SAIL
Steel Authority Of India
Historical option data for SAIL
24 Apr 2026 01:28 PM IST
| SAIL 28-Apr-2026 (4d) 180 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0
Theta: -0.22
Gamma: 0.07671
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 177.66 | 1.3 | 0.030000000000000027 | 25.19 | 3 | -2 | 227 | |||||||||
| 23 Apr | 176.45 | 1.29 | 0.020000000000000018 | 24.4 | 7 | -1 | 231 | |||||||||
| 22 Apr | 176.23 | 1.27 | 0.010000000000000009 | 28.11 | 8 | -3 | 233 | |||||||||
| 21 Apr | 175.06 | 1.26 | 0.26 | 29.89 | 11 | -2 | 236 | |||||||||
| 20 Apr | 172.71 | 1 | -0.56 | 32.1 | 2 | -1 | 238 | |||||||||
| 17 Apr | 173.33 | 1.65 | 0.1499999999999999 | 32.15 | 10 | -3 | 241 | |||||||||
| 16 Apr | 171.32 | 1.5 | 0.69 | 34.65 | 41 | -7 | 244 | |||||||||
| 15 Apr | 166.95 | 0.81 | -0.69 | 35.01 | 2 | 0 | 251 | |||||||||
| 13 Apr | 167.88 | 1.5 | -0.19999999999999996 | 37.62 | 11 | -2 | 252 | |||||||||
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| 10 Apr | 166.02 | 1.7 | 0.44999999999999996 | 40.61 | 7 | -6 | 255 | |||||||||
| 9 Apr | 163.35 | 1.25 | -0.22 | 39.73 | 41 | -21 | 262 | |||||||||
| 8 Apr | 164.41 | 1.5 | 0.07 | 39.37 | 1,057 | 93 | 281 | |||||||||
| 7 Apr | 160.62 | 1.31 | -0.31 | 41.98 | 256 | 3 | 185 | |||||||||
| 6 Apr | 160.44 | 1.58 | 0.62 | 44.96 | 387 | 82 | 182 | |||||||||
| 2 Apr | 155.16 | 0.9 | -0.06 | 42.81 | 235 | 20 | 111 | |||||||||
| 1 Apr | 155.82 | 0.89 | -5.06 | 40.45 | 274 | 91 | 91 | |||||||||
| 30 Mar | 151.42 | 5.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 146.47 | 5.95 | 0 | 18.87 | 0 | 0 | 0 | |||||||||
| 25 Mar | 151.71 | 5.95 | 0 | 15.83 | 0 | 0 | 0 | |||||||||
| 24 Mar | 145.73 | 5.95 | 0 | 19.01 | 0 | 0 | 0 | |||||||||
| 23 Mar | 143.04 | 5.95 | 0 | 14.35 | 0 | 0 | 0 | |||||||||
| 20 Mar | 155.52 | 5.95 | 0 | 11.91 | 0 | 0 | 0 | |||||||||
| 19 Mar | 152.55 | 5.95 | 0 | 13.04 | 0 | 0 | 0 | |||||||||
| 18 Mar | 154.42 | 5.95 | 0 | 11.62 | 0 | 0 | 0 | |||||||||
| 17 Mar | 153.53 | 5.95 | 0 | 12.68 | 0 | 0 | 0 | |||||||||
| 16 Mar | 144.69 | 5.95 | 0 | 17.08 | 0 | 0 | 0 | |||||||||
| 13 Mar | 149.89 | 5.95 | 0 | 12.28 | 0 | 0 | 0 | |||||||||
| 12 Mar | 153.65 | 5.95 | 0 | 11.74 | 0 | 0 | 0 | |||||||||
| 11 Mar | 153.88 | 5.95 | 0 | 11.64 | 0 | 0 | 0 | |||||||||
| 10 Mar | 149.84 | 5.95 | 0 | 12.88 | 0 | 0 | 0 | |||||||||
| 9 Mar | 149.52 | 5.95 | 0 | 13.17 | 0 | 0 | 0 | |||||||||
| 6 Mar | 154.94 | 5.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 156.15 | 5.95 | 0 | 9.65 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 180 expiring on 28APR2026
Delta for 180 CE is 0.38
Historical price for 180 CE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 1.3, which was 0.030000000000000027 higher than the previous day. The implied volatity was 25.19, the open interest changed by -2 which decreased total open position to 227
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 1.29, which was 0.020000000000000018 higher than the previous day. The implied volatity was 24.4, the open interest changed by -1 which decreased total open position to 231
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 1.27, which was 0.010000000000000009 higher than the previous day. The implied volatity was 28.11, the open interest changed by -3 which decreased total open position to 233
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 1.26, which was 0.26 higher than the previous day. The implied volatity was 29.89, the open interest changed by -2 which decreased total open position to 236
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 1, which was -0.56 lower than the previous day. The implied volatity was 32.1, the open interest changed by -1 which decreased total open position to 238
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 1.65, which was 0.1499999999999999 higher than the previous day. The implied volatity was 32.15, the open interest changed by -3 which decreased total open position to 241
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 1.5, which was 0.69 higher than the previous day. The implied volatity was 34.65, the open interest changed by -7 which decreased total open position to 244
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 0.81, which was -0.69 lower than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 251
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 1.5, which was -0.19999999999999996 lower than the previous day. The implied volatity was 37.62, the open interest changed by -2 which decreased total open position to 252
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 1.7, which was 0.44999999999999996 higher than the previous day. The implied volatity was 40.61, the open interest changed by -6 which decreased total open position to 255
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 1.25, which was -0.22 lower than the previous day. The implied volatity was 39.73, the open interest changed by -21 which decreased total open position to 262
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 1.5, which was 0.07 higher than the previous day. The implied volatity was 39.37, the open interest changed by 93 which increased total open position to 281
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 1.31, which was -0.31 lower than the previous day. The implied volatity was 41.98, the open interest changed by 3 which increased total open position to 185
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 1.58, which was 0.62 higher than the previous day. The implied volatity was 44.96, the open interest changed by 82 which increased total open position to 182
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 0.9, which was -0.06 lower than the previous day. The implied volatity was 42.81, the open interest changed by 20 which increased total open position to 111
