SAIL
Steel Authority Of India
Historical option data for SAIL
27 Oct 2025 08:25 PM IST
| SAIL 28-OCT-2025 133 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Oct | 129.90 | 0.25 | -0.4 | - | 59 | -20 | 241 | |||||||||
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| 26 Oct | 129.46 | 0.7 | -0.15 | - | 252 | -47 | 259 | |||||||||
| 25 Oct | 129.46 | 0.7 | -0.15 | - | 252 | -47 | 259 | |||||||||
| 18 Oct | 128.68 | 1.3 | -1.05 | - | 414 | 5 | 376 | |||||||||
| 15 Oct | 128.77 | 1.9 | -1.85 | - | 993 | 146 | 481 | |||||||||
For Steel Authority Of India - strike price 133 expiring on 28OCT2025
Delta for 133 CE is -
Historical price for 133 CE is as follows
On 27 Oct SAIL was trading at 129.90. The strike last trading price was 0.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 241
On 26 Oct SAIL was trading at 129.46. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 259
On 25 Oct SAIL was trading at 129.46. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 259
On 18 Oct SAIL was trading at 128.68. The strike last trading price was 1.3, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 376
On 15 Oct SAIL was trading at 128.77. The strike last trading price was 1.9, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 146 which increased total open position to 481
| SAIL 28OCT2025 133 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Oct | 129.90 | 4.05 | -0.1 | - | 0 | -10 | 0 |
| 26 Oct | 129.46 | 4.05 | -0.1 | - | 182 | -10 | 123 |
| 25 Oct | 129.46 | 4.05 | -0.1 | - | 182 | -10 | 123 |
| 18 Oct | 128.68 | 5.55 | 1.95 | - | 143 | -10 | 171 |
| 15 Oct | 128.77 | 6.35 | 2.8 | - | 231 | -27 | 162 |
For Steel Authority Of India - strike price 133 expiring on 28OCT2025
Delta for 133 PE is -
Historical price for 133 PE is as follows
On 27 Oct SAIL was trading at 129.90. The strike last trading price was 4.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0
On 26 Oct SAIL was trading at 129.46. The strike last trading price was 4.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 123
On 25 Oct SAIL was trading at 129.46. The strike last trading price was 4.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 123
On 18 Oct SAIL was trading at 128.68. The strike last trading price was 5.55, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 171
On 15 Oct SAIL was trading at 128.77. The strike last trading price was 6.35, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 162

































































































































































































































