SAIL
Steel Authority Of India
Historical option data for SAIL
21 Dec 2025 04:11 PM IST
| SAIL 30-DEC-2025 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 | 0.82 | -0.62 | - | 2,869 | -29 | 1,148 | |||||||||
| 20 Dec | 125.91 | 0.82 | -0.62 | - | 2,869 | -29 | 1,148 | |||||||||
| 14 Dec | 131.90 | 4.45 | 1.22 | - | 1,357 | -163 | 717 | |||||||||
| 13 Dec | 131.90 | 4.45 | 1.22 | - | 1,357 | -163 | 717 | |||||||||
| 7 Dec | 132.54 | 5.62 | 0.04 | - | 515 | 83 | 423 | |||||||||
| 5 Dec | 132.54 | 5.62 | 0.04 | 27.47 | 515 | 83 | 423 | |||||||||
| 30 Nov | 134.91 | 8.27 | -1.11 | - | 71 | 10 | 157 | |||||||||
| 29 Nov | 134.91 | 8.27 | -1.11 | - | 71 | 10 | 157 | |||||||||
| 23 Nov | 134.08 | 17.17 | 3.22 | - | 0 | 0 | 12 | |||||||||
| 22 Nov | 134.08 | 17.17 | 3.22 | - | 0 | 0 | 12 | |||||||||
| 16 Nov | 141.99 | 17.17 | 3.22 | - | 0 | 0 | 0 | |||||||||
| 15 Nov | 141.99 | 17.17 | 3.22 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 141.99 | 17.17 | 3.22 | - | 0 | 0 | 0 | |||||||||
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| 13 Nov | 144.72 | 17.17 | 3.22 | - | 0 | 0 | 0 | |||||||||
| 9 Nov | 141.00 | 13.95 | 0.45 | - | 2 | 1 | 8 | |||||||||
| 8 Nov | 141.00 | 13.95 | 0.45 | - | 2 | 1 | 8 | |||||||||
| 2 Nov | 136.85 | 11.35 | -1.5 | - | 1 | 0 | 7 | |||||||||
| 1 Nov | 136.85 | 11.35 | -1.5 | - | 1 | 0 | 7 | |||||||||
| 27 Oct | 129.90 | 7.7 | -0.3 | - | 0 | 3 | 0 | |||||||||
| 26 Oct | 129.46 | 7.7 | -0.3 | - | 3 | 3 | 5 | |||||||||
| 25 Oct | 129.46 | 7.7 | -0.3 | - | 3 | 3 | 5 | |||||||||
| 15 Oct | 128.77 | 8.5 | -6.8 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 130 expiring on 30DEC2025
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 0.82, which was -0.62 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 1148
On 20 Dec SAIL was trading at 125.91. The strike last trading price was 0.82, which was -0.62 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 1148
On 14 Dec SAIL was trading at 131.90. The strike last trading price was 4.45, which was 1.22 higher than the previous day. The implied volatity was -, the open interest changed by -163 which decreased total open position to 717
On 13 Dec SAIL was trading at 131.90. The strike last trading price was 4.45, which was 1.22 higher than the previous day. The implied volatity was -, the open interest changed by -163 which decreased total open position to 717
On 7 Dec SAIL was trading at 132.54. The strike last trading price was 5.62, which was 0.04 higher than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 423
On 5 Dec SAIL was trading at 132.54. The strike last trading price was 5.62, which was 0.04 higher than the previous day. The implied volatity was 27.47, the open interest changed by 83 which increased total open position to 423
On 30 Nov SAIL was trading at 134.91. The strike last trading price was 8.27, which was -1.11 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 157
On 29 Nov SAIL was trading at 134.91. The strike last trading price was 8.27, which was -1.11 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 157
On 23 Nov SAIL was trading at 134.08. The strike last trading price was 17.17, which was 3.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 22 Nov SAIL was trading at 134.08. The strike last trading price was 17.17, which was 3.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Nov SAIL was trading at 141.99. The strike last trading price was 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher 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 17.17, which was 3.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Nov SAIL was trading at 141.00. The strike last trading price was 13.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 8 Nov SAIL was trading at 141.00. The strike last trading price was 13.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 2 Nov SAIL was trading at 136.85. The strike last trading price was 11.35, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Nov SAIL was trading at 136.85. The strike last trading price was 11.35, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Oct SAIL was trading at 129.90. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 26 Oct SAIL was trading at 129.46. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 25 Oct SAIL was trading at 129.46. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 15 Oct SAIL was trading at 128.77. The strike last trading price was 8.5, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAIL 30DEC2025 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 | 4.7 | 0.5 | - | 787 | -154 | 853 |
