Historical option data for SAIL
05 Jun 2026 12:01 PM IST
| SAIL 30-Jun-2026 (25d) 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0
Theta: -0.14
Gamma: 0.02108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 191.56 | 4 | -3 (-42.86%) | 34.82 | 265 | 96 | 283 | |||||||||
| 4 Jun | 197.31 | 6.23 | -4.77 (-43.36%) | 35.53 | 462 | 77 | 186 | |||||||||
| 3 Jun | 203.87 | 10.54 | -1.46 (-12.17%) | 36.32 | 41 | 11 | 110 | |||||||||
| 2 Jun | 205.85 | 11.75 | 0.75 (6.82%) | 37.62 | 45 | -2 | 98 | |||||||||
| 1 Jun | 203.69 | 11.25 | -0.75 (-6.25%) | 35.45 | 76 | -4 | 104 | |||||||||
| 29 May | 204.37 | 11.5 | -0.5 (-4.17%) | 35.41 | 88 | -17 | 107 | |||||||||
| 27 May | 206.06 | 12.3 | -1.7 (-12.14%) | 33.58 | 211 | 100 | 126 | |||||||||
| 26 May | 203.84 | 15.8 | 6.8 (75.56%) | 53.68 | 5 | 1 | 25 | |||||||||
| 25 May | 198.32 | 9 | 0 (0.00%) | - | 0 | 0 | 24 | |||||||||
| 22 May | 201.21 | 9 | 0 (0.00%) | - | 0 | 0 | 24 | |||||||||
| 21 May | 196.53 | 9 | 0 (0.00%) | - | 0 | 0 | 24 | |||||||||
| 20 May | 199.04 | 9 | 0 (0.00%) | 33.56 | 0 | 0 | 24 | |||||||||
| 19 May | 199.05 | 9 | 0 (0.00%) | 33.56 | 3 | -1 | 24 | |||||||||
| 18 May | 192.73 | 9 | 0 (0.00%) | - | 0 | 0 | 25 | |||||||||
| 15 May | 192.40 | 9 | 0 (0.00%) | 31.66 | 2 | -2 | 25 | |||||||||
| 14 May | 199.08 | 9 | 0 (0.00%) | 0 | 0 | 0 | 27 | |||||||||
| 13 May | 201.31 | 9 | 6 (200.00%) | 0 | 2 | -2 | 27 | |||||||||
| 12 May | 176.09 | 3.3 | -0.03 (-0.90%) | 0 | 0 | 0 | 29 | |||||||||
| 11 May | 180.72 | 3.3 | -1.85 (-35.92%) | 0 | 12 | 7 | 28 | |||||||||
| 8 May | 184.88 | 5 | -2.12 (-29.78%) | 36.34 | 19 | -4 | 21 | |||||||||
| 7 May | 187.28 | 7 | 1.05 (17.65%) | 39.71 | 27 | 19 | 26 | |||||||||
| 6 May | 186.04 | 5.95 | -2.1 (-26.09%) | - | 0 | 0 | 7 | |||||||||
| 5 May | 187.31 | 5.95 | -2.1 (-26.09%) | - | 0 | 0 | 7 | |||||||||
| 4 May | 186.15 | 5.95 | -2.1 (-26.09%) | - | 0 | 0 | 7 | |||||||||
| 30 Apr | 184.62 | 5.95 | 3.6 (153.19%) | 36.23 | 8 | 6 | 6 | |||||||||
| 29 Apr | 186.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 200 expiring on 30JUN2026
Delta for 200 CE is 0.35
Historical price for 200 CE is as follows
On 5 Jun SAIL was trading at 191.56. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was 34.82, the open interest changed by 96 which increased total open position to 283
On 4 Jun SAIL was trading at 197.31. The strike last trading price was 6.23, which was -4.77 lower than the previous day. The implied volatity was 35.53, the open interest changed by 77 which increased total open position to 186
On 3 Jun SAIL was trading at 203.87. The strike last trading price was 10.54, which was -1.46 lower than the previous day. The implied volatity was 36.32, the open interest changed by 11 which increased total open position to 110
On 2 Jun SAIL was trading at 205.85. The strike last trading price was 11.75, which was 0.75 higher than the previous day. The implied volatity was 37.62, the open interest changed by -2 which decreased total open position to 98
On 1 Jun SAIL was trading at 203.69. The strike last trading price was 11.25, which was -0.75 lower than the previous day. The implied volatity was 35.45, the open interest changed by -4 which decreased total open position to 104
On 29 May SAIL was trading at 204.37. The strike last trading price was 11.5, which was -0.5 lower than the previous day. The implied volatity was 35.41, the open interest changed by -17 which decreased total open position to 107
On 27 May SAIL was trading at 206.06. The strike last trading price was 12.3, which was -1.7 lower than the previous day. The implied volatity was 33.58, the open interest changed by 100 which increased total open position to 126
On 26 May SAIL was trading at 203.84. The strike last trading price was 15.8, which was 6.8 higher than the previous day. The implied volatity was 53.68, the open interest changed by 1 which increased total open position to 25
