SAIL
Steel Authority Of India
Historical option data for SAIL
24 Apr 2026 03:06 PM IST
| SAIL 28-Apr-2026 (4d) 175 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0
Theta: -1.36
Gamma: 0.01273
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 178.45 | 2.7 | 0.13000000000000034 | 157.45 | 19 | -9 | 68 | |||||||||
| 23 Apr | 176.45 | 3.5 | -0.16000000000000014 | 19.65 | 8 | -5 | 77 | |||||||||
| 22 Apr | 176.23 | 3.66 | -0.17999999999999972 | 34.4 | 5 | -1 | 82 | |||||||||
| 21 Apr | 175.06 | 3.84 | 0.8499999999999996 | 31.59 | 12 | -4 | 84 | |||||||||
| 20 Apr | 172.71 | 2.99 | 0.2400000000000002 | 34.39 | 2 | 0 | 88 | |||||||||
| 17 Apr | 173.33 | 2.6 | 1.07 | 25.78 | 5 | -1 | 88 | |||||||||
| 16 Apr | 171.32 | 1.53 | -1.1700000000000002 | 33.02 | 0 | 0 | 89 | |||||||||
| 15 Apr | 166.95 | 1.53 | -1.01 | 33.02 | 18 | -6 | 93 | |||||||||
| 13 Apr | 167.88 | 2.54 | 1.05 | 32.38 | 7 | 0 | 99 | |||||||||
| 10 Apr | 166.02 | 1.49 | -0.8600000000000001 | 35.97 | 1 | 0 | 99 | |||||||||
| 9 Apr | 163.35 | 2.35 | -0.02 | 40.64 | 11 | -4 | 99 | |||||||||
| 8 Apr | 164.41 | 2.47 | 0.32 | 38.95 | 432 | 39 | 103 | |||||||||
| 7 Apr | 160.62 | 2.08 | -0.44 | 41.32 | 131 | 14 | 53 | |||||||||
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| 6 Apr | 160.44 | 2.46 | 0.84 | 45.09 | 95 | 15 | 38 | |||||||||
| 2 Apr | 155.16 | 1.41 | 0 | 42.32 | 54 | 9 | 24 | |||||||||
| 1 Apr | 155.82 | 1.41 | -4.92 | 39.91 | 19 | 14 | 14 | |||||||||
| 30 Mar | 151.42 | 6.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 146.47 | 6.33 | 0 | 13.9 | 0 | 0 | 0 | |||||||||
| 25 Mar | 151.71 | 6.33 | 0 | 15.65 | 0 | 0 | 0 | |||||||||
| 24 Mar | 145.73 | 6.33 | 0 | 16.08 | 0 | 0 | 0 | |||||||||
| 23 Mar | 143.04 | 6.33 | 0 | 11.05 | 0 | 0 | 0 | |||||||||
| 20 Mar | 155.52 | 6.33 | 0 | 9.98 | 0 | 0 | 0 | |||||||||
| 19 Mar | 152.55 | 6.33 | 0 | 10.56 | 0 | 0 | 0 | |||||||||
| 18 Mar | 154.42 | 6.33 | 0 | 10.27 | 0 | 0 | 0 | |||||||||
| 17 Mar | 153.53 | 6.33 | 0 | 10.73 | 0 | 0 | 0 | |||||||||
| 16 Mar | 144.69 | 6.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 149.89 | 6.33 | 0 | 10.46 | 0 | 0 | 0 | |||||||||
| 12 Mar | 153.65 | 6.33 | 0 | 9.91 | 0 | 0 | 0 | |||||||||
| 11 Mar | 153.88 | 6.33 | 0 | 9.75 | 0 | 0 | 0 | |||||||||
| 10 Mar | 149.84 | 6.33 | 0 | 11.11 | 0 | 0 | 0 | |||||||||
| 9 Mar | 149.52 | 6.33 | 0 | 11.68 | 0 | 0 | 0 | |||||||||
| 6 Mar | 154.94 | 6.33 | 0 | 8.11 | 0 | 0 | 0 | |||||||||
| 5 Mar | 156.15 | 6.33 | 0 | 7.79 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 175 expiring on 28APR2026
Delta for 175 CE is 0.58
Historical price for 175 CE is as follows
On 24 Apr SAIL was trading at 178.45. The strike last trading price was 2.7, which was 0.13000000000000034 higher than the previous day. The implied volatity was 157.45, the open interest changed by -9 which decreased total open position to 68
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 3.5, which was -0.16000000000000014 lower than the previous day. The implied volatity was 19.65, the open interest changed by -5 which decreased total open position to 77
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 3.66, which was -0.17999999999999972 lower than the previous day. The implied volatity was 34.4, the open interest changed by -1 which decreased total open position to 82
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 3.84, which was 0.8499999999999996 higher than the previous day. The implied volatity was 31.59, the open interest changed by -4 which decreased total open position to 84
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 2.99, which was 0.2400000000000002 higher than the previous day. The implied volatity was 34.39, the open interest changed by 0 which decreased total open position to 88
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 2.6, which was 1.07 higher than the previous day. The implied volatity was 25.78, the open interest changed by -1 which decreased total open position to 88
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 1.53, which was -1.1700000000000002 lower than the previous day. The implied volatity was 33.02, the open interest changed by 0 which decreased total open position to 89
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 1.53, which was -1.01 lower than the previous day. The implied volatity was 33.02, the open interest changed by -6 which decreased total open position to 93
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 2.54, which was 1.05 higher than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 99
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 1.49, which was -0.8600000000000001 lower than the previous day. The implied volatity was 35.97, the open interest changed by 0 which decreased total open position to 99
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 2.35, which was -0.02 lower than the previous day. The implied volatity was 40.64, the open interest changed by -4 which decreased total open position to 99
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 2.47, which was 0.32 higher than the previous day. The implied volatity was 38.95, the open interest changed by 39 which increased total open position to 103
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 2.08, which was -0.44 lower than the previous day. The implied volatity was 41.32, the open interest changed by 14 which increased total open position to 53
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 2.46, which was 0.84 higher than the previous day. The implied volatity was 45.09, the open interest changed by 15 which increased total open position to 38
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 1.41, which was 0 lower than the previous day. The implied volatity was 42.32, the open interest changed by 9 which increased total open position to 24
