SAIL
Steel Authority Of India
Historical option data for SAIL
15 May 2026 11:50 PM IST
| SAIL 26-May-2026 (9d) 185 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0
Theta: -0.16
Gamma: 0.01468
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 192.40 | 15 | -1 (-6.25%) | 47.18 | 3 | 0 | 302 | |||||||||
| 14 May | 199.08 | 16 | -0.05000000000000071 (-0.31%) | 38.43 | 12 | -11 | 302 | |||||||||
| 13 May | 201.31 | 16.06 | 14.549999999999999 (963.58%) | 0 | 165 | -23 | 313 | |||||||||
| 12 May | 176.09 | 1.7 | -1.7700000000000002 (-51.01%) | 0 | 62 | -15 | 336 | |||||||||
| 11 May | 180.72 | 3.1 | -2.03 (-39.57%) | 33.97 | 398 | 50 | 349 | |||||||||
| 8 May | 184.88 | 4.85 | -3.380000000000001 (-41.07%) | 28.62 | 535 | 130 | 296 | |||||||||
| 7 May | 187.28 | 8.39 | 0.6300000000000008 (8.12%) | 40.28 | 149 | -6 | 166 | |||||||||
| 6 May | 186.04 | 8.17 | -0.34999999999999964 (-4.11%) | 41.52 | 137 | 21 | 172 | |||||||||
| 5 May | 187.31 | 8.66 | 0.9199999999999999 (11.89%) | 38.06 | 190 | 24 | 129 | |||||||||
| 4 May | 186.15 | 7.58 | -1.0299999999999994 (-11.96%) | 37.28 | 126 | 33 | 105 | |||||||||
| 30 Apr | 184.62 | 8.78 | 5.4799999999999995 (166.06%) | 42.52 | 210 | 68 | 69 | |||||||||
| 29 Apr | 186.16 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 28 Apr | 185.63 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 27 Apr | 184.20 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 24 Apr | 178.46 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 23 Apr | 176.45 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 22 Apr | 176.23 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 21 Apr | 175.06 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 20 Apr | 172.71 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 173.33 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 171.32 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 166.95 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 167.88 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 166.02 | 3.3 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 163.35 | 3.3 | 1.19 (56.40%) | - | 0 | 0 | 1 | |||||||||
| 8 Apr | 164.41 | 3.3 | 1.19 (56.40%) | - | 0 | 0 | 1 | |||||||||
For Steel Authority Of India - strike price 185 expiring on 26MAY2026
Delta for 185 CE is 0.84
Historical price for 185 CE is as follows
On 15 May SAIL was trading at 192.40. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 47.18, the open interest changed by 0 which decreased total open position to 302
On 14 May SAIL was trading at 199.08. The strike last trading price was 16, which was -0.05000000000000071 lower than the previous day. The implied volatity was 38.43, the open interest changed by -11 which decreased total open position to 302
On 13 May SAIL was trading at 201.31. The strike last trading price was 16.06, which was 14.549999999999999 higher than the previous day. The implied volatity was 0, the open interest changed by -23 which decreased total open position to 313
On 12 May SAIL was trading at 176.09. The strike last trading price was 1.7, which was -1.7700000000000002 lower than the previous day. The implied volatity was 0, the open interest changed by -15 which decreased total open position to 336
On 11 May SAIL was trading at 180.72. The strike last trading price was 3.1, which was -2.03 lower than the previous day. The implied volatity was 33.97, the open interest changed by 50 which increased total open position to 349
On 8 May SAIL was trading at 184.88. The strike last trading price was 4.85, which was -3.380000000000001 lower than the previous day. The implied volatity was 28.62, the open interest changed by 130 which increased total open position to 296
On 7 May SAIL was trading at 187.28. The strike last trading price was 8.39, which was 0.6300000000000008 higher than the previous day. The implied volatity was 40.28, the open interest changed by -6 which decreased total open position to 166
On 6 May SAIL was trading at 186.04. The strike last trading price was 8.17, which was -0.34999999999999964 lower than the previous day. The implied volatity was 41.52, the open interest changed by 21 which increased total open position to 172
On 5 May SAIL was trading at 187.31. The strike last trading price was 8.66, which was 0.9199999999999999 higher than the previous day. The implied volatity was 38.06, the open interest changed by 24 which increased total open position to 129
On 4 May SAIL was trading at 186.15. The strike last trading price was 7.58, which was -1.0299999999999994 lower than the previous day. The implied volatity was 37.28, the open interest changed by 33 which increased total open position to 105
On 30 Apr SAIL was trading at 184.62. The strike last trading price was 8.78, which was 5.4799999999999995 higher than the previous day. The implied volatity was 42.52, the open interest changed by 68 which increased total open position to 69
On 29 Apr SAIL was trading at 186.16. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Apr SAIL was trading at 185.63. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Apr SAIL was trading at 184.20. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr SAIL was trading at 178.46. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr SAIL was trading at 176.45. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr SAIL was trading at 176.23. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr SAIL was trading at 175.06. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr SAIL was trading at 172.71. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr SAIL was trading at 173.33. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr SAIL was trading at 171.32. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr SAIL was trading at 166.95. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr SAIL was trading at 167.88. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr SAIL was trading at 166.02. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr SAIL was trading at 163.35. The strike last trading price was 3.3, which was 1.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SAIL was trading at 164.41. The strike last trading price was 3.3, which was 1.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| SAIL 26-May-2026 (9d) 185 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 192.40 | 1.5 | 0 (0.00%) | - | 0 | 0 | 195 |
