SAIL
Steel Authority Of India
Historical option data for SAIL
25 Oct 2025 03:51 PM IST
| SAIL 28-OCT-2025 132 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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

































































































































































































































