Historical option data for SAIL
25 Jun 2026 04:10 PM IST
| SAIL 30-Jun-2026 (3d) 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -0.02
Gamma: 0.00165
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 170.79 | 0.03 | 0.03 | 60.43 | 154 | -82 | 348 | |||||||||
| 24 Jun | 171.42 | 0.12 | 0.12 | 65.77 | 26 | -3 | 430 | |||||||||
| 23 Jun | 169.18 | 0.12 | 0.12 | 65.89 | 105 | -10 | 434 | |||||||||
| 22 Jun | 174.85 | 0.28 | 0.28 | 59.28 | 355 | -63 | 444 | |||||||||
| 19 Jun | 180.05 | 0.45 | 0.45 (-52.00%) | 48.18 | 56 | -6 | 507 | |||||||||
| 18 Jun | 182.16 | 0.48 | -0.52 (-52.00%) | 42.99 | 99 | -1 | 513 | |||||||||
| 17 Jun | 179.58 | 0.51 | -0.49 (-49.00%) | 44.16 | 65 | -6 | 514 | |||||||||
| 16 Jun | 180.99 | 0.53 | -0.47 (-47.00%) | 43.36 | 192 | 78 | 520 | |||||||||
| 15 Jun | 182.51 | 0.88 | -0.12 (-12.00%) | 44.89 | 288 | 92 | 428 | |||||||||
| 12 Jun | 184.09 | 0.99 | -0.01 (-1.00%) | 39.69 | 93 | 9 | 335 | |||||||||
| 11 Jun | 181.36 | 0.87 | -0.13 (-13.00%) | 39.42 | 198 | 44 | 327 | |||||||||
| 10 Jun | 181.72 | 1.05 | -0.95 (-47.50%) | 41.31 | 57 | 6 | 285 | |||||||||
| 9 Jun | 185.99 | 1.71 | -0.29 (-14.50%) | 40.48 | 48 | 3 | 279 | |||||||||
| 8 Jun | 183.78 | 1.48 | -1.52 (-50.67%) | 41.54 | 166 | 7 | 277 | |||||||||
| 5 Jun | 190.56 | 3.01 | -1.99 (-39.80%) | 38.9 | 498 | -4 | 272 | |||||||||
| 4 Jun | 197.31 | 4.67 | -3.33 (-41.63%) | 37.12 | 227 | 61 | 278 | |||||||||
| 3 Jun | 203.87 | 7.85 | -1.15 (-12.78%) | 35.76 | 156 | 36 | 228 | |||||||||
| 2 Jun | 205.85 | 9.1 | 1.1 (13.75%) | 37.35 | 174 | 24 | 192 | |||||||||
| 1 Jun | 203.69 | 8.62 | -0.38 (-4.22%) | 35.75 | 157 | 26 | 168 | |||||||||
| 29 May | 204.37 | 8.35 | -0.65 (-7.22%) | 34.28 | 104 | 15 | 144 | |||||||||
| 27 May | 206.06 | 9.18 | 1.18 (14.75%) | 32.35 | 329 | 125 | 129 | |||||||||
| 26 May | 203.84 | 7.55 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 25 May | 198.32 | 7.55 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 22 May | 201.21 | 7.55 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 21 May | 196.53 | 7.55 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 20 May | 199.04 | 7.55 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 19 May | 199.05 | 7.55 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 18 May | 192.73 | 7.55 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 15 May | 192.40 | 7.55 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 14 May | 199.08 | 7.55 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 13 May | 201.31 | 7.55 | -0.45 (-5.63%) | 0 | 3 | 3 | 4 | |||||||||
| 12 May | 176.09 | 8.05 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 180.72 | 8.05 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 184.88 | 8.05 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 187.28 | 8.05 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 186.04 | 8.05 | 0 (0.00%) | 48.58 | 0 | 0 | 1 | |||||||||
| 5 May | 187.31 | 8.05 | 4.9 (155.56%) | 48.58 | 1 | 0 | 1 | |||||||||
| 4 May | 186.15 | 3.15 | -3.45 (-52.27%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 184.62 | 3.15 | 0.26 (9.00%) | 30.38 | 1 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 205 expiring on 30JUN2026
Delta for 205 CE is 0.01
Historical price for 205 CE is as follows
On 25 Jun SAIL was trading at 170.79. The strike last trading price was 0.03, which was 0.03 higher than the previous day. The implied volatity was 60.43, the open interest changed by -82 which decreased total open position to 348
On 24 Jun SAIL was trading at 171.42. The strike last trading price was 0.12, which was 0.12 higher than the previous day. The implied volatity was 65.77, the open interest changed by -3 which decreased total open position to 430
On 23 Jun SAIL was trading at 169.18. The strike last trading price was 0.12, which was 0.12 higher than the previous day. The implied volatity was 65.89, the open interest changed by -10 which decreased total open position to 434
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 0.28, which was 0.28 higher than the previous day. The implied volatity was 59.28, the open interest changed by -63 which decreased total open position to 444
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 0.45, which was 0.45 higher than the previous day. The implied volatity was 48.18, the open interest changed by -6 which decreased total open position to 507
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 0.48, which was -0.52 lower than the previous day. The implied volatity was 42.99, the open interest changed by -1 which decreased total open position to 513
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 0.51, which was -0.49 lower than the previous day. The implied volatity was 44.16, the open interest changed by -6 which decreased total open position to 514
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 0.53, which was -0.47 lower than the previous day. The implied volatity was 43.36, the open interest changed by 78 which increased total open position to 520
