SAIL
Steel Authority Of India
Historical option data for SAIL
06 Feb 2026 04:11 PM IST
| SAIL 24-FEB-2026 155 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.13
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 160.52 | 8.1 | 0.47 | 37.88 | 658 | -18 | 882 | |||||||||
| 5 Feb | 158.50 | 8 | 0.59 | 32.98 | 756 | -4 | 902 | |||||||||
| 4 Feb | 157.29 | 7.11 | 1.06 | 38.7 | 1,133 | -28 | 907 | |||||||||
| 3 Feb | 154.36 | 5.9 | 2.15 | 40.97 | 1,762 | -61 | 934 | |||||||||
| 2 Feb | 148.67 | 4 | 0.28 | 40.48 | 1,453 | -56 | 994 | |||||||||
| 1 Feb | 148.63 | 3.47 | -2.13 | 41.05 | 2,573 | -16 | 1,051 | |||||||||
| 30 Jan | 151.13 | 5.35 | -3.8 | 42.29 | 2,261 | 135 | 1,064 | |||||||||
| 29 Jan | 157.18 | 9.61 | 1.31 | 45.96 | 1,205 | -41 | 928 | |||||||||
| 28 Jan | 155.74 | 7.97 | -0.42 | 42.57 | 2,135 | 190 | 969 | |||||||||
| 27 Jan | 155.56 | 9.01 | 3.57 | 43.8 | 1,950 | 106 | 785 | |||||||||
| 23 Jan | 149.03 | 5.23 | -1.21 | 41.71 | 1,701 | 42 | 672 | |||||||||
| 22 Jan | 151.65 | 6.65 | 1.86 | 40.83 | 1,282 | 536 | 536 | |||||||||
| 21 Jan | 146.45 | 4.79 | 0 | 4.99 | 0 | 0 | 0 | |||||||||
| 20 Jan | 145.40 | 4.79 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 19 Jan | 149.70 | 4.79 | 0 | 3.39 | 0 | 0 | 0 | |||||||||
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| 16 Jan | 149.37 | 4.79 | 0 | 2.47 | 0 | 0 | 0 | |||||||||
| 14 Jan | 152.44 | 4.79 | 0 | 3.22 | 0 | 0 | 0 | |||||||||
| 13 Jan | 147.76 | 4.79 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 149.22 | 4.79 | 0 | 5.89 | 0 | 0 | 0 | |||||||||
| 9 Jan | 145.67 | 4.79 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 146.46 | 4.79 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 150.37 | 4.79 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 146.44 | 4.79 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 150.85 | 4.79 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 147.47 | 4.79 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 148.45 | 4.79 | 0 | 2.8 | 0 | 0 | 0 | |||||||||
| 31 Dec | 146.99 | 4.79 | 0 | 3.28 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 155 expiring on 24FEB2026
Delta for 155 CE is 0.66
Historical price for 155 CE is as follows
On 6 Feb SAIL was trading at 160.52. The strike last trading price was 8.1, which was 0.47 higher than the previous day. The implied volatity was 37.88, the open interest changed by -18 which decreased total open position to 882
On 5 Feb SAIL was trading at 158.50. The strike last trading price was 8, which was 0.59 higher than the previous day. The implied volatity was 32.98, the open interest changed by -4 which decreased total open position to 902
On 4 Feb SAIL was trading at 157.29. The strike last trading price was 7.11, which was 1.06 higher than the previous day. The implied volatity was 38.7, the open interest changed by -28 which decreased total open position to 907
On 3 Feb SAIL was trading at 154.36. The strike last trading price was 5.9, which was 2.15 higher than the previous day. The implied volatity was 40.97, the open interest changed by -61 which decreased total open position to 934
On 2 Feb SAIL was trading at 148.67. The strike last trading price was 4, which was 0.28 higher than the previous day. The implied volatity was 40.48, the open interest changed by -56 which decreased total open position to 994
On 1 Feb SAIL was trading at 148.63. The strike last trading price was 3.47, which was -2.13 lower than the previous day. The implied volatity was 41.05, the open interest changed by -16 which decreased total open position to 1051
On 30 Jan SAIL was trading at 151.13. The strike last trading price was 5.35, which was -3.8 lower than the previous day. The implied volatity was 42.29, the open interest changed by 135 which increased total open position to 1064
On 29 Jan SAIL was trading at 157.18. The strike last trading price was 9.61, which was 1.31 higher than the previous day. The implied volatity was 45.96, the open interest changed by -41 which decreased total open position to 928
On 28 Jan SAIL was trading at 155.74. The strike last trading price was 7.97, which was -0.42 lower than the previous day. The implied volatity was 42.57, the open interest changed by 190 which increased total open position to 969
On 27 Jan SAIL was trading at 155.56. The strike last trading price was 9.01, which was 3.57 higher than the previous day. The implied volatity was 43.8, the open interest changed by 106 which increased total open position to 785
