SAIL
Steel Authority Of India
Historical option data for SAIL
21 Dec 2025 04:11 PM IST
| SAIL 27-JAN-2026 130 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































