Historical option data for SAIL
23 Jun 2026 01:23 PM IST
| SAIL 28-Jul-2026 (35d) 180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0
Theta: -0.13
Gamma: 0.01607
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 168.78 | 5.11 | -1.89 (-27.00%) | 44.06 | 203 | 69 | 209 | |||||||||
| 22 Jun | 174.85 | 7.01 | -2.99 (-29.90%) | 42.01 | 223 | 112 | 139 | |||||||||
| 19 Jun | 180.05 | 10.2 | -0.8 (-7.27%) | 40.7 | 6 | 3 | 29 | |||||||||
| 18 Jun | 182.16 | 11.2 | 1.2 (12.00%) | 39.75 | 24 | 7 | 26 | |||||||||
| 17 Jun | 179.58 | 9.5 | -0.5 (-5.00%) | 38 | 20 | 15 | 20 | |||||||||
| 16 Jun | 180.99 | 10.2 | -1.8 (-15.00%) | 38.07 | 5 | 3 | 4 | |||||||||
| 15 Jun | 182.51 | 12.35 | 0.35 (2.92%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 184.09 | 12.35 | 0.35 (2.92%) | 40.13 | 1 | 0 | 1 | |||||||||
| 11 Jun | 181.36 | 12.35 | -7.65 (-38.25%) | 40.13 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
| 12 May | 179.90 | 0 | -20.31 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 180.72 | 0 | -20.31 (-100.00%) | 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 180 expiring on 28JUL2026
Delta for 180 CE is 0.35
Historical price for 180 CE is as follows
On 23 Jun SAIL was trading at 168.78. The strike last trading price was 5.11, which was -1.89 lower than the previous day. The implied volatity was 44.06, the open interest changed by 69 which increased total open position to 209
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 7.01, which was -2.99 lower than the previous day. The implied volatity was 42.01, the open interest changed by 112 which increased total open position to 139
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 10.2, which was -0.8 lower than the previous day. The implied volatity was 40.7, the open interest changed by 3 which increased total open position to 29
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 11.2, which was 1.2 higher than the previous day. The implied volatity was 39.75, the open interest changed by 7 which increased total open position to 26
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 9.5, which was -0.5 lower than the previous day. The implied volatity was 38, the open interest changed by 15 which increased total open position to 20
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 10.2, which was -1.8 lower than the previous day. The implied volatity was 38.07, the open interest changed by 3 which increased total open position to 4
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 12.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 12.35, which was 0.35 higher than the previous day. The implied volatity was 40.13, the open interest changed by 0 which decreased total open position to 1
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 12.35, which was -7.65 lower than the previous day. The implied volatity was 40.13, the open interest changed by 1 which increased total open position to 1
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 12 May SAIL was trading at 179.90. The strike last trading price was 0, which was -20.31 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 -20.31 lower than the previous day. The implied volatity was 0, 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 (35d) 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0
Theta: -0.09
Gamma: 0.0173
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 168.78 | 15 | 3.81 (34.05%) | 40.1 | 57 | 14 | 70 |
| 22 Jun | 174.85 | 12.2 | 3.21 (35.71%) | 42.58 | 46 | 9 | 55 |
| 19 Jun | 180.05 | 8.99 | 1.78 (24.69%) | 38.82 | 4 | 1 | 45 |
| 18 Jun | 182.16 | 7.21 | -0.67 (-8.50%) | 36.5 | 16 | 9 | 43 |
| 17 Jun | 179.58 | 8.15 | 0.8 (10.88%) | 34.93 | 18 | 14 | 33 |
| 16 Jun | 180.99 | 7.35 | 0.7 (10.53%) | 32.83 | 8 | 0 | 18 |
| 15 Jun | 182.51 | 6.7 | -0.3 (-4.29%) | 33.31 | 4 | 2 | 16 |
| 12 Jun | 184.09 | 7 | -0.41 (-5.53%) | 33.39 | 7 | 2 | 14 |
| 11 Jun | 181.36 | 7 | -0.75 (-9.68%) | 33.5 | 5 | 3 | 12 |
| 10 Jun | 181.72 | 7.75 | 1.15 (17.42%) | 35.53 | 8 | 6 | 9 |
| 9 Jun | 185.99 | 6.6 | -0.56 (-7.82%) | 36.1 | 6 | 1 | 3 |
| 8 Jun | 183.78 | 7.16 | -4.93 (-40.78%) | 34.58 | 3 | 2 | 2 |
| 12 May | 179.90 | 0 | -12 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 180.72 | 0 | -12 (-100.00%) | 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 180 expiring on 28JUL2026
Delta for 180 PE is -0.67
Historical price for 180 PE is as follows
On 23 Jun SAIL was trading at 168.78. The strike last trading price was 15, which was 3.81 higher than the previous day. The implied volatity was 40.1, the open interest changed by 14 which increased total open position to 70
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 12.2, which was 3.21 higher than the previous day. The implied volatity was 42.58, the open interest changed by 9 which increased total open position to 55
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 8.99, which was 1.78 higher than the previous day. The implied volatity was 38.82, the open interest changed by 1 which increased total open position to 45
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 7.21, which was -0.67 lower than the previous day. The implied volatity was 36.5, the open interest changed by 9 which increased total open position to 43
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 8.15, which was 0.8 higher than the previous day. The implied volatity was 34.93, the open interest changed by 14 which increased total open position to 33
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 7.35, which was 0.7 higher than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 18
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 6.7, which was -0.3 lower than the previous day. The implied volatity was 33.31, the open interest changed by 2 which increased total open position to 16
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 7, which was -0.41 lower than the previous day. The implied volatity was 33.39, the open interest changed by 2 which increased total open position to 14
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 7, which was -0.75 lower than the previous day. The implied volatity was 33.5, the open interest changed by 3 which increased total open position to 12
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 7.75, which was 1.15 higher than the previous day. The implied volatity was 35.53, the open interest changed by 6 which increased total open position to 9
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 6.6, which was -0.56 lower than the previous day. The implied volatity was 36.1, the open interest changed by 1 which increased total open position to 3
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 7.16, which was -4.93 lower than the previous day. The implied volatity was 34.58, 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 -12 lower than the previous day. The implied volatity was 0, 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 -12 lower than the previous day. The implied volatity was 0, 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
