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Historical option data for SAIL

11 Jun 2026 04:12 PM IST
SAIL 30-Jun-2026 (18d) 190 CE
Delta: 0.33
Vega: 0
Theta: -0.14
Gamma: 0.02511
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 181.36 2.94 -0.06 (-2.00%) 34.22 374 20 457
10 Jun 181.72 3.22 -1.78 (-35.60%) 35.96 295 45 437
9 Jun 185.99 5.2 0.2 (4.00%) 37.36 244 -15 390
8 Jun 183.78 4.45 -3.55 (-44.38%) 38.7 675 105 405
5 Jun 190.56 8.06 -3.94 (-32.83%) 37.25 443 251 298
4 Jun 197.31 12.31 -3.69 (-23.06%) 38.73 27 4 46
3 Jun 203.87 16.5 -2.5 (-13.16%) 37.36 11 0 42
2 Jun 205.85 19 2 (11.76%) 39.52 2 0 42
1 Jun 203.69 17.2 -1.8 (-9.47%) 34.62 6 -1 42
29 May 204.37 18.66 -0.34 (-1.79%) - 33 0 43
27 May 206.06 18.66 8.66 (86.60%) 33.46 33 21 43
26 May 203.84 10.11 0 (0.00%) - 0 0 22
25 May 198.32 10.11 0 (0.00%) - 0 0 22
22 May 201.21 10.11 0 (0.00%) - 0 0 22
21 May 196.53 10.11 0 (0.00%) - 0 0 22
20 May 199.04 10.11 0 (0.00%) - 0 0 22
19 May 199.05 10.11 0 (0.00%) - 0 0 22
18 May 192.73 10.11 0 (0.00%) - 0 0 22
15 May 192.40 10.11 0 (0.00%) - 0 0 22
14 May 199.08 10.11 -4.14 (-29.05%) 0 2 0 22
13 May 201.31 14.25 7.25 (103.57%) 0 32 -28 22
12 May 176.09 6.77 0 (0.00%) 0 0 0 50
11 May 180.72 6.77 -0.9 (-11.73%) 0 4 2 50
8 May 184.88 8.2 -2.72 (-24.91%) 35.62 32 14 35
7 May 187.28 10.9 0.4 (3.81%) 40.1 19 2 23
6 May 186.04 10.5 0.56 (5.63%) 38.02 2 1 21
5 May 187.31 9.94 0.59 (6.31%) 35.45 6 1 19
4 May 186.15 9.2 -1.5 (-14.02%) 34.23 12 7 18
30 Apr 184.62 10.7 7.14 (200.56%) 40.29 32 10 10
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 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
10 Apr 166.02 3.56 0 (0.00%) 7.15 0 0 0
9 Apr 163.35 3.56 0 (0.00%) 7.09 0 0 0
8 Apr 164.41 0 0 (0.00%) 6.99 0 0 0


For Steel Authority Of India - strike price 190 expiring on 30JUN2026

Delta for 190 CE is 0.33

Historical price for 190 CE is as follows

On 11 Jun SAIL was trading at 181.36. The strike last trading price was 2.94, which was -0.06 lower than the previous day. The implied volatity was 34.22, the open interest changed by 20 which increased total open position to 457


On 10 Jun SAIL was trading at 181.72. The strike last trading price was 3.22, which was -1.78 lower than the previous day. The implied volatity was 35.96, the open interest changed by 45 which increased total open position to 437


On 9 Jun SAIL was trading at 185.99. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 37.36, the open interest changed by -15 which decreased total open position to 390


On 8 Jun SAIL was trading at 183.78. The strike last trading price was 4.45, which was -3.55 lower than the previous day. The implied volatity was 38.7, the open interest changed by 105 which increased total open position to 405


On 5 Jun SAIL was trading at 190.56. The strike last trading price was 8.06, which was -3.94 lower than the previous day. The implied volatity was 37.25, the open interest changed by 251 which increased total open position to 298


On 4 Jun SAIL was trading at 197.31. The strike last trading price was 12.31, which was -3.69 lower than the previous day. The implied volatity was 38.73, the open interest changed by 4 which increased total open position to 46


On 3 Jun SAIL was trading at 203.87. The strike last trading price was 16.5, which was -2.5 lower than the previous day. The implied volatity was 37.36, the open interest changed by 0 which decreased total open position to 42