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 0.89, which was -5.06 lower than the previous day. The implied volatity was 40.45, the open interest changed by 91 which increased total open position to 91
On 30 Mar SAIL was trading at 151.42. The strike last trading price was 5.95, 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 5.95, which was 0 lower than the previous day. The implied volatity was 18.87, 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 5.95, which was 0 lower than the previous day. The implied volatity was 15.83, 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 5.95, which was 0 lower than the previous day. The implied volatity was 19.01, 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 5.95, which was 0 lower than the previous day. The implied volatity was 14.35, 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 5.95, which was 0 lower than the previous day. The implied volatity was 11.91, 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 5.95, which was 0 lower than the previous day. The implied volatity was 13.04, 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 5.95, which was 0 lower than the previous day. The implied volatity was 11.62, 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 5.95, which was 0 lower than the previous day. The implied volatity was 12.68, 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 5.95, which was 0 lower than the previous day. The implied volatity was 17.08, 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 5.95, which was 0 lower than the previous day. The implied volatity was 12.28, 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 5.95, which was 0 lower than the previous day. The implied volatity was 11.74, 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 5.95, which was 0 lower than the previous day. The implied volatity was 11.64, 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 5.95, which was 0 lower than the previous day. The implied volatity was 12.88, 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 5.95, which was 0 lower than the previous day. The implied volatity was 13.17, 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 5.95, 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 5.95, which was 0 lower than the previous day. The implied volatity was 9.65, the open interest changed by 0 which decreased total open position to 0
| SAIL 28-Apr-2026 (4d) 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 177.66 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 23 Apr | 176.45 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 22 Apr | 176.23 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 21 Apr | 175.06 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 20 Apr | 172.71 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 17 Apr | 173.33 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 16 Apr | 171.32 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 15 Apr | 166.95 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 13 Apr | 167.88 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 10 Apr | 166.02 | 19.25 | 19.25 | - | 0 | 0 | 1 |
| 9 Apr | 163.35 | 19.25 | -8.39 | - | 0 | 0 | 1 |
| 8 Apr | 164.41 | 19.25 | -8.39 | - | 0 | 0 | 1 |
| 7 Apr | 160.62 | 19.25 | -8.39 | 42.95 | 3 | 1 | 1 |
| 6 Apr | 160.44 | 27.64 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 155.16 | 27.64 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 155.82 | 27.64 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 151.42 | 27.64 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 146.47 | 27.64 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 151.71 | 27.64 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 145.73 | 27.64 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 143.04 | 27.64 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 155.52 | 27.64 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 152.55 | 27.64 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 154.42 | 27.64 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 153.53 | 27.64 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 144.69 | 27.64 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 149.89 | 27.64 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 153.65 | 27.64 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 153.88 | 27.64 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 149.84 | 27.64 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 149.52 | 27.64 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 154.94 | 27.64 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 156.15 | 27.64 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 180 expiring on 28APR2026
Delta for 180 PE is -
Historical price for 180 PE is as follows
On 24 Apr SAIL was trading at 177.66. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 19.25, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 19.25, which was -8.39 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 19.25, which was -8.39 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 19.25, which was -8.39 lower than the previous day. The implied volatity was 42.95, the open interest changed by 1 which increased total open position to 1
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 27.64, 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 Apr SAIL was trading at 155.16. The strike last trading price was 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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 27.64, 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
