[--[65.84.65.76]--]

SAIL

Steel Authority Of India
125.91 -1.36 (-1.07%)
L: 124 H: 127.74

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Historical option data for SAIL

21 Dec 2025 04:11 PM IST
SAIL 27-JAN-2026 130 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 125.91 3.6 -0.5 - 684 309 528
20 Dec 125.91 3.6 -0.5 - 684 309 528
14 Dec 131.90 7.55 1.49 - 33 9 42
13 Dec 131.90 7.55 1.49 - 33 9 42
7 Dec 132.54 7.81 0.33 - 0 0 0
5 Dec 132.54 7.81 0.33 - 0 1 0
30 Nov 134.91 11.99 -1.61 - 1 1 0
29 Nov 134.91 11.99 -1.61 - 1 1 0
23 Nov 134.08 13.6 0 - 0 0 0
22 Nov 134.08 13.6 0 - 0 0 0
16 Nov 141.99 13.6 0 - 0 0 0
15 Nov 141.99 13.6 0 - 0 0 0
14 Nov 141.99 13.6 0 - 0 0 0
13 Nov 144.72 13.6 0 - 0 0 0
2 Nov 136.85 13.6 0 - 0 0 0
1 Nov 136.85 13.6 0 - 0 0 0


For Steel Authority Of India - strike price 130 expiring on 27JAN2026

Delta for 130 CE is -

Historical price for 130 CE is as follows

On 21 Dec SAIL was trading at 125.91. The strike last trading price was 3.6, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 309 which increased total open position to 528


On 20 Dec SAIL was trading at 125.91. The strike last trading price was 3.6, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 309 which increased total open position to 528


On 14 Dec SAIL was trading at 131.90. The strike last trading price was 7.55, which was 1.49 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 42


On 13 Dec SAIL was trading at 131.90. The strike last trading price was 7.55, which was 1.49 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 42


On 7 Dec SAIL was trading at 132.54. The strike last trading price was 7.81, which was 0.33 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 7.81, which was 0.33 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Nov SAIL was trading at 134.91. The strike last trading price was 11.99, which was -1.61 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Nov SAIL was trading at 134.91. The strike last trading price was 11.99, which was -1.61 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Nov SAIL was trading at 134.08. The strike last trading price was 13.6, 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 Nov SAIL was trading at 134.08. The strike last trading price was 13.6, 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 Nov SAIL was trading at 141.99. The strike last trading price was 13.6, 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 Nov SAIL was trading at 141.99. The strike last trading price was 13.6, 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 Nov SAIL was trading at 141.99. The strike last trading price was 13.6, 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 Nov SAIL was trading at 144.72. The strike last trading price was 13.6, 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 2 Nov SAIL was trading at 136.85. The strike last trading price was 13.6, 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 1 Nov SAIL was trading at 136.85. The strike last trading price was 13.6, 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 27JAN2026 130 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 125.91 6.5 0.3 - 222 131 243
20 Dec 125.91 6.5 0.3 - 222 131 243
14 Dec 131.90 4.27 -0.9 - 56 33 74
13 Dec 131.90 4.27 -0.9 - 56 33 74
7 Dec 132.54 4.11 -0.37 - 16 -1 33
5 Dec 132.54 4.11 -0.37 30.35 16 -1 33
30 Nov 134.91 3.75 0.25 - 5 3 20
29 Nov 134.91 3.75 0.25 - 5 3 20
23 Nov 134.08 2.6 -1 - 0 0 0
22 Nov 134.08 2.6 -1 - 0 0 0
16 Nov 141.99 2.6 -1 - 0 0 0
15 Nov 141.99 2.6 -1 - 0 0 0
14 Nov 141.99 2.6 -1 - 0 0 0
13 Nov 144.72 2.6 -1 - 0 0 0
2 Nov 136.85 3.6 -5.9 - 0 0 0
1 Nov 136.85 3.6 -5.9 - 0 0 0


For Steel Authority Of India - strike price 130 expiring on 27JAN2026

Delta for 130 PE is -

Historical price for 130 PE is as follows

On 21 Dec SAIL was trading at 125.91. The strike last trading price was 6.5, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 131 which increased total open position to 243


On 20 Dec SAIL was trading at 125.91. The strike last trading price was 6.5, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 131 which increased total open position to 243


On 14 Dec SAIL was trading at 131.90. The strike last trading price was 4.27, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 74


On 13 Dec SAIL was trading at 131.90. The strike last trading price was 4.27, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 74


On 7 Dec SAIL was trading at 132.54. The strike last trading price was 4.11, which was -0.37 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 33


On 5 Dec SAIL was trading at 132.54. The strike last trading price was 4.11, which was -0.37 lower than the previous day. The implied volatity was 30.35, the open interest changed by -1 which decreased total open position to 33


On 30 Nov SAIL was trading at 134.91. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 20


On 29 Nov SAIL was trading at 134.91. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 20


On 23 Nov SAIL was trading at 134.08. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov SAIL was trading at 134.08. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Nov SAIL was trading at 141.99. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Nov SAIL was trading at 141.99. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov SAIL was trading at 141.99. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SAIL was trading at 144.72. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Nov SAIL was trading at 136.85. The strike last trading price was 3.6, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SAIL was trading at 136.85. The strike last trading price was 3.6, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0