[--[65.84.65.76]--]

SAIL

Steel Authority Of India
136.85 -0.20 (-0.15%)
L: 135 H: 138.2

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Historical option data for SAIL

02 Nov 2025 04:11 PM IST
SAIL 25-NOV-2025 135 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -
Vega: -
Theta: -
Gamma: -
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