Historical option data for SAIL
27 May 2026 04:10 PM IST
| SAIL 30-Jun-2026 (33d) 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0
Theta: -0.13
Gamma: 0.0193
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.56
Historical price for 205 CE is as follows
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 (33d) 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0
Theta: -0.08
Gamma: 0.02192
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.44
Historical price for 205 PE is as follows
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