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 0.88, which was -0.12 lower than the previous day. The implied volatity was 44.89, the open interest changed by 92 which increased total open position to 428
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 0.99, which was -0.01 lower than the previous day. The implied volatity was 39.69, the open interest changed by 9 which increased total open position to 335
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 0.87, which was -0.13 lower than the previous day. The implied volatity was 39.42, the open interest changed by 44 which increased total open position to 327
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 1.05, which was -0.95 lower than the previous day. The implied volatity was 41.31, the open interest changed by 6 which increased total open position to 285
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 1.71, which was -0.29 lower than the previous day. The implied volatity was 40.48, the open interest changed by 3 which increased total open position to 279
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 1.48, which was -1.52 lower than the previous day. The implied volatity was 41.54, the open interest changed by 7 which increased total open position to 277
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 3.01, which was -1.99 lower than the previous day. The implied volatity was 38.9, the open interest changed by -4 which decreased total open position to 272
On 4 Jun SAIL was trading at 197.31. The strike last trading price was 4.67, which was -3.33 lower than the previous day. The implied volatity was 37.12, the open interest changed by 61 which increased total open position to 278
On 3 Jun SAIL was trading at 203.87. The strike last trading price was 7.85, which was -1.15 lower than the previous day. The implied volatity was 35.76, the open interest changed by 36 which increased total open position to 228
On 2 Jun SAIL was trading at 205.85. The strike last trading price was 9.1, which was 1.1 higher than the previous day. The implied volatity was 37.35, the open interest changed by 24 which increased total open position to 192
On 1 Jun SAIL was trading at 203.69. The strike last trading price was 8.62, which was -0.38 lower than the previous day. The implied volatity was 35.75, the open interest changed by 26 which increased total open position to 168
On 29 May SAIL was trading at 204.37. The strike last trading price was 8.35, which was -0.65 lower than the previous day. The implied volatity was 34.28, the open interest changed by 15 which increased total open position to 144
On 27 May SAIL was trading at 206.06. The strike last trading price was 9.18, which was 1.18 higher than the previous day. The implied volatity was 32.35, the open interest changed by 125 which increased total open position to 129
On 26 May SAIL was trading at 203.84. The strike last trading price was 7.55, 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 25 May SAIL was trading at 198.32. The strike last trading price was 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, 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 7.55, which was -0.45 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 4
On 12 May SAIL was trading at 176.09. The strike last trading price was 8.05, 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 1
On 11 May SAIL was trading at 180.72. The strike last trading price was 8.05, 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 1
On 8 May SAIL was trading at 184.88. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May SAIL was trading at 187.28. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May SAIL was trading at 186.04. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was 48.58, 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 8.05, which was 4.9 higher than the previous day. The implied volatity was 48.58, 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 3.15, which was -3.45 lower 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 3.15, which was 0.26 higher than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 0
| SAIL 30-Jun-2026 (3d) 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0
Theta: -0.04
Gamma: 0.00229
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 170.79 | 33 | 0.9 (2.80%) | 62.42 | 1 | 0 | 128 |
| 24 Jun | 171.42 | 32.1 | -2.92 (-8.34%) | 49.32 | 6 | -3 | 129 |
| 23 Jun | 169.18 | 35.02 | 4.84 (16.04%) | 66.23 | 4 | -2 | 132 |
| 22 Jun | 174.85 | 29.5 | 4.78 (19.34%) | 59.99 | 9 | 2 | 135 |
| 19 Jun | 180.05 | 24.72 | 2.52 (11.35%) | 34.28 | 15 | 0 | 132 |
| 18 Jun | 182.16 | 22.2 | 0.2 (0.91%) | 41.98 | 10 | 10 | 132 |
| 17 Jun | 179.58 | 22 | 22 | - | 1 | 0 | 122 |
| 16 Jun | 180.99 | 22 | 22 | - | 1 | 0 | 122 |
| 15 Jun | 182.51 | 22 | 22 | - | 1 | 0 | 122 |
| 12 Jun | 184.09 | 22 | 22 (0.00%) | 39.35 | 1 | 0 | 122 |
| 11 Jun | 181.36 | 22 | 0 (0.00%) | 39.35 | 1 | 0 | 123 |
| 10 Jun | 181.72 | 22 | 1.45 (7.06%) | 28.13 | 22 | -11 | 126 |
| 9 Jun | 185.99 | 20.55 | 0.05 (0.24%) | 39.1 | 1 | 0 | 138 |
