Historical option data for SAIL
05 Jun 2026 04:10 PM IST
| SAIL 30-Jun-2026 (24d) 195 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0
Theta: -0.16
Gamma: 0.02053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 190.56 | 6.04 | -2.96 (-32.89%) | 38.33 | 964 | 258 | 543 | |||||||||
| 4 Jun | 197.31 | 9.02 | -5.98 (-39.87%) | 37.15 | 98 | 22 | 284 | |||||||||
| 3 Jun | 203.87 | 14.92 | 0.92 (6.57%) | 40.57 | 143 | 65 | 208 | |||||||||
| 2 Jun | 205.85 | 14 | -2 (-12.50%) | 34.11 | 34 | -32 | 143 | |||||||||
| 1 Jun | 203.69 | 16.32 | 0.32 (2.00%) | 42.2 | 261 | 0 | 175 | |||||||||
| 29 May | 204.37 | 16.32 | 0.32 (2.00%) | 42.2 | 261 | 164 | 175 | |||||||||
| 27 May | 206.06 | 16.1 | 7.1 (78.89%) | 35.38 | 17 | 4 | 14 | |||||||||
| 26 May | 203.84 | 8.8 | 0 (0.00%) | - | 6 | 0 | 10 | |||||||||
| 25 May | 198.32 | 8.8 | 0 (0.00%) | - | 6 | 0 | 10 | |||||||||
| 22 May | 201.21 | 8.8 | 0 (0.00%) | - | 6 | 0 | 10 | |||||||||
| 21 May | 196.53 | 8.8 | 0 (0.00%) | - | 6 | 0 | 10 | |||||||||
| 20 May | 199.04 | 8.8 | 0 (0.00%) | - | 6 | 0 | 10 | |||||||||
| 19 May | 199.05 | 8.8 | 0 (0.00%) | - | 6 | 0 | 10 | |||||||||
| 18 May | 192.73 | 8.8 | 0 (0.00%) | - | 6 | 0 | 10 | |||||||||
| 15 May | 192.40 | 8.8 | 0 (0.00%) | - | 0 | 0 | 10 | |||||||||
| 14 May | 199.08 | 8.8 | 0 (0.00%) | 0 | 0 | 0 | 10 | |||||||||
| 13 May | 201.31 | 8.8 | -0.2 (-2.22%) | 0 | 0 | 0 | 10 | |||||||||
| 12 May | 176.09 | 8.8 | 0 (0.00%) | 0 | 0 | 0 | 10 | |||||||||
| 11 May | 180.72 | 8.8 | 0 (0.00%) | 0 | 0 | 0 | 10 | |||||||||
| 8 May | 184.88 | 8.8 | 0 (0.00%) | 38.25 | 0 | 0 | 10 | |||||||||
| 7 May | 187.28 | 8.8 | 0.35 (4.14%) | 38.25 | 6 | 1 | 11 | |||||||||
| 6 May | 186.04 | 8.45 | 0 (0.00%) | - | 0 | 0 | 10 | |||||||||
| 5 May | 187.31 | 8.45 | 0 (0.00%) | - | 0 | 0 | 10 | |||||||||
| 4 May | 186.15 | 8.45 | 0 (0.00%) | - | 0 | 0 | 10 | |||||||||
| 30 Apr | 184.62 | 8.45 | 5.55 (191.38%) | 39.22 | 12 | 10 | 10 | |||||||||
| 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 | |||||||||
For Steel Authority Of India - strike price 195 expiring on 30JUN2026
Delta for 195 CE is 0.44
Historical price for 195 CE is as follows
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 6.04, which was -2.96 lower than the previous day. The implied volatity was 38.33, the open interest changed by 258 which increased total open position to 543
On 4 Jun SAIL was trading at 197.31. The strike last trading price was 9.02, which was -5.98 lower than the previous day. The implied volatity was 37.15, the open interest changed by 22 which increased total open position to 284
On 3 Jun SAIL was trading at 203.87. The strike last trading price was 14.92, which was 0.92 higher than the previous day. The implied volatity was 40.57, the open interest changed by 65 which increased total open position to 208
On 2 Jun SAIL was trading at 205.85. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was 34.11, the open interest changed by -32 which decreased total open position to 143
On 1 Jun SAIL was trading at 203.69. The strike last trading price was 16.32, which was 0.32 higher than the previous day. The implied volatity was 42.2, the open interest changed by 0 which decreased total open position to 175
On 29 May SAIL was trading at 204.37. The strike last trading price was 16.32, which was 0.32 higher than the previous day. The implied volatity was 42.2, the open interest changed by 164 which increased total open position to 175
On 27 May SAIL was trading at 206.06. The strike last trading price was 16.1, which was 7.1 higher than the previous day. The implied volatity was 35.38, the open interest changed by 4 which increased total open position to 14
On 26 May SAIL was trading at 203.84. The strike last trading price was 8.8, 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 25 May SAIL was trading at 198.32. The strike last trading price was 8.8, 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 22 May SAIL was trading at 201.21. The strike last trading price was 8.8, 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 21 May SAIL was trading at 196.53. The strike last trading price was 8.8, 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 20 May SAIL was trading at 199.04. The strike last trading price was 8.8, 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 19 May SAIL was trading at 199.05. The strike last trading price was 8.8, 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 18 May SAIL was trading at 192.73. The strike last trading price was 8.8, 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 15 May SAIL was trading at 192.40. The strike last trading price was 8.8, 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 8.8, 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 8.8, which was -0.2 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 8.8, 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 11 May SAIL was trading at 180.72. The strike last trading price was 8.8, 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 8 May SAIL was trading at 184.88. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 38.25, the open interest changed by 0 which decreased total open position to 10