On 2 Jun SAIL was trading at 205.85. The strike last trading price was 19, which was 2 higher than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 42


On 1 Jun SAIL was trading at 203.69. The strike last trading price was 17.2, which was -1.8 lower than the previous day. The implied volatity was 34.62, the open interest changed by -1 which decreased total open position to 42


On 29 May SAIL was trading at 204.37. The strike last trading price was 18.66, which was -0.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43


On 27 May SAIL was trading at 206.06. The strike last trading price was 18.66, which was 8.66 higher than the previous day. The implied volatity was 33.46, the open interest changed by 21 which increased total open position to 43


On 26 May SAIL was trading at 203.84. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 25 May SAIL was trading at 198.32. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 22 May SAIL was trading at 201.21. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 21 May SAIL was trading at 196.53. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 20 May SAIL was trading at 199.04. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 19 May SAIL was trading at 199.05. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 18 May SAIL was trading at 192.73. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 15 May SAIL was trading at 192.40. The strike last trading price was 10.11, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 14 May SAIL was trading at 199.08. The strike last trading price was 10.11, which was -4.14 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 22


On 13 May SAIL was trading at 201.31. The strike last trading price was 14.25, which was 7.25 higher than the previous day. The implied volatity was 0, the open interest changed by -28 which decreased total open position to 22


On 12 May SAIL was trading at 176.09. The strike last trading price was 6.77, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 50


On 11 May SAIL was trading at 180.72. The strike last trading price was 6.77, which was -0.9 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 50


On 8 May SAIL was trading at 184.88. The strike last trading price was 8.2, which was -2.72 lower than the previous day. The implied volatity was 35.62, the open interest changed by 14 which increased total open position to 35


On 7 May SAIL was trading at 187.28. The strike last trading price was 10.9, which was 0.4 higher than the previous day. The implied volatity was 40.1, the open interest changed by 2 which increased total open position to 23


On 6 May SAIL was trading at 186.04. The strike last trading price was 10.5, which was 0.56 higher than the previous day. The implied volatity was 38.02, the open interest changed by 1 which increased total open position to 21


On 5 May SAIL was trading at 187.31. The strike last trading price was 9.94, which was 0.59 higher than the previous day. The implied volatity was 35.45, the open interest changed by 1 which increased total open position to 19


On 4 May SAIL was trading at 186.15. The strike last trading price was 9.2, which was -1.5 lower than the previous day. The implied volatity was 34.23, the open interest changed by 7 which increased total open position to 18


On 30 Apr SAIL was trading at 184.62. The strike last trading price was 10.7, which was 7.14 higher than the previous day. The implied volatity was 40.29, the open interest changed by 10 which increased total open position to 10


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 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 -, 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 10 Apr SAIL was trading at 166.02. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 7.15, 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 3.56, which was 0 lower than the previous day. The implied volatity was 7.09, 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 0, which was 0 lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0


SAIL 30-Jun-2026 (18d) 190 PE
Delta: -0.72
Vega: 0
Theta: -0.09
Gamma: 0.02691
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 181.36 10 0.1 (1.01%) 29.86 21 6 474
10 Jun 181.72 9.9 2.54 (34.51%) 34.54 123 14 468
9 Jun 185.99 7.29 -2.75 (-27.39%) 29.99 27 -7 453
8 Jun 183.78 9.35 3.43 (57.94%) 33.79 278 58 460
5 Jun 190.56 5.85 2.23 (61.60%) 32.43 657 82 400
4 Jun 197.31 3.89 1.96 (101.55%) 33.31 430 69 318
3 Jun 203.87 1.96 0.47 (31.54%) 32.19 65 0 247
2 Jun 205.85 1.5 -0.65 (-30.23%) 31.3 58 7 247
1 Jun 203.69 2.05 -0.08 (-3.76%) 33.15 31 11 241
29 May 204.37 1.91 0.09 (4.95%) 30.48 81 41 229
27 May 206.06 1.79 1.13 (171.21%) 30.56 374 187 188
26 May 203.84 0.66 0.66 - 0 0 1
25 May 198.32 0.66 0.66 - 0 0 1
22 May 201.21 0.66 0.66 - 0 0 1
21 May 196.53 0.66 0.66 - 0 0 1
20 May 199.04 0.66 0.66 - 0 0 1
19 May 199.05 0.66 0.66 - 0 0 1
18 May 192.73 0.66 0.66 (0.00%) - 0 0 1
15 May 192.40 0.66 0 (0.00%) - 0 0 1
14 May 199.08 0 0 (-97.44%) 16.58 0 1 1
13 May 201.31 0 -38.74 (-100.00%) 0 0 0 0
12 May 176.09 0 -38.74 (-100.00%) 0 0 0 0
11 May 180.72 0 -38.74 (-100.00%) 0 0 0 0
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
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 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
10 Apr 166.02 0 0 (0.00%) - 0 0 0
9 Apr 163.35 0 0 (0.00%) - 0 0 0
8 Apr 164.41 0 0 (0.00%) - 0 0 0


