[--[65.84.65.76]--]

SAIL

Steel Authority Of India
131.02 -5.50 (-4.03%)
L: 130.4 H: 136.9

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Historical option data for SAIL

25 Oct 2025 03:51 PM IST
SAIL 28-OCT-2025 132 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
25 Oct 129.46 0.9 -0.2 - 1,371 -13 290
18 Oct 128.68 1.55 -1.3 - 803 65 333
15 Oct 128.77 2.2 -2 - 915 42 252


For Steel Authority Of India - strike price 132 expiring on 28OCT2025

Delta for 132 CE is -

Historical price for 132 CE is as follows

On 25 Oct SAIL was trading at 129.46. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 290


On 18 Oct SAIL was trading at 128.68. The strike last trading price was 1.55, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 333


On 15 Oct SAIL was trading at 128.77. The strike last trading price was 2.2, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 252


SAIL 28OCT2025 132 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
25 Oct 129.46 3.15 -0.3 - 455 53 170
18 Oct 128.68 4.8 1.75 - 312 -28 123
15 Oct 128.77 5.65 2.55 - 218 2 160


For Steel Authority Of India - strike price 132 expiring on 28OCT2025

Delta for 132 PE is -

Historical price for 132 PE is as follows

On 25 Oct SAIL was trading at 129.46. The strike last trading price was 3.15, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 170


On 18 Oct SAIL was trading at 128.68. The strike last trading price was 4.8, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 123


On 15 Oct SAIL was trading at 128.77. The strike last trading price was 5.65, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 160