On 7 May SAIL was trading at 187.28. The strike last trading price was 8.8, which was 0.35 higher than the previous day. The implied volatity was 38.25, the open interest changed by 1 which increased total open position to 11
On 6 May SAIL was trading at 186.04. The strike last trading price was 8.45, 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 5 May SAIL was trading at 187.31. The strike last trading price was 8.45, 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 4 May SAIL was trading at 186.15. The strike last trading price was 8.45, 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 30 Apr SAIL was trading at 184.62. The strike last trading price was 8.45, which was 5.55 higher than the previous day. The implied volatity was 39.22, the open interest changed by 10 which increased total open position to 10
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
| SAIL 30-Jun-2026 (24d) 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0
Theta: -0.11
Gamma: 0.02336
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 190.56 | 8.8 | 3.15 (55.75%) | 33.5 | 215 | 3 | 80 |
| 4 Jun | 197.31 | 5.8 | 2.75 (90.16%) | 33.68 | 233 | 32 | 74 |
| 3 Jun | 203.87 | 3.05 | 0.46 (17.76%) | 31.03 | 14 | 1 | 41 |
| 2 Jun | 205.85 | 2.59 | -0.91 (-26.00%) | 29.73 | 6 | 4 | 39 |
| 1 Jun | 203.69 | 3.5 | 0.5 (16.67%) | 32.01 | 4 | 0 | 35 |
| 29 May | 204.37 | 3 | 3 | - | 96 | 0 | 35 |
| 27 May | 206.06 | 3 | -39.99 (-93.02%) | 30.79 | 96 | 34 | 34 |
| 26 May | 203.84 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 198.32 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 201.21 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 196.53 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 199.04 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 199.05 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 192.73 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 192.40 | 0 | -42.99 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 199.08 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 201.31 | 0 | -42.99 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 176.09 | 0 | -42.99 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 180.72 | 0 | -42.99 (-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 |
| 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 |
For Steel Authority Of India - strike price 195 expiring on 30JUN2026
Delta for 195 PE is -0.57
Historical price for 195 PE is as follows
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 8.8, which was 3.15 higher than the previous day. The implied volatity was 33.5, the open interest changed by 3 which increased total open position to 80
On 4 Jun SAIL was trading at 197.31. The strike last trading price was 5.8, which was 2.75 higher than the previous day. The implied volatity was 33.68, the open interest changed by 32 which increased total open position to 74
On 3 Jun SAIL was trading at 203.87. The strike last trading price was 3.05, which was 0.46 higher than the previous day. The implied volatity was 31.03, the open interest changed by 1 which increased total open position to 41
On 2 Jun SAIL was trading at 205.85. The strike last trading price was 2.59, which was -0.91 lower than the previous day. The implied volatity was 29.73, the open interest changed by 4 which increased total open position to 39
On 1 Jun SAIL was trading at 203.69. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 35
On 29 May SAIL was trading at 204.37. 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 35
On 27 May SAIL was trading at 206.06. The strike last trading price was 3, which was -39.99 lower than the previous day. The implied volatity was 30.79, the open interest changed by 34 which increased total open position to 34
On 26 May SAIL was trading at 203.84. 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 25 May SAIL was trading at 198.32. 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 22 May SAIL was trading at 201.21. 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 May SAIL was trading at 196.53. 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 May SAIL was trading at 199.04. 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 19 May SAIL was trading at 199.05. 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 May SAIL was trading at 192.73. 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 May SAIL was trading at 192.40. The strike last trading price was 0, which was -42.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SAIL was trading at 199.08. The strike last trading price was 0, 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 0
On 13 May SAIL was trading at 201.31. The strike last trading price was 0, which was -42.99 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SAIL was trading at 176.09. The strike last trading price was 0, which was -42.99 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 -42.99 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
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
