Historical option data for SAIL
26 May 2026 04:10 PM IST
| SAIL 30-Jun-2026 (34d) 180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0
Theta: -0.06
Gamma: 0.00842
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 203.84 | 25.5 | 7.75 (43.66%) | 34.16 | 1 | 1 | 5 | |||||||||
| 25 May | 198.32 | 17.75 | 0 (0.00%) | - | 1 | 0 | 4 | |||||||||
| 22 May | 201.21 | 17.75 | 0 (0.00%) | - | 1 | 0 | 4 | |||||||||
| 21 May | 196.53 | 17.75 | 0 (0.00%) | - | 1 | 0 | 4 | |||||||||
| 20 May | 199.04 | 17.75 | 0 (0.00%) | - | 1 | 0 | 4 | |||||||||
| 19 May | 199.05 | 17.75 | 0 (0.00%) | - | 1 | 0 | 4 | |||||||||
| 18 May | 192.73 | 17.75 | 0 (0.00%) | - | 1 | 0 | 4 | |||||||||
| 15 May | 192.40 | 17.75 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 14 May | 199.08 | 17.75 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 13 May | 201.31 | 17.75 | -0.25 (-1.39%) | 0 | 0 | 0 | 4 | |||||||||
| 12 May | 176.09 | 17.75 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 11 May | 180.72 | 17.75 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 8 May | 184.88 | 17.75 | 0.65 (3.80%) | 47.16 | 1 | 0 | 3 | |||||||||
| 7 May | 187.28 | 17.2 | 3.2 (22.86%) | 43.85 | 3 | 1 | 3 | |||||||||
| 6 May | 186.04 | 14 | -2.45 (-14.89%) | - | 0 | 0 | 2 | |||||||||
| 5 May | 187.31 | 14 | -2.45 (-14.89%) | - | 0 | 0 | 2 | |||||||||
| 4 May | 186.15 | 14 | -2.45 (-14.89%) | - | 0 | 0 | 2 | |||||||||
| 30 Apr | 184.62 | 14 | 8.68 (163.16%) | 34.92 | 4 | 3 | 3 | |||||||||
| 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 | 176.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 176.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 175.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 175.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 166.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 166.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 167.88 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 166.02 | 5.32 | 0 (0.00%) | 4.01 | 0 | 0 | 0 | |||||||||
| 9 Apr | 163.35 | 5.32 | 0 (0.00%) | 3.95 | 0 | 0 | 0 | |||||||||
| 8 Apr | 164.41 | 5.32 | 0 (0.00%) | 4.35 | 0 | 0 | 0 | |||||||||
| 7 Apr | 160.62 | 5.32 | 0 (0.00%) | 6.32 | 0 | 0 | 0 | |||||||||
| 6 Apr | 160.44 | 5.32 | 0 (0.00%) | 5.6 | 0 | 0 | 0 | |||||||||
| 2 Apr | 155.16 | 5.32 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 180 expiring on 30JUN2026
Delta for 180 CE is 0.89
Historical price for 180 CE is as follows
On 26 May SAIL was trading at 203.84. The strike last trading price was 25.5, which was 7.75 higher than the previous day. The implied volatity was 34.16, the open interest changed by 1 which increased total open position to 5
On 25 May SAIL was trading at 198.32. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 May SAIL was trading at 201.21. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 May SAIL was trading at 196.53. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May SAIL was trading at 199.04. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 May SAIL was trading at 199.05. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 May SAIL was trading at 192.73. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May SAIL was trading at 192.40. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 May SAIL was trading at 199.08. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 13 May SAIL was trading at 201.31. The strike last trading price was 17.75, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 12 May SAIL was trading at 176.09. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May SAIL was trading at 180.72. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May SAIL was trading at 184.88. The strike last trading price was 17.75, which was 0.65 higher than the previous day. The implied volatity was 47.16, the open interest changed by 0 which decreased total open position to 3
On 7 May SAIL was trading at 187.28. The strike last trading price was 17.2, which was 3.2 higher than the previous day. The implied volatity was 43.85, the open interest changed by 1 which increased total open position to 3
On 6 May SAIL was trading at 186.04. The strike last trading price was 14, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May SAIL was trading at 187.31. The strike last trading price was 14, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May SAIL was trading at 186.15. The strike last trading price was 14, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr SAIL was trading at 184.62. The strike last trading price was 14, which was 8.68 higher than the previous day. The implied volatity was 34.92, the open interest changed by 3 which increased total open position to 3
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 176.50. The strike last trading price was -, which was - 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 -, which was - 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 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 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 16 Apr SAIL was trading at 166.95. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 5.32, which was 0 lower than the previous day. The implied volatity was 4.01, 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 5.32, which was 0 lower than the previous day. The implied volatity was 3.95, 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 5.32, which was 0 lower than the previous day. The implied volatity was 4.35, 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 5.32, which was 0 lower than the previous day. The implied volatity was 6.32, 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 5.32, which was 0 lower than the previous day. The implied volatity was 5.6, 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 5.32, 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 30-Jun-2026 (34d) 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0