| 14 May | 199.08 | 1.5 | 0.7 (87.50%) | 0 | 1 | -1 | 195 |
| 13 May | 201.31 | 0.8 | -6.2 (-88.57%) | 0 | 98 | 30 | 196 |
| 12 May | 176.09 | 7 | 0.6100000000000003 (9.55%) | 0 | 39 | -17 | 166 |
| 11 May | 180.72 | 6.39 | 1.5999999999999996 (33.40%) | 0 | 168 | 6 | 184 |
| 8 May | 184.88 | 4.46 | 0.05999999999999961 (1.36%) | 27.95 | 259 | 73 | 178 |
| 7 May | 187.28 | 4.42 | -0.7000000000000002 (-13.67%) | 33.32 | 166 | 38 | 104 |
| 6 May | 186.04 | 4.9 | 0.20999999999999996 (4.48%) | 34.05 | 135 | 8 | 62 |
| 5 May | 187.31 | 4.6 | -0.6500000000000004 (-12.38%) | 34.27 | 85 | 20 | 54 |
| 4 May | 186.15 | 4.88 | -28.76 (-85.49%) | 31.41 | 68 | 35 | 35 |
| 30 Apr | 184.62 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 186.16 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 185.63 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 184.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 178.46 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 176.45 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 176.23 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 175.06 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 172.71 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 173.33 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 171.32 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 166.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 167.88 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 166.02 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 163.35 | 33.64 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 164.41 | 33.64 | 0 (0.00%) | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 185 expiring on 26MAY2026
Delta for 185 PE is -
Historical price for 185 PE is as follows
On 15 May SAIL was trading at 192.40. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 14 May SAIL was trading at 199.08. The strike last trading price was 1.5, which was 0.7 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 195
On 13 May SAIL was trading at 201.31. The strike last trading price was 0.8, which was -6.2 lower than the previous day. The implied volatity was 0, the open interest changed by 30 which increased total open position to 196
On 12 May SAIL was trading at 176.09. The strike last trading price was 7, which was 0.6100000000000003 higher than the previous day. The implied volatity was 0, the open interest changed by -17 which decreased total open position to 166
On 11 May SAIL was trading at 180.72. The strike last trading price was 6.39, which was 1.5999999999999996 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 184
On 8 May SAIL was trading at 184.88. The strike last trading price was 4.46, which was 0.05999999999999961 higher than the previous day. The implied volatity was 27.95, the open interest changed by 73 which increased total open position to 178
On 7 May SAIL was trading at 187.28. The strike last trading price was 4.42, which was -0.7000000000000002 lower than the previous day. The implied volatity was 33.32, the open interest changed by 38 which increased total open position to 104
On 6 May SAIL was trading at 186.04. The strike last trading price was 4.9, which was 0.20999999999999996 higher than the previous day. The implied volatity was 34.05, the open interest changed by 8 which increased total open position to 62
On 5 May SAIL was trading at 187.31. The strike last trading price was 4.6, which was -0.6500000000000004 lower than the previous day. The implied volatity was 34.27, the open interest changed by 20 which increased total open position to 54
On 4 May SAIL was trading at 186.15. The strike last trading price was 4.88, which was -28.76 lower than the previous day. The implied volatity was 31.41, the open interest changed by 35 which increased total open position to 35
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
On 29 Apr SAIL was trading at 186.16. 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
On 28 Apr SAIL was trading at 185.63. 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 27 Apr SAIL was trading at 184.20. 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 24 Apr SAIL was trading at 178.46. 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 23 Apr SAIL was trading at 176.45. 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 22 Apr SAIL was trading at 176.23. 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 21 Apr SAIL was trading at 175.06. 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 20 Apr SAIL was trading at 172.71. 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 17 Apr SAIL was trading at 173.33. 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 16 Apr SAIL was trading at 171.32. 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 15 Apr SAIL was trading at 166.95. 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 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 33.64, 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 33.64, 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