| 8 Jun | 183.78 | 20.5 | 4.47 (27.89%) | 39.93 | 10 | 1 | 138 |
| 5 Jun | 190.56 | 16.03 | 4.63 (40.61%) | 33.58 | 39 | -13 | 137 |
| 4 Jun | 197.31 | 11.05 | 4.21 (61.55%) | 31.42 | 87 | -19 | 149 |
| 3 Jun | 203.87 | 7.04 | 0.99 (16.36%) | 31.03 | 71 | 37 | 167 |
| 2 Jun | 205.85 | 6.03 | -1.03 (-14.59%) | 29.61 | 73 | 35 | 131 |
| 1 Jun | 203.69 | 6.48 | -0.75 (-10.37%) | 28.48 | 97 | 34 | 97 |
| 29 May | 204.37 | 7.02 | 0.77 (12.32%) | 29.48 | 53 | 7 | 64 |
| 27 May | 206.06 | 6.15 | -38.25 (-86.15%) | 28.45 | 186 | 67 | 67 |
| 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 | - | 0 | 0 | 0 |
| 15 May | 192.40 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 199.08 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 201.31 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 176.09 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 180.72 | 0 | -44.4 (-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 205 expiring on 30JUN2026
Delta for 205 PE is -0.99
Historical price for 205 PE is as follows
On 25 Jun SAIL was trading at 170.79. The strike last trading price was 33, which was 0.9 higher than the previous day. The implied volatity was 62.42, the open interest changed by 0 which decreased total open position to 128
On 24 Jun SAIL was trading at 171.42. The strike last trading price was 32.1, which was -2.92 lower than the previous day. The implied volatity was 49.32, the open interest changed by -3 which decreased total open position to 129
On 23 Jun SAIL was trading at 169.18. The strike last trading price was 35.02, which was 4.84 higher than the previous day. The implied volatity was 66.23, the open interest changed by -2 which decreased total open position to 132
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 29.5, which was 4.78 higher than the previous day. The implied volatity was 59.99, the open interest changed by 2 which increased total open position to 135
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 24.72, which was 2.52 higher than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 132
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 22.2, which was 0.2 higher than the previous day. The implied volatity was 41.98, the open interest changed by 10 which increased total open position to 132
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 122
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 123
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 22, which was 1.45 higher than the previous day. The implied volatity was 28.13, the open interest changed by -11 which decreased total open position to 126
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 20.55, which was 0.05 higher than the previous day. The implied volatity was 39.1, the open interest changed by 0 which decreased total open position to 138
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 20.5, which was 4.47 higher than the previous day. The implied volatity was 39.93, the open interest changed by 1 which increased total open position to 138
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 16.03, which was 4.63 higher than the previous day. The implied volatity was 33.58, the open interest changed by -13 which decreased total open position to 137
On 4 Jun SAIL was trading at 197.31. The strike last trading price was 11.05, which was 4.21 higher than the previous day. The implied volatity was 31.42, the open interest changed by -19 which decreased total open position to 149
On 3 Jun SAIL was trading at 203.87. The strike last trading price was 7.04, which was 0.99 higher than the previous day. The implied volatity was 31.03, the open interest changed by 37 which increased total open position to 167
On 2 Jun SAIL was trading at 205.85. The strike last trading price was 6.03, which was -1.03 lower than the previous day. The implied volatity was 29.61, the open interest changed by 35 which increased total open position to 131
On 1 Jun SAIL was trading at 203.69. The strike last trading price was 6.48, which was -0.75 lower than the previous day. The implied volatity was 28.48, the open interest changed by 34 which increased total open position to 97
On 29 May SAIL was trading at 204.37. The strike last trading price was 7.02, which was 0.77 higher than the previous day. The implied volatity was 29.48, the open interest changed by 7 which increased total open position to 64
On 27 May SAIL was trading at 206.06. The strike last trading price was 6.15, which was -38.25 lower than the previous day. The implied volatity was 28.45, the open interest changed by 67 which increased total open position to 67
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 0 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 -, 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 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 176.09. 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 11 May SAIL was trading at 180.72. The strike last trading price was 0, which was -44.4 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