Theta: -0.07
Gamma: 0.0091
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 203.84 | 2.5 | -0.5 (-16.67%) | 42.95 | 2 | -1 | 6 |
| 25 May | 198.32 | 3 | 3 | - | 0 | 0 | 7 |
| 22 May | 201.21 | 3 | 3 | - | 0 | 0 | 7 |
| 21 May | 196.53 | 3 | 3 | - | 0 | 0 | 7 |
| 20 May | 199.04 | 3 | 3 (-25.00%) | 39.81 | 0 | 0 | 7 |
| 19 May | 199.05 | 3 | -1 (-25.00%) | 39.81 | 1 | -1 | 7 |
| 18 May | 192.73 | 4 | -2 (-33.33%) | 37.56 | 4 | -2 | 8 |
| 15 May | 192.40 | 6 | 0 (0.00%) | - | 0 | 0 | 10 |
| 14 May | 199.08 | 6 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 13 May | 201.31 | 6 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 12 May | 176.09 | 6 | -1.23 (-17.01%) | 0 | 3 | 0 | 10 |
| 11 May | 180.72 | 7.3 | 0.51 (7.51%) | 0 | 14 | 4 | 10 |
| 8 May | 184.88 | 6.79 | -0.21 (-3.00%) | 34.5 | 3 | 1 | 5 |
| 7 May | 187.28 | 7 | 1.01 (16.86%) | 38.47 | 3 | 1 | 3 |
| 6 May | 186.04 | 6 | -2.13 (-26.20%) | 31.74 | 2 | 0 | 1 |
| 5 May | 187.31 | 8.13 | 8.13 | - | 0 | 0 | 1 |
| 4 May | 186.15 | 8.13 | 8.13 | - | 0 | 0 | 1 |
| 30 Apr | 184.62 | 8.13 | -22.54 (-73.49%) | 37.48 | 3 | 2 | 2 |
| 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 | 176.50 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 176.45 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 175.06 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 175.06 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 166.95 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 166.95 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 167.88 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 166.02 | 30.67 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 163.35 | 30.67 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 164.41 | 30.67 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 160.62 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 160.44 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 155.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 180 expiring on 30JUN2026
Delta for 180 PE is -0.16
Historical price for 180 PE is as follows
On 26 May SAIL was trading at 203.84. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 42.95, the open interest changed by -1 which decreased total open position to 6
On 25 May SAIL was trading at 198.32. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 May SAIL was trading at 201.21. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 May SAIL was trading at 196.53. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 May SAIL was trading at 199.04. The strike last trading price was 3, which was 3 higher than the previous day. The implied volatity was 39.81, the open interest changed by 0 which decreased total open position to 7
On 19 May SAIL was trading at 199.05. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 39.81, the open interest changed by -1 which decreased total open position to 7
On 18 May SAIL was trading at 192.73. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 37.56, the open interest changed by -2 which decreased total open position to 8
On 15 May SAIL was trading at 192.40. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 14 May SAIL was trading at 199.08. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 13 May SAIL was trading at 201.31. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 12 May SAIL was trading at 176.09. The strike last trading price was 6, which was -1.23 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 11 May SAIL was trading at 180.72. The strike last trading price was 7.3, which was 0.51 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 10
On 8 May SAIL was trading at 184.88. The strike last trading price was 6.79, which was -0.21 lower than the previous day. The implied volatity was 34.5, the open interest changed by 1 which increased total open position to 5
On 7 May SAIL was trading at 187.28. The strike last trading price was 7, which was 1.01 higher than the previous day. The implied volatity was 38.47, the open interest changed by 1 which increased total open position to 3
On 6 May SAIL was trading at 186.04. The strike last trading price was 6, which was -2.13 lower than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 1
On 5 May SAIL was trading at 187.31. The strike last trading price was 8.13, which was 8.13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May SAIL was trading at 186.15. The strike last trading price was 8.13, which was 8.13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr SAIL was trading at 184.62. The strike last trading price was 8.13, which was -22.54 lower than the previous day. The implied volatity was 37.48, the open interest changed by 2 which increased total open position to 2
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 176.50. The strike last trading price was -, which was - 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 -, which was - 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 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 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 16 Apr SAIL was trading at 166.95. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 30.67, 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 30.67, 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 30.67, 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 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 Apr SAIL was trading at 160.44. 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 2 Apr SAIL was trading at 155.16. 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