On 25 May SAIL was trading at 198.32. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 22 May SAIL was trading at 201.21. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 21 May SAIL was trading at 196.53. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 20 May SAIL was trading at 199.04. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 24
On 19 May SAIL was trading at 199.05. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 33.56, the open interest changed by -1 which decreased total open position to 24
On 18 May SAIL was trading at 192.73. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 15 May SAIL was trading at 192.40. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 31.66, the open interest changed by -2 which decreased total open position to 25
On 14 May SAIL was trading at 199.08. The strike last trading price was 9, 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 27
On 13 May SAIL was trading at 201.31. The strike last trading price was 9, which was 6 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 27
On 12 May SAIL was trading at 176.09. The strike last trading price was 3.3, which was -0.03 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 29
On 11 May SAIL was trading at 180.72. The strike last trading price was 3.3, which was -1.85 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 28
On 8 May SAIL was trading at 184.88. The strike last trading price was 5, which was -2.12 lower than the previous day. The implied volatity was 36.34, the open interest changed by -4 which decreased total open position to 21
On 7 May SAIL was trading at 187.28. The strike last trading price was 7, which was 1.05 higher than the previous day. The implied volatity was 39.71, the open interest changed by 19 which increased total open position to 26
On 6 May SAIL was trading at 186.04. The strike last trading price was 5.95, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 May SAIL was trading at 187.31. The strike last trading price was 5.95, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 May SAIL was trading at 186.15. The strike last trading price was 5.95, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Apr SAIL was trading at 184.62. The strike last trading price was 5.95, which was 3.6 higher than the previous day. The implied volatity was 36.23, the open interest changed by 6 which increased total open position to 6
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
| SAIL 30-Jun-2026 (25d) 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0
Theta: -0.1
Gamma: 0.02257
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 191.56 | 10.87 | 2.91 (36.56%) | 32.3 | 90 | -6 | 214 |
| 4 Jun | 197.31 | 8.62 | 3.96 (84.98%) | 33.77 | 422 | 56 | 219 |
| 3 Jun | 203.87 | 4.75 | 0.6 (14.46%) | 30.8 | 156 | 17 | 165 |
| 2 Jun | 205.85 | 4.16 | -1 (-19.38%) | 30.9 | 112 | 2 | 150 |
| 1 Jun | 203.69 | 4.99 | 0.11 (2.25%) | 31.54 | 62 | -6 | 148 |
| 29 May | 204.37 | 4.65 | 0.36 (8.39%) | 30.04 | 75 | 9 | 154 |
| 27 May | 206.06 | 4.25 | -15.25 (-78.21%) | 29.25 | 442 | 139 | 144 |
| 26 May | 203.84 | 19.5 | 19.5 | - | 2 | 0 | 5 |
| 25 May | 198.32 | 19.5 | 19.5 | - | 2 | 0 | 5 |
| 22 May | 201.21 | 19.5 | 19.5 | - | 2 | 0 | 5 |
| 21 May | 196.53 | 19.5 | 19.5 | - | 2 | 0 | 5 |
| 20 May | 199.04 | 19.5 | 19.5 | - | 2 | 0 | 5 |
| 19 May | 199.05 | 19.5 | 19.5 | - | 2 | 0 | 5 |
| 18 May | 192.73 | 19.5 | 19.5 (0.00%) | - | 2 | 0 | 5 |
| 15 May | 192.40 | 19.5 | 0 (0.00%) | - | 0 | 0 | 5 |
| 14 May | 199.08 | 19.5 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 13 May | 201.31 | 19.5 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 12 May | 176.09 | 19.5 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 11 May | 180.72 | 19.5 | 1 (5.41%) | 0 | 2 | 0 | 5 |
| 8 May | 184.88 | 18.5 | 1.5 (8.82%) | 33.94 | 3 | 0 | 5 |
| 7 May | 187.28 | 17 | 17 | - | 0 | 0 | 5 |
| 6 May | 186.04 | 17 | 17 (-64.10%) | 36.02 | 0 | 0 | 5 |