On 23 Jan SAIL was trading at 149.03. The strike last trading price was 5.23, which was -1.21 lower than the previous day. The implied volatity was 41.71, the open interest changed by 42 which increased total open position to 672
On 22 Jan SAIL was trading at 151.65. The strike last trading price was 6.65, which was 1.86 higher than the previous day. The implied volatity was 40.83, the open interest changed by 536 which increased total open position to 536
On 21 Jan SAIL was trading at 146.45. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 20 Jan SAIL was trading at 145.40. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SAIL was trading at 149.70. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SAIL was trading at 149.37. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SAIL was trading at 152.44. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SAIL was trading at 147.76. The strike last trading price was 4.79, 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 12 Jan SAIL was trading at 149.22. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SAIL was trading at 145.67. The strike last trading price was 4.79, 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 8 Jan SAIL was trading at 146.46. The strike last trading price was 4.79, 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 7 Jan SAIL was trading at 150.37. The strike last trading price was 4.79, 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 6 Jan SAIL was trading at 146.44. The strike last trading price was 4.79, 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 5 Jan SAIL was trading at 150.85. The strike last trading price was 4.79, 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 2 Jan SAIL was trading at 147.47. The strike last trading price was 4.79, 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 1 Jan SAIL was trading at 148.45. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SAIL was trading at 146.99. The strike last trading price was 4.79, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
| SAIL 24FEB2026 155 PE | |||||||
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Delta: -0.34
Vega: 0.13
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 160.52 | 3.4 | -0.76 | 39.82 | 803 | 108 | 750 |
| 5 Feb | 158.50 | 3.46 | -1.3 | 40.76 | 718 | 7 | 642 |
| 4 Feb | 157.29 | 4.9 | -1.06 | 42.6 | 482 | 70 | 634 |
| 3 Feb | 154.36 | 6.1 | -2.88 | 40.49 | 399 | 55 | 559 |
| 2 Feb | 148.67 | 8.67 | -0.67 | 41.12 | 51 | 0 | 504 |
| 1 Feb | 148.63 | 9.66 | 1.55 | 38.6 | 173 | -1 | 504 |
| 30 Jan | 151.13 | 8.64 | 2.72 | 44.38 | 326 | -6 | 505 |
| 29 Jan | 157.18 | 5.87 | -0.43 | 45.72 | 535 | -1 | 517 |
| 28 Jan | 155.74 | 6.45 | -0.07 | 43.07 | 434 | 40 | 518 |
| 27 Jan | 155.56 | 6.2 | -4.02 | 43.94 | 501 | 39 | 476 |
| 23 Jan | 149.03 | 10.52 | 2 | 43.7 | 440 | 63 | 437 |
| 22 Jan | 151.65 | 8.37 | -8.96 | 40.86 | 458 | 374 | 374 |
| 21 Jan | 146.45 | 17.33 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 145.40 | 17.33 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 149.70 | 17.33 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 149.37 | 17.33 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 152.44 | 17.33 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 147.76 | 17.33 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 149.22 | 17.33 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 145.67 | 17.33 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 146.46 | 17.33 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 150.37 | 17.33 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 146.44 | 17.33 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 150.85 | 17.33 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 147.47 | 17.33 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 148.45 | 17.33 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 146.99 | 17.33 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 155 expiring on 24FEB2026
Delta for 155 PE is -0.34
Historical price for 155 PE is as follows
On 6 Feb SAIL was trading at 160.52. The strike last trading price was 3.4, which was -0.76 lower than the previous day. The implied volatity was 39.82, the open interest changed by 108 which increased total open position to 750
