SAIL
Steel Authority Of India
Historical option data for SAIL
30 Apr 2026 04:10 PM IST
| SAIL 26-May-2026 (25d) 180 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0
Theta: -0.16
Gamma: 0.01829
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 184.62 | 11.24 | 0.8399999999999999 | 41.51 | 521 | 252 | 292 | |||||||||
| 29 Apr | 186.16 | 10.4 | -1.5999999999999996 | 43.93 | 3 | 0 | 43 | |||||||||
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| 28 Apr | 185.63 | 12 | 8 | 42.58 | 13 | 5 | 44 | |||||||||
| 27 Apr | 184.20 | 4 | -3 | - | 0 | 0 | 39 | |||||||||
| 24 Apr | 178.46 | 4 | -3 | - | 0 | 0 | 39 | |||||||||
| 23 Apr | 176.45 | 4 | -3 | - | 0 | 0 | 39 | |||||||||
| 22 Apr | 176.23 | 4 | -3 | - | 0 | 0 | 39 | |||||||||
| 21 Apr | 175.06 | 4 | -3 | - | 0 | 0 | 39 | |||||||||
| 20 Apr | 172.71 | 4 | -3 | - | 0 | 0 | 39 | |||||||||
| 17 Apr | 173.33 | 4 | -3 | 33.54 | 0 | 0 | 39 | |||||||||
| 16 Apr | 171.32 | 4 | -0.9500000000000002 | 33.54 | 5 | 0 | 34 | |||||||||
| 15 Apr | 166.95 | 4.95 | -0.5499999999999998 | - | 0 | 0 | 34 | |||||||||
| 13 Apr | 167.88 | 4.95 | -0.5499999999999998 | - | 0 | 0 | 34 | |||||||||
| 10 Apr | 166.02 | 4.95 | -0.5499999999999998 | - | 0 | 0 | 34 | |||||||||
| 9 Apr | 163.35 | 4.95 | 0 | - | 32 | 29 | 32 | |||||||||
| 8 Apr | 164.41 | 4.95 | 0 | 41.58 | 32 | 27 | 32 | |||||||||
| 7 Apr | 160.62 | 4.95 | -0.3 | 45.88 | 1 | 0 | 4 | |||||||||
| 6 Apr | 160.44 | 5.25 | 2.25 | 48.07 | 2 | 1 | 4 | |||||||||
| 2 Apr | 155.16 | 3 | -4.28 | - | 0 | 0 | 3 | |||||||||
| 1 Apr | 155.82 | 3 | -4.28 | 41.33 | 4 | 3 | 3 | |||||||||
For Steel Authority Of India - strike price 180 expiring on 26MAY2026
Delta for 180 CE is 0.63
Historical price for 180 CE is as follows
On 30 Apr SAIL was trading at 184.62. The strike last trading price was 11.24, which was 0.8399999999999999 higher than the previous day. The implied volatity was 41.51, the open interest changed by 252 which increased total open position to 292
On 29 Apr SAIL was trading at 186.16. The strike last trading price was 10.4, which was -1.5999999999999996 lower than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 43
On 28 Apr SAIL was trading at 185.63. The strike last trading price was 12, which was 8 higher than the previous day. The implied volatity was 42.58, the open interest changed by 5 which increased total open position to 44
On 27 Apr SAIL was trading at 184.20. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 24 Apr SAIL was trading at 178.46. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 39
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 4, which was -0.9500000000000002 lower than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 34
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 4.95, which was -0.5499999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 4.95, which was -0.5499999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 4.95, which was -0.5499999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 32
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 41.58, the open interest changed by 27 which increased total open position to 32
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 4.95, which was -0.3 lower than the previous day. The implied volatity was 45.88, the open interest changed by 0 which decreased total open position to 4
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 5.25, which was 2.25 higher than the previous day. The implied volatity was 48.07, the open interest changed by 1 which increased total open position to 4
On 2 Apr SAIL was trading at 155.16. The strike last trading price was 3, which was -4.28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Apr SAIL was trading at 155.82. The strike last trading price was 3, which was -4.28 lower than the previous day. The implied volatity was 41.33, the open interest changed by 3 which increased total open position to 3
| SAIL 26-May-2026 (25d) 180 PE | |||||||
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Delta: -0.37
Vega: 0
Theta: -0.13
Gamma: 0.01892
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 184.62 | 5.3 | -18.83 | 40.03 | 592 | 302 | 302 |
| 29 Apr | 186.16 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 185.63 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 184.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 178.46 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 176.45 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 176.23 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 175.06 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 172.71 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 173.33 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 171.32 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 166.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 167.88 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 166.02 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 163.35 | 24.13 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 164.41 | 24.13 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 160.62 | 24.13 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 160.44 | 24.13 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 155.16 | 24.13 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 155.82 | 24.13 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 180 expiring on 26MAY2026
Delta for 180 PE is -0.37
Historical price for 180 PE is as follows
On 30 Apr SAIL was trading at 184.62. The strike last trading price was 5.3, which was -18.83 lower than the previous day. The implied volatity was 40.03, the open interest changed by 302 which increased total open position to 302
On 29 Apr SAIL was trading at 186.16. 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 28 Apr SAIL was trading at 185.63. 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 27 Apr SAIL was trading at 184.20. 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 24 Apr SAIL was trading at 178.46. 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 23 Apr SAIL was trading at 176.45. 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 22 Apr SAIL was trading at 176.23. 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 21 Apr SAIL was trading at 175.06. 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 20 Apr SAIL was trading at 172.71. 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 Apr SAIL was trading at 173.33. 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 Apr SAIL was trading at 171.32. 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 Apr SAIL was trading at 166.95. 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 13 Apr SAIL was trading at 167.88. 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 10 Apr SAIL was trading at 166.02. 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 Apr SAIL was trading at 163.35. The strike last trading price was 24.13, 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 Apr SAIL was trading at 164.41. The strike last trading price was 24.13, 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 Apr SAIL was trading at 160.62. The strike last trading price was 24.13, 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 Apr SAIL was trading at 160.44. The strike last trading price was 24.13, 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 24.13, 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 24.13, 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
