 | 281 | 60 | 197 | |||||||||
| 24 Jun | 171.42 | 9.8 | 0.8 (8.89%) | 41.95 | 424 | 81 | 138 | |||||||||
| 23 Jun | 169.18 | 9 | -4 (-30.77%) | 43.03 | 85 | 44 | 60 | |||||||||
| 22 Jun | 174.85 | 12.7 | -13.3 (-51.15%) | 46.71 | 27 | 16 | 16 | |||||||||
| 19 Jun | 180.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 182.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 179.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 180.99 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 182.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 184.09 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 181.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 181.72 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 185.99 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 183.78 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 190.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 179.90 | 0 | -26.11 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 180.72 | 0 | -26.11 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 184.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 187.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 186.04 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 187.31 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 186.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 184.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 170 expiring on 28JUL2026
Delta for 170 CE is 0.61
Historical price for 170 CE is as follows
On 29 Jun SAIL was trading at 173.69. The strike last trading price was 10.85, which was 1.85 higher than the previous day. The implied volatity was 43.29, the open interest changed by -18 which decreased total open position to 179
On 25 Jun SAIL was trading at 170.79. The strike last trading price was 8.48, which was -1.52 lower than the previous day. The implied volatity was 38.72, the open interest changed by 60 which increased total open position to 197
On 24 Jun SAIL was trading at 171.42. The strike last trading price was 9.8, which was 0.8 higher than the previous day. The implied volatity was 41.95, the open interest changed by 81 which increased total open position to 138
On 23 Jun SAIL was trading at 169.18. The strike last trading price was 9, which was -4 lower than the previous day. The implied volatity was 43.03, the open interest changed by 44 which increased total open position to 60
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 12.7, which was -13.3 lower than the previous day. The implied volatity was 46.71, the open interest changed by 16 which increased total open position to 16
On 19 Jun SAIL was trading at 180.05. 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 18 Jun SAIL was trading at 182.16. 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 17 Jun SAIL was trading at 179.58. 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 16 Jun SAIL was trading at 180.99. 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 15 Jun SAIL was trading at 182.51. 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 12 Jun SAIL was trading at 184.09. 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 11 Jun SAIL was trading at 181.36. 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 10 Jun SAIL was trading at 181.72. 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 9 Jun SAIL was trading at 185.99. 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 8 Jun SAIL was trading at 183.78. 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 5 Jun SAIL was trading at 190.56. 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 12 May SAIL was trading at 179.90. The strike last trading price was 0, which was -26.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May SAIL was trading at 180.72. The strike last trading price was 0, which was -26.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May SAIL was trading at 184.88. 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 May SAIL was trading at 187.28. 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 6 May SAIL was trading at 186.04. 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 5 May SAIL was trading at 187.31. 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 4 May SAIL was trading at 186.15. 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 30 Apr SAIL was trading at 184.62. 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
| SAIL 28-Jul-2026 (25d) 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0
Theta: -0.11
Gamma: 0.01905
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 173.69 | 5.85 | -1.8 (-23.53%) | 40.68 | 113 | 19 | 207 |
| 25 Jun | 170.79 | 7.67 | 0.37 (5.07%) | 39.84 | 53 | 11 | 185 |
| 24 Jun | 171.42 | 7.38 | -1.26 (-14.58%) | 40.89 | 182 | 73 | 174 |
| 23 Jun | 169.18 | 9.63 | 3.33 (52.86%) | 45.81 | 62 | 21 | 103 |
| 22 Jun | 174.85 | 6.55 | 2.04 (45.23%) | 41.06 | 77 | 25 | 72 |
| 19 Jun | 180.05 | 4.53 | 0.68 (17.66%) | 39.31 | 27 | 13 | 45 |
| 18 Jun | 182.16 | 3.85 | 0.05 (1.32%) | 37.33 | 36 | 2 | 28 |
| 17 Jun | 179.58 | 3.8 | 0.07 (1.88%) | 35.47 | 5 | 3 | 25 |
| 16 Jun | 180.99 | 3.73 | 0.78 (26.44%) | 34.98 | 11 | 9 | 21 |
| 15 Jun | 182.51 | 2.95 | 0.7 (31.11%) | 33.29 | 12 | 10 | 12 |
| 12 Jun | 184.09 | 2.25 | 0 (0.00%) | - | 3 | 0 | 2 |
| 11 Jun | 181.36 | 2.25 | 0 (0.00%) | - | 3 | 0 | 2 |
| 10 Jun | 181.72 | 2.25 | 0 (0.00%) | - | 3 | 0 | 2 |
| 9 Jun | 185.99 | 2.25 | 0 (0.00%) | - | 3 | 0 | 2 |
| 8 Jun | 183.78 | 2.25 | 0 (0.00%) | - | 3 | 0 | 2 |
| 5 Jun | 190.56 | 2.25 | -5.79 (-72.01%) | 34.3 | 3 | 2 | 2 |
| 12 May | 179.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 180.72 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 184.88 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 187.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 186.04 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 187.31 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 186.15 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 184.62 | 0 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 170 expiring on 28JUL2026
Delta for 170 PE is -0.39
Historical price for 170 PE is as follows
On 29 Jun SAIL was trading at 173.69. The strike last trading price was 5.85, which was -1.8 lower than the previous day. The implied volatity was 40.68, the open interest changed by 19 which increased total open position to 207
On 25 Jun SAIL was trading at 170.79. The strike last trading price was 7.67, which was 0.37 higher than the previous day. The implied volatity was 39.84, the open interest changed by 11 which increased total open position to 185
On 24 Jun SAIL was trading at 171.42. The strike last trading price was 7.38, which was -1.26 lower than the previous day. The implied volatity was 40.89, the open interest changed by 73 which increased total open position to 174
On 23 Jun SAIL was trading at 169.18. The strike last trading price was 9.63, which was 3.33 higher than the previous day. The implied volatity was 45.81, the open interest changed by 21 which increased total open position to 103
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 6.55, which was 2.04 higher than the previous day. The implied volatity was 41.06, the open interest changed by 25 which increased total open position to 72
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 4.53, which was 0.68 higher than the previous day. The implied volatity was 39.31, the open interest changed by 13 which increased total open position to 45
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 3.85, which was 0.05 higher than the previous day. The implied volatity was 37.33, the open interest changed by 2 which increased total open position to 28
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 3.8, which was 0.07 higher than the previous day. The implied volatity was 35.47, the open interest changed by 3 which increased total open position to 25
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 3.73, which was 0.78 higher than the previous day. The implied volatity was 34.98, the open interest changed by 9 which increased total open position to 21
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 2.95, which was 0.7 higher than the previous day. The implied volatity was 33.29, the open interest changed by 10 which increased total open position to 12
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 2.25, which was -5.79 lower than the previous day. The implied volatity was 34.3, the open interest changed by 2 which increased total open position to 2
On 12 May SAIL was trading at 179.90. 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 11 May SAIL was trading at 180.72. 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 8 May SAIL was trading at 184.88. 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 May SAIL was trading at 187.28. 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 6 May SAIL was trading at 186.04. 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 5 May SAIL was trading at 187.31. 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 4 May SAIL was trading at 186.15. 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 30 Apr SAIL was trading at 184.62. 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
