Historical option data for SAIL
22 Jun 2026 01:17 PM IST
| SAIL 28-Jul-2026 (36d) 185 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0
Theta: -0.13
Gamma: 0.01647
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 175.17 | 5.92 | -2.08 (-26.00%) | 41.94 | 21 | 3 | 61 | |||||||||
| 19 Jun | 180.05 | 7.95 | -1.05 (-11.67%) | 41.25 | 23 | 0 | 58 | |||||||||
| 18 Jun | 182.16 | 8.97 | 0.97 (12.13%) | 41.11 | 71 | 27 | 59 | |||||||||
| 17 Jun | 179.58 | 8.05 | 0.05 (0.63%) | 40.76 | 27 | 19 | 31 | |||||||||
| 16 Jun | 180.99 | 8.21 | -0.79 (-8.78%) | 38.9 | 5 | 1 | 11 | |||||||||
| 15 Jun | 182.51 | 9 | 1 (12.50%) | 38.98 | 11 | 5 | 8 | |||||||||
| 12 Jun | 184.09 | 8.1 | -1.9 (-19.00%) | 32.7 | 1 | 0 | 3 | |||||||||
| 11 Jun | 181.36 | 10 | 0 (0.00%) | 37.78 | 2 | 0 | 3 | |||||||||
| 10 Jun | 181.72 | 10 | -2 (-16.67%) | 37.78 | 2 | 0 | 1 | |||||||||
| 9 Jun | 185.99 | 12 | 0 (0.00%) | 41.27 | 1 | 0 | 1 | |||||||||
| 8 Jun | 183.78 | 12 | -3 (-20.00%) | 41.27 | 1 | 0 | 1 | |||||||||
| 5 Jun | 190.56 | 14.75 | -3.25 (-18.06%) | 38.55 | 1 | 0 | 0 | |||||||||
| 11 May | 180.72 | 0 | -18 (-100.00%) | - | 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 | |||||||||
For Steel Authority Of India - strike price 185 expiring on 28JUL2026
Delta for 185 CE is 0.39
Historical price for 185 CE is as follows
On 22 Jun SAIL was trading at 175.17. The strike last trading price was 5.92, which was -2.08 lower than the previous day. The implied volatity was 41.94, the open interest changed by 3 which increased total open position to 61
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 7.95, which was -1.05 lower than the previous day. The implied volatity was 41.25, the open interest changed by 0 which decreased total open position to 58
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 8.97, which was 0.97 higher than the previous day. The implied volatity was 41.11, the open interest changed by 27 which increased total open position to 59
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 8.05, which was 0.05 higher than the previous day. The implied volatity was 40.76, the open interest changed by 19 which increased total open position to 31
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 8.21, which was -0.79 lower than the previous day. The implied volatity was 38.9, the open interest changed by 1 which increased total open position to 11
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 38.98, the open interest changed by 5 which increased total open position to 8
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 8.1, which was -1.9 lower than the previous day. The implied volatity was 32.7, the open interest changed by 0 which decreased total open position to 3
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 37.78, the open interest changed by 0 which decreased total open position to 3
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 37.78, the open interest changed by 0 which decreased total open position to 1
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 1
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 12, which was -3 lower than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 1
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 14.75, which was -3.25 lower than the previous day. The implied volatity was 38.55, 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 -18 lower than the previous day. The implied volatity was -, 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
| SAIL 28-Jul-2026 (36d) 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 175.17 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 180.05 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 182.16 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 179.58 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 180.99 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 182.51 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 184.09 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 181.36 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 5 Jun | 190.56 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 180.72 | 0 | 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 |
For Steel Authority Of India - strike price 185 expiring on 28JUL2026
Delta for 185 PE is -
Historical price for 185 PE is as follows
On 22 Jun SAIL was trading at 175.17. 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 19 Jun SAIL was trading at 180.05. 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 18 Jun SAIL was trading at 182.16. 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 17 Jun SAIL was trading at 179.58. 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 Jun SAIL was trading at 180.99. 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 15 Jun SAIL was trading at 182.51. 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 Jun SAIL was trading at 184.09. 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 11 Jun SAIL was trading at 181.36. 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 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 5 Jun SAIL was trading at 190.56. 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 11 May SAIL was trading at 180.72. 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 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