| 20 Dec | 125.91 | 4.7 | 0.5 | - | 787 | -154 | 853 |
| 14 Dec | 131.90 | 1.97 | -1.19 | - | 387 | 15 | 913 |
| 13 Dec | 131.90 | 1.97 | -1.19 | - | 387 | 15 | 913 |
| 7 Dec | 132.54 | 2.28 | -0.41 | - | 442 | -76 | 842 |
| 5 Dec | 132.54 | 2.28 | -0.41 | 27.06 | 442 | -75 | 842 |
| 30 Nov | 134.91 | 2.28 | 0.31 | - | 460 | 134 | 699 |
| 29 Nov | 134.91 | 2.28 | 0.31 | - | 460 | 134 | 699 |
| 23 Nov | 134.08 | 2.5 | 0.95 | - | 8 | 0 | 81 |
| 22 Nov | 134.08 | 2.5 | 0.95 | - | 8 | 0 | 81 |
| 16 Nov | 141.99 | 1.55 | 0.45 | - | 2 | -2 | 82 |
| 15 Nov | 141.99 | 1.55 | 0.45 | - | 2 | -2 | 82 |
| 14 Nov | 141.99 | 1.55 | 0.45 | - | 2 | -1 | 82 |
| 13 Nov | 144.72 | 1.1 | -0.48 | - | 0 | 0 | 0 |
| 9 Nov | 141.00 | 2.09 | -0.99 | - | 34 | 9 | 51 |
| 8 Nov | 141.00 | 2.09 | -0.99 | - | 34 | 9 | 51 |
| 2 Nov | 136.85 | 3.6 | 0.1 | - | 18 | 1 | 30 |
| 1 Nov | 136.85 | 3.6 | 0.1 | - | 18 | 1 | 30 |
| 27 Oct | 129.90 | 4.7 | 0.55 | - | 0 | 0 | 0 |
| 26 Oct | 129.46 | 4.7 | 0.55 | - | 0 | 0 | 0 |
| 25 Oct | 129.46 | 4.7 | 0.55 | - | 0 | 0 | 0 |
| 15 Oct | 128.77 | 4.7 | 0.55 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 130 expiring on 30DEC2025
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 4.7, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -154 which decreased total open position to 853
On 20 Dec SAIL was trading at 125.91. The strike last trading price was 4.7, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -154 which decreased total open position to 853
On 14 Dec SAIL was trading at 131.90. The strike last trading price was 1.97, which was -1.19 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 913
On 13 Dec SAIL was trading at 131.90. The strike last trading price was 1.97, which was -1.19 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 913
On 7 Dec SAIL was trading at 132.54. The strike last trading price was 2.28, which was -0.41 lower than the previous day. The implied volatity was -, the open interest changed by -76 which decreased total open position to 842
On 5 Dec SAIL was trading at 132.54. The strike last trading price was 2.28, which was -0.41 lower than the previous day. The implied volatity was 27.06, the open interest changed by -75 which decreased total open position to 842
On 30 Nov SAIL was trading at 134.91. The strike last trading price was 2.28, which was 0.31 higher than the previous day. The implied volatity was -, the open interest changed by 134 which increased total open position to 699
On 29 Nov SAIL was trading at 134.91. The strike last trading price was 2.28, which was 0.31 higher than the previous day. The implied volatity was -, the open interest changed by 134 which increased total open position to 699
On 23 Nov SAIL was trading at 134.08. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81
On 22 Nov SAIL was trading at 134.08. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81
On 16 Nov SAIL was trading at 141.99. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 82
On 15 Nov SAIL was trading at 141.99. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 82
On 14 Nov SAIL was trading at 141.99. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 82
On 13 Nov SAIL was trading at 144.72. The strike last trading price was 1.1, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Nov SAIL was trading at 141.00. The strike last trading price was 2.09, which was -0.99 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 51
On 8 Nov SAIL was trading at 141.00. The strike last trading price was 2.09, which was -0.99 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 51
On 2 Nov SAIL was trading at 136.85. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 30
On 1 Nov SAIL was trading at 136.85. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 30
On 27 Oct SAIL was trading at 129.90. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Oct SAIL was trading at 129.46. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Oct SAIL was trading at 129.46. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct SAIL was trading at 128.77. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