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 1.41, which was -4.92 lower than the previous day. The implied volatity was 39.91, the open interest changed by 14 which increased total open position to 14
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 6.33, 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 6.33, which was 0 lower than the previous day. The implied volatity was 13.9, 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 6.33, which was 0 lower than the previous day. The implied volatity was 15.65, 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 6.33, which was 0 lower than the previous day. The implied volatity was 16.08, 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 6.33, which was 0 lower than the previous day. The implied volatity was 11.05, 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 6.33, which was 0 lower than the previous day. The implied volatity was 9.98, 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 6.33, which was 0 lower than the previous day. The implied volatity was 10.56, 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 6.33, which was 0 lower than the previous day. The implied volatity was 10.27, 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 6.33, which was 0 lower than the previous day. The implied volatity was 10.73, 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 6.33, 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 6.33, which was 0 lower than the previous day. The implied volatity was 10.46, 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 6.33, which was 0 lower than the previous day. The implied volatity was 9.91, 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 6.33, which was 0 lower than the previous day. The implied volatity was 9.75, 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 6.33, which was 0 lower than the previous day. The implied volatity was 11.11, 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 6.33, which was 0 lower than the previous day. The implied volatity was 11.68, 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 6.33, which was 0 lower than the previous day. The implied volatity was 8.11, 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 6.33, which was 0 lower than the previous day. The implied volatity was 7.79, the open interest changed by 0 which decreased total open position to 0
| SAIL 28-Apr-2026 (4d) 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 178.45 | 6.5 | 6.5 | - | 0 | 0 | 2 |
| 23 Apr | 176.45 | 6.5 | 6.5 | - | 0 | 0 | 2 |
| 22 Apr | 176.23 | 6.5 | 6.5 | - | 0 | 0 | 2 |
| 21 Apr | 175.06 | 6.5 | 6.5 | - | 0 | 0 | 2 |
| 20 Apr | 172.71 | 6.5 | 6.5 | - | 0 | 0 | 2 |
| 17 Apr | 173.33 | 6.5 | 6.5 | - | 0 | 0 | 2 |
| 16 Apr | 171.32 | 6.5 | 6.5 | 22.49 | 0 | 0 | 2 |
| 15 Apr | 166.95 | 6.5 | -9 | 22.49 | 2 | 0 | 2 |
| 13 Apr | 167.88 | 15.5 | 15.5 | - | 0 | 0 | 2 |
| 10 Apr | 166.02 | 15.5 | 15.5 | - | 0 | 0 | 2 |
| 9 Apr | 163.35 | 15.5 | -3.65 | - | 0 | 0 | 2 |
| 8 Apr | 164.41 | 15.5 | -3.65 | - | 0 | 0 | 2 |
| 7 Apr | 160.62 | 15.5 | -3.65 | - | 0 | 0 | 2 |
| 6 Apr | 160.44 | 15.5 | -3.65 | 40.26 | 2 | 0 | 0 |
| 2 Apr | 155.16 | 19.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 155.82 | 19.15 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 151.42 | 19.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 146.47 | 19.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 151.71 | 19.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 145.73 | 19.15 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 143.04 | 19.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 155.52 | 19.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 152.55 | 19.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 154.42 | 19.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 153.53 | 19.15 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 144.69 | 19.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 149.89 | 19.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 153.65 | 19.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 153.88 | 19.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 149.84 | 19.15 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 149.52 | 19.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 154.94 | 19.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 156.15 | 19.15 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 175 expiring on 28APR2026
Delta for 175 PE is -
Historical price for 175 PE is as follows
On 24 Apr SAIL was trading at 178.45. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 6.5, which was 6.5 higher than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 2
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 6.5, which was -9 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 2
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 15.5, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 15.5, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 15.5, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 15.5, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 15.5, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 15.5, which was -3.65 lower than the previous day. The implied volatity was 40.26, 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 19.15, 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 19.15, 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 Mar SAIL was trading at 151.42. The strike last trading price was 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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 19.15, 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
