Historical option data for SAIL
24 Jun 2026 11:00 AM IST
| SAIL 28-Jul-2026 (34d) 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0
Theta: -0.14
Gamma: 0.01751
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 168.80 | 6.61 | -0.39 (-5.57%) | 43.27 | 56 | -1 | 82 | |||||||||
| 23 Jun | 169.18 | 6.95 | -3.05 (-30.50%) | 43.45 | 114 | 65 | 84 | |||||||||
| 22 Jun | 174.85 | 10 | -11 (-52.38%) | 45.92 | 38 | 17 | 19 | |||||||||
| 19 Jun | 180.05 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 18 Jun | 182.16 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 17 Jun | 179.58 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 16 Jun | 180.99 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 15 Jun | 182.51 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 12 Jun | 184.09 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 11 Jun | 181.36 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 10 Jun | 181.72 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 9 Jun | 185.99 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 8 Jun | 183.78 | 21 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 5 Jun | 190.56 | 21 | -2 (-8.70%) | 38.09 | 2 | 0 | 0 | |||||||||
| 11 May | 180.72 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 8 May | 184.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 187.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 186.04 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 187.31 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 186.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 184.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 175 expiring on 28JUL2026
Delta for 175 CE is 0.43
Historical price for 175 CE is as follows
On 24 Jun SAIL was trading at 168.80. The strike last trading price was 6.61, which was -0.39 lower than the previous day. The implied volatity was 43.27, the open interest changed by -1 which decreased total open position to 82
On 23 Jun SAIL was trading at 169.18. The strike last trading price was 6.95, which was -3.05 lower than the previous day. The implied volatity was 43.45, the open interest changed by 65 which increased total open position to 84
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 10, which was -11 lower than the previous day. The implied volatity was 45.92, the open interest changed by 17 which increased total open position to 19
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SAIL was trading at 190.56. The strike last trading price was 21, which was -2 lower than the previous day. The implied volatity was 38.09, the open interest changed by 0 which decreased total open position to 0
On 11 May SAIL was trading at 180.72. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 8 May SAIL was trading at 184.88. 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 7 May SAIL was trading at 187.28. 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 6 May SAIL was trading at 186.04. 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 5 May SAIL was trading at 187.31. 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 4 May SAIL was trading at 186.15. 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 30 Apr SAIL was trading at 184.62. 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
| SAIL 28-Jul-2026 (34d) 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0
Theta: -0.1
Gamma: 0.01937
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 168.80 | 11.2 | 0.05 (0.45%) | 38.88 | 5 | 1 | 38 |
| 23 Jun | 169.18 | 11.15 | 2.5 (28.90%) | 40.9 | 15 | 13 | 37 |
| 22 Jun | 174.85 | 9 | 4.5 (100.00%) | 40.52 | 56 | 22 | 23 |
| 19 Jun | 180.05 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 18 Jun | 182.16 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 17 Jun | 179.58 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 16 Jun | 180.99 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 15 Jun | 182.51 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 12 Jun | 184.09 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 11 Jun | 181.36 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 10 Jun | 181.72 | 4.5 | 4.5 | - | 1 | 0 | 1 |
| 9 Jun | 185.99 | 4.5 | 4.5 (-54.73%) | 31.87 | 1 | 0 | 1 |
| 8 Jun | 183.78 | 4.5 | -5.44 (-54.73%) | 31.87 | 1 | 0 | 0 |
| 5 Jun | 190.56 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 180.72 | 0 | 0 | - | 0 | 10 | 10 |
| 8 May | 184.88 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 187.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 186.04 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 187.31 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 186.15 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 184.62 | 0 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 175 expiring on 28JUL2026
Delta for 175 PE is -0.58
Historical price for 175 PE is as follows
On 24 Jun SAIL was trading at 168.80. The strike last trading price was 11.2, which was 0.05 higher than the previous day. The implied volatity was 38.88, the open interest changed by 1 which increased total open position to 38
On 23 Jun SAIL was trading at 169.18. The strike last trading price was 11.15, which was 2.5 higher than the previous day. The implied volatity was 40.9, the open interest changed by 13 which increased total open position to 37
On 22 Jun SAIL was trading at 174.85. The strike last trading price was 9, which was 4.5 higher than the previous day. The implied volatity was 40.52, the open interest changed by 22 which increased total open position to 23
On 19 Jun SAIL was trading at 180.05. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun SAIL was trading at 182.16. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun SAIL was trading at 179.58. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun SAIL was trading at 180.99. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun SAIL was trading at 182.51. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun SAIL was trading at 184.09. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun SAIL was trading at 181.36. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun SAIL was trading at 181.72. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun SAIL was trading at 185.99. The strike last trading price was 4.5, which was 4.5 higher than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 1
On 8 Jun SAIL was trading at 183.78. The strike last trading price was 4.5, which was -5.44 lower than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SAIL was trading at 190.56. 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 11 May SAIL was trading at 180.72. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 8 May SAIL was trading at 184.88. 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 7 May SAIL was trading at 187.28. 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 6 May SAIL was trading at 186.04. 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 5 May SAIL was trading at 187.31. 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 4 May SAIL was trading at 186.15. 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 30 Apr SAIL was trading at 184.62. 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