On 5 Feb SAIL was trading at 158.50. The strike last trading price was 3.46, which was -1.3 lower than the previous day. The implied volatity was 40.76, the open interest changed by 7 which increased total open position to 642
On 4 Feb SAIL was trading at 157.29. The strike last trading price was 4.9, which was -1.06 lower than the previous day. The implied volatity was 42.6, the open interest changed by 70 which increased total open position to 634
On 3 Feb SAIL was trading at 154.36. The strike last trading price was 6.1, which was -2.88 lower than the previous day. The implied volatity was 40.49, the open interest changed by 55 which increased total open position to 559
On 2 Feb SAIL was trading at 148.67. The strike last trading price was 8.67, which was -0.67 lower than the previous day. The implied volatity was 41.12, the open interest changed by 0 which decreased total open position to 504
On 1 Feb SAIL was trading at 148.63. The strike last trading price was 9.66, which was 1.55 higher than the previous day. The implied volatity was 38.6, the open interest changed by -1 which decreased total open position to 504
On 30 Jan SAIL was trading at 151.13. The strike last trading price was 8.64, which was 2.72 higher than the previous day. The implied volatity was 44.38, the open interest changed by -6 which decreased total open position to 505
On 29 Jan SAIL was trading at 157.18. The strike last trading price was 5.87, which was -0.43 lower than the previous day. The implied volatity was 45.72, the open interest changed by -1 which decreased total open position to 517
On 28 Jan SAIL was trading at 155.74. The strike last trading price was 6.45, which was -0.07 lower than the previous day. The implied volatity was 43.07, the open interest changed by 40 which increased total open position to 518
On 27 Jan SAIL was trading at 155.56. The strike last trading price was 6.2, which was -4.02 lower than the previous day. The implied volatity was 43.94, the open interest changed by 39 which increased total open position to 476
On 23 Jan SAIL was trading at 149.03. The strike last trading price was 10.52, which was 2 higher than the previous day. The implied volatity was 43.7, the open interest changed by 63 which increased total open position to 437
On 22 Jan SAIL was trading at 151.65. The strike last trading price was 8.37, which was -8.96 lower than the previous day. The implied volatity was 40.86, the open interest changed by 374 which increased total open position to 374
On 21 Jan SAIL was trading at 146.45. The strike last trading price was 17.33, 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 20 Jan SAIL was trading at 145.40. The strike last trading price was 17.33, 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 19 Jan SAIL was trading at 149.70. The strike last trading price was 17.33, 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 16 Jan SAIL was trading at 149.37. The strike last trading price was 17.33, 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 Jan SAIL was trading at 152.44. The strike last trading price was 17.33, 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 13 Jan SAIL was trading at 147.76. The strike last trading price was 17.33, 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 12 Jan SAIL was trading at 149.22. The strike last trading price was 17.33, 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 9 Jan SAIL was trading at 145.67. The strike last trading price was 17.33, 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 8 Jan SAIL was trading at 146.46. The strike last trading price was 17.33, 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 7 Jan SAIL was trading at 150.37. The strike last trading price was 17.33, 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 6 Jan SAIL was trading at 146.44. The strike last trading price was 17.33, 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 5 Jan SAIL was trading at 150.85. The strike last trading price was 17.33, 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 2 Jan SAIL was trading at 147.47. The strike last trading price was 17.33, 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 1 Jan SAIL was trading at 148.45. The strike last trading price was 17.33, 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 31 Dec SAIL was trading at 146.99. The strike last trading price was 17.33, 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
