Steel Authority of India Limited

Metals & Mining · Ferrous Metals

NSE: SAIL BSE: 500113

₹181.49

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) -0.07

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	177.8700	-4.95	177034900	-2119700	Long Unwinding
Nov. 23, 2026	179.8300	-2.93	253800	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	180.8900	180.8900	180.8900	181.4200	4700	4700
Sept. 30, 2026	Nov. 23, 2026	183.4000	185.0200	180.7600	179.8300	253800	0
Sept. 30, 2026	Oct. 27, 2026	182.9000	186.5000	176.8100	177.8700	177034900	-2119700
Sept. 29, 2026	Nov. 23, 2026	181.9500	185.0900	181.9500	182.7600	253800	155100
Sept. 29, 2026	Oct. 27, 2026	180.9900	185.5000	179.4000	182.8200	179154600	39183900
Sept. 29, 2026	Sept. 29, 2026	181.7300	187.0000	179.3100	183.0000	5795100	-41637300
Sept. 28, 2026	Nov. 23, 2026	183.2500	187.3200	182.6000	182.8000	98700	23500
Sept. 28, 2026	Oct. 27, 2026	182.6500	189.0000	181.4500	183.8900	139970700	54938300
Sept. 28, 2026	Sept. 29, 2026	184.8700	190.4000	182.4200	185.2600	47432400	-56118000
Sept. 25, 2026	Nov. 23, 2026	184.3600	184.3600	184.3600	184.3600	75200	4700

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.519

Max Pain 180.0000

Open Interest by Strike (Max Pain: 180.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	24.6600	—		150.0000	-0.201	102.97	6.5600	0	0
0	0	21.5500	—		155.0000	-0.238	104.77	8.3700	0	0
0	0	31.6900	89.71	0.766	157.5000	-0.168	61.58	2.9500	0	0
0	0	18.7100	—		160.0000	-0.121	43.46	1.3500	0	4700
0	0	27.8600	86.41	0.729	162.5000	-0.218	61.06	4.0800	0	0
0	0	16.1400	—		165.0000	-0.313	108.88	12.8200	0	0
0	0	24.3000	83.74	0.688	167.5000	-0.274	60.41	5.4700	0	0
0	0	13.8500	29.64	0.820	170.0000	-0.242	40.23	3.0000	0	9400
0	0	21.0200	81.54	0.642	172.5000	-0.335	59.57	7.1300	0	0
0	0	11.8200	39.18	0.671	175.0000	-0.386	113.67	18.3400	0	0
0	0	18.0400	79.76	0.593	177.5000	-0.401	58.68	9.1000	0	0
79900	0	8.7700	38.35	0.572	180.0000	-0.425	35.15	5.7300	0	47000
0	0	15.3600	78.3	0.542	182.5000	-0.470	57.61	11.3700	0	0
0	0	8.4600	48.87	0.485	185.0000	-0.453	119.18	24.8300	0	0
0	0	12.9800	77.12	0.490	187.5000	-0.541	56.3	13.9300	0	0
47000	0	5.4100	43.11	0.387	190.0000	-0.677	29.86	10.5000	0	4700
0	0	10.8800	76.12	0.438	192.5000	-0.613	54.71	16.7800	0	0
0	0	5.9500	54.56	0.354	195.0000	-0.510	125.49	32.1700	0	0
0	0	9.0500	75.26	0.388	197.5000	-0.685	52.69	19.9000	0	0
0	0	3.4500	47.59	0.259	200.0000	-0.535	128.88	36.1000	0	0
0	0	7.4800	74.58	0.340	202.5000	-0.757	50.07	23.2800	0	0
0	0	4.1100	58.4	0.256	205.0000	-0.557	132.42	40.1800	0	0
0	0	6.1400	74.0	0.295	207.5000	-0.831	46.37	26.8900	0	0
0	0	3.3900	59.86	0.217	210.0000	-0.577	136.08	44.3900	0	0
0	0	5.0100	73.53	0.254	212.5000	-0.910	40.26	30.7100	0	0
0	0	2.7900	61.16	0.183	215.0000	-0.596	139.82	48.7100	0	0
0	0	4.0500	73.03	0.216	217.5000		—	34.7000	0	0
0	0	2.2900	62.31	0.154	220.0000	-0.612	143.66	53.1300	0	0
0	0	1.8700	63.29	0.129	225.0000	-0.626	147.6	57.6400	0	0