Historical option data for SAIL
22 Jun 2026 04:10 PM IST
| SAIL 30-Jun-2026 (7d) 155 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 174.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 186.16 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 185.63 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 184.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 176.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 176.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 175.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 175.06 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 166.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 166.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 167.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 166.02 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 163.35 | 13.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 164.41 | 13.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 160.62 | 13.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 160.44 | 13.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 155.16 | 13.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 155 expiring on 30JUN2026
Delta for 155 CE is -
Historical price for 155 CE is as follows
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 0, 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 29 Apr SAIL was trading at 186.16. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr SAIL was trading at 185.63. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr SAIL was trading at 184.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr SAIL was trading at 176.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr SAIL was trading at 176.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr SAIL was trading at 175.06. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr SAIL was trading at 175.06. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr SAIL was trading at 166.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr SAIL was trading at 166.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 0, 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 10 Apr SAIL was trading at 166.02. The strike last trading price was 0, 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 Apr SAIL was trading at 163.35. The strike last trading price was 13.15, 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 Apr SAIL was trading at 164.41. The strike last trading price was 13.15, 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 Apr SAIL was trading at 160.62. The strike last trading price was 13.15, 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 Apr SAIL was trading at 160.44. The strike last trading price was 13.15, 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 Apr SAIL was trading at 155.16. The strike last trading price was 13.15, 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
| SAIL 30-Jun-2026 (7d) 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0
Theta: -0.09
Gamma: 0.00949
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 174.85 | 0.45 | -13.51 (-96.78%) | 53.72 | 5 | 0 | 0 |
| 29 Apr | 186.16 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 185.63 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 184.20 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 176.50 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 176.45 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 175.06 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 175.06 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 166.95 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 166.95 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 167.88 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 166.02 | 0 | 0 (0.00%) | 5.45 | 0 | 0 | 0 |
| 9 Apr | 163.35 | 13.96 | 0 (0.00%) | 5.43 | 0 | 0 | 0 |
| 8 Apr | 164.41 | 13.96 | 0 (0.00%) | 5.49 | 0 | 0 | 0 |
| 7 Apr | 160.62 | 13.96 | 0 (0.00%) | 3.27 | 0 | 0 | 0 |
| 6 Apr | 160.44 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 155.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 155 expiring on 30JUN2026
Delta for 155 PE is -0.07
Historical price for 155 PE is as follows
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 0.45, which was -13.51 lower than the previous day. The implied volatity was 53.72, the open interest changed by 0 which decreased total open position to 0
On 29 Apr SAIL was trading at 186.16. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr SAIL was trading at 185.63. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr SAIL was trading at 184.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr SAIL was trading at 176.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr SAIL was trading at 176.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr SAIL was trading at 175.06. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr SAIL was trading at 175.06. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr SAIL was trading at 166.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr SAIL was trading at 166.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 0, 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 10 Apr SAIL was trading at 166.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 13.96, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 13.96, which was 0 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SAIL was trading at 160.62. The strike last trading price was 13.96, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SAIL was trading at 160.44. The strike last trading price was 0, 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 Apr SAIL was trading at 155.16. The strike last trading price was 0, 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