| 5 May | 187.31 | 17 | -30.35 (-64.10%) | 36.02 | 5 | 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 |
For Steel Authority Of India - strike price 200 expiring on 30JUN2026
Delta for 200 PE is -0.65
Historical price for 200 PE is as follows
On 5 Jun SAIL was trading at 191.56. The strike last trading price was 10.87, which was 2.91 higher than the previous day. The implied volatity was 32.3, the open interest changed by -6 which decreased total open position to 214
On 4 Jun SAIL was trading at 197.31. The strike last trading price was 8.62, which was 3.96 higher than the previous day. The implied volatity was 33.77, the open interest changed by 56 which increased total open position to 219
On 3 Jun SAIL was trading at 203.87. The strike last trading price was 4.75, which was 0.6 higher than the previous day. The implied volatity was 30.8, the open interest changed by 17 which increased total open position to 165
On 2 Jun SAIL was trading at 205.85. The strike last trading price was 4.16, which was -1 lower than the previous day. The implied volatity was 30.9, the open interest changed by 2 which increased total open position to 150
On 1 Jun SAIL was trading at 203.69. The strike last trading price was 4.99, which was 0.11 higher than the previous day. The implied volatity was 31.54, the open interest changed by -6 which decreased total open position to 148
On 29 May SAIL was trading at 204.37. The strike last trading price was 4.65, which was 0.36 higher than the previous day. The implied volatity was 30.04, the open interest changed by 9 which increased total open position to 154
On 27 May SAIL was trading at 206.06. The strike last trading price was 4.25, which was -15.25 lower than the previous day. The implied volatity was 29.25, the open interest changed by 139 which increased total open position to 144
On 26 May SAIL was trading at 203.84. The strike last trading price was 19.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 May SAIL was trading at 198.32. The strike last trading price was 19.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 May SAIL was trading at 201.21. The strike last trading price was 19.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 May SAIL was trading at 196.53. The strike last trading price was 19.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 May SAIL was trading at 199.04. The strike last trading price was 19.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 May SAIL was trading at 199.05. The strike last trading price was 19.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 May SAIL was trading at 192.73. The strike last trading price was 19.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 May SAIL was trading at 192.40. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 14 May SAIL was trading at 199.08. The strike last trading price was 19.5, 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 5
On 13 May SAIL was trading at 201.31. The strike last trading price was 19.5, 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 5
On 12 May SAIL was trading at 176.09. The strike last trading price was 19.5, 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 5
On 11 May SAIL was trading at 180.72. The strike last trading price was 19.5, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 8 May SAIL was trading at 184.88. The strike last trading price was 18.5, which was 1.5 higher than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 5
On 7 May SAIL was trading at 187.28. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 May SAIL was trading at 186.04. The strike last trading price was 17, which was 17 higher than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 5
On 5 May SAIL was trading at 187.31. The strike last trading price was 17, which was -30.35 lower than the previous day. The implied volatity was 36.02, 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