For Steel Authority Of India - strike price 190 expiring on 30JUN2026

Delta for 190 PE is -0.72

Historical price for 190 PE is as follows

On 11 Jun SAIL was trading at 181.36. The strike last trading price was 10, which was 0.1 higher than the previous day. The implied volatity was 29.86, the open interest changed by 6 which increased total open position to 474


On 10 Jun SAIL was trading at 181.72. The strike last trading price was 9.9, which was 2.54 higher than the previous day. The implied volatity was 34.54, the open interest changed by 14 which increased total open position to 468


On 9 Jun SAIL was trading at 185.99. The strike last trading price was 7.29, which was -2.75 lower than the previous day. The implied volatity was 29.99, the open interest changed by -7 which decreased total open position to 453


On 8 Jun SAIL was trading at 183.78. The strike last trading price was 9.35, which was 3.43 higher than the previous day. The implied volatity was 33.79, the open interest changed by 58 which increased total open position to 460


On 5 Jun SAIL was trading at 190.56. The strike last trading price was 5.85, which was 2.23 higher than the previous day. The implied volatity was 32.43, the open interest changed by 82 which increased total open position to 400


On 4 Jun SAIL was trading at 197.31. The strike last trading price was 3.89, which was 1.96 higher than the previous day. The implied volatity was 33.31, the open interest changed by 69 which increased total open position to 318


On 3 Jun SAIL was trading at 203.87. The strike last trading price was 1.96, which was 0.47 higher than the previous day. The implied volatity was 32.19, the open interest changed by 0 which decreased total open position to 247


On 2 Jun SAIL was trading at 205.85. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 31.3, the open interest changed by 7 which increased total open position to 247


On 1 Jun SAIL was trading at 203.69. The strike last trading price was 2.05, which was -0.08 lower than the previous day. The implied volatity was 33.15, the open interest changed by 11 which increased total open position to 241


On 29 May SAIL was trading at 204.37. The strike last trading price was 1.91, which was 0.09 higher than the previous day. The implied volatity was 30.48, the open interest changed by 41 which increased total open position to 229


On 27 May SAIL was trading at 206.06. The strike last trading price was 1.79, which was 1.13 higher than the previous day. The implied volatity was 30.56, the open interest changed by 187 which increased total open position to 188


On 26 May SAIL was trading at 203.84. The strike last trading price was 0.66, which was 0.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 May SAIL was trading at 198.32. The strike last trading price was 0.66, which was 0.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 May SAIL was trading at 201.21. The strike last trading price was 0.66, which was 0.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 May SAIL was trading at 196.53. The strike last trading price was 0.66, which was 0.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May SAIL was trading at 199.04. The strike last trading price was 0.66, which was 0.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May SAIL was trading at 199.05. The strike last trading price was 0.66, which was 0.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May SAIL was trading at 192.73. The strike last trading price was 0.66, which was 0.66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May SAIL was trading at 192.40. The strike last trading price was 0.66, 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 14 May SAIL was trading at 199.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 16.58, the open interest changed by 1 which increased total open position to 1


On 13 May SAIL was trading at 201.31. The strike last trading price was 0, which was -38.74 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May SAIL was trading at 176.09. The strike last trading price was 0, which was -38.74 lower than the previous day. The implied volatity was 0, 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 -38.74 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


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


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 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 -, 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 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 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 8 Apr SAIL was trading at 164.41. 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