[--[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 30-DEC-2025 130 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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