SAIL
Steel Authority Of India
Historical option data for SAIL
02 Nov 2025 04:11 PM IST
| SAIL 25-NOV-2025 135 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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| 2 Nov | 136.85 | 5.65 | -0.55 | - | 1,279 | 19 | 763 | |||||||||
| 1 Nov | 136.85 | 5.65 | -0.55 | - | 1,279 | 19 | 763 | |||||||||
| 27 Oct | 129.90 | 3.6 | 0.05 | - | 5 | -3 | 547 | |||||||||
| 26 Oct | 129.46 | 3.55 | -0.1 | - | 513 | 168 | 551 | |||||||||
| 25 Oct | 129.46 | 3.55 | -0.1 | - | 513 | 168 | 551 | |||||||||
| 18 Oct | 128.68 | 3.65 | -1.4 | - | 121 | 26 | 244 | |||||||||
| 15 Oct | 128.77 | 4.1 | -1.85 | - | 85 | 33 | 180 | |||||||||
| 22 Sept | 135.49 | 5.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 136.20 | 5.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 133.18 | 5.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 132.26 | 5.9 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 135 expiring on 25NOV2025
Delta for 135 CE is -
Historical price for 135 CE is as follows
On 2 Nov SAIL was trading at 136.85. The strike last trading price was 5.65, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 763
On 1 Nov SAIL was trading at 136.85. The strike last trading price was 5.65, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 763
On 27 Oct SAIL was trading at 129.90. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 547
On 26 Oct SAIL was trading at 129.46. The strike last trading price was 3.55, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 551
On 25 Oct SAIL was trading at 129.46. The strike last trading price was 3.55, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 551
On 18 Oct SAIL was trading at 128.68. The strike last trading price was 3.65, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 244
On 15 Oct SAIL was trading at 128.77. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 180
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
| SAIL 25NOV2025 135 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Nov | 136.85 | 3.3 | 0.05 | - | 970 | 7 | 783 |
| 1 Nov | 136.85 | 3.3 | 0.05 | - | 970 | 7 | 783 |
| 27 Oct | 129.90 | 8.1 | 0.05 | - | 0 | 169 | 0 |
| 26 Oct | 129.46 | 8.1 | 0.05 | - | 292 | 169 | 352 |
| 25 Oct | 129.46 | 8.1 | 0.05 | - | 292 | 169 | 352 |
| 18 Oct | 128.68 | 9.15 | 1.7 | - | 12 | 9 | 132 |
| 15 Oct | 128.77 | 9.85 | 2.9 | - | 26 | 16 | 110 |
| 22 Sept | 135.49 | 19.65 | 0 | 1.72 | 0 | 0 | 0 |
| 21 Sept | 136.20 | 19.65 | 0 | 2.31 | 0 | 0 | 0 |
| 18 Sept | 133.18 | 19.65 | 0 | 0.85 | 0 | 0 | 0 |
| 14 Sept | 132.26 | 19.65 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 135 expiring on 25NOV2025
Delta for 135 PE is -
Historical price for 135 PE is as follows
On 2 Nov SAIL was trading at 136.85. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 783
On 1 Nov SAIL was trading at 136.85. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 783
On 27 Oct SAIL was trading at 129.90. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 169 which increased total open position to 0
On 26 Oct SAIL was trading at 129.46. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 169 which increased total open position to 352
On 25 Oct SAIL was trading at 129.46. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 169 which increased total open position to 352
On 18 Oct SAIL was trading at 128.68. The strike last trading price was 9.15, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 132
On 15 Oct SAIL was trading at 128.77. The strike last trading price was 9.85, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 110
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
































































































































































































